9,339 research outputs found
Data Augmentation in the Bayesian Multivariate Probit Model
This paper is concerned with the Bayesian estimation of a Multivariate Probit model. In particular, this paper provides an algorithm that obtains draws with low correlation much faster than a pure Gibbs sampling algorithm. The algorithm consists in sampling some characteristics of slope and variance parameters marginally on the latent data. Estimations with simulated datasets illustrate that the proposed algorithm can be much faster than a pure Gibbs sampling algorithm. For some datasets, the algorithm is also much faster than the efficient algorithm proposed by Liu and Wu (1999) in the context of the univariate Probit model
On the second moment of the number of crossings by a stationary Gaussian process
Cram\'{e}r and Leadbetter introduced in 1967 the sufficient condition
to have a
finite variance of the number of zeros of a centered stationary Gaussian
process with twice differentiable covariance function . This condition is
known as the Geman condition, since Geman proved in 1972 that it was also a
necessary condition. Up to now no such criterion was known for counts of
crossings of a level other than the mean. This paper shows that the Geman
condition is still sufficient and necessary to have a finite variance of the
number of any fixed level crossings. For the generalization to the number of a
curve crossings, a condition on the curve has to be added to the Geman
condition.Comment: Published at http://dx.doi.org/10.1214/009117906000000142 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Highly-efficient noise-assisted energy transport in classical oscillator systems
Photosynthesis is a biological process that involves the highly-efficient
transport of energy captured from the sun to a reaction center, where
conversion into useful biochemical energy takes place. Even though one can
always use a quantum perspective to describe any physical process, since
everything follows the laws of Quantum Mechanics, is the use of quantum theory
imperative to explain this high efficiency? Making use of the quantum-classical
correspondence of electronic energy transfer recently introduced by Eisfeld and
Briggs [Phys. Rev. E 85, 046118 (2012)], we show here that the highly-efficient
noise-assisted energy transport described by Rebentrost et al. [New J. Phys.
11, 033003 (2009)], and Plenio and Huelga [New J. Phys. 10, 113019 (2008)], as
the result of the interplay between the quantum coherent evolution of the
photosynthetic system and noise introduced by its surrounding environment, it
can be found as well in purely classical systems. The wider scope of
applicability of the enhancement of energy transfer assisted by noise might
open new ways for developing new technologies aimed at enhancing the efficiency
of a myriad of energy transfer systems, from information channels in
micro-electronic circuits to long-distance high-voltage electrical lines.Comment: 4 pages, 3 figure
Rice formulae and Gaussian waves
We use Rice formulae in order to compute the moments of some level
functionals which are linked to problems in oceanography and optics: the number
of specular points in one and two dimensions, the distribution of the normal
angle of level curves and the number of dislocations in random wavefronts. We
compute expectations and, in some cases, also second moments of such
functionals. Moments of order greater than one are more involved, but one needs
them whenever one wants to perform statistical inference on some parameters in
the model or to test the model itself. In some cases, we are able to use these
computations to obtain a central limit theorem.Comment: Published in at http://dx.doi.org/10.3150/10-BEJ265 the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
Hamilton-Jacobi Theory in k-Symplectic Field Theories
In this paper we extend the geometric formalism of Hamilton-Jacobi theory for
Mechanics to the case of classical field theories in the k-symplectic
framework
Time-dependent Mechanics and Lagrangian submanifolds of Dirac manifolds
A description of time-dependent Mechanics in terms of Lagrangian submanifolds
of Dirac manifolds (in particular, presymplectic and Poisson manifolds) is
presented. Two new Tulczyjew triples are discussed. The first one is adapted to
the restricted Hamiltonian formalism and the second one is adapted to the
extended Hamiltonian formalism
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