Stability of Noisy Metropolis-Hastings

Pseudo-marginal Markov chain Monte Carlo methods for sampling from intractable distributions have gained recent interest and have been theoretically studied in considerable depth. Their main appeal is that they are exact, in the sense that they target marginally the correct invariant distribution. However, the pseudo-marginal Markov chain can exhibit poor mixing and slow convergence towards its target. As an alternative, a subtly different Markov chain can be simulated, where better mixing is possible but the exactness property is sacrificed. This is the noisy algorithm, initially conceptualised as Monte Carlo within Metropolis (MCWM), which has also been studied but to a lesser extent. The present article provides a further characterisation of the noisy algorithm, with a focus on fundamental stability properties like positive recurrence and geometric ergodicity. Sufficient conditions for inheriting geometric ergodicity from a standard Metropolis-Hastings chain are given, as well as convergence of the invariant distribution towards the true target distribution

Capillary rise of a liquid between two vertical plates making a small angle.

The penetration of a wetting liquid in the narrow gap between two vertical plates making a small angle is analyzed in the framework of the lubrication approximation. At the beginning of the process, the liquid rises independently at different distances from the line of intersection of the plates except in a small region around this line where the effect of the gravity is negligible. The maximum height of the liquid initially increases as the cubic root of time and is attained at a point that reaches the line of intersection only after a certain time. At later times, the motion of the liquid is confined to a thin layer around the line of intersection whose height increases as the cubic root of time and whose thickness decreases as the inverse of the cubic root of time. The evolution of the liquid surface is computed numerically and compared with the results of a simple experiment

Magneto-Conductance Anisotropy and Interference Effects in Variable Range Hopping

We investigate the magneto-conductance (MC) anisotropy in the variable range hopping regime, caused by quantum interference effects in three dimensions. When no spin-orbit scattering is included, there is an increase in the localization length (as in two dimensions), producing a large positive MC. By contrast, with spin-orbit scattering present, there is no change in the localization length, and only a small increase in the overall tunneling amplitude. The numerical data for small magnetic fields $B$, and hopping lengths $t$, can be collapsed by using scaling variables $B_\perp t^{3/2}$, and $B_\parallel t$ in the perpendicular and parallel field orientations respectively. This is in agreement with the flux through a `cigar'--shaped region with a diffusive transverse dimension proportional to $\sqrt{t}$. If a single hop dominates the conductivity of the sample, this leads to a characteristic orientational `finger print' for the MC anisotropy. However, we estimate that many hops contribute to conductivity of typical samples, and thus averaging over critical hop orientations renders the bulk sample isotropic, as seen experimentally. Anisotropy appears for thin films, when the length of the hop is comparable to the thickness. The hops are then restricted to align with the sample plane, leading to different MC behaviors parallel and perpendicular to it, even after averaging over many hops. We predict the variations of such anisotropy with both the hop size and the magnetic field strength. An orientational bias produced by strong electric fields will also lead to MC anisotropy.Comment: 24 pages, RevTex, 9 postscript figures uuencoded Submitted to PR

Radio background measurements at the Pierre Auger Observatory

Mesures du bruit de fond radio sur le site de l'observatoire Pierre Auge

The assessment of the implementation of fuel related legislations and their impact on air quality and public health

The main focus of Work Package 6 of the Aphekom project was: to develop innovative methods to analyse the decrease in air pollution levels following implementation of an European regulation to reduce the sulphur content in liquid fuels; to follow the evolution of health risks over time; to track related effect modifiers; and to quantify the monetary costs of health impacts of the implemented regulation

Profiling SO2 air pollution patterns in 9 EU Aphekom cities: The Aphekom Project

A detailed analysis of hourly pollutant concentrations mainly focusing on SO2 data obtained from 9 centres involved in the Aphekom project was conducted. This involved the generation of individual diurnal SO2 profiles in order to: (i) identify city specific patterns including source apportionment and quantification, (ii) track changes over time, (iii) analyse the changes in SO2 concentrations from different emission sources, i.e. traffic, heating, shipping and industrial sources, overtime