Bayesian Estimation in Autoregressive Models Using Reversible Jump Markov Chain Monte Carlo

In most applications, there is uncertainty about the statistical model to be considered. In this paper, we consider a particular class of autoregressive time series models where the order of the model---which determines the dimension of parameter---is uncertain. A common approach for model selection is to balance model fit with model complexity using, say, an AIC criterion. However, such an approach provides no meaningful measure of uncertainty about the selected model. A Bayesian approach, on the other hand, which treats the model and model parameters as random variables, can directly accommodate model uncertainty. The challenge is that the Bayesian posterior distribution is supported on a union of spaces of different dimensions, which makes computation difficult. We review a reversible jump Markov chain Monte Carlo method for sampling from the posterior, and apply this method to provide a Bayesian analysis of simulated and real data

Chromium Oxidation by Disinfectants and Oxidants Used in Drinking Water Treatment

The USEPA Maximum Contaminant Level (MCL) for Total Chromium in drinking water is 100 μg/L. Total chromium includes both trivalent chromium (Cr(III), a trace nutrient) and hexavalent chromium (Cr(VI), a probable human carcinogen). The State of California set a Cr(VI)-specific MCL of 10 μg/L in 2014, and USEPA is considering a new federal MCL for Cr(VI). This would have a significant impact on drinking water systems across the US, with estimated annual cost of compliance between $0.6 to 5.1 billion per year. While Cr(VI) is the species of concern for health effects, water utilities must also consider Cr(III) since it can be oxidized to Cr(VI) by various chemicals. This oxidation has been documented for commonly used disinfectants. However, past studies were conducted with higher levels of chromium (e.g., 20 to 500 μg/L) and it is unknown if the reactions proceed at the same rate and extent at the lower concentrations relevant to most water treatment plants (\u3c 10 μg/L). This project, funded by the Water Research Foundation, systematically evaluated the extent of oxidation of Cr(III) by drinking water oxidants under conditions relevant to drinking water utilities. Five oxidants (chlorine, monochloramine, chlorine dioxide, potassium permanganate, and ozone) were tested. Two doses were used for each chemical with their respective reaction times reflecting the typical application of the chemical in treatment. Three different water qualities were evaluated, each at pH 5.5, 7, and 9, and at two different temperatures (5 and 16 °C). Chlorine consistently oxidized an average of 80% of the available Cr(III), with the majority of the oxidation happening within the first 7 hours. Monochloramine did not significantly oxidize Cr(III) at any of the conditions tested. Chlorine dioxide was an effective oxidant at pH 7, with complete oxidation occurring in 6 hours, but was less effective at pH 5.5 and 9. Potassium permanganate achieved complete oxidation in 4 hours at each pH, with pH 7 experiencing the fastest oxidation. Ozone oxidized all available Cr(III) within minutes at all pH values. Quantifying the Cr(III) oxidation as a result of using these oxidants provides understanding of potential Cr(VI) addition into drinking water

Forms of Attachment: Additions to Postwar Icons

In the ongoing project of adding to the recently built, or more specifically the problem of additions to postwar icons, the issues have proven more slippery. (In this context, I use “project” to mean a larger theoretical endeavor or task of investigation rather than an architectural proposal.) First, what, in this context, is postwar? To focus this thesis, I define it as the period in American architecture from the end of World War II to the dissolution of the modern movement into the splintered ‘isms’ of the late 1970’s and early 1980’s that were bubbling up in the decades before. And why icons? Rather than the “low road” buildings of recent heritage – the dysfunctions of which are most often happily mitigated by additions – postwar icons would seem to pose a distinct set of challenges. This premise is born out even anecdotally by the evidence: numerous additions by high profile design talents with sincere intentions that amount to ambiguous results. The particular provocations of the task, in most cases, remain unacknowledged and unmet. In this thesis I mean to investigate the challenges and parameters posed through these types of projects, and the degree to which the circumstances are unique to ‘their’ (modern) movement and ‘our’ contemporary moment. (While Modernism is an admittedly loaded and imprecise term, I will use it as shorthand for the various ideologies in mainstream architectural practice in the midtwentieth century.) First, how does the consideration of the “recent past” as short temporal distance play a role, and second, how might this be complicated further by modernism’s own ambivalent relationship with history? And then what of our own ambivalent relationship with modernism as history? What are the specific theoretical questions at hand as regards changing conceptions of time, author, and artifact? The working thesis of this paper is that, indeed, in the broader spectrum of additions to significant historic buildings, the project of adding to a postwar icon is unique on two levels. The first is that these icons necessitate a sophisticated approach, distinct from the broader addition paradigm as it is now understood in conservation and preservation design. By virtue of the moderns’ era, our era, and the relationship therein, postwar icons stipulate an ‘ethic’ that may prove to have some surprising tolerances but nonetheless demands a unique approach and demonstrable design rationale. The second argument is that a requisite ethic largely remains out of sight, discourse, and widespread use. The paradigms of current practice, through their failures and ambiguities, make the case for a critical reconsideration of this project within our complementary and combined fields of architecture and preservation design

A Method for Defining Wind Turbine Setback Standards

Setback distances established by regulatory authorities to minimize the probability of blade fragment impact with roads, structures and infrastructure can often have a significant impact on wind farm development. However, these minimum distance requirements typically rely on arbitrary rules of thumb and are not based on a physical or probabilistic analysis of blade throw. The work reported here uses a probabilistic approach to evaluate the effectiveness of current standards and to propose a new technique for determining setback distances. This is accomplished through the use of a dynamic model of wind turbine blade failure coupled with Monte Carlo simulation techniques applied to three different wind turbines. It is first shown that common setback standards based on turbine height and blade radius provide inconsistent and inadequate protection against blade throw. Then, using a simplified dynamic analysis of a thrown blade fragment, it is shown that the release velocity of the blade fragment is the critical factor in determining the maximum distance fragments are likely to travel. The importance of release velocity is further verified through simulation results. Finally, a new method for developing setback standards is proposed based on an acceptable level of risk. Given specific wind turbine operational parameters and a set of failure probabilities, the new method leverages realistic blade throw modeling to produce setback standards with a valid physical foundation

Experimental Investigation of Stochastic Parafoil Guidance using a Graphics Processing Unit

Control of autonomous systems subject to stochastic uncertainty is a challenging task. In guided airdrop applications, random wind disturbances play a crucial role in determining landing accuracy and terrain avoidance. This paper describes a stochastic parafoil guidance system which couples uncertainty propagation with optimal control to protect against wind and parameter uncertainty in the presence of impact area obstacles. The algorithm uses real-time Monte Carlo simulation performed on a graphics processing unit (GPU) to evaluate robustness of candidate trajectories in terms of delivery accuracy, obstacle avoidance, and other considerations. Building upon prior theoretical developments, this paper explores performance of the stochastic guidance law compared to standard deterministic guidance schemes, particularly with respect to obstacle avoidance. Flight test results are presented comparing the proposed stochastic guidance algorithm with a standard deterministic one. Through a comprehensive set of simulation results, key implementation aspects of the stochastic algorithm are explored including tradeoffs between the number of candidate trajectories considered, algorithm runtime, and overall guidance performance. Overall, simulation and flight test results demonstrate that the stochastic guidance scheme provides a more robust approach to obstacle avoidance while largely maintaining delivery accuracy

Why can’t I trade? Exchange discretion in calling halts

Stock exchanges exercise discretion when calling individual stock trading halts though the decision making behind the halt remains a “mystery” (WSJ, 2018). Between 2012 and 2015 halts are associated with large price movements (on-average 11%) and occur frequently with 97% of trading days having five or more halts. Given their importance, we investigate how exchanges use this discretion and whether the use of discretion alters the effectiveness of the halts. Our findings suggest halts reflect the preferences of exchange constituents as opposed to simply the stated objectives of the exchanges (i.e., minimizing excess volatility and trades at off-equilibrium prices). Specifically, we find halts are less likely for (i) good news than bad, (ii) firms with opportunistic CEO traders, and (iii) firms with low short interests. We also find some evidence that CEO characteristics are associated with halt outcomes. Concerning halt effectiveness, we find the level of unexplained halt discretion is positively associated with both small halt returns and larger post-halt stock return reversals, suggesting halts with more discretion are less effective

The Persistent Southern Disadvantage in Us Early Life Mortality, 1965‒2014

Background: Recent studies of US adult mortality demonstrate a growing disadvantage among southern states. Few studies have examined long-term trends and geographic patterns in US early life (ages 1 to 24) mortality, ages at which key risk factors and causes of death are quite different than among adults. Objective: This article examines trends and variations in early life mortality rates across US states and census divisions. We assess whether those variations have changed over a 50-year time period and which causes of death contribute to contemporary geographic disparities. Methods: We calculate all-cause and cause-specific death rates using death certificate data from the Multiple Cause of Death files, combining public-use files from 1965‒2004 and restricted data with state geographic identifiers from 2005‒2014. State population (denominator) data come from US decennial censuses or intercensal estimates. Results: Results demonstrate a persistent mortality disadvantage for young people (ages 1 to 24) living in southern states over the last 50 years, particularly those located in the East South Central and West South Central divisions. Motor vehicle accidents and homicide by firearm account for most of the contemporary southern disadvantage in US early life mortality. Contribution: Our results illustrate that US children and youth living in the southern United States have long suffered from higher levels of mortality than children and youth living in other parts of the country. Our findings also suggest the contemporary southern disadvantage in US early life mortality could potentially be reduced with state-level policies designed to prevent deaths involving motor vehicles and firearms