A Bayesian approach to imposing curvature on distance functions

The estimated parameters of output distance functions frequently violate the monotonicity, quasi-convexity and convexity constraints implied by economic theory, leading to estimated elasticities and shadow prices that are incorrectly signed, and ultimately to perverse conclusions concerning the effects of input and output changes on productivity growth and relative efficiency levels. We show how a Bayesian approach can be used to impose these constraints on the parameters of a translog output distance function. Implementing the approach involves the use of a Gibbs sampler with data augmentation. A Metropolis-Hastings algorithm is also used within the Gibbs to simulate observations from truncated pdfs. Our methods are developed for the case where panel data is available and technical inefficiency effects are assumed to be time-invariant. Two models-a fixed effects model and a random effects model-are developed and applied to panel data on 17 European railways. We observe significant changes in estimated elasticities and shadow price ratios when regularity restrictions are imposed. (c) 2004 Elsevier B.V. All rights reserved.

Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Improving wheat simulation capabilities in Australia from a cropping systems perspective - III. The integrated wheat model (I_WHEAT)

Previous work has identified several short-comings in the ability of four spring wheat and one barley model to simulate crop processes and resource utilization. This can have important implications when such models are used within systems models where final soil water and nitrogen conditions of one crop define the starting conditions of the following crop. In an attempt to overcome these limitations and to reconcile a range of modelling approaches, existing model components that worked demonstrably well were combined with new components for aspects where existing capabilities were inadequate. This resulted in the Integrated Wheat Model (I_WHEAT), which was developed as a module of the cropping systems model APSIM. To increase predictive capability of the model, process detail was reduced, where possible, by replacing groups of processes with conservative, biologically meaningful parameters. I_WHEAT does not contain a soil water or soil nitrogen balance. These are present as other modules of APSIM. In I_WHEAT, yield is simulated using a linear increase in harvest index whereby nitrogen or water limitations can lead to early termination of grainfilling and hence cessation of harvest index increase. Dry matter increase is calculated either from the amount of intercepted radiation and radiation conversion efficiency or from the amount of water transpired and transpiration efficiency, depending on the most limiting resource. Leaf area and tiller formation are calculated from thermal time and a cultivar specific phyllochron interval. Nitrogen limitation first reduces leaf area and then affects radiation conversion efficiency as it becomes more severe. Water or nitrogen limitations result in reduced leaf expansion, accelerated leaf senescence or tiller death. This reduces the radiation load on the crop canopy (i.e. demand for water) and can make nitrogen available for translocation to other organs. Sensitive feedbacks between light interception and dry matter accumulation are avoided by having environmental effects acting directly on leaf area development, rather than via biomass production. This makes the model more stable across environments without losing the interactions between the different external influences. When comparing model output with models tested previously using data from a wide range of agro-climatic conditions, yield and biomass predictions were equal to the best of those models, but improvements could be demonstrated for simulating leaf area dynamics in response to water and nitrogen supply, kernel nitrogen content, and total water and nitrogen use. I_WHEAT does not require calibration for any of the environments tested. Further model improvement should concentrate on improving phenology simulations, a more thorough derivation of coefficients to describe leaf area development and a better quantification of some processes related to nitrogen dynamics. (C) 1998 Elsevier Science B.V.

Further results on the relationship between mu-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains

This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on mu-invariant and mu-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the mu-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between mu-invariant measures and quasi-stationary distributions is discussed. (C) 2000 Elsevier Science Ltd. All rights reserved.

Modelling of cold-formed purlin-sheeting systems .2. Simplified model

A number of theoretical and experimental investigations have been made into the nature of purlin-sheeting systems over the past 30 years. These systems commonly consist of cold-formed zed or channel section purlins, connected to corrugated sheeting. They have proven difficult to model due to the complexity of both the purlin deformation and the restraint provided to the purlin by the sheeting. Part 1 of this paper presented a non-linear elasto plastic finite element model which, by incorporating both the purlin and the sheeting in the analysis, allowed the interaction between the two components of the system to be modelled. This paper presents a simplified version of the first model which has considerably decreased requirements in terms of computer memory, running time and data preparation. The Simplified Model includes only the purlin but allows for the sheeting's shear and rotational restraints by modelling these effects as springs located at the purlin-sheeting connections. Two accompanying programs determine the stiffness of these springs numerically. As in the Full Model, the Simplified Model is able to account for the cross-sectional distortion of the purlin, the shear and rotational restraining effects of the sheeting, and failure of the purlin by local buckling or yielding. The model requires no experimental or empirical input and its validity is shown by its goon con elation with experimental results. (C) 1997 Elsevier Science Ltd.

Stability of linear difference and differential inclusions

Any given n X n matrix A is shown to be a restriction, to the A-invariant subspace, of a nonnegative N x N matrix B of spectral radius p(B) arbitrarily close to p(A). A difference inclusion x(k+1) is an element of Ax(k), where A is a compact set of matrices, is asymptotically stable if and only if A can be extended to a set B of nonnegative matrices B with \ \B \ \ (1) < 1 or \ \B \ \ (infinity) < 1. Similar results are derived for differential inclusions.

Estimates of the real structured radius of stability of linear dynamic systems

A question is examined as to estimates of the norms of perturbations of a linear stable dynamic system, under which the perturbed system remains stable in a situation R:here a perturbation has a fixed structure.

Detection and description of non-linear interdependence in normal multichannel human EEG data

Objectives: This study examines human scalp electroencephalographic (EEG) data for evidence of non-linear interdependence between posterior channels. The spectral and phase properties of those epochs of EEG exhibiting non-linear interdependence are studied. Methods: Scalp EEG data was collected from 40 healthy subjects. A technique for the detection of non-linear interdependence was applied to 2.048 s segments of posterior bipolar electrode data. Amplitude-adjusted phase-randomized surrogate data was used to statistically determine which EEG epochs exhibited non-linear interdependence. Results: Statistically significant evidence of non-linear interactions were evident in 2.9% (eyes open) to 4.8% (eyes closed) of the epochs. In the eyes-open recordings, these epochs exhibited a peak in the spectral and cross-spectral density functions at about 10 Hz. Two types of EEG epochs are evident in the eyes-closed recordings; one type exhibits a peak in the spectral density and cross-spectrum at 8 Hz. The other type has increased spectral and cross-spectral power across faster frequencies. Epochs identified as exhibiting non-linear interdependence display a tendency towards phase interdependencies across and between a broad range of frequencies. Conclusions: Non-linear interdependence is detectable in a small number of multichannel EEG epochs, and makes a contribution to the alpha rhythm. Non-linear interdependence produces spatially distributed activity that exhibits phase synchronization between oscillations present at different frequencies. The possible physiological significance of these findings are discussed with reference to the dynamical properties of neural systems and the role of synchronous activity in the neocortex. (C) 2002 Elsevier Science Ireland Ltd. All rights reserved.

Fast, scalable master equation solution algorithms. III. Direct time propagation accelerated by a diffusion approximation preconditioned iterative solver

In this paper we propose a novel fast and linearly scalable method for solving master equations arising in the context of gas-phase reactive systems, based on an existent stiff ordinary differential equation integrator. The required solution of a linear system involving the Jacobian matrix is achieved using the GMRES iteration preconditioned using the diffusion approximation to the master equation. In this way we avoid the cubic scaling of traditional master equation solution methods and maintain the low temperature robustness of numerical integration. The method is tested using a master equation modelling the formation of propargyl from the reaction of singlet methylene with acetylene, proceeding through long lived isomerizing intermediates. (C) 2003 American Institute of Physics.

Effect of mutual coupling on the interference rejection capabilities of linear and circular arrays in CDMA systems

This paper is concerned with assessing the interference rejection capabilities of linear and circular array of dipoles that can be part of a base station of a code-division multiple-access cellular communication system. The performance criteria for signal-to-interference ratio (SIR) improvement employed in this paper is the spatial interference suppression coefficient. We first derive an expression for this figure of merit and then analyze and compare the SIR performance of the two types of arrays. For a linear array, we quantitatively assess the degradation in SIR performance, as we move from array broadside to array end-fire direction. In addition, the effect of mutual coupling is taken into account.

Optimal unravellings for feedback control in linear quantum systems

For quantum systems with linear dynamics in phase space much of classical feedback control theory applies. However, there are some questions that are sensible only for the quantum case: Given a fixed interaction between the system and the environment what is the optimal measurement on the environment for a particular control problem? We show that for a broad class of optimal (state- based) control problems ( the stationary linear-quadratic-Gaussian class), this question is a semidefinite program. Moreover, the answer also applies to Markovian (current-based) feedback.

Uniqueness criteria for continuous-time Markov chains with general transition structures

We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerning upwardly skip-free processes. We then use our generalization of Reuter's lemma to prove new results for downwardly skip-free chains, such as the Markov branching process and several of its many generalizations. This permits us to establish uniqueness criteria for several models, including the general birth, death, and catastrophe process, extended branching processes, and asymptotic birth-death processes, the latter being neither upwardly skip-free nor downwardly skip-free.