New Physics Models in the Diphoton Final State at CMS

Since the discovery of the Higgs boson at the LHC, its use as a probe to search for beyond the standard model physics, such as supersymmetry, has become important, as seen in a recent search by the CMS experiment using razor variables in the diphoton final state. Motivated by this search, this thesis examines the LHC discovery potential of a SUSY scenario involving bottom squark pair production with a Higgs boson in the final state. We design and implement a software-based trigger using the razor variables for the CMS experiment to record events with a bottom quark-antiquark pair from a Higgs boson. We characterize the full range of signatures at the LHC from this Higgs-aware SUSY scenario and demonstrate the sensitivity of the CMS data to this model.

In search of climate effects on Atlantic Croaker (Micropogonias undulatus) stock off the U.S. Atlantic coast with Bayesian state-space biomass dynamic models

Atlantic Croaker (Micropogonias undulatus) production dynamics along the U.S. Atlantic coast are regulated by fishing and winter water temperature. Stakeholders for this resource have recommended investigating the effects of climate covariates in assessment models. This study used state-space biomass dynamic models without (model 1) and with (model 2) the minimum winter estuarine temperature (MWET) to examine MWET effects on Atlantic Croaker population dynamics during 1972–2008. In model 2, MWET was introduced into the intrinsic rate of population increase (r). For both models, a prior probability distribution (prior) was constructed for r or a scaling parameter (r0); imputs were the fishery removals, and fall biomass indices developed by using data from the Multispecies Bottom Trawl Survey of the Northeast Fisheries Science Center, National Marine Fisheries Service, and the Coastal Trawl Survey of the Southeast Area Monitoring and Assessment Program. Model sensitivity runs incorporated a uniform (0.01,1.5) prior for r or r0 and bycatch data from the shrimp-trawl fishery. All model variants produced similar results and therefore supported the conclusion of low risk of overfishing for the Atlantic Croaker stock in the 2000s. However, the data statistically supported only model 1 and its configuration that included the shrimp-trawl fishery bycatch. The process errors of these models showed slightly positive and significant correlations with MWET, indicating that warmer winters would enhance Atlantic Croaker biomass production. Inconclusive, somewhat conflicting results indicate that biomass dynamic models should not integrate MWET, pending, perhaps, accumulation of longer time series of the variables controlling the production dynamics of Atlantic Croaker, preferably including winter-induced estimates of Atlantic Croaker kills.

An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

State estimation schemes for independent component coupled hidden Markov models

Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.

Oscillator models and collective motion: Splay state stabilization of self-propelled particles

This paper presents a Lyapunov design for the stabilization of collective motion in a planar kinematic model of N particles moving at constant speed. We derive a control law that achieves asymptotic stability of the splay state formation, characterized by uniform rotation of N evenly spaced particles on a circle. In designing the control law, the particle headings are treated as a system of coupled phase oscillators. The coupling function which exponentially stabilizes the splay state of particle phases is combined with a decentralized beacon control law that stabilizes circular motion of the particles. © 2005 IEEE.

Rao-Blackwellized particle smoothers for mixed linear/nonlinear state-space models

We consider the smoothing problem for a class of conditionally linear Gaussian state-space (CLGSS) models, referred to as mixed linear/nonlinear models. In contrast to the better studied hierarchical CLGSS models, these allow for an intricate cross dependence between the linear and the nonlinear parts of the state vector. We derive a Rao-Blackwellized particle smoother (RBPS) for this model class by exploiting its tractable substructure. The smoother is of the forward filtering/backward simulation type. A key feature of the proposed method is that, unlike existing RBPS for this model class, the linear part of the state vector is marginalized out in both the forward direction and in the backward direction. © 2013 IEEE.

Bayesian inference and learning in Gaussian process state-space models with Particle MCMC

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and, instead, infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

Object Detection at the Optimal Scale with Hidden State Shape Models

Hidden State Shape Models (HSSMs) [2], a variant of Hidden Markov Models (HMMs) [9], were proposed to detect shape classes of variable structure in cluttered images. In this paper, we formulate a probabilistic framework for HSSMs which provides two major improvements in comparison to the previous method [2]. First, while the method in [2] required the scale of the object to be passed as an input, the method proposed here estimates the scale of the object automatically. This is achieved by introducing a new term for the observation probability that is based on a object-clutter feature model. Second, a segmental HMM [6, 8] is applied to model the "duration probability" of each HMM state, which is learned from the shape statistics in a training set and helps obtain meaningful registration results. Using a segmental HMM provides a principled way to model dependencies between the scales of different parts of the object. In object localization experiments on a dataset of real hand images, the proposed method significantly outperforms the method of [2], reducing the incorrect localization rate from 40% to 15%. The improvement in accuracy becomes more significant if we consider that the method proposed here is scale-independent, whereas the method of [2] takes as input the scale of the object we want to localize.