Numerical test of Born-Oppenheimer approximation in chaotic systems

We study the validity of the Born-Oppenheimer approximation in chaotic dynamics. Using numerical solutions of autonomous Fermi accelerators. we show that the general adiabatic conditions can be interpreted as the narrowness of the chaotic region in phase space. (C) 2009 Elsevier B.V. All rights reserved.

First-principles calculation of the AlAs/GaAs interface band structure using a self-energy-corrected local density approximation

We apply a self-energy-corrected local density approximation (LDA) to obtain corrected bulk band gaps and to study the band offsets of AlAs grown on GaAs (AlAs/GaAs). We also investigate the Al(x)Ga(1-x)As/GaAs alloy interface, commonly employed in band gap engineering. The calculations are fully ab initio, with no adjustable parameters or experimental input, and at a computational cost comparable to traditional LDA. Our results are in good agreement with experimental values and other theoretical studies. Copyright (C) EPLA, 2011

Finite temperature correction to the Thomas-Fermi approximation for a Bose-Einstein condensate: comparison between theory and experiment

We observe experimentally a deviation of the radius of a Bose-Einstein condensate from the standard Thomas-Fermi prediction, after free expansion, as a function of temperature. A modified Hartree-Fock model is used to explain the observations, mainly based on the influence of the thermal cloud on the condensate cloud.

The n-site approximation for the triplet-creation model

The nonequilibrium phase transition of the one-dimensional triplet-creation model is investigated using the n-site approximation scheme. We find that the phase diagram in the space of parameters (gamma, D), where gamma is the particle decay probability and D is the diffusion probability, exhibits a tricritical point for n >= 4. However, the fitting of the tricritical coordinates (gamma(t), D(t)) using data for 4 <= n <= 13 predicts that gamma(t) becomes negative for n >= 26, indicating thus that the phase transition is always continuous in the limit n -> infinity. However, the large discrepancies between the critical parameters obtained in this limit and those obtained by Monte Carlo simulations, as well as a puzzling non-monotonic dependence of these parameters on the order of the approximation n, argue for the inadequacy of the n-site approximation to study the triplet-creation model for computationally feasible values of n.

HQET at order 1/m: II. Spectroscopy in the quenched approximation

Using Heavy Quark Effective Theory with non-perturbatively determined parameters in a quenched lattice calculation, we evaluate the splittings between the ground state and the first two radially excited states of the B(s) system at static order. We also determine the splitting between first excited and ground state, and between the B(s)* and B(s) ground states to order 1/m(b). The Generalized Eigenvalue Problem and the use of all-to-all propagators are important ingredients of our approach.

Recording from Two Neurons: Second-Order Stimulus Reconstruction from Spike Trains and Population Coding

We study the reconstruction of visual stimuli from spike trains, representing the reconstructed stimulus by a Volterra series up to second order. We illustrate this procedure in a prominent example of spiking neurons, recording simultaneously from the two H1 neurons located in the lobula plate of the fly Chrysomya megacephala. The fly views two types of stimuli, corresponding to rotational and translational displacements. Second-order reconstructions require the manipulation of potentially very large matrices, which obstructs the use of this approach when there are many neurons. We avoid the computation and inversion of these matrices using a convenient set of basis functions to expand our variables in. This requires approximating the spike train four-point functions by combinations of two-point functions similar to relations, which would be true for gaussian stochastic processes. In our test case, this approximation does not reduce the quality of the reconstruction. The overall contribution to stimulus reconstruction of the second-order kernels, measured by the mean squared error, is only about 5% of the first-order contribution. Yet at specific stimulus-dependent instants, the addition of second-order kernels represents up to 100% improvement, but only for rotational stimuli. We present a perturbative scheme to facilitate the application of our method to weakly correlated neurons.

Efficient solutions to factored MDPs with imprecise transition probabilities

When modeling real-world decision-theoretic planning problems in the Markov Decision Process (MDP) framework, it is often impossible to obtain a completely accurate estimate of transition probabilities. For example, natural uncertainty arises in the transition specification due to elicitation of MOP transition models from an expert or estimation from data, or non-stationary transition distributions arising from insufficient state knowledge. In the interest of obtaining the most robust policy under transition uncertainty, the Markov Decision Process with Imprecise Transition Probabilities (MDP-IPs) has been introduced to model such scenarios. Unfortunately, while various solution algorithms exist for MDP-IPs, they often require external calls to optimization routines and thus can be extremely time-consuming in practice. To address this deficiency, we introduce the factored MDP-IP and propose efficient dynamic programming methods to exploit its structure. Noting that the key computational bottleneck in the solution of factored MDP-IPs is the need to repeatedly solve nonlinear constrained optimization problems, we show how to target approximation techniques to drastically reduce the computational overhead of the nonlinear solver while producing bounded, approximately optimal solutions. Our results show up to two orders of magnitude speedup in comparison to traditional ""flat"" dynamic programming approaches and up to an order of magnitude speedup over the extension of factored MDP approximate value iteration techniques to MDP-IPs while producing the lowest error of any approximation algorithm evaluated. (C) 2011 Elsevier B.V. All rights reserved.

Approximation algorithms and hardness results for the clique packing problem

For a fixed family F of graphs, an F-packing in a graph G is a set of pairwise vertex-disjoint subgraphs of G, each isomorphic to an element of F. Finding an F-packing that maximizes the number of covered edges is a natural generalization of the maximum matching problem, which is just F = {K(2)}. In this paper we provide new approximation algorithms and hardness results for the K(r)-packing problem where K(r) = {K(2), K(3,) . . . , K(r)}. We show that already for r = 3 the K(r)-packing problem is APX-complete, and, in fact, we show that it remains so even for graphs with maximum degree 4. On the positive side, we give an approximation algorithm with approximation ratio at most 2 for every fixed r. For r = 3, 4, 5 we obtain better approximations. For r = 3 we obtain a simple 3/2-approximation, achieving a known ratio that follows from a more involved algorithm of Halldorsson. For r = 4, we obtain a (3/2 + epsilon)-approximation, and for r = 5 we obtain a (25/14 + epsilon)-approximation. (C) 2008 Elsevier B.V. All rights reserved.

Inference and local influence assessment in skew-normal null intercept measurement error model

In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

A multivariate ultrastructural errors-in-variables model with equation error

This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved

Bayesian estimation of regression parameters in elliptical measurement error models

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

Semiparametric Bayesian measurement error modeling

This work presents a Bayesian semiparametric approach for dealing with regression models where the covariate is measured with error. Given that (1) the error normality assumption is very restrictive, and (2) assuming a specific elliptical distribution for errors (Student-t for example), may be somewhat presumptuous; there is need for more flexible methods, in terms of assuming only symmetry of errors (admitting unknown kurtosis). In this sense, the main advantage of this extended Bayesian approach is the possibility of considering generalizations of the elliptical family of models by using Dirichlet process priors in dependent and independent situations. Conditional posterior distributions are implemented, allowing the use of Markov Chain Monte Carlo (MCMC), to generate the posterior distributions. An interesting result shown is that the Dirichlet process prior is not updated in the case of the dependent elliptical model. Furthermore, an analysis of a real data set is reported to illustrate the usefulness of our approach, in dealing with outliers. Finally, semiparametric proposed models and parametric normal model are compared, graphically with the posterior distribution density of the coefficients. (C) 2009 Elsevier Inc. All rights reserved.

Multivariate measurement error models based on scale mixtures of the skew-normal distribution

Scale mixtures of the skew-normal (SMSN) distribution is a class of asymmetric thick-tailed distributions that includes the skew-normal (SN) distribution as a special case. The main advantage of these classes of distributions is that they are easy to simulate and have a nice hierarchical representation facilitating easy implementation of the expectation-maximization algorithm for the maximum-likelihood estimation. In this paper, we assume an SMSN distribution for the unobserved value of the covariates and a symmetric scale mixtures of the normal distribution for the error term of the model. This provides a robust alternative to parameter estimation in multivariate measurement error models. Specific distributions examined include univariate and multivariate versions of the SN, skew-t, skew-slash and skew-contaminated normal distributions. The results and methods are applied to a real data set.

Measurement error models with a general class of error distribution

In general, the normal distribution is assumed for the surrogate of the true covariates in the classical error model. This paper considers a class of distributions, which includes the normal one, for the variables subject to error. An estimation approach yielding consistent estimators is developed and simulation studies reported.

Influence Diagnostics for a Skew Extension of the Grubbs Measurement Error Model

Influence diagnostics methods are extended in this article to the Grubbs model when the unknown quantity x (latent variable) follows a skew-normal distribution. Diagnostic measures are derived from the case-deletion approach and the local influence approach under several perturbation schemes. The observed information matrix to the postulated model and Delta matrices to the corresponding perturbed models are derived. Results obtained for one real data set are reported, illustrating the usefulness of the proposed methodology.