927 resultados para Multinomial logit models with random coefficients (RCL)


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We calculate analytically the average number of fixed points in the Hopfield model of associative memory when a random antisymmetric part is added to the otherwise symmetric synaptic matrix. Addition of the antisymmetric part causes an exponential decrease in the total number of fixed points. If the relative strength of the antisymmetric component is small, then its presence does not cause any substantial degradation of the quality of retrieval when the memory loading level is low. We also present results of numerical simulations which provide qualitative (as well as quantitative for some aspects) confirmation of the predictions of the analytic study. Our numerical results suggest that the analytic calculation of the average number of fixed points yields the correct value for the typical number of fixed points.

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Inspired by the exact solution of the Majumdar-Ghosh model, a family of one-dimensional, translationally invariant spin Hamiltonians is constructed. The exchange coupling in these models is antiferromagnetic, and decreases linearly with the separation between the spins. The coupling becomes identically zero beyond a certain distance. It is rigorously proved that the dimer configuration is an exact, superstable ground-state configuration of all the members of the family on a periodic chain. The ground state is twofold degenerate, and there exists an energy gap above the ground state. The Majumdar-Ghosh Hamiltonian with a twofold degenerate dimer ground state is just the first member of the family. The scheme of construction is generalized to two and three dimensions, and illustrated with the help of some concrete examples. The first member in two dimensions is the Shastry-Sutherland model. Many of these models have exponentially degenerate, exact dimer ground states.

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We consider a fluid queue in discrete time with random service rate. Such a queue has been used in several recent studies on wireless networks where the packets can be arbitrarily fragmented. We provide conditions on finiteness of moments of stationary delay, its Laplace-Stieltjes transform and various approximations under heavy traffic. Results are extended to the case where the wireless link can transmit in only a few slots during a frame.

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Solar dynamo models based on differential rotation inferred from helioseismology tend to produce rather strong magnetic activity at high solar latitudes, in contrast to the observed fact that sunspots appear at low latitudes. We show that a meridional circulation penetrating below the tachocline can solve this problem.

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Recently it has been shown that the fidelity of the ground state of a quantum many-body system can be used todetect its quantum critical points (QCPs). If g denotes the parameter in the Hamiltonian with respect to which the fidelity is computed, we find that for one-dimensional models with large but finite size, the fidelity susceptibility chi(F) can detect a QCP provided that the correlation length exponent satisfies nu < 2. We then show that chi(F) can be used to locate a QCP even if nu >= 2 if we introduce boundary conditions labeled by a twist angle N theta, where N is the system size. If the QCP lies at g = 0, we find that if N is kept constant, chi(F) has a scaling form given by chi(F) similar to theta(-2/nu) f (g/theta(1/nu)) if theta << 2 pi/N. We illustrate this both in a tight-binding model of fermions with a spatially varying chemical potential with amplitude h and period 2q in which nu = q, and in a XY spin-1/2 chain in which nu = 2. Finally we show that when q is very large, the model has two additional QCPs at h = +/- 2 which cannot be detected by studying the energy spectrum but are clearly detected by chi(F). The peak value and width of chi(F) seem to scale as nontrivial powers of q at these QCPs. We argue that these QCPs mark a transition between extended and localized states at the Fermi energy. DOI: 10.1103/PhysRevB.86.245424

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We consider the asymptotics of the invariant measure for the process of spatial distribution of N coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle. The chains are coupled through the dependence of transition rates on the spatial distribution of particles in the various states. Our model is a caricature for medium access interactions in wireless local area networks. Our model is also applicable in the study of spread of epidemics in a network. The limiting process satisfies a deterministic ordinary differential equation called the McKean-Vlasov equation. When this differential equation has a unique globally asymptotically stable equilibrium, the spatial distribution converges weakly to this equilibrium. Using a control-theoretic approach, we examine the question of a large deviation from this equilibrium.

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1. Resilience-based approaches are increasingly being called upon to inform ecosystem management, particularly in arid and semi-arid regions. This requires management frameworks that can assess ecosystem dynamics, both within and between alternative states, at relevant time scales. 2. We analysed long-term vegetation records from two representative sites in the North American sagebrush-steppe ecosystem, spanning nine decades, to determine if empirical patterns were consistent with resilience theory, and to determine if cheatgrass Bromus tectorum invasion led to thresholds as currently envisioned by expert-based state-and-transition models (STM). These data span the entire history of cheatgrass invasion at these sites and provide a unique opportunity to assess the impacts of biotic invasion on ecosystem resilience. 3. We used univariate and multivariate statistical tools to identify unique plant communities and document the magnitude, frequency and directionality of community transitions through time. Community transitions were characterized by 37-47% dissimilarity in species composition, they were not evenly distributed through time, their frequency was not correlated with precipitation, and they could not be readily attributed to fire or grazing. Instead, at both sites, the majority of community transitions occurred within an 8-10year period of increasing cheatgrass density, became infrequent after cheatgrass density peaked, and thereafter transition frequency declined. 4. Greater cheatgrass density, replacement of native species and indication of asymmetry in community transitions suggest that thresholds may have been exceeded in response to cheatgrass invasion at one site (more arid), but not at the other site (less arid). Asymmetry in the direction of community transitions also identified communities that were at-risk' of cheatgrass invasion, as well as potential restoration pathways for recovery of pre-invasion states. 5. Synthesis and applications. These results illustrate the complexities associated with threshold identification, and indicate that criteria describing the frequency, magnitude, directionality and temporal scale of community transitions may provide greater insight into resilience theory and its application for ecosystem management. These criteria are likely to vary across biogeographic regions that are susceptible to cheatgrass invasion, and necessitate more in-depth assessments of thresholds and alternative states, than currently available.

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Similar quantum phase diagrams and transitions are found for three classes of one-dimensional models with equally spaced sites, singlet ground states (GS), inversion symmetry at sites and a bond order wave (BOW) phase in some sectors. The models are frustrated spin-1/2 chains with variable range exchange, half-filled Hubbard models with spin-independent interactions and modified Hubbard models with site energies for describing organic charge transfer salts. In some range of parameters, the models have a first order quantum transition at which the GS expectation value of the sublattice spin < S-A(2)> of odd or even-numbered sites is discontinuous. There is an intermediate BOW phase for other model parameters that lead to two continuous quantum transitions with continuous < S-A(2)>. Exact diagonalization of finite systems and symmetry arguments provide a unified picture of familiar 1D models that have appeared separately in widely different contexts.

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Similar quantum phase diagrams and transitions are found for three classes of one-dimensional models with equally spaced sites, singlet ground states (GS), inversion symmetry at sites and a bond order wave (BOW) phase in some sectors. The models are frustrated spin-1/2 chains with variable range exchange, half-filled Hubbard models with spin-independent interactions and modified Hubbard models with site energies for describing organic charge transfer salts. In some range of parameters, the models have a first order quantum transition at which the GS expectation value of the sublattice spin < S-A(2)> of odd or even-numbered sites is discontinuous. There is an intermediate BOW phase for other model parameters that lead to two continuous quantum transitions with continuous < S-A(2)>. Exact diagonalization of finite systems and symmetry arguments provide a unified picture of familiar 1D models that have appeared separately in widely different contexts.

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We address the task of mapping a given textual domain model (e.g., an industry-standard reference model) for a given domain (e.g., ERP), with the source code of an independently developed application in the same domain. This has applications in improving the understandability of an existing application, migrating it to a more flexible architecture, or integrating it with other related applications. We use the vector-space model to abstractly represent domain model elements as well as source-code artifacts. The key novelty in our approach is to leverage the relationships between source-code artifacts in a principled way to improve the mapping process. We describe experiments wherein we apply our approach to the task of matching two real, open-source applications to corresponding industry-standard domain models. We demonstrate the overall usefulness of our approach, as well as the role of our propagation techniques in improving the precision and recall of the mapping task.

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Approximate Bayesian computation (ABC) is a popular technique for analysing data for complex models where the likelihood function is intractable. It involves using simulation from the model to approximate the likelihood, with this approximate likelihood then being used to construct an approximate posterior. In this paper, we consider methods that estimate the parameters by maximizing the approximate likelihood used in ABC. We give a theoretical analysis of the asymptotic properties of the resulting estimator. In particular, we derive results analogous to those of consistency and asymptotic normality for standard maximum likelihood estimation. We also discuss how sequential Monte Carlo methods provide a natural method for implementing our likelihood-based ABC procedures.

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The stress release model, a stochastic version of the elastic rebound theory, is applied to the large events from four synthetic earthquake catalogs generated by models with various levels of disorder in distribution of fault zone strength (Ben-Zion, 1996) They include models with uniform properties (U), a Parkfield-type asperity (A), fractal brittle properties (F), and multi-size-scale heterogeneities (M). The results show that the degree of regularity or predictability in the assumed fault properties, based on both the Akaike information criterion and simulations, follows the order U, F, A, and M, which is in good agreement with that obtained by pattern recognition techniques applied to the full set of synthetic data. Data simulated from the best fitting stress release models reproduce, both visually and in distributional terms, the main features of the original catalogs. The differences in character and the quality of prediction between the four cases are shown to be dependent on two main aspects: the parameter controlling the sensitivity to departures from the mean stress level and the frequency-magnitude distribution, which differs substantially between the four cases. In particular, it is shown that the predictability of the data is strongly affected by the form of frequency-magnitude distribution, being greatly reduced if a pure Gutenburg-Richter form is assumed to hold out to high magnitudes.