Approximating Probability Densities by Iterated Laplace Approximations

The Laplace approximation is an old, but frequently used method to approximate integrals for Bayesian calculations. In this paper we develop an extension of the Laplace approximation, by applying it iteratively to the residual, i.e., the difference between the current approximation and the true function. The final approximation is thus a linear combination of multivariate normal densities, where the coefficients are chosen to achieve a good fit to the target distribution. We illustrate on real and artificial examples that the proposed procedure is a computationally efficient alternative to current approaches for approximation of multivariate probability densities. The R-package iterLap implementing the methods described in this article is available from the CRAN servers.Comment: to appear in Journal of Computational and Graphical Statistics, http://pubs.amstat.org/loi/jcg

Feasibility study of an Integrated Program for Aerospace vehicle Design (IPAD). Volume 4: IPAD system design

The computing system design of IPAD is described and the requirements which form the basis for the system design are discussed. The system is presented in terms of a functional design description and technical design specifications. The functional design specifications give the detailed description of the system design using top-down structured programming methodology. Human behavioral characteristics, which specify the system design at the user interface, security considerations, and standards for system design, implementation, and maintenance are also part of the technical design specifications. Detailed specifications of the two most common computing system types in use by the major aerospace companies which could support the IPAD system design are presented. The report of a study to investigate migration of IPAD software between the two candidate 3rd generation host computing systems and from these systems to a 4th generation system is included

Interference in Bohmian Mechanics with Complex Action

In recent years, intensive effort has gone into developing numerical tools for exact quantum mechanical calculations that are based on Bohmian mechanics. As part of this effort we have recently developed as alternative formulation of Bohmian mechanics in which the quantum action, S, is taken to be complex [JCP {125}, 231103 (2006)]. In the alternative formulation there is a significant reduction in the magnitude of the quantum force as compared with the conventional Bohmian formulation, at the price of propagating complex trajectories. In this paper we show that Bohmian mechanics with complex action is able to overcome the main computational limitation of conventional Bohmian methods -- the propagation of wavefunctions once nodes set in. In the vicinity of nodes, the quantum force in conventional Bohmian formulations exhibits rapid oscillations that pose severe difficulties for existing numerical schemes. We show that within complex Bohmian mechanics, multiple complex initial conditions can lead to the same real final position, allowing for the description of nodes as a sum of the contribution from two or more crossing trajectories. The idea is illustrated on the reflection amplitude from a one-dimensional Eckart barrier. We believe that trajectory crossing, although in contradiction to the conventional Bohmian trajectory interpretation, provides an important new tool for dealing with the nodal problem in Bohmian methods

Search Engine Advertising: Channel Substitution when Pricing Ads to Context

We explore substitution patterns across advertising platforms. Using data on the advertising prices paid by lawyers for 139 Google search terms in 195 locations, we exploit a natural experiment in “ambulance-chaser” regulations across states. When lawyers cannot contact clients by mail, advertising prices per click for search engine advertisements are 5%–7% higher. Therefore, online advertising substitutes for offline advertising. This substitution toward online advertising is strongest in markets with fewer customers, suggesting that the relationship between the online and offline media is mediated by the marketers' need to target their communications.NET Institut

A semi-Markov model for stroke with piecewise-constant hazards in the presence of left, right and interval censoring.

This paper presents a parametric method of fitting semi-Markov models with piecewise-constant hazards in the presence of left, right and interval censoring. We investigate transition intensities in a three-state illness-death model with no recovery. We relax the Markov assumption by adjusting the intensity for the transition from state 2 (illness) to state 3 (death) for the time spent in state 2 through a time-varying covariate. This involves the exact time of the transition from state 1 (healthy) to state 2. When the data are subject to left or interval censoring, this time is unknown. In the estimation of the likelihood, we take into account interval censoring by integrating out all possible times for the transition from state 1 to state 2. For left censoring, we use an Expectation-Maximisation inspired algorithm. A simulation study reflects the performance of the method. The proposed combination of statistical procedures provides great flexibility. We illustrate the method in an application by using data on stroke onset for the older population from the UK Medical Research Council Cognitive Function and Ageing Study

Bohmian Mechanics with Complex Action: A New Trajectory-Based Formulation of Quantum Mechanics

In recent years there has been a resurgence of interest in Bohmian mechanics as a numerical tool because of its local dynamics, which suggest the possibility of significant computational advantages for the simulation of large quantum systems. However, closer inspection of the Bohmian formulation reveals that the nonlocality of quantum mechanics has not disappeared -- it has simply been swept under the rug into the quantum force. In this paper we present a new formulation of Bohmian mechanics in which the quantum action, S, is taken to be complex. This leads to a single equation for complex S, and ultimately complex x and p but there is a reward for this complexification -- a significantly higher degree of localization. The quantum force in the new approach vanishes for Gaussian wavepacket dynamics, and its effect on barrier tunneling processes is orders of magnitude lower than that of the classical force. We demonstrate tunneling probabilities that are in virtually perfect agreement with the exact quantum mechanics down to 10^{-7} calculated from strictly localized quantum trajectories that do not communicate with their neighbors. The new formulation may have significant implications for fundamental quantum mechanics, ranging from the interpretation of non-locality to measures of quantum complexity

An AC susceptometer for the characterization of large, bulk superconducting samples

The main purpose of this work was to design, develop and construct a simple, low-cost AC susceptometer to measure large, bulk superconducting samples (up to 32 mm in diameter) in the temperature range 78-120 K. The design incorporates a double heating system that enables a high heating rate (25 K/hour) while maintaining a small temperature gradient (< 0.2 K) across the sample. The apparatus can be calibrated precisely using a copper coil connected in series with the primary coil. The system has been used successfully to measure the temperature dependence of the AC magnetic properties of entire RE-Ba-Cu-O [(RE)BCO] bulk superconducting domains. A typical AC susceptibility measurement run from 78 K to 95 K takes about 2 hours, with excellent temperature resolution (temperature step ~ 4 mK) around the critical temperature, in particular.Comment: 25 pages, 7 figures. Accepted for publication in Measurement Science and Technolog

Coherent States and Modified de Broglie-Bohm Complex Quantum Trajectories

This paper examines the nature of classical correspondence in the case of coherent states at the level of quantum trajectories. We first show that for a harmonic oscillator, the coherent state complex quantum trajectories and the complex classical trajectories are identical to each other. This congruence in the complex plane, not restricted to high quantum numbers alone, illustrates that the harmonic oscillator in a coherent state executes classical motion. The quantum trajectories are those conceived in a modified de Broglie-Bohm scheme and we note that identical classical and quantum trajectories for coherent states are obtained only in the present approach. The study is extended to Gazeau-Klauder and SUSY quantum mechanics-based coherent states of a particle in an infinite potential well and that in a symmetric Poschl-Teller (PT) potential by solving for the trajectories numerically. For the coherent state of the infinite potential well, almost identical classical and quantum trajectories are obtained whereas for the PT potential, though classical trajectories are not regained, a periodic motion results as t --> \infty.Comment: More example

Privacy regulation and online advertising

Advertisers use online customer data to target their marketing appeals. This has heightened consumers' privacy concerns, leading governments to pass laws designed to protect consumer privacy by restricting the use of data and by restricting online tracking techniques used by websites. We use the responses of 3.3 million survey takers who had been randomly exposed to 9,596 online display (banner) advertising campaigns to explore how privacy regulation in the European Union (EU) has influenced advertising effectiveness. This privacy regulation restricted advertisers' ability to collect data on Web users in order to target ad campaigns. We find that, on average, display advertising became far less effective at changing stated purchase intent after the EU laws were enacted, relative to display advertising in other countries. The loss in effectiveness was more pronounced for websites that had general content (such as news sites), where non-data-driven targeting is particularly hard to do. The loss of effectiveness was also more pronounced for ads with a smaller presence on the webpage and for ads that did not have additional interactive, video, or audio features

A Quadratic Programming Approach to Quasi-Static Whole-Body Manipulation

This paper introduces a local motion planning method for robotic systems with manipulating limbs, moving bases (legged or wheeled), and stance stability constraints arising from the presence of gravity. We formulate the problem of selecting local motions as a linearly constrained quadratic program (QP), that can be solved efficiently. The solution to this QP is a tuple of locally optimal joint velocities. By using these velocities to step towards a goal, both a path and an inverse-kinematic solution to the goal are obtained. This formulation can be used directly for real-time control, or as a local motion planner to connect waypoints. This method is particularly useful for high-degree-of-freedom mobile robotic systems, as the QP solution scales well with the number of joints. We also show how a number of practically important geometric constraints (collision avoidance, mechanism self-collision avoidance, gaze direction, etc.) can be readily incorporated into either the constraint or objective parts of the formulation. Additionally, motion of the base, a particular joint, or a particular link can be encouraged/discouraged as desired. We summarize the important kinematic variables of the formulation, including the stance Jacobian, the reach Jacobian, and a center of mass Jacobian. The method is easily extended to provide sparse solutions, where the fewest number of joints are moved, by iteration using Tibshirani’s method to accommodate an l_1 regularizer. The approach is validated and demonstrated on SURROGATE, a mobile robot with a TALON base, a 7 DOF serial-revolute torso, and two 7 DOF modular arms developed at JPL/Caltech