5,330 research outputs found

    Importance sampling the union of rare events with an application to power systems analysis

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    We consider importance sampling to estimate the probability μ\mu of a union of JJ rare events HjH_j defined by a random variable x\boldsymbol{x}. The sampler we study has been used in spatial statistics, genomics and combinatorics going back at least to Karp and Luby (1983). It works by sampling one event at random, then sampling x\boldsymbol{x} conditionally on that event happening and it constructs an unbiased estimate of μ\mu by multiplying an inverse moment of the number of occuring events by the union bound. We prove some variance bounds for this sampler. For a sample size of nn, it has a variance no larger than μ(μˉμ)/n\mu(\bar\mu-\mu)/n where μˉ\bar\mu is the union bound. It also has a coefficient of variation no larger than (J+J12)/(4n)\sqrt{(J+J^{-1}-2)/(4n)} regardless of the overlap pattern among the JJ events. Our motivating problem comes from power system reliability, where the phase differences between connected nodes have a joint Gaussian distribution and the JJ rare events arise from unacceptably large phase differences. In the grid reliability problems even some events defined by 57725772 constraints in 326326 dimensions, with probability below 102210^{-22}, are estimated with a coefficient of variation of about 0.00240.0024 with only n=10,000n=10{,}000 sample values

    Optimal randomized multilevel algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition

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    In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance of different groups of variables. We present new randomized multilevel algorithms to tackle this integration problem and prove upper bounds for their randomized error. Furthermore, we provide in this setting the first non-trivial lower error bounds for general randomized algorithms, which, in particular, may be adaptive or non-linear. These lower bounds show that our multilevel algorithms are optimal. Our analysis refines and extends the analysis provided in [F. J. Hickernell, T. M\"uller-Gronbach, B. Niu, K. Ritter, J. Complexity 26 (2010), 229-254], and our error bounds improve substantially on the error bounds presented there. As an illustrative example, we discuss the unanchored Sobolev space and employ randomized quasi-Monte Carlo multilevel algorithms based on scrambled polynomial lattice rules.Comment: 31 pages, 0 figure

    Temporal discrimination: Mechanisms and relevance to adult-onset dystonia

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    Temporal discrimination is the ability to determine that two sequential sensory stimuli are separated in time. For any individual, the temporal discrimination threshold (TDT) is the minimum interval at which paired sequential stimuli are perceived as being asynchronous; this can be assessed, with high test-retest and inter-rater reliability, using a simple psychophysical test. Temporal discrimination is disordered in a number of basal ganglia diseases including adult-onset dystonia, of which the two most common phenotypes are cervical dystonia and blepharospasm. The causes of adult-onset focal dystonia are unknown; genetic, epigenetic, and environmental factors are relevant. Abnormal TDTs in adult-onset dystonia are associated with structural and neurophysiological changes considered to reflect defective inhibitory interneuronal processing within a network which includes the superior colliculus, basal ganglia, and primary somatosensory cortex. It is hypothesized that abnormal temporal discrimination is a mediational endophenotype and, when present in unaffected relatives of patients with adult-onset dystonia, indicates non-manifesting gene carriage. Using the mediational endophenotype concept, etiological factors in adult-onset dystonia may be examined including (i) the role of environmental exposures in disease penetrance and expression; (ii) sexual dimorphism in sex ratios at age of onset; (iii) the pathogenesis of non-motor symptoms of adult-onset dystonia; and (iv) subcortical mechanisms in disease pathogenesis

    Rescuing Economics From The Discipline: The Green Learning Community

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    Undergraduate economics is poised for reform because of readily available data and multimedia content. However, we argue that deep reform is needed to teach complex contemporary problems. This requires including institutional and historical content and restructuring the classroom to facilitate interdisciplinary pedagogy. Using Colander’s (2006) analysis of reform as a starting point, we review the economics literature to identify alternative approaches and interdisciplinary pedagogy. The Green Learning Community is introduced as an intentional approach that links economics, humanities and environmental studies and provides first-year students adequate time to study, reflect upon, and internalize economic assumptions, models, values, and interdisciplinary insights

    Computable error bounds for quasi-Monte Carlo using points with non-negative local discrepancy

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    Let f:[0,1]dRf:[0,1]^d\to\mathbb{R} be a completely monotone integrand as defined by Aistleitner and Dick (2015) and let points x0,,xn1[0,1]d\boldsymbol{x}_0,\dots,\boldsymbol{x}_{n-1}\in[0,1]^d have a non-negative local discrepancy (NNLD) everywhere in [0,1]d[0,1]^d. We show how to use these properties to get a non-asymptotic and computable upper bound for the integral of ff over [0,1]d[0,1]^d. An analogous non-positive local discrepancy (NPLD) property provides a computable lower bound. It has been known since Gabai (1967) that the two dimensional Hammersley points in any base b2b\ge2 have non-negative local discrepancy. Using the probabilistic notion of associated random variables, we generalize Gabai's finding to digital nets in any base b2b\ge2 and any dimension d1d\ge1 when the generator matrices are permutation matrices. We show that permutation matrices cannot attain the best values of the digital net quality parameter when d3d\ge3. As a consequence the computable absolutely sure bounds we provide come with less accurate estimates than the usual digital net estimates do in high dimensions. We are also able to construct high dimensional rank one lattice rules that are NNLD. We show that those lattices do not have good discrepancy properties: any lattice rule with the NNLD property in dimension d2d\ge2 either fails to be projection regular or has all its points on the main diagonal

    A 2D Microphysical Analysis of Aerosol Nucleation in the Polar Winter Stratosphere: Implications for H2SO4 Photolysis and Nucleation Mechanisms

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    Each spring a layer of small particles forms between 20 and 30 km in the polar regions. Results are presented from a 2D microphysical model of sulfate aerosol, which provide the first self-consistent explanation of the observed "CN layer." Photochemical conversion of sulfuric acid to SO2 in the upper stratosphere and mesosphere is necessary for this layer to form. Recent laboratory measurements of H2SO4 and SO3 photolysis rates are consistent with such conversion, though an additional source of SO2 may be required. Nucleation throughout the polar winter extends the top of the aerosol layer to higher altitudes, despite strong downward transport of ambient air. This finding may be important to heterogeneous chemistry at the top of the aerosol layer in polar winter and spring

    United States Regulation of Stem Cell Research: Recasting Government\u27s Role and Questions to Be Resolved

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    This article directly addresses the stem cell controversy, but also the broader history and norms regarding the roles of federal and state government in U.S. science research funding

    Interventional Radiology and the Care of the Oncology Patient

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    Interventional Radiology (IR) is occupying an increasingly prominent role in the care of patients with cancer, with involvement from initial diagnosis, right through to minimally invasive treatment of the malignancy and its complications. Adequate diagnostic samples can be obtained under image guidance by percutaneous biopsy and needle aspiration in an accurate and minimally invasive manner. IR techniques may be used to place central venous access devices with well-established safety and efficacy. Therapeutic applications of IR in the oncology patient include local tumour treatments such as transarterial chemo-embolisation and radiofrequency ablation, as well as management of complications of malignancy such as pain, organ obstruction, and venous thrombosis
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