On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.     

Necessary stationary condition for polarized radiation in scattering media

The stationary condition is derived taking into account the polarization of radiation in the general case of a scattering inhomogeneous medium in an arbitrary-shape emitter. The necessary stationary condition for an emitter in which radiation is emitted and extinguished simultaneously is complete extinction of the entire emitted radiation. Radiation extinction as a result of absorption by the medium and the emergence of radiation from the emitter is analyzed. The stationary condition is an analytical form of writing that extinction of radiation is a sure event whose probability is equal to unity. The passage of radiation through the medium is described on the basis of the linear transport theory with the help of the matrices of the Green functions. The stationary condition includes the characteristics of polarized radiation extinction of which is analyzed, the absorption coefficients of the medium, and the elements of the matrices of the Green functions, which are determined by optical and geometrical parameters of the emitter. The stationary condition obtained is used for deriving the relations between the components of scalar intensity observed in an arbitrary region of the emitter. These relations include, in addition to the absorption coefficients and the matrix elements of the Green functions, the powers of the primary radiation. Possible applications of the stationary condition and the relations between intensity components in computations and experimental studies are considered.     

Grain-boundary diffusion in nanocrystals with a time-dependent diffusion coefficient

A solution to the equation of grain-boundary diffusion is obtained under conditions where migration of the diffusant from the boundaries into the grains is absent and the diffusion coefficient decreases with time from an increased value to a value characteristic of equilibrium grain boundaries. The specific features of the grain-boundary diffusion in nanocrystals are qualitatively analyzed in terms of this solution.     

On effectiveness of wiretap programs in mapping social networks

Snowball sampling methods are known to be a biased toward highly connected actors and consequently produce core-periphery networks when these may not necessarily be present. This leads to a biased perception of the underlying network which can have negative policy consequences, as in the identification of terrorist networks. When snowball sampling is used, the potential overload of the information collection system is a distinct problem due to the exponential growth of the number of suspects to be monitored. In this paper, we focus on evaluating the effectiveness of a wiretapping program in terms of its ability to map the rapidly evolving networks within a covert organization. By running a series of simulation-based experiments, we are able to evaluate a broad spectrum of information gathering regimes based on a consistent set of criteria. We conclude by proposing a set of information gathering programs that achieve higher effectiveness then snowball sampling, and at a lower cost. Maksim Tsvetovat is an Assistant Professor at the Center for Social Complexity and department of Public and International Affairs at George Mason University, Fairfax, VA. He received his Ph.D. from the Computation, Organizations and Society program in the School of Computer Science, Carnegie Mellon University. His dissertation was centered on use of artificial intelligence techniques such as planning and semantic reasoning as a means of studying behavior and evolution of complex social networks, such as these of terrorist organizations. He received a Master of Science degree from University of Minnesota with a specialization in Artificial Intelligence and design of Multi-Agent Systems, and has also extensively studied organization theory and social science research methods. His research is centered on building high-fidelity simulations of social and organizational systems using concepts from distributed artificial intelligence and multi-agent systems. Other projects focus on social network analysis for mapping of internal corporate networks or study of covert and terrorist orgnaizations. Maksim’s vita and publications can be found on Kathleen M. Carley is a professor in the School of Computer Science at Carnegie Mellon University and the director of the center for Compuational Analysis of Social and Organizational Systems (CASOS) which has over 25 members, both students and research staff. Her research combines cognitive science, social networks and computer science to address complex social and organizational problems. Her specific research areas are dynamic network analysis, computational social and organization theory, adaptation and evolution, text mining, and the impact of telecommunication technologies and policy on communication, information diffusion, disease contagion and response within and among groups particularly in disaster or crisis situations. She and her lab have developed infrastructure tools for analyzing large scale dynamic networks and various multi-agent simulation systems. The infrastructure tools include ORA, a statistical toolkit for analyzing and visualizing multi-dimensional networks. ORA results are organized into reports that meet various needs such as the management report, the mental model report, and the intelligence report. Another tool is AutoMap, a text-mining systems for extracting semantic networks from texts and then cross-classifying them using an organizational ontology into the underlying social, knowledge, resource and task networks. Her simulation models meld multi-agent technology with network dynamics and empirical data. Three of the large-scale multi-agent network models she and the CASOS group have developed in the counter-terrorism area are: BioWar a city-scale dynamic-network agent-based model for understanding the spread of disease and illness due to natural epidemics, chemical spills, and weaponized biological attacks; DyNet a model of the change in covert networks, naturally and in response to attacks, under varying levels of information uncertainty; and RTE a model for examining state failure and the escalation of conflict at the city, state, nation, and international as changes occur within and among red, blue, and green forces. She is the founding co-editor with Al. Wallace of the journal Computational Organization Theory and has co-edited several books and written over 100 articles in the computational organizations and dynamic network area. Her publications can be found at: http://www.casos.cs.cmu.edu/bios/carley/publications.php     

Tomographic reconstruction using heuristic Monte Carlo methods

A tomographic reconstruction method based on Monte Carlo random searching guided by the information contained in the projections of radiographed objects is presented. In order to solve the optimization problem, a multiscale algorithm is proposed to reduce computation. The reconstruction is performed in a coarse-to-fine multigrid scale that initializes each resolution level with the reconstruction of the previous coarser level, which substantially improves the performance. The method was applied to a real case reconstructing the internal structure of a small metallic object with internal components, showing excellent results.     

A new stochastic method of reconstructing porous media

We present a new stochastic method of reconstructing porous medium from limited morphological information obtained from two-dimensional micro- images of real porous medium. The method is similar to simulated annealing method in the capability of reconstructing both isotropic and anisotropic structures of multi-phase but differs from the latter in that voxels for exchange are not selected completely randomly as their neighborhood will also be checked and this new method is much simpler to implement and program. We applied it to reconstruct real sandstone utilizing morphological information contained in porosity, two-point probability function and linear-path function. Good agreement of those references verifies our developed method’s powerful capability. The existing isolated regions of both pore phase and matrix phase do quite minor harm to their good connectivity. The lattice Boltzmann method (LBM) is used to compute the permeability of the reconstructed system and the results show its good isotropy and conductivity. However, due to the disadvantage of this method that the connectivity of the reconstructed system’s pore space will decrease when porosity becomes small, we suggest the porosity of the system to be reconstructed be no less than 0.2 to ensure its connectivity and conductivity.     

Electric Instability in <Emphasis Type="Italic">n</Emphasis>-CdTe:In Layers with <Emphasis Type="Italic">S</Emphasis>-Shaped Voltage-Current Characteristics

A switching of the S-type in the 20–200 μm thick polycrystalline n-CdTe:In layers with resistance of 10³–10⁶ Ω·cm is studied. The electric instability in the layers is found to be due to the electron-thermal breakdown mechanism. The dependence of the switching threshold parameters on the intensity of exposure can be used for fabrication of infrared-radiation controlled electric switches on the basis of n-CdTe:In layers. __________ Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 6, pp. 28–30, June, 2005.