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.     

Mathematical modelling of the oxidation of nickel titanium alloys

A one-dimensional bulk reaction model for the oxidation of nickeltitanium is formulated, with preferential oxidation of titaniumbeing included. The modelling is directed at the better understandingof the dominant mechanisms involved in the oxidation processand their significance for the biocompatibility of the alloy.Two different regimes for the relative diffusivities of oxygenand the metals are investigated. By assuming fast bulk reactions,different asymptotic structures emerge in different parameterregimes and the resulting models take the form of moving boundaryproblems. Different profiles of nickel concentration are obtained:in particular a nickel-rich layer (observed in practice) ispresent below the oxide/metal interface for the case when oxygenand the metals diffuse at comparable rates.     

Approximate Solution of the de la Vallée Poussin Problem for a Differential Equation of Neutral Type by the Projection-Iterative Method

We solve the de la Vallée Poussin problem for a functional-differential equation by the projection-iterative method. We construct an algorithm, establish conditions sufficient for the convergence of the method, and present a computational scheme.     

Structure and properties of the mesophase of syndiotactic polystyrene. II. Effect of stepwise extraction on the preparation of the mesophase

In this study, a novel stepwise extraction method has been examined. The guest molecules housed between the helices of the clathrate δ form of syndiotactic polystyrene can be removed completely with this method. A systematic study of the preparation of a solvent‐free mesophase (emptied clathrate) membrane, its helical and residual solvent contents, and its structural transformations has been performed. In this first attempt, an enhancement in the TTGG helical content has been observed in the extracted membrane, and a conceptual mechanism is proposed. © 2002 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 269–273, 2003     

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     

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.     

Radiative lifetimes in Ce I and Ce II

New radiative lifetime measurements based on time-resolved laser-induced fluorescence techniques are reported for 18 even-parity levels belonging to the 4f5d^26p and 4f ²5d ² configurations of Ce I and 6 even-parity levels belonging to the 5d^26s, 4f5d6p, and 4f6s6p configurations of Ce II. Free neutral and singly ionized cerium atoms were produced by laser ablation. The Ce I and Ce II levels range in energy from 26 545 to 29 102 cm^-1, and 42 573 to 48 152 cm^-1, respectively. Received 25 September 2002 Published online 4 March 2003     

Modelling and design of a travelling-wave electro-optic modulator on InP

Based on a rigorous vectorial analysis, a fast travelling-wave Mach–Zehnder modulator is modelled and designed. The cross-section of the semiconductor layer stack and the lossy electrodes are carefully modelled using the method of lines in order to investigate propagation characteristics, velocity and losses. This yields an accurate microwave and optical field distribution to explain the behaviour of the component. In order to enhance the modulation efficiency, design curves are derived and the cross-sectional dimensions for minimum microwave loss are determined. The loss of the optimized modulator agrees very well with small-signal measurements up to 40 GHz and HFSS simulations. The layerstack of the fabricated device is suitable for integration with InP multi-wavelength lasers.     

cos πρ theorems for δ-subharmonic functions

For ϕ a δ-subharmonic function, sharp results are obtained that connectA(r, ϕ), B(r, ϕ) andT(r, ϕ), whereA(r, ϕ)=inf_|z|=r ϕ(z),B(r, ϕ)=sup_|z|=r ϕ(z), andT(r, ϕ) is the Nevanlinna characteristics.