Determining the number of cointegrating relations under rank constraints

This paper proposes likelihood-based procedures for determining the number of cointegrating vectors in the presence of constraints on the cointegration rank. The tests can be applied when a priori information suggests a lower bound on the number of common stochastic trends in the system. The likelihood ratio trace and and lambda max tests are obtained as special cases of the present setup. The tests are easy to implement and have comparable asymptotic power with respect to the trace test; it is also shown that the constrained tests are more powerful for some local alternatives.Cointegration rank, Likelihood ratio, Trace test, Asymptotic power

A novel approach to detect hot-spots in large-scale multivariate data

Background: Progressive advances in the measurement of complex multifactorial components of biological processes involving both spatial and temporal domains have made it difficult to identify the variables (genes, proteins, neurons etc.) significantly changed activities in response to a stimulus within large data sets using conventional statistical approaches. The set of all changed variables is termed hot-spots. The detection of such hot spots is considered to be an NP hard problem, but by first establishing its theoretical foundation we have been able to develop an algorithm that provides a solution. Results: Our results show that a first-order phase transition is observable whose critical point separates the hot-spot set from the remaining variables. Its application is also found to be more successful than existing approaches in identifying statistically significant hot-spots both with simulated data sets and in real large-scale multivariate data sets from gene arrays, electrophysiological recording and functional magnetic resonance imaging experiments. Conclusion: In summary, this new statistical algorithm should provide a powerful new analytical tool to extract the maximum information from complex biological multivariate data

Filtered screens and augmented Teichm\"uller space

We study a new bordification of the decorated Teichm\"uller space for a multiply punctured surface F by a space of filtered screens on the surface that arises from a natural elaboration of earlier work of McShane-Penner. We identify necessary and sufficient conditions for paths in this space of filtered screens to yield short curves having vanishing length in the underlying surface F. As a result, an appropriate quotient of this space of filtered screens on F yields a decorated augmented Teichm\"uller space which is shown to admit a CW decomposition that naturally projects to the augmented Teichm\"uller space by forgetting decorations and whose strata are indexed by a new object termed partially oriented stratum graphs.Comment: Final version to appear in Geometriae Dedicat