The notion of ψ\psi-weak dependence and its applications to bootstrapping time series

We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootstrap. As a typical example, we analyze autoregressive processes and their bootstrap analogues in detail and show how weak dependence can be easily derived from a contraction property of the process. Furthermore, we provide an overview of classes of processes possessing the property of weak dependence and describe important probabilistic results under such an assumption.Comment: Published in at http://dx.doi.org/10.1214/06-PS086 the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

Decentralization Estimators for Instrumental Variable Quantile Regression Models

The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates. However, estimation is complicated by the non-smoothness and non-convexity of the IVQR GMM objective function. This paper shows that the IVQR estimation problem can be decomposed into a set of conventional quantile regression sub-problems which are convex and can be solved efficiently. This reformulation leads to new identification results and to fast, easy to implement, and tuning-free estimators that do not require the availability of high-level "black box" optimization routines

A class of large global solutions for the Wave--Map equation

In this paper we consider the equation for equivariant wave maps from $R^{3+1}$ to $S^3$ and we prove global in forward time existence of certain $C^\infty$-smooth solutions which have infinite critical Sobolev norm $\dot{H}^{\frac{3}{2}}(R^3)\times \dot{H}^{\frac{1}{2}}(R^3)$. Our construction provides solutions which can moreover satisfy the additional size condition $\|u(0, \cdot)\|_{L^\infty(|x|\geq 1)}>M$ for arbitrarily chosen $M>0$. These solutions are also stable under suitable perturbations. Our method is based on a perturbative approach around suitably constructed approximate self--similar solutions

Scalar-Vector Bootstrap

We work out all of the details required for implementation of the conformal bootstrap program applied to the four-point function of two scalars and two vectors in an abstract conformal field theory in arbitrary dimension. This includes a review of which tensor structures make appearances, a construction of the projectors onto the required mixed symmetry representations, and a computation of the conformal blocks for all possible operators which can be exchanged. These blocks are presented as differential operators acting upon the previously known scalar conformal blocks. Finally, we set up the bootstrap equations which implement crossing symmetry. Special attention is given to the case of conserved vectors, where several simplifications occur.Comment: 76 pages, v3 moved several details into appendices, expanded discussion of mixed symmetry projecto

Hierarchical Change Point Detection on Dynamic Networks

This paper studies change point detection on networks with community structures. It proposes a framework that can detect both local and global changes in networks efficiently. Importantly, it can clearly distinguish the two types of changes. The framework design is generic and as such several state-of-the-art change point detection algorithms can fit in this design. Experiments on both synthetic and real-world networks show that this framework can accurately detect changes while achieving up to 800X speedup.Comment: 9 pages, ACM WebSci'1