14,816 research outputs found
The notion of -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
to and we prove global in forward time existence of certain
-smooth solutions which have infinite critical Sobolev norm
. Our construction
provides solutions which can moreover satisfy the additional size condition
for arbitrarily chosen . 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
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