701 research outputs found

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

    Get PDF
    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    Bayesian Forecasting in Economics and Finance: A Modern Review

    Full text link
    The Bayesian statistical paradigm provides a principled and coherent approach to probabilistic forecasting. Uncertainty about all unknowns that characterize any forecasting problem -- model, parameters, latent states -- is able to be quantified explicitly, and factored into the forecast distribution via the process of integration or averaging. Allied with the elegance of the method, Bayesian forecasting is now underpinned by the burgeoning field of Bayesian computation, which enables Bayesian forecasts to be produced for virtually any problem, no matter how large, or complex. The current state of play in Bayesian forecasting in economics and finance is the subject of this review. The aim is to provide the reader with an overview of modern approaches to the field, set in some historical context; and with sufficient computational detail given to assist the reader with implementation.Comment: The paper is now published online at: https://doi.org/10.1016/j.ijforecast.2023.05.00

    LIPIcs, Volume 261, ICALP 2023, Complete Volume

    Get PDF
    LIPIcs, Volume 261, ICALP 2023, Complete Volum

    The free energy of the large-NN fermionic Chern−\small-Simons theory in the 'temporal' gauge

    Full text link
    Most of the computational evidence for the Bose−\small-Fermi duality of fundamental fields coupled to U(N)U(N) Chern−\small-Simons theories originates in the large-NN calculations performed in the light-cone gauge. In this paper, we use another gauge, the 'temporal' gauge, to evaluate the finite temperature partition function of U(N)U(N) coupled regular and critical fermions on R2\mathbb{R}^2 at large NN. We first set up the finite temperature gap equations, and then use tricks explored in arXiv:1410.0558 to solve these equations and evaluate the partition function. Our final results are in perfect agreement with earlier light-cone gauge results. The success of our 'temporal' gauge calculation potentially opens a path to computations that are awkward in light-cone gauge but more natural in the 'temporal' gauge, e.g. the evaluation of the thermal free energy on a finite-sized sphere.Comment: 75 page

    Measurement of the associated production of a top quark pair and a Higgs boson (tÂŻtH) with boosted topologies

    Get PDF
    This thesis presents three studies focusing on boosted topologies that utilise machine learning techniques for boosted H → bÂŻb reconstruction using the ATLAS detector. The measurement of the tÂŻtH cross-section is a direct way of accessing the Higgs top Yukawa coupling (yt). Firstly, an all-hadronic feasibility study is shown, aimed at assessing boosted topologies in the all-hadronic tÂŻtH decay channel. It was found to have low statistical significance, with considerable efforts and data driven techniques required to reduce the QCD-multijet background. Secondly, the boosted contribution to the recent tÂŻtH, H → bÂŻb measurement using the full Run-2 ATLAS data set, 139f b−1 at √s = 13 TeV, is analysed. There is a considerable contribution from the boosted region to this result, particularly to the differential cross-section measurement of the Simplified Template Cross-Section (STXS) bins [300, 450) and [450, ∞) GeV. The result of the inclusive profile-likelihood fit is ÎŒ = 0.35+0.36−0.34, which corresponds to σ = 1.0(2.7) observed(expected) significance compared to the background-only hypothesis. Thirdly work on retraining the boosted H → bÂŻb reconstruction deep neural network (DNN) is shown for the Run-2 Legacy re-analysis. The bespoke DNN trained for the analysis showed some improvements over the previous round due to the updated analysis algorithms. It also outperformed the general purpose H → bÂŻb Xbb tagger. The final motivation for use of the bespoke DNN is that it allows the choice of boosted jet collection (RC-jets vs LR-jets). RC-jets re cluster “small” (∆R = 0.4) jets with ∆R = 1.0 while LR-jets directly cluster the calorimeter clusters with ∆R = 1.0, both using the anti-kt algorithm. The RC-jets jets are found to be advantageous. This is due to the ease of propagating systematics for combining with resolved regions and the good modelling observed using samples made with the Atlfast-2 detector simulation

    High-order renormalization of scalar quantum fields

    Get PDF
    Thema dieser Dissertation ist die Renormierung von perturbativer skalarer Quantenfeldtheorie bei großer Schleifenzahl. Der Hauptteil der Arbeit ist dem Einfluss von Renormierungsbedingungen auf renormierte Greenfunktionen gewidmet. ZunĂ€chst studieren wir Dyson-Schwinger-Gleichungen und die Renormierungsgruppe, inklusive der Gegenterme in dimensionaler Regularisierung. Anhand zahlreicher Beispiele illustrieren wir die verschiedenen GrĂ¶ĂŸen. Alsdann diskutieren wir, welche Freiheitsgrade ein Renormierungsschema hat und wie diese mit den Gegentermen und den renormierten Greenfunktionen zusammenhĂ€ngen. FĂŒr ungekoppelte Dyson-Schwinger-Gleichungen stellen wir fest, dass alle Renormierungsschemata bis auf eine Verschiebung des Renormierungspunktes Ă€quivalent sind. Die Verschiebung zwischen kinematischer Renormierung und Minimaler Subtraktion ist eine Funktion der Kopplung und des Regularisierungsparameters. Wir leiten eine neuartige Formel fĂŒr den Fall einer linearen Dyson-Schwinger Gleichung vom Propagatortyp her, um die Verschiebung direkt aus der Mellintransformation des Integrationskerns zu berechnen. Schließlich berechnen wir obige Verschiebung störungstheoretisch fĂŒr drei beispielhafte nichtlineare Dyson-Schwinger-Gleichungen und untersuchen das asymptotische Verhalten der Reihenkoeffizienten. Ein zweites Thema der vorliegenden Arbeit sind Diffeomorphismen der Feldvariable in einer Quantenfeldtheorie. Wir prĂ€sentieren eine Störungstheorie des Diffeomorphismusfeldes im Impulsraum und verifizieren, dass der Diffeomorphismus keinen Einfluss auf messbare GrĂ¶ĂŸen hat. Weiterhin untersuchen wir die Divergenzen des Diffeomorphismusfeldes und stellen fest, dass die Divergenzen WardidentitĂ€ten erfĂŒllen, die die Abwesenheit dieser Terme von der S-Matrix ausdrĂŒcken. Trotz der WardidentitĂ€ten bleiben unendlich viele Divergenzen unbestimmt. Den Abschluss bildet ein Kommentar ĂŒber die numerische Quadratur von Periodenintegralen.This thesis concerns the renormalization of perturbative quantum field theory. More precisely, we examine scalar quantum fields at high loop order. The bulk of the thesis is devoted to the influence of renormalization conditions on the renormalized Green functions. Firstly, we perform a detailed review of Dyson-Schwinger equations and the renormalization group, including the counterterms in dimensional regularization. Using numerous examples, we illustrate how the various quantities are computable in a concrete case and which relations they satisfy. Secondly, we discuss which degrees of freedom are present in a renormalization scheme, and how they are related to counterterms and renormalized Green functions. We establish that, in the case of an un-coupled Dyson-Schwinger equation, all renormalization schemes are equivalent up to a shift in the renormalization point. The shift between kinematic renormalization and Minimal Subtraction is a function of the coupling and the regularization parameter. We derive a novel formula for the case of a linear propagator-type Dyson-Schwinger equation to compute the shift directly from the Mellin transform of the kernel. Thirdly, we compute the shift perturbatively for three examples of non-linear Dyson-Schwinger equations and examine the asymptotic growth of series coefficients. A second, smaller topic of the present thesis are diffeomorphisms of the field variable in a quantum field theory. We present the perturbation theory of the diffeomorphism field in momentum space and find that the diffeomorphism has no influence on measurable quantities. Moreover, we study the divergences in the diffeomorphism field and establish that they satisfy Ward identities, which ensure their absence from the S-matrix. Nevertheless, the Ward identities leave infinitely many divergences unspecified and the diffeomorphism theory is perturbatively unrenormalizable. Finally, we remark on a third topic, the numerical quadrature of Feynman periods
    • 

    corecore