On large-sample estimation and testing via quadratic inference functions for correlated data

Hansen (1982) proposed a class of "generalized method of moments" (GMMs) for estimating a vector of regression parameters from a set of score functions. Hansen established that, under certain regularity conditions, the estimator based on the GMMs is consistent, asymptotically normal and asymptotically efficient. In the generalized estimating equation framework, extending the principle of the GMMs to implicitly estimate the underlying correlation structure leads to a "quadratic inference function" (QIF) for the analysis of correlated data. The main objectives of this research are to (1) formulate an appropriate estimated covariance matrix for the set of extended score functions defining the inference functions; (2) develop a unified large-sample theoretical framework for the QIF; (3) derive a generalization of the QIF test statistic for a general linear hypothesis problem involving correlated data while establishing the asymptotic distribution of the test statistic under the null and local alternative hypotheses; (4) propose an iteratively reweighted generalized least squares algorithm for inference in the QIF framework; and (5) investigate the effect of basis matrices, defining the set of extended score functions, on the size and power of the QIF test through Monte Carlo simulated experiments.Comment: 32 pages, 2 figure

An action principle for Vasiliev's four-dimensional higher-spin gravity

We provide Vasiliev's fully nonlinear equations of motion for bosonic gauge fields in four spacetime dimensions with an action principle. We first extend Vasiliev's original system with differential forms in degrees higher than one. We then derive the resulting duality-extended equations of motion from a variational principle based on a generalized Hamiltonian sigma-model action. The generalized Hamiltonian contains two types of interaction freedoms: One set of functions that appears in the Q-structure of the generalized curvatures of the odd forms in the duality-extended system; and another set depending on the Lagrange multipliers, encoding a generalized Poisson structure, i.e. a set of polyvector fields of ranks two or higher in target space. We find that at least one of the two sets of interaction-freedom functions must be linear in order to ensure gauge invariance. We discuss consistent truncations to the minimal Type A and B models (with only even spins), spectral flows on-shell and provide boundary conditions on fields and gauge parameters that are compatible with the variational principle and that make the duality-extended system equivalent, on shell, to Vasiliev's original system.Comment: 37 pages. References added, corrected typo

A new method for the representation and evolution of three dimensional discontinuity surfaces in XFEM/GFEM

The ability of the extended and generalized finite element methods of modeling discontinuities independent of mesh alignment requires a suitable representation for the discontinuity surfaces. In the present paper a method for constructing level set functions based on vector data and geometric operations in three dimensions is presented. In contrast to classical level set methods, the proposed approach does not require the integration of differential evolution equations, resulting in a particularly simple structure and easy implementatio

Microstructural enrichment functions based on stochastic Wang tilings

This paper presents an approach to constructing microstructural enrichment functions to local fields in non-periodic heterogeneous materials with applications in Partition of Unity and Hybrid Finite Element schemes. It is based on a concept of aperiodic tilings by the Wang tiles, designed to produce microstructures morphologically similar to original media and enrichment functions that satisfy the underlying governing equations. An appealing feature of this approach is that the enrichment functions are defined only on a small set of square tiles and extended to larger domains by an inexpensive stochastic tiling algorithm in a non-periodic manner. Feasibility of the proposed methodology is demonstrated on constructions of stress enrichment functions for two-dimensional mono-disperse particulate media.Comment: 27 pages, 12 figures; v2: completely re-written after the first revie

Nambu Quantum Mechanics: A Nonlinear Generalization of Geometric Quantum Mechanics

We propose a generalization of the standard geometric formulation of quantum mechanics, based on the classical Nambu dynamics of free Euler tops. This extended quantum mechanics has in lieu of the standard exponential time evolution, a nonlinear temporal evolution given by Jacobi elliptic functions. In the limit where latter's moduli parameters are set to zero, the usual geometric formulation of quantum mechanics, based on the Kahler structure of a complex projective Hilbert space, is recovered. We point out various novel features of this extended quantum mechanics, including its geometric aspects. Our approach sheds a new light on the problem of quantization of Nambu dynamics. Finally, we argue that the structure of this nonlinear quantum mechanics is natural from the point of view of string theory.Comment: 15 pages, LaTeX, typos correcte

EXTENDED PARTIAL ORDERS: A UNIFYING STRUCTURE FOR ABSTRACT CHOICE THEORY

The concept of a strict extended partial order (SEPO) has turned out to be very useful in explaining (resp. rationalizing) non-binary choice functions. The present paper provides a general account of the concept of extended binary relations, i.e., relations between subsets and elements of a given universal set of alternatives. In particular, we define the concept of a weak extended partial order (WEPO) and show how it can be used in order to represent rankings of opportunity sets that display a ""preference for opportunities."" We also clarify the relationship between SEPOs and WEPOs, which involves a non-trivial condition, called ""strict properness."" Several characterizations of strict (and weak) properness are provided based on which we argue for properness as an appropriate condition demarcating ""choice based"" preference.

A Constraint-based Model for Multi-objective Repair Planning

This work presents a constraint based model for the planning and scheduling of disconnection and connection tasks when repairing faulty components in a system. Since multi-mode operations are considered, the problem involves the ordering and the selection of the tasks and modes from a set of alternatives, using the shared resources efficiently. Additionally, delays due to change of configurations and transportation are considered. The goal is the minimization of two objective functions: makespan and cost. The set of all feasible plans are represented by an extended And/Or graph, that embodies all of the constraints of the problem, allowing non reversible and parallel plans. A simple branch-and-bound algorithm has been used for testing the model with different combinations of the functions to minimize using the weighted-sum approach.Ministerio de Educación y Ciencia DIP2006-15476-C02-0