860 research outputs found
Asymptotic and bootstrap tests for the dimension of the non-Gaussian subspace
Dimension reduction is often a preliminary step in the analysis of large data
sets. The so-called non-Gaussian component analysis searches for a projection
onto the non-Gaussian part of the data, and it is then important to know the
correct dimension of the non-Gaussian signal subspace. In this paper we develop
asymptotic as well as bootstrap tests for the dimension based on the popular
fourth order blind identification (FOBI) method
High-Resolution Simulations of Cosmic Microwave Background non-Gaussian Maps in Spherical Coordinates
We describe a new numerical algorithm to obtain high-resolution simulated
maps of the Cosmic Microwave Background (CMB), for a broad class of
non-Gaussian models. The kind of non-Gaussianity we account for is based on the
simple idea that the primordial gravitational potential is obtained by a
non-linear but local mapping from an underlying Gaussian random field, as
resulting from a variety of inflationary models. Our technique, which is based
on a direct realization of the potential in spherical coordinates and fully
accounts for the radiation transfer function, allows to simulate non-Gaussian
CMB maps down to the Planck resolution (), with
reasonable memory storage and computational time.Comment: 9 pages, 5 figures. Submitted to ApJ. A version with higher quality
figures is available at http://www.pd.infn.it/~liguori/content.htm
Identification of independent structural shocks in the presence of multiple Gaussian components
Several recently developed identification techniques for structural VAR models are based on the assumption of non-Gaussianity. So-called independence based identification provides unique structural shocks (up to scaling and ordering) under the assumption of at most one Gaussian component. While non-Gaussianity of certain interesting shocks appears rather natural, not all macroeconomic shocks in the system might show this clear difference from Gaussianity. Identifiability can be generalized by noting that even in the presence of multiple Gaussian shocks the non-Gaussian ones are still unique. Consequently, independence based identification allows to uniquely determine the (non-Gaussian) shocks of interest irrespective of the distribution of the remaining system. Furthermore, studying settings close to normality or with multiple Gaussian components highlights the performance of normality diagnostics and their applicability to decide on the identifiability of the structural shock components. In an illustrative five dimensional model the identified monetary policy and stock price shock confirm the results of previous studies on the monetary policy asset price nexus. (C) 2018 The Author. Published by Elsevier B.V. on behalf of EcoSta Econometrics and Statistics.Peer reviewe
Magnetogenesis and the primordial non-gaussianity
The primordial density fluctuation inevitably couples to all forms of matter
via loop corrections and depends on the ambient conditions while inflation was
ongoing. This gives us an opportunity to observe processes which were in
progress while the universe was inflating, provided they were sufficiently
dramatic to overcome suppression by powers of (H/MP)^2 ~ 10^(-9), where H is
the Hubble scale during inflation and MP is the Planck mass. As an example, if
a primordial magnetic field was synthesized during inflation, as suggested by
some interpretations of the apparently universal 10^(-6) gauss field observed
on galactic scales, then this could leave traces in inflationary observables.
In this paper, I compute corrections to the spectrum and bispectrum generated
by a varying electromagnetic coupling during inflation, assuming that the
variation in this coupling is mediated by interaction with a collection of
light scalar fields. If the mass scale associated with this interaction is too
far below the Planck scale then the stability of perturbation theory can be
upset. For the mass-scale which is relevant in the standard magnetogenesis
scenario, however, the theory is stable and the model is apparently consistent
with observational constraints.Comment: 37 pages, uses feynmp.sty and iopart.cls. v2: minor improvements in
comparison with version submitted to (and accepted by) JCAP. Improves v1 with
a more refined discussion of cutoffs and Lorentz invariance in Sections 4-5,
but calculations are unchanged. Minor textual improvements throughou
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