Mean square convergence rates for maximum quasi-likelihood estimators

In this note we study the behavior of maximum quasilikelihood estimators (MQLEs) for a class of statistical models, in which only knowledge about the first two moments of the response variable is assumed. This class includes, but is not restricted to, generalized linear models with general link function. Our main results are related to guarantees on existence, strong consistency and mean square convergence rates of MQLEs. The rates are obtained from first principles and are stronger than known a.s. rates. Our results find important application in sequential decision problems with parametric uncertainty arising in dynamic pricing

Continuous Assortment Optimization with Logit Choice Probabilities under Incomplete Information

Motivated by several practical applications, we consider assortment optimization over a continuous spectrum of products represented by the unit interval, where the seller's problem consists of determining the optimal subset of products to offer to potential customers. To describe the relation between assortment and customer choice, we propose a probabilistic choice model that forms the continuous counterpart of the widely studied discrete multinomial logit model. We consider the seller's problem under incomplete information, propose a stochastic-approximation type of policy, and show that its regret -- its performance loss compared to the optimal policy -- is only logarithmic in the time horizon. We complement this result by showing a matching lower bound on the regret of any policy, implying that our policy is asymptotically optimal. We then show that adding a capacity constraint significantly changes the structure of the problem, by constructing an instance in which the regret of any policy after $T$ time periods is bounded below by a positive constant times $T^{2/3}$. We propose a policy based on kernel-density estimation techniques, and show that its regret is bounded above by a constant times $T^{2/3}$. Numerical illustrations show that our policies outperform or are on par with alternatives based on discretizing the product space

Antithrombotic therapy in patients undergoing TAVI: An overview of Dutch hospitals

Purpose To assess current antithrombotic treatment strategies in the Netherlands in patients undergoing transcatheter aortic valve implantation (TAVI). Methods For every Dutch hospital performing TAVI (n =14) an interventional cardiologist experienced in performing TAVI was interviewed concerning heparin, aspirin, thienopyridine and oral anticoagulation treatment in patients undergoing TAVI. Results The response rate was 100 %. In every centre, a protocol for antithrombotic treatment after TAVI was available. Aspirin was prescribed in all centres, concomitant clopidogrel was prescribed 13 of the 14 centres. Duration of concomitant clopidogrel was 3 months in over twothirds of cases. In 2 centres, duration of concomitant clopidogrel was based upon type of prosthesis: 6 months versus 3 months for supra-annular and intra-annular prostheses, respectively. Conclusions Leaning on a small basis of evidence and recommendations, the antithrombotic policy for patients undergoing TAVI is highly variable in the Netherlands. As a standardised regimen might further reduce haemorrhagic complications, large randomised clinical trials may help to establish the most appropriate approach

Measurements of differential cross sections of Z/gamma*+jets+X events in proton anti-proton collisions at sqrt{s}=1.96 TeV

We present cross section measurements for Z/gamma*+jets+X production, differential in the transverse momenta of the three leading jets. The data sample was collected with the D0 detector at the Fermilab Tevatron proton anti-proton collider at a center-of-mass energy of 1.96 TeV and corresponds to an integrated luminosity of 1 fb-1. Leading and next-to-leading order perturbative QCD predictions are compared with the measurements, and agreement is found within the theoretical and experimental uncertainties. We also make comparisons with the predictions of four event generators. Two parton-shower-based generators show significant shape and normalization differences with respect to the data. In contrast, two generators combining tree-level matrix elements with a parton shower give a reasonable description of the the shapes observed in data, but the predicted normalizations show significant differences with respect to the data, reflecting large scale uncertainties. For specific choices of scales, the normalizations for either generator can be made to agree with the measurements.Comment: Published in PLB. 11 pages, 3 figure

Double parton interactions in photon+3 jet events in ppbar collisions sqrt{s}=1.96 TeV

We have used a sample of photon+3 jets events collected by the D0 experiment with an integrated luminosity of about 1 fb^-1 to determine the fraction of events with double parton scattering (f_DP) in a single ppbar collision at sqrt{s}=1.96 TeV. The DP fraction and effective cross section (sigma_eff), a process-independent scale parameter related to the parton density inside the nucleon, are measured in three intervals of the second (ordered in pT) jet transverse momentum pT_jet2 within the range 15 < pT_jet2 < 30 GeV. In this range, f_DP varies between 0.23 < f_DP < 0.47, while sigma_eff has the average value sigma_eff_ave = 16.4 +- 0.3(stat) +- 2.3(syst) mb.Comment: 15 pages, 13 figure

Dependence of the ttˉt\bar{t} production cross section on the transverse momentum of the top quark

We present a measurement of the differential cross section for $t\bar{t}$ events produced in $p\bar{p}$ collisions at $\sqrt{s}=1.96$ TeV as a function of the transverse momentum ($p_T$) of the top quark. The selected events contain a high-$p_T$ lepton ($\ell$), four or more jets, and a large imbalance in $p_T$, and correspond to 1 fb${}^{-1}$ of integrated luminosity recorded with the D0 detector. Each event must have at least one candidate for a $b$ jet. Objects in the event are associated through a constrained kinematic fit to the $t\bar{t}\to WbW\bar{b} \to \ell\nu b q\bar{q}'\bar{b}$ process. Results from next-to-leading-order perturbative QCD calculations agree with the measured differential cross section. Comparisons are also provided to predictions from Monte Carlo event generators using QCD calculations at different levels of precision.Comment: 8 pages, 6 figures, 4 tables, updated to reflect the published versio

Measurement of the t-channel single top quark production cross section

The D0 collaboration reports direct evidence for electroweak production of single top quarks through the t-channel exchange of a virtual W boson. This is the first analysis to isolate an individual single top quark production channel. We select events containing an isolated electron or muon, missing transverse energy, and two, three or four jets from 2.3 fb^-1 of ppbar collisions at the Fermilab Tevatron Collider. One or two of the jets are identified as containing a b hadron. We combine three multivariate techniques optimized for the t-channel process to measure the t- and s-channel cross sections simultaneously. We measure cross sections of 3.14 +0.94 -0.80 pb for the t-channel and 1.05 +-0.81 pb for the s-channel. The measured t-channel result is found to have a significance of 4.8 standard deviations and is consistent with the standard model prediction.Comment: 7 pages, 6 figure

Simultaneous measurement of the ratio B(t->Wb)/B(t->Wq) and the top quark pair production cross section with the D0 detector at sqrt(s)=1.96 TeV

We present the first simultaneous measurement of the ratio of branching fractions, R=B(t->Wb)/B(t->Wq), with q being a d, s, or b quark, and the top quark pair production cross section sigma_ttbar in the lepton plus jets channel using 0.9 fb-1 of ppbar collision data at sqrt(s)=1.96 TeV collected with the D0 detector. We extract R and sigma_ttbar by analyzing samples of events with 0, 1 and >= 2 identified b jets. We measure R = 0.97 +0.09-0.08 (stat+syst) and sigma_ttbar = 8.18 +0.90-0.84 (stat+syst)} +/-0.50 (lumi) pb, in agreement with the standard model prediction.Comment: submitted to Phys.Rev.Letter