Two sample tests for high-dimensional covariance matrices

We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matrices, which define the covariance between two nonoverlapping segments of the high-dimensional random vectors. The tests are applicable (i) when the data dimension is much larger than the sample sizes, namely the "large $p$, small $n$" situations and (ii) without assuming parametric distributions for the two populations. These two aspects surpass the capability of the conventional likelihood ratio test. The proposed tests can be used to test on covariances associated with gene ontology terms.Comment: Published in at http://dx.doi.org/10.1214/12-AOS993 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Strong stability of Nash equilibria in load balancing games

We study strong stability of Nash equilibria in the load balancing games of m (m >= 2) identical servers, in which every job chooses one of the m servers and each job wishes to minimize its cost, given by the workload of the server it chooses. A Nash equilibrium (NE) is a strategy profile that is resilient to unilateral deviations. Finding an NE in such a game is simple. However, an NE assignment is not stable against coordinated deviations of several jobs, while a strong Nash equilibrium (SNE) is. We study how well an NE approximates an SNE. Given any job assignment in a load balancing game, the improvement ratio (IR) of a deviation of a job is defined as the ratio between the pre-and post-deviation costs. An NE is said to be a ρ-approximate SNE (ρ >= 1) if there is no coalition of jobs such that each job of the coalition will have an IR more than ρ from coordinated deviations of the coalition. While it is already known that NEs are the same as SNEs in the 2-server load balancing game, we prove that, in the m-server load balancing game for any given m >= 3, any NE is a (5=4)-approximate SNE, which together with the lower bound already established in the literature implies that the approximation bound is tight. This closes the final gap in the literature on the study of approximation of general NEs to SNEs in the load balancing games. To establish our upper bound, we apply with novelty a powerful graph-theoretic tool

Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation

We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated coordinates. The first test is constructed by carrying out thresholding to remove the non-signal bearing dimensions. The second test combines data transformation via the precision matrix with the thresholding. The benefits of the thresholding and the data transformations are showed by a reduced variance of the test thresholding statistics, the improved power and a wider detection region of the tests. Simulation experiments and an empirical study are performed to confirm the theoretical findings and to demonstrate the practical implementations.Comment: 64 page

Critical exponents of finite temperature chiral phase transition in soft-wall AdS/QCD models

Criticality of chiral phase transition at finite temperature is investigated in a soft-wall AdS/QCD model with $SU_L(N_f)\times SU_R(N_f)$ symmetry, especially for $N_f=2,3$ and $N_f=2+1$. It is shown that in quark mass plane($m_{u/d}-m_s$) chiral phase transition is second order at a certain critical line, by which the whole plane is divided into first order and crossover regions. The critical exponents $\beta$ and $\delta$, describing critical behavior of chiral condensate along temperature axis and light quark mass axis, are extracted both numerically and analytically. The model gives the critical exponents of the values $\beta=\frac{1}{2}, \delta=3$ and $\beta=\frac{1}{3}, \delta=3$ for $N_f=2$ and $N_f=3$ respectively. For $N_f=2+1$, in small strange quark mass($m_s$) region, the phase transitions for strange quark and $u/d$ quarks are strongly coupled, and the critical exponents are $\beta=\frac{1}{3},\delta=3$; when $m_s$ is larger than $m_{s,t}=0.290\rm{GeV}$, the dynamics of light flavors($u,d$) and strange quarks decoupled and the critical exponents for $\bar{u}u$ and $\bar{d}d$ becomes $\beta=\frac{1}{2},\delta=3$, exactly the same as $N_f=2$ result and the mean field result of 3D Ising model; between the two segments, there is a tri-critical point at $m_{s,t}=0.290\rm{GeV}$, at which $\beta=0.250,\delta=4.975$. In some sense, the current results is still at mean field level, and we also showed the possibility to go beyond mean field approximation by including the higher power of scalar potential and the temperature dependence of dilaton field, which might be reasonable in a full back-reaction model. The current study might also provide reasonable constraints on constructing a realistic holographic QCD model, which could describe both chiral dynamics and glue-dynamics correctly.Comment: 32 pages, 11 figures, regular articl