Applying the Bootstrap: An Example

We illustrate bootstrap methods in a simple example, Among ideas discussed are: basic distributional approximations; confidence limit methods; improved calculation; tests; bootstrap sensit.ivity analysis; regression; and nonparametric likelihood inference

Numerical convergence of the block-maxima approach to the Generalized Extreme Value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. [2006] have found analytical results.Comment: 34 pages, 7 figures; Journal of Statistical Physics 201

The ancient evolutionary history of polyomaviruses

Author Summary: Polyomaviruses are a family of DNA-based viruses that are known to infect various terrestrial vertebrates, including humans. In this report, we describe our discovery of highly divergent polyomaviruses associated with various marine fish. Searches of public deep sequencing databases unexpectedly revealed the existence of polyomavirus-like sequences in scorpion and spider datasets. Our analysis of these new sequences suggests that polyomaviruses have slowly co-evolved with individual host animal lineages through an established mechanism known as intrahost divergence. The proposed model is similar to the mechanisms through with other DNA viruses, such as papillomaviruses, are thought to have evolved. Our analysis also suggests that distantly related polyomaviruses sometimes recombine to produce new chimeric lineages. We propose a possible taxonomic scheme that can account for these inferred ancient recombination events

An extreme value theory approach to calculating minimum capital risk requirements

This paper investigates the frequency of extreme events for three LIFFE futures contracts for the calculation of minimum capital risk requirements (MCRRs). We propose a semiparametric approach where the tails are modelled by the Generalized Pareto Distribution and smaller risks are captured by the empirical distribution function. We compare the capital requirements form this approach with those calculated from the unconditional density and from a conditional density - a GARCH(1,1) model. Our primary finding is that both in-sample and for a hold-out sample, our extreme value approach yields superior results than either of the other two models which do not explicitly model the tails of the return distribution. Since the use of these internal models will be permitted under the EC-CAD II, they could be widely adopted in the near future for determining capital adequacies. Hence, close scrutiny of competing models is required to avoid a potentially costly misallocation capital resources while at the same time ensuring the safety of the financial system

Comparison of the h-index for different fields of research using bootstrap methodology

An important disadvantage of the h-index is that typically it cannot take into account the specific field of research of a researcher. Usually sample point estimates of the average and median h-index values for the various fields are reported that are highly variable and dependent of the specific samples and it would be useful to provide confidence intervals of prediction accuracy. In this paper we apply the non-parametric bootstrap technique for constructing confidence intervals for the h-index for different fields of research. In this way no specific assumptions about the distribution of the empirical h-index are required as well as no large samples since that the methodology is based on resampling from the initial sample. The results of the analysis showed important differences between the various fields. The performance of the bootstrap intervals for the mean and median h-index for most fields seems to be rather satisfactory as revealed by the performed simulation

Fermi 130 GeV gamma-ray excess and dark matter annihilation in sub-haloes and in the Galactic centre

We analyze publicly available Fermi-LAT high-energy gamma-ray data and confirm the existence of clear spectral feature peaked at E=130GeV. Scanning over the Galaxy we identify several disconnected regions where the observed excess originates from. Our best optimized fit is obtained for the central region of Galaxy with a clear peak at 130GeV with local statistical significance 4.5 sigma. The observed excess is not correlated with Fermi bubbles. We compute the photon spectra induced by dark matter annihilations into two and four standard model particles, the latter via two light intermediate states, and fit the spectra with data. Since our fits indicate sharper and higher signal peak than in the previous works, data favors dark matter direct two-body annihilation channels into photons or other channels giving only line-like spectra. If Einasto halo profile correctly predicts the central cusp of Galaxy, dark matter annihilation cross-section to two photons is of order ten percent of the standard thermal freeze-out cross-section. The large dark matter two-body annihilation cross-section to photons may signal a new resonance that should be searched for at the CERN LHC experiments.Comment: Addendum included on the double peak structure of the excess seen due to new improved Fermi-LAT energy resolutio

Search for direct production of charginos and neutralinos in events with three leptons and missing transverse momentum in √s = 7 TeV pp collisions with the ATLAS detector

A search for the direct production of charginos and neutralinos in final states with three electrons or muons and missing transverse momentum is presented. The analysis is based on 4.7 fb−1 of proton–proton collision data delivered by the Large Hadron Collider and recorded with the ATLAS detector. Observations are consistent with Standard Model expectations in three signal regions that are either depleted or enriched in Z-boson decays. Upper limits at 95% confidence level are set in R-parity conserving phenomenological minimal supersymmetric models and in simplified models, significantly extending previous results

Jet size dependence of single jet suppression in lead-lead collisions at sqrt(s(NN)) = 2.76 TeV with the ATLAS detector at the LHC

Measurements of inclusive jet suppression in heavy ion collisions at the LHC provide direct sensitivity to the physics of jet quenching. In a sample of lead-lead collisions at sqrt(s) = 2.76 TeV corresponding to an integrated luminosity of approximately 7 inverse microbarns, ATLAS has measured jets with a calorimeter over the pseudorapidity interval |eta| < 2.1 and over the transverse momentum range 38 < pT < 210 GeV. Jets were reconstructed using the anti-kt algorithm with values for the distance parameter that determines the nominal jet radius of R = 0.2, 0.3, 0.4 and 0.5. The centrality dependence of the jet yield is characterized by the jet "central-to-peripheral ratio," Rcp. Jet production is found to be suppressed by approximately a factor of two in the 10% most central collisions relative to peripheral collisions. Rcp varies smoothly with centrality as characterized by the number of participating nucleons. The observed suppression is only weakly dependent on jet radius and transverse momentum. These results provide the first direct measurement of inclusive jet suppression in heavy ion collisions and complement previous measurements of dijet transverse energy imbalance at the LHC.Comment: 15 pages plus author list (30 pages total), 8 figures, 2 tables, submitted to Physics Letters B. All figures including auxiliary figures are available at http://atlas.web.cern.ch/Atlas/GROUPS/PHYSICS/PAPERS/HION-2011-02