4,965 research outputs found

    Introduction to supergeometry

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    These notes are based on a series of lectures given by the first author at the school of `Poisson 2010', held at IMPA, Rio de Janeiro. They contain an exposition of the theory of super- and graded manifolds, cohomological vector fields, graded symplectic structures, reduction and the AKSZ-formalism.Comment: Lecture notes of a course held at the school Poisson 2010 at IMPA, July 2010; 21 pages; references improve

    Estimation of multivariate probit models by exact maximum likelihood

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    In this paper, we develop a new numerical method to estimate a multivariate probit model. To this end, we derive a new decomposition of normal multivariate integrals that has two appealing properties. First, the decomposition may be written as the sum of normal multivariate integrals, in which the highest dimension of the integrands is reduced relative to the initial problem. Second, the domains of integration are bounded and delimited by the correlation coefficients. Application of a Gauss-Legendre quadrature rule to the exact likelihood function of lower dimension allows for a major reduction of computing time while simultaneously obtaining consistent and efficient estimates for both the slope and the scale parameters. A Monte Carlo study shows that the finite sample and asymptotic properties of our method compare extremely favorably to the maximum simulated likelihood estimator in terms of both bias and root mean squared error.Multivariate Probit Model, Simulated and Full Information Maximum Likelihood, Multivariate Normal Distribution, Simulations

    On the maximal diphoton width

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    Motivated by the 750 GeV diphoton excess found at LHC, we compute the maximal width into γγ\gamma\gamma that a neutral scalar can acquire through a loop of charged fermions or scalars as function of the maximal scale at which the theory holds, taking into account vacuum (meta)stability bounds. We show how an extra gauge symmetry can qualitatively weaken such bounds, and explore collider probes and connections with Dark Matter.Comment: 16 pages, 6 figure

    Data-driven representations of conical, convex, and affine behaviors

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    The paper studies conical, convex, and affine models in the framework of behavioral systems theory. We investigate basic properties of such behaviors and address the problem of constructing models from measured data. We prove that closed, shift-invariant, conical, convex, and affine models have the intersection property, thereby enabling the definition of most powerful unfalsified models based on infinite-horizon measurements. We then provide necessary and sufficient conditions for representing conical, convex, and affine finite-horizon behaviors using raw data matrices, expressing persistence of excitation requirements in terms of non-negative rank conditions. The applicability of our results is demonstrated by a numerical example arising in population ecology
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