Model selection in High-Dimensions: A Quadratic-risk based approach

In this article we propose a general class of risk measures which can be used for data based evaluation of parametric models. The loss function is defined as generalized quadratic distance between the true density and the proposed model. These distances are characterized by a simple quadratic form structure that is adaptable through the choice of a nonnegative definite kernel and a bandwidth parameter. Using asymptotic results for the quadratic distances we build a quick-to-compute approximation for the risk function. Its derivation is analogous to the Akaike Information Criterion (AIC), but unlike AIC, the quadratic risk is a global comparison tool. The method does not require resampling, a great advantage when point estimators are expensive to compute. The method is illustrated using the problem of selecting the number of components in a mixture model, where it is shown that, by using an appropriate kernel, the method is computationally straightforward in arbitrarily high data dimensions. In this same context it is shown that the method has some clear advantages over AIC and BIC.Comment: Updated with reviewer suggestion

Stochastic Flux-Freezing and Magnetic Dynamo

We argue that magnetic flux-conservation in turbulent plasmas at high magnetic Reynolds numbers neither holds in the conventional sense nor is entirely broken, but instead is valid in a novel statistical sense associated to the "spontaneous stochasticity" of Lagrangian particle tra jectories. The latter phenomenon is due to the explosive separation of particles undergoing turbulent Richardson diffusion, which leads to a breakdown of Laplacian determinism for classical dynamics. We discuss empirical evidence for spontaneous stochasticity, including our own new numerical results. We then use a Lagrangian path-integral approach to establish stochastic flux-freezing for resistive hydromagnetic equations and to argue, based on the properties of Richardson diffusion, that flux-conservation must remain stochastic at infinite magnetic Reynolds number. As an important application of these results we consider the kinematic, fluctuation dynamo in non-helical, incompressible turbulence at unit magnetic Prandtl number. We present results on the Lagrangian dynamo mechanisms by a stochastic particle method which demonstrate a strong similarity between the Pr = 1 and Pr = 0 dynamos. Stochasticity of field-line motion is an essential ingredient of both. We finally consider briefly some consequences for nonlinear MHD turbulence, dynamo and reconnectionComment: 29 pages, 10 figure

Affine equivariant rank-weighted L-estimation of multivariate location

In the multivariate one-sample location model, we propose a class of flexible robust, affine-equivariant L-estimators of location, for distributions invoking affine-invariance of Mahalanobis distances of individual observations. An involved iteration process for their computation is numerically illustrated.Comment: 16 pages, 4 figures, 6 table

Finite size effects and the order of a phase transition in fragmenting nuclear systems

We discuss the implications of finite size effects on the determination of the order of a phase transition which may occur in infinite systems. We introduce a specific model to which we apply different tests. They are aimed to characterise the smoothed transition observed in a finite system. We show that the microcanonical ensemble may be a useful framework for the determination of the nature of such transitions.Comment: LateX, 5 pages, 5 figures; Fig. 1 change

Pareto versus lognormal: a maximum entropy test

It is commonly found that distributions that seem to be lognormal over a broad range change to a power-law (Pareto) distribution for the last few percentiles. The distributions of many physical, natural, and social events (earthquake size, species abundance, income and wealth, as well as file, city, and firm sizes) display this structure. We present a test for the occurrence of power-law tails in statistical distributions based on maximum entropy. This methodology allows one to identify the true data-generating processes even in the case when it is neither lognormal nor Pareto. The maximum entropy approach is then compared with other widely used methods and applied to different levels of aggregation of complex systems. Our results provide support for the theory that distributions with lognormal body and Pareto tail can be generated as mixtures of lognormally distributed units

Temperatures of Exploding Nuclei

Breakup temperatures in central collisions of 197Au + 197Au at bombarding energies E/A = 50 to 200 MeV were determined with two methods. Isotope temperatures, deduced from double ratios of hydrogen, helium, and lithium isotopic yields, increase monotonically with bombarding energy from 5 MeV to 12 MeV, in qualitative agreement with a scenario of chemical freeze-out after adiabatic expansion. Excited-state temperatures, derived from yield ratios of states in 4He, 5Li, 6Li, and 8Be, are about 5 MeV, independent of the projectile energy, and seem to reflect the internal temperature of fragments at their final separation from the system. PACS numbers: 25.70.Mn, 25.70.Pq, 25.75.-qComment: 10 pages, RevTeX with 4 included figures; Also available from http://www-kp3.gsi.de/www/kp3/aladin_publications.htm

Tight Finite-Key Analysis for Quantum Cryptography

Despite enormous progress both in theoretical and experimental quantum cryptography, the security of most current implementations of quantum key distribution is still not established rigorously. One of the main problems is that the security of the final key is highly dependent on the number, M, of signals exchanged between the legitimate parties. While, in any practical implementation, M is limited by the available resources, existing security proofs are often only valid asymptotically for unrealistically large values of M. Here, we demonstrate that this gap between theory and practice can be overcome using a recently developed proof technique based on the uncertainty relation for smooth entropies. Specifically, we consider a family of Bennett-Brassard 1984 quantum key distribution protocols and show that security against general attacks can be guaranteed already for moderate values of M.Comment: 11 pages, 2 figure

Thermal and Chemical Freeze-out in Spectator Fragmentation

Isotope temperatures from double ratios of hydrogen, helium, lithium, beryllium, and carbon isotopic yields, and excited-state temperatures from yield ratios of particle-unstable resonances in 4He, 5Li, and 8Be, were determined for spectator fragmentation, following collisions of 197Au with targets ranging from C to Au at incident energies of 600 and 1000 MeV per nucleon. A deviation of the isotopic from the excited-state temperatures is observed which coincides with the transition from residue formation to multi-fragment production, suggesting a chemical freeze-out prior to thermal freeze-out in bulk disintegrations.Comment: 14 pages, 10 figures, submitted to Phys. Rev. C, small changes as suggested by the editors and referee

Detecting the start of an influenza outbreak using exponentially weighted moving average charts

Background. Influenza viruses cause seasonal outbreaks in temperate climates, usually during winter and early spring, and are endemic in tropical climates. The severity and length of influenza outbreaks vary from year to year. Quick and reliable detection of the start of an outbreak is needed to promote public health measures. Methods. We propose the use of an exponentially weighted moving average (EWMA) control chart of laboratory confirmed influenza counts to detect the start and end of influenza outbreaks. Results. The chart is shown to provide timely signals in an example application with seven years of data from Victoria, Australia. Conclusions. The EWMA control chart could be applied in other applications to quickly detect influenza outbreaks

Isospin influences on particle emission and critical phenomenon in nuclear dissociation

Features of particle emission and critical point behavior are investigated as functions of the isospin of disassembling sources and temperature at a moderate freeze-out density for medium-size Xe isotopes in the framework of isospin dependent lattice gas model. Multiplicities of emitted light particles, isotopic and isobaric ratios of light particles show the strong dependence on the isospin of the dissociation source, but double ratios of light isotope pairs and the critical temperature determined by the extreme values of some critical observables are insensitive to the isospin of the systems. Values of the power law parameter of cluster mass distribution, mean multiplicity of intermediate mass fragments ($IMF$), information entropy ($H$) and Campi's second moment ($S_2$) also show a minor dependence on the isospin of Xe isotopes at the critical point. In addition, the slopes of the average multiplicites of the neutrons ($N_n$), protons ($N_p$), charged particles ($N_{CP}$), and IMFs ($N_{imf}$), slopes of the largest fragment mass number ($A_{max}$), and the excitation energy per nucleon of the disassembling source ($E^*/A$) to temperature are investigated as well as variances of the distributions of $N_n$, $N_p$, $N_{CP}$, $N_{IMF}$, $A_{max}$ and $E^*/A$. It is found that they can be taken as additional judgements to the critical phenomena.Comment: 9 Pages, 8 figure