Robust Inference Under Heteroskedasticity via the Hadamard Estimator

Drawing statistical inferences from large datasets in a model-robust way is an important problem in statistics and data science. In this paper, we propose methods that are robust to large and unequal noise in different observational units (i.e., heteroskedasticity) for statistical inference in linear regression. We leverage the Hadamard estimator, which is unbiased for the variances of ordinary least-squares regression. This is in contrast to the popular White's sandwich estimator, which can be substantially biased in high dimensions. We propose to estimate the signal strength, noise level, signal-to-noise ratio, and mean squared error via the Hadamard estimator. We develop a new degrees of freedom adjustment that gives more accurate confidence intervals than variants of White's sandwich estimator. Moreover, we provide conditions ensuring the estimator is well-defined, by studying a new random matrix ensemble in which the entries of a random orthogonal projection matrix are squared. We also show approximate normality, using the second-order Poincare inequality. Our work provides improved statistical theory and methods for linear regression in high dimensions

Obtaining a class of Type O pure radiation metrics with a cosmological constant, using invariant operators

Using the generalised invariant formalism we derive a class of conformally flat spacetimes whose Ricci tensor has a pure radiation and a Ricci scalar component. The method used is a development of the methods used earlier for pure radiation spacetimes of Petrov types O and N respectively. In this paper we demonstrate how to handle, in the generalised invariant formalism, spacetimes with isotropy freedom and rich Killing vector structure. Once the spacetimes have been constructed, it is straightforward to deduce their Karlhede classification: the Karlhede algorithm terminates at the fourth derivative order, and the spacetimes all have one degree of null isotropy and three, four or five Killing vectors.Comment: 29 page

Another self-similar blast wave: Early time asymptote with shock heated electrons and high thermal conductivity

Accurate approximations are presented for the self-similar structures of nonradiating blast waves with adiabatic ions, isothermal electrons, and equation ion and electron temperatures at the shock. The cases considered evolve in cavities with power law ambient densities (including the uniform density case) and have negligible external pressure. The results provide the early time asymptote for systems with shock heating of electrons and strong thermal conduction. In addition, they provide analytical results against which two fluid numerical hydrodynamic codes can be checked

On evolutionarily stable strategies and replicator dynamics in asymmetric two-population games

We analyze the main dynamical properties of the evolutionarily stable strategy ESS for asymmetric two-population games of finite size in its corresponding replicator dynamics. We introduce a defnition of ESS for two-population asymmetric games and a method of symmetrizing such an asymmetric game. Then, we show that every strategy profile of the asymmetric game corresponds to a strategy in the symmetric game, and that every Nash equilibrium (NE) of the asymmetric game corresponds to a (symmetric) NE of the symmetric version game. So, we study (standard) replicator dynamics for the asymmetric game and define corresponding (non-standard) dynamics of the symmetric game.Asymmetric game; Evolutionary games; ESS; Replicator dynamics.