11,030 research outputs found

    The classical double copy for Taub-NUT spacetime

    Get PDF
    The double copy is a much-studied relationship between gauge theory and gravity amplitudes. Recently, this was generalised to an infinite family of classical solutions to Einstein's equations, namely stationary Kerr-Schild geometries. In this paper, we extend this to the Taub-NUT solution in gravity, which has a double Kerr-Schild form. The single copy of this solution is a dyon, whose electric and magnetic charges are related to the mass and NUT charge in the gravity theory. Finally, we find hints that the classical double copy extends to curved background geometries.Comment: 13 pages, no figures. Minor edits to match journal versio

    Black holes and the double copy

    Get PDF
    Recently, a perturbative duality between gauge and gravity theories (the double copy) has been discovered, that is believed to hold to all loop orders. In this paper, we examine the relationship between classical solutions of non-Abelian gauge theory and gravity. We propose a general class of gauge theory solutions that double copy to gravity, namely those involving stationary Kerr-Schild metrics. The Schwarzschild and Kerr black holes (plus their higher-dimensional equivalents) emerge as special cases. We also discuss plane wave solutions. Furthermore, a recently examined double copy between the self-dual sectors of Yang-Mills theory and gravity can be reinterpreted using a momentum-space generalisation of the Kerr-Schild framework.Comment: 22 pages; typos corrected and references adde

    Convex Optimization Methods for Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression

    Full text link
    In this paper, we study convex optimization methods for computing the trace norm regularized least squares estimate in multivariate linear regression. The so-called factor estimation and selection (FES) method, recently proposed by Yuan et al. [22], conducts parameter estimation and factor selection simultaneously and have been shown to enjoy nice properties in both large and finite samples. To compute the estimates, however, can be very challenging in practice because of the high dimensionality and the trace norm constraint. In this paper, we explore a variant of Nesterov's smooth method [20] and interior point methods for computing the penalized least squares estimate. The performance of these methods is then compared using a set of randomly generated instances. We show that the variant of Nesterov's smooth method [20] generally outperforms the interior point method implemented in SDPT3 version 4.0 (beta) [19] substantially . Moreover, the former method is much more memory efficient.Comment: 27 page
    • …
    corecore