Scaling and width distributions of parity-conserving interfaces

We present an alternative finite-size approach to a set of parity-conserving interfaces involving attachment, dissociation, and detachment of extended objects in 1+1 dimensions. With the aid of a nonlocal construct introduced by Barma and Dhar in related systems [Phys. Rev. Lett. 73, 2135 (1994)], we circumvent the subdiffusive dynamics and examine close-to-equilibrium aspects of these interfaces by assembling states of much smaller, numerically accessible scales. As a result, roughening exponents, height correlations, and width distributions exhibiting universal scaling functions are evaluated for interfaces virtually grown out of dimers and trimers on large-scale substrates. Dynamic exponents are also studied by finite-size scaling of the spectrum gaps of evolution operators.Fil: Arlego, Marcelo José Fabián. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto de Física La Plata. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Instituto de Física La Plata; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Física; ArgentinaFil: Grynberg, Marcelo Daniel. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - La Plata. Instituto de Física La Plata. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Instituto de Física La Plata; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Física; Argentin

Modeling and predicting the CBOE market volatility index

This paper performs a thorough statistical examination of the time-series properties of the market volatility index (VIX) from the Chicago Board Options Exchange (CBOE). The motivation lies on the widespread consensus that the VIX is a barometer to the overall market sentiment as to what concerns risk appetite. To assess the statistical behavior of the time series, we run a series of preliminary analyses whose results suggest there is some long-range dependence in the VIX index. This is consistent with the strong empirical evidence in the literature supporting long memory in both options-implied and realized volatilities. We thus resort to linear and nonlinear heterogeneous autoregressive (HAR) processes, including smooth transition and threshold HAR-type models, as well as to smooth transition autoregressive trees (START) for modeling and forecasting purposes. The in-sample results for the HAR-type indicate that they cope with the long-range dependence in the VIX time series as well as the more popular ARFIMA model. In addition, the highly nonlinear START specification also does a god job in controlling for the long memory. The out-of-sample analysis evince that the linear ARMA and ARFIMA models perform very well in the short run and very poorly in the long-run, whereas the START model entails by far the best results for the longer horizon despite of failing at shorter horizons. In contrast, the HAR-type models entail reasonable relative performances in most horizons. Finally, we also show how a simple forecast combination brings about great improvements in terms of predictive ability for most horizons.heterogeneous autoregression, implied volatility, smooth transition, VIX.

Maximum-a-posteriori estimation with Bayesian confidence regions

Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a result, while most modern mathematical imaging methods produce impressive point estimation results, they are generally unable to quantify the uncertainty in the solutions delivered. This paper presents a new general methodology for approximating Bayesian high-posterior-density credibility regions in inverse problems that are convex and potentially very high-dimensional. The approximations are derived by using recent concentration of measure results related to information theory for log-concave random vectors. A remarkable property of the approximations is that they can be computed very efficiently, even in large-scale problems, by using standard convex optimisation techniques. In particular, they are available as a by-product in problems solved by maximum-a-posteriori estimation. The approximations also have favourable theoretical properties, namely they outer-bound the true high-posterior-density credibility regions, and they are stable with respect to model dimension. The proposed methodology is illustrated on two high-dimensional imaging inverse problems related to tomographic reconstruction and sparse deconvolution, where the approximations are used to perform Bayesian hypothesis tests and explore the uncertainty about the solutions, and where proximal Markov chain Monte Carlo algorithms are used as benchmark to compute exact credible regions and measure the approximation error

The Association Between Urinary Genistein Levels and Mortality Among Adults in the United States

BackgroundCurrent research on the relationship between phytoestrogens and mortality has been inconclusive. We explored the relationship between genistein, a phytoestrogen, and mortality in a large cohort representative of the United States population.Methods: Data were analyzed from the National Health and Nutrition Examination Survey (NHANES) from 1999–2010. Normalized urinary genistein (nUG) was analyzed as a log-transformed continuous variable and in quartiles. Mortality data were obtained from the National Death Index and matched to the NHANES participants. Survival analyses were conducted using the Kaplan-Meier analysis. Cox proportional hazard models were constructed for all-cause and cause-specific mortality without and with adjustment for potential confounding variables.Results: Of 11,497 participants, 944 died during the 64,443 person-years follow-up. The all-cause mortality rate was significantly lower in the lowest quartile compared to the highest quartile (incidence rate ratio = 2.14, 95%CI = 1.76 to 2.60). Compared to the lowest quartile, the highest quartile had significantly higher adjusted all-cause (HR = 1.57, 95%CI = 1.23 to 2.00), cardiovascular (HR = 1.67, 95%CI = 1.04 to 2.68), and other-cause (HR = 1.85, 95%CI = 1.33 to 2.57) mortality.Conclusion: We found that high urinary genistein levels were associated with increased risk of all-cause, cardiovascular, and other-cause mortality. This is contrary to popular opinion on the health benefits of genistein and needs further research

Dilaton Gravity with a Non-Minimally Coupled Scalar Field

We discuss the two-dimensional dilaton gravity with a scalar field as the source matter. The coupling between the gravity and the scalar, massless, field is presented in an unusual form. We work out two examples of these couplings, and solutions with black-hole behaviour are discussed and compared with those found in the literature.Comment: Latex, 11 page

Ill-distributed sets over global fields and exceptional sets in Diophantine Geometry

Let $K\subseteq \mathbb{R}$ be a number field. Using techniques of discrete analysis, we prove that for definable sets $X$ in $\mathbb{R}_{\exp}$ of dimension at most $2$ a conjecture of Wilkie about the density of rational points is equivalent to the fact that $X$ is badly distributed at the level of residue classes for many primes of $K$. This provides a new strategy to prove this conjecture of Wilkie. In order to prove this result, we are lead to study an inverse problem as in the works \cite{Walsh2, Walsh}, but in the context of number fields, or more generally global fields. Specifically, we prove that if $K$ is a global field, then every subset $S\subseteq \mathbb{P}^{n}(K)$ consisting of rational points of projective height bounded by $N$, occupying few residue classes modulo $\mathfrak{p}$ for many primes $\mathfrak{p}$ of $K$, must essentially lie in the solution set of a polynomial equation of degree $\ll (\log(N))^{C}$, for some constant $C$