Effects of sampling skewness of the importance-weighted risk estimator on model selection

Importance-weighting is a popular and well-researched technique for dealing with sample selection bias and covariate shift. It has desirable characteristics such as unbiasedness, consistency and low computational complexity. However, weighting can have a detrimental effect on an estimator as well. In this work, we empirically show that the sampling distribution of an importance-weighted estimator can be skewed. For sample selection bias settings, and for small sample sizes, the importance-weighted risk estimator produces overestimates for datasets in the body of the sampling distribution, i.e. the majority of cases, and large underestimates for data sets in the tail of the sampling distribution. These over- and underestimates of the risk lead to suboptimal regularization parameters when used for importance-weighted validation.Comment: Conference paper, 6 pages, 5 figure

More ergodic billiards with an infinite cusp

In a previous paper (nlin.CD/0107041) the following class of billiards was studied: For $f: [0, +\infty) \longrightarrow (0, +\infty)$ convex, sufficiently smooth, and vanishing at infinity, let the billiard table be defined by $Q$, the planar domain delimited by the positive $x$-semiaxis, the positive $y$-semiaxis, and the graph of $f$. For a large class of $f$ we proved that the billiard map was hyperbolic. Furthermore we gave an example of a family of $f$ that makes this map ergodic. Here we extend the latter result to a much wider class of functions.Comment: 13 pages, 4 figure

Localization in a strongly disordered system: A perturbation approach

We prove that a strongly disordered two-dimensional system localizes with a localization length given analytically. We get a scaling law with a critical exponent is $\nu=1$ in agreement with the Chayes criterion $\nu\ge 1$. The case we are considering is for off-diagonal disorder. The method we use is a perturbation approach holding in the limit of an infinitely large perturbation as recently devised and the Anderson model is considered with a Gaussian distribution of disorder. The localization length diverges when energy goes to zero with a scaling law in agreement to numerical and theoretical expectations.Comment: 5 pages, no figures. Version accepted for publication on International Journal of Modern Physics

Spin-resolved optical conductivity of two-dimensional group-VIB transition-metal dichalcogenides

We present an ab-initio study of the spin-resolved optical conductivity of two-dimensional (2D) group-VIB transition-metal dichalcogenides (TMDs). We carry out fully-relativistic density-functional-theory calculations combined with maximally localized Wannier functions to obtain band manifolds at extremely high resolutions and focus on the photo-response of 2D TMDs to circularly-polarized light in a wide frequency range. We present extensive numerical results for monolayer TMDs involving molybdenum and tungsten combined with sulphur and selenium. Our numerical approach allows us to locate with a high degree of accuracy the positions of the points in the Brillouin zone that are responsible for van Hove singularities in the optical response. Surprisingly, some of the saddle points do not occur exactly along high-symmetry directions in the Brillouin zone, although they happen to be in their close proximity.Comment: 9 pages, 5 figure

News Shocks or Correlated Sunspots? An Observational Equivalence Result in Linear Rational Expectations Model

This paper studies identification of linear rational expectations models under news shocks. Exploiting the general martingale difference solution approach, we show that news shocks models are observationally equivalent to a class of indeterminate equilibrium frameworks which are subject only, though arbitrarily, to i.i.d. fundamental shocks. The equivalent models are characterized by a lagged expectations structure, which arises typically when choice variables are predetermined or rather based on past information with respect to current observables. This particular feature creates room for serially correlated sunspot variables to arise in equilibrium reduced forms, whose dynamics can be equivalently induced by news shocks processes. This finding, which is inherent to the rational expectations theoretical construct, calls for carefully designing empirical investigations of news shocks in estimated DSGE models.Rational expectations; News shocks; Indeterminacy; Observational equivalence.

L^p-summability of Riesz means for the sublaplacian on complex spheres

In this paper we study the L^p-convergence of the Riesz means for the sublaplacian on the sphere S^{2n-1} in the complex n-dimensional space C^n. We show that the Riesz means of order delta of a function f converge to f in L^p(S^{2n-1}) when delta>delta(p):=(2n-1)|1\2-1\p|. The index delta(p) improves the one found by Alexopoulos and Lohoue', 2n|1\2-1\p|, and it coincides with the one found by Mauceri and, with different methods, by Mueller in the case of sublaplacian on the Heisenberg group.Comment: Rapporto interno Politecnico di Torino, Novembre 200