37,698 research outputs found
The live method for generalized additive volatility models.
We investigate a new separable nonparametric model for time series, which includes many autoregressive conditional heteroskedastic (ARCH) models and autoregressive (AR) models already discussed in the literature. We also propose a new estimation procedure called LIVE, or local instrumental variable estimation, that is based on a localization of the classical instrumental variable method. Our method has considerable computational advantages over the competing marginal integration or projection method. We also consider a more efficient two-step likelihood-based procedure and show that this yields both asymptotic and finite-sample performance gains.
Multiparticle one-loop amplitudes and S-duality in closed superstring theory
Explicit expressions for one-loop five supergraviton scattering amplitudes in
both type II superstring theories are determined by making use of the pure
spinor formalism. The type IIB amplitude can be expressed in terms of a
doubling of ten-dimensional super Yang--Mills tree amplitude, while the type
IIA amplitude has additional pieces that cannot be expressed in that manner. We
evaluate the coefficients of terms in the analytic part of the low energy
expansion of the amplitude, which correspond to a series of terms in an
effective action of the schematic form D^{2k}R^5 for 0\le k \le 5 (where R is
the Riemann curvature). Comparison with earlier analyses of the tree amplitudes
and of the four-particle one-loop amplitude leads to an interesting extension
of the action of SL(2,Z) S-duality on the moduli-dependent coefficients in the
type IIB theory. We also investigate closed-string five-particle amplitudes
that violate conservation of the U(1) R-symmetry charge -- processes that are
forbidden in supergravity. The coefficients of their low energy expansion are
shown to agree with S-duality systematics. A less detailed analysis is also
given of the six-point function, resulting in the vanishing of the analytic
parts of the R^6 and D^4 R^6 interactions in the ten-dimensional effective
action, but not in lower dimensions.Comment: 62 pages, Mathematica notebook on integral expansion included in
submission. v2: minor modifications, references added, matches published
versio
ShapeStacks: Learning Vision-Based Physical Intuition for Generalised Object Stacking
Physical intuition is pivotal for intelligent agents to perform complex
tasks. In this paper we investigate the passive acquisition of an intuitive
understanding of physical principles as well as the active utilisation of this
intuition in the context of generalised object stacking. To this end, we
provide: a simulation-based dataset featuring 20,000 stack configurations
composed of a variety of elementary geometric primitives richly annotated
regarding semantics and structural stability. We train visual classifiers for
binary stability prediction on the ShapeStacks data and scrutinise their
learned physical intuition. Due to the richness of the training data our
approach also generalises favourably to real-world scenarios achieving
state-of-the-art stability prediction on a publicly available benchmark of
block towers. We then leverage the physical intuition learned by our model to
actively construct stable stacks and observe the emergence of an intuitive
notion of stackability - an inherent object affordance - induced by the active
stacking task. Our approach performs well even in challenging conditions where
it considerably exceeds the stack height observed during training or in cases
where initially unstable structures must be stabilised via counterbalancing.Comment: revised version to appear at ECCV 201
One Hour of Chemical Demonstrations
This article describes a diverse set of chemistry demonstrations especially selected to encourage student interaction and to be easily transported. The demonstrations may be presented at a level that can be tailored to any audienceâ from very young children to high school students planning careers in science. An ideal environment is a small classroom with 20-30 students where everyone can take part in the discussion. Once the chemicals are prepared, the collection of demonstrations takes about ten minutes to set-up, and one hour (or less) to perform. Very little is needed at the visiting site, no more than a table and a pitcher of water. A single electrical outlet is useful, but not essential. In Table 2 th
A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom
This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other weather outcomes over the last century. We work with the monthly averaged maximum and minimum temperatures observed at the twenty six Meteorological Office stations. The data is an unbalanced panel. We allow the trend to evolve in a nonparametric way so that we obtain a fuller picture of the evolution of common temperature in the medium timescale. Profile likelihood estimators (PLE) are proposed and their statistical properties are studied. The proposed PLE has improved asymptotic property comparing the the sequential two-step estimators. Finally, forecasting based on the proposed model is studied.Global warming; Kernel estimation; Semiparametric; Trend analysis
Itâs All in Marshall: The Impact of External Economies on Regional Dynamics
Marshall's student Pigou noted: âItâs all in Marshall.â From a static point of view, this seems rather bold in a constantly changing world. However, this statement becomes more plausible in a dynamic context, where principles are subject to change. Indeed, over time, Marshall's concept of external economies gained fresh perspective as new concepts of regional characteristics and agglomeration evolved. This paper focuses on the impact of region and industry on dynamics and growth, distinguishing between industrial districts, industrial agglomerations and urban agglomerations. Based on these three types, we use a comprehensive large dataset on German regions to test the following: (1) these regions can be characterized by given location variables describing geographic location, firm structure, and surrounding location factors and (2) every region's locational variables affects its potential for dynamics.regional and urban development, agglomeration, industrial districts, location factors, external economies
Use of an inertial navigation system for accurate track recovery and coastal oceanographic measurements
A data acquisition system using a Litton LTN-51 inertial navigation unit (INU) was tested and used for aircraft track recovery and for location and tracking from the air of targets at sea. The characteristic position drift of the INU is compensated for by sighting landmarks of accurately known position at discrete time intervals using a visual sighting system in the transparent nose of the Beechcraft 18 aircraft used. For an aircraft altitude of about 300 m, theoretical and experimental tests indicate that calculated aircraft and/or target positions obtained from the interpolated INU drift curve will be accurate to within 10 m for landmarks spaced approximately every 15 minutes in time. For applications in coastal oceanography, such as surface current mapping by tracking artificial targets, the system allows a broad area to be covered without use of high altitude photography and its attendant needs for large targets and clear weather
Time-Reversal Symmetry and Universal Conductance Fluctuations in a Driven Two-Level System
In the presence of time-reversal symmetry, quantum interference gives strong
corrections to the electric conductivity of disordered systems. The
self-interference of an electron wavefunction traveling time-reversed paths
leads to effects such as weak localization and universal conductance
fluctuations. Here, we investigate the effects of broken time-reversal symmetry
in a driven artificial two-level system. Using a superconducting flux qubit, we
implement scattering events as multiple Landau-Zener transitions by driving the
qubit periodically back and forth through an avoided crossing. Interference
between different qubit trajectories give rise to a speckle pattern in the
qubit transition rate, similar to the interference patterns created when
coherent light is scattered off a disordered potential. Since the scattering
events are imposed by the driving protocol, we can control the time-reversal
symmetry of the system by making the drive waveform symmetric or asymmetric in
time. We find that the fluctuations of the transition rate exhibit a sharp peak
when the drive is time-symmetric, similar to universal conductance fluctuations
in electronic transport through mesoscopic systems
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