Better subset regression

To find efficient screening methods for high dimensional linear regression models, this paper studies the relationship between model fitting and screening performance. Under a sparsity assumption, we show that a subset that includes the true submodel always yields smaller residual sum of squares (i.e., has better model fitting) than all that do not in a general asymptotic setting. This indicates that, for screening important variables, we could follow a "better fitting, better screening" rule, i.e., pick a "better" subset that has better model fitting. To seek such a better subset, we consider the optimization problem associated with best subset regression. An EM algorithm, called orthogonalizing subset screening, and its accelerating version are proposed for searching for the best subset. Although the two algorithms cannot guarantee that a subset they yield is the best, their monotonicity property makes the subset have better model fitting than initial subsets generated by popular screening methods, and thus the subset can have better screening performance asymptotically. Simulation results show that our methods are very competitive in high dimensional variable screening even for finite sample sizes.Comment: 24 pages, 1 figur

A time/frequency quantum analysis of the light generated by synchronously pumped optical parametric oscillators

We present in this paper a general model for determining the quantum properties of the light generated by a synchronously pumped optical parametric oscillator (SPOPO) operating below threshold. This model considers time and frequency on an equal footing, which allows us to find new quantum properties, related for example to the carrier envelope offset (CEO) phase, and to consider situations that are close to real experiments. We show that, in addition to multimode squeezing in the so-called 'supermodes', the system exhibits quadrature entanglement between frequency combs of opposite CEO phases. We have also determined the quantum properties of the individual pulses and their quantum correlations with the neighboring pulses. Finally, we determine the quantum Cramer-Rao limit for an ultra-short time delay measurement using a given number of pulses generated by the SPOPO.Comment: This is an author-created, un-copyedited version of an article accepted for publication in New Journal of Physics. IOP Publishing Ltd is not responsible for any errors or omissions in this version of the manuscript or any version derived from it. The definitive publisher-authenticated version is available online at http://stacks.iop.org/1367-2630/14/04300