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 audience– 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

It’s All in Marshall: The Impact of External Economies on Regional Dynamics

Marshall's student Pigou noted: “It’s all in Marshall.” 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

Innovations in spatial planning as a social process – phases, actors, conflicts

The aim of this paper is to understand the social process of the emergence and institutionalization of innovations in spatial planning (which we describe as ‘social innovations’). The paper is based on a recently finished empirical and comparative study conducted in four distinct areas of spatial planning in Germany: urban design, neighbourhood development, urban regeneration and regional planning. The empirical cases selected in these areas encompass different topics, historical periods, degrees of maturity and spatial scales of innovation. As a temporal structure of the innovation processes in the different cases we identified five phases: ‘incubating, generating, formatting, stabilizing, adjusting’. In a cross-comparison of the case studies and along these phases, we furthermore found typical (groups of) actors, tensions and conflicts. In the focus of our case analyses are the following dimensions: (1) the content of the innovations, (2) actors, networks and communities involved as well as (3) institutions and institutionalization