Nonparametric Dynamic State Space Modeling of Observed Circular Time Series with Circular Latent States: A Bayesian Perspective

Circular time series has received relatively little attention in statistics and modeling complex circular time series using the state space approach is non-existent in the literature. In this article we introduce a flexible Bayesian nonparametric approach to state space modeling of observed circular time series where even the latent states are circular random variables. Crucially, we assume that the forms of both observational and evolutionary functions, both of which are circular in nature, are unknown and time-varying. We model these unknown circular functions by appropriate wrapped Gaussian processes having desirable properties. We develop an effective Markov chain Monte Carlo strategy for implementing our Bayesian model, by judiciously combining Gibbs sampling and Metropolis-Hastings methods. Validation of our ideas with a simulation study and two real bivariate circular time series data sets, where we assume one of the variables to be unobserved, revealed very encouraging performance of our model and methods. We finally analyse a data consisting of directions of whale migration, considering the unobserved ocean current direction as the latent circular process of interest. The results that we obtain are encouraging, and the posterior predictive distribution of the observed process correctly predicts the observed whale movement.Comment: This significantly updated version will appear in Journal of Statistical Theory and Practic

Transience of continuous-time conservative random walks

We consider two continuous-time generalizations of conservative random walks introduced in [J.Englander and S.Volkov (2022)], an orthogonal and a spherically-symmetrical one; the latter model is known as {\em random flights}. For both models, we show the transience of the walks when $d\ge 2$ and the rate of changing of direction follows power law $t^{-\alpha}$, $0<\alpha\le 1$, or the law $(\ln t)^{-\beta}$ where $\beta>2$

Search for Excited Quarks in qqˉ→γγq\bar{q} \to \gamma\gamma at the LHC

If quarks are composite particles, then excited states are expected to play a r\^ole in the Large Hadron Collider phenomena. Concentrating on virtual effects, and using a large part of the CMS detection criteria, we present here a realistic examination of their effect in diphoton production at the LHC. For various luminosities, we present the 99 % confidence limit (CL) achievable in $\Lambda-M_{q*}$ parameter space where $\Lambda$ is the compositeness scale and M_{q^*} the mass of the state. For a q^* of mass 0.5 TeV, $\Lambda \leq 1.55 (2.95)$ can be excluded at 99% CL with 30 (200)${\rm fb}^{-1}$ integrated luminosity.Comment: 11 pages, 11 figure

A New Spatio-Temporal Model Exploiting Hamiltonian Equations

The solutions of Hamiltonian equations are known to describe the underlying phase space of the mechanical system. In Bayesian Statistics, the only place, where the properties of solutions to the Hamiltonian equations are successfully applied, is Hamiltonian Monte Carlo. In this article, we propose a novel spatio-temporal model using a strategic modification of the Hamiltonian equations, incorporating appropriate stochasticity via Gaussian processes. The resultant sptaio-temporal process, continuously varying with time, turns out to be nonparametric, nonstationary, nonseparable and no-Gaussian. Besides, the lagged correlations tend to zero as the spatio-temporal lag tends to infinity. We investigate the theoretical properties of the new spatio-temporal process, along with its continuity and smoothness properties. Considering the Bayesian paradigm, we derive methods for complete Bayesian inference using MCMC techniques. Applications of our new model and methods to two simulation experiments and two real data sets revealed encouraging performance

Probing the light radion through diphotons at the Large Hadron Collider

A radion in a scenario with a warped extra dimension can be lighter than the Higgs boson, even if the Kaluza-Klein excitation modes of the graviton turn out to be in the multi-TeV region. The discovery of such a light radion would be gateway to new physics. We show how the two-photon mode of decay can enable us to probe a radion in the mass range 60 - 110 GeV. We take into account the diphoton background, including fragmentation effects, and include cuts designed to suppress the background to the maximum possible extent. Our conclusion is that, with an integrated luminosity of 3000 $\rm fb^{-1}$ or less, the next run of the Large Hadron Collider should be able to detect a radion in this mass range, with a significance of 5 standard deviations or more.Comment: 24 pages, 4 figures, Version published in Phys. Rev.

The Discrete Voronoi game in &Ropf;\u3csup\u3e2\u3c/sup\u3e

In this paper we study the last round of the discrete Voronoi game in ℝ2, a problem which is also of independent interest in competitive facility location. The game consists of two players P1 and P2, and a finite set U of users in the plane. The players have already placed two disjoint sets of facilities F and S, respectively, in the plane. The game begins with P1 placing a new facility followed by P2 placing another facility, and the objective of both the players is to maximize their own total payoffs. In this paper we propose polynomial time algorithms for determining the optimal strategies of both the players for arbitrarily located existing facilities F and S. We show that in the L1 and the L∞ metrics, the optimal strategy of P2, given any placement of P1, can be found in O(n log n) time, and the optimal strategy of P1 can be found in O(n5 log n) time. In the L2 metric, the optimal strategies of P2 and P1 can be obtained in O(n2) and O(n2) and O(n8) times, respectively

Quark Excitations Through the Prism of Direct Photon Plus Jet at the LHC

The quest to know the structure of matter has resulted in various theoretical speculations wherein additional colored fermions are postulated. Arising either as Kaluza-Klein excitations of ordinary quarks, or as excited states in scenarios wherein the quarks themselves are composites, or even in theories with extended gauge symmetry, the presence of such fermions ($q^*$) can potentially be manifested in $\gamma + jet$ final states at the LHC. Using unitarized amplitudes and the CMS setup, we demonstrate that in the initial phase of LHC operation (with an integrated luminosity of 200 \pb^{-1}) one can discover such states for a mass upto 2.0 TeV. The discovery of a $q^*$ with a mass as large as $\sim$5 TeV can be acheived for an integrated luminosity of \sim 140 \fb^{-1}. We also comment on the feasibility of mass determination.Comment: 21 pages, 19 figure