437 research outputs found
Post-Regularization Inference for Time-Varying Nonparanormal Graphical Models
We propose a novel class of time-varying nonparanormal graphical models,
which allows us to model high dimensional heavy-tailed systems and the
evolution of their latent network structures. Under this model, we develop
statistical tests for presence of edges both locally at a fixed index value and
globally over a range of values. The tests are developed for a high-dimensional
regime, are robust to model selection mistakes and do not require commonly
assumed minimum signal strength. The testing procedures are based on a high
dimensional, debiasing-free moment estimator, which uses a novel kernel
smoothed Kendall's tau correlation matrix as an input statistic. The estimator
consistently estimates the latent inverse Pearson correlation matrix uniformly
in both the index variable and kernel bandwidth. Its rate of convergence is
shown to be minimax optimal. Our method is supported by thorough numerical
simulations and an application to a neural imaging data set
Topological semimetals with Riemann surface states
Riemann surfaces are geometric constructions in complex analysis that may
represent multi-valued holomorphic functions using multiple sheets of the
complex plane. We show that the energy dispersion of surface states in
topological semimetals can be represented by Riemann surfaces generated by
holomorphic functions in the two-dimensional momentum space, whose constant
height contours correspond to Fermi arcs. This correspondence is demonstrated
in the recently discovered Weyl semimetals and leads us to predict new types of
topological semimetals, whose surface states are represented by double- and
quad-helicoid Riemann surfaces. The intersection of multiple helicoids, or the
branch cut of the generating function, appears on high-symmetry lines in the
surface Brillouin zone, where surface states are guaranteed to be doubly
degenerate by a glide reflection symmetry. We predict the heterostructure
superlattice [(SrIrO)(CaIrO)] to be a topological semimetal
with double-helicoid Riemann surface states.Comment: Four pages, four figures and two pages of appendice
Provable Sparse Tensor Decomposition
We propose a novel sparse tensor decomposition method, namely Tensor
Truncated Power (TTP) method, that incorporates variable selection into the
estimation of decomposition components. The sparsity is achieved via an
efficient truncation step embedded in the tensor power iteration. Our method
applies to a broad family of high dimensional latent variable models, including
high dimensional Gaussian mixture and mixtures of sparse regressions. A
thorough theoretical investigation is further conducted. In particular, we show
that the final decomposition estimator is guaranteed to achieve a local
statistical rate, and further strengthen it to the global statistical rate by
introducing a proper initialization procedure. In high dimensional regimes, the
obtained statistical rate significantly improves those shown in the existing
non-sparse decomposition methods. The empirical advantages of TTP are confirmed
in extensive simulated results and two real applications of click-through rate
prediction and high-dimensional gene clustering.Comment: To Appear in JRSS-
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