81,565 research outputs found
Meta-Kernelization with Structural Parameters
Meta-kernelization theorems are general results that provide polynomial
kernels for large classes of parameterized problems. The known
meta-kernelization theorems, in particular the results of Bodlaender et al.
(FOCS'09) and of Fomin et al. (FOCS'10), apply to optimization problems
parameterized by solution size. We present the first meta-kernelization
theorems that use a structural parameters of the input and not the solution
size. Let C be a graph class. We define the C-cover number of a graph to be a
the smallest number of modules the vertex set can be partitioned into, such
that each module induces a subgraph that belongs to the class C. We show that
each graph problem that can be expressed in Monadic Second Order (MSO) logic
has a polynomial kernel with a linear number of vertices when parameterized by
the C-cover number for any fixed class C of bounded rank-width (or
equivalently, of bounded clique-width, or bounded Boolean width). Many graph
problems such as Independent Dominating Set, c-Coloring, and c-Domatic Number
are covered by this meta-kernelization result. Our second result applies to MSO
expressible optimization problems, such as Minimum Vertex Cover, Minimum
Dominating Set, and Maximum Clique. We show that these problems admit a
polynomial annotated kernel with a linear number of vertices
How Structural Are Structural Parameters?
This paper studies how stable over time are the so-called "structural parameters" of dynamic stochastic general equilibrium (DSGE) models. To answer this question, we estimate a medium-scale DSGE model with real and nominal rigidities using U.S. data. In our model, we allow for parameter drifting and rational expectations of the agents with respect to this drift. We document that there is strong evidence that parameters change within our sample. We illustrate variations in the parameters describing the monetary policy reaction function and in the parameters characterizing the pricing behavior of firms and households. Moreover, we show how the movements in the pricing parameters are correlated with inflation. Thus, our results cast doubts on the empirical relevance of Calvo models.
Structural Parameters of the M87 Globular Clusters
We derive structural parameters for ~2000 globular clusters in the giant
Virgo elliptical M87 using extremely deep Hubble Space Telescope images in
F606W (V) and F814W (I) taken with the ACS/WFC. The cluster scale sizes
(half-light radii r_h) and ellipticities are determined from PSF-convolved
King-model profile fitting. We find that the r_h distribution closely resembles
the inner Milky Way clusters, peaking at r_h~2.5 pc and with virtually no
clusters more compact than r_h ~ 1 pc. The metal-poor clusters have on average
an r_h 24% larger than the metal-rich ones. The cluster scale size shows a
gradual and noticeable increase with galactocentric distance. Clusters are very
slightly larger in the bluer waveband V a possible hint that we may be
beginning to see the effects of mass segregation within the clusters. We also
derived a color magnitude diagram for the M87 globular cluster system which
show a striking bimodal distribution.Comment: ApJ accepte
Step Bunching with Alternation of Structural Parameters
By taking account of the alternation of structural parameters, we study
bunching of impermeable steps induced by drift of adatoms on a vicinal face of
Si(001). With the alternation of diffusion coefficient, the step bunching
occurs irrespective of the direction of the drift if the step distance is
large. Like the bunching of permeable steps, the type of large terraces is
determined by the drift direction. With step-down drift, step bunches grows
faster than those with step-up drift. The ratio of the growth rates is larger
than the ratio of the diffusion coefficients. Evaporation of adatoms, which
does not cause the step bunching, decreases the difference. If only the
alternation of kinetic coefficient is taken into account, the step bunching
occurs with step-down drift. In an early stage, the initial fluctuation of the
step distance determines the type of large terraces, but in a late stage, the
type of large terraces is opposite to the case of alternating diffusion
coefficient.Comment: 8pages, 16 figure
Partial Consistency with Sparse Incidental Parameters
Penalized estimation principle is fundamental to high-dimensional problems.
In the literature, it has been extensively and successfully applied to various
models with only structural parameters. As a contrast, in this paper, we apply
this penalization principle to a linear regression model with a
finite-dimensional vector of structural parameters and a high-dimensional
vector of sparse incidental parameters. For the estimators of the structural
parameters, we derive their consistency and asymptotic normality, which reveals
an oracle property. However, the penalized estimators for the incidental
parameters possess only partial selection consistency but not consistency. This
is an interesting partial consistency phenomenon: the structural parameters are
consistently estimated while the incidental ones cannot. For the structural
parameters, also considered is an alternative two-step penalized estimator,
which has fewer possible asymptotic distributions and thus is more suitable for
statistical inferences. We further extend the methods and results to the case
where the dimension of the structural parameter vector diverges with but slower
than the sample size. A data-driven approach for selecting a penalty
regularization parameter is provided. The finite-sample performance of the
penalized estimators for the structural parameters is evaluated by simulations
and a real data set is analyzed
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