Related papers: Order Determination of Large Dimensional Dynamic F…

Tensor time series data appears naturally in a lot of fields, including finance and economics. As a major dimension reduction tool, similar to its factor model counterpart, the idiosyncratic components of a tensor time series factor model…

The best deterministic unconditionally proven integer factorization algorithms have exponential running time complexities of O(N^(1/4)) arithmetic operations, and conditional on the Riemann hypothesis, there is a deterministic algorithm of…

We revisit the equilibrium one-dimensional $\phi^4$ model from the dynamical systems point of view. We find an infinite number of periodic orbits which are computationally stable. At the same time some of the orbits are found to exhibit…

We consider the sorted top-$k$ problem whose goal is to recover the top-$k$ items with the correct order out of $n$ items using pairwise comparisons. In many applications, multiple rounds of interaction can be costly. We restrict our…

We address the noncommutative version of the Edmonds' problem, which asks to determine the inner rank of a matrix in noncommuting variables. We provide an algorithm for the calculation of this inner rank by relating the problem with the…

We present nonperturbative, model-independent parametrizations of the individual QCD form factors relevant to B -> D* l nu and B -> D l nu decays. These results follow from dispersion relations and analyticity, without recourse to heavy…

We consider the question of learning $Q$-function in a sample efficient manner for reinforcement learning with continuous state and action spaces under a generative model. If $Q$-function is Lipschitz continuous, then the minimal sample…

Multi-event detection and recognition in real time is of challenge for a modern grid as its feature is usually non-identifiable. Based on factor model, this paper porposes a data-driven method as an alternative solution under the framework…

We consider the problem of ranking $n$ experts according to their abilities, based on the correctness of their answers to $d$ questions. This is modeled by the so-called crowd-sourcing model, where the answer of expert $i$ on question $k$…

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

We study the long-standing problem of determining the number of principal components in econometric applications from a selective inference perspective. We consider i.i.d. observations from a $p$-dimensional random vector with $p<n$ and…

We consider $k$-dimensional discrete-time systems of the form $x_{n+1}=F(x_n,\ldots,x_{n-k+1})$ in which the map $F$ is continuous and monotonic in each one of its arguments. We define a partial order on $\mathbb{R}^{2k}_+$, compatible with…

We consider small factor analysis models with one or two factors. Fixing the number of factors, we prove a finiteness result about the covariance matrix parameter space when the size of the covariance matrix increases. According to this…

We study the rational dynamics of the map $\mathcal{T}(x)=\lfloor x\rfloor(1+\{x\})$, which appears in the recursive construction of the prime-representing constant of Fridman, Garbulsky, Glecer, Grime and Florentin. For a rational number…

Using a cell dynamic system (CDS) simulation scheme, we investigate the phase-ordering dynamics of non-conserved O(n) models without topological defects, i.e. for $n > d+1$ where $d$ is the spatial dimensionality. In particular, we consider…

Let X^{(k)}(t) = (X_1(t), ..., X_k(t)) denote a k-vector of i.i.d. random variables, each taking the values 1 or 0 with respective probabilities p and 1-p. As a process indexed by non-negative t, $X^{(k)}(t)$ is constructed--following…

Let $\mathcal{G}$ be the set of all the planar embeddings of a (not necessarily connected) $n$-vertex graph $G$. We present a bijection $\Phi$ from $\mathcal{G}$ to the natural numbers in the interval $[0 \dots |\mathcal{G}| - 1]$. Given a…

Observations in various applications are frequently represented as a time series of multidimensional arrays, called tensor time series, preserving the inherent multidimensional structure. In this paper, we present a factor model approach,…

Order statistics of periodic, Gaussian noise with 1/f^{\alpha} power spectrum is investigated. Using simulations and phenomenological arguments, we find three scaling regimes for the average gap d_k=<x_k-x_{k+1}> between the k-th and…

Let $\alpha(\mathbb{F}_q^{d},p)$ be the maximum possible size of a point set in general position in the $p$-random subset of $\mathbb{F}_q^d$. In this note, we determine the order of magnitude of $\alpha(\mathbb{F}_q^{3},p)$ up to a…