Related papers: Gauge invariance and Ward identities in nonlinear …
Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…
Recent approaches to causal inference have focused on causal effects defined as contrasts between the distribution of counterfactual outcomes under hypothetical interventions on the nodes of a graphical model. In this article we develop…
This paper considers a time-varying vector error-correction model that allows for different time series behaviours (e.g., unit-root and locally stationary processes) to interact with each other to co-exist. From practical perspectives, this…
A gauge theory of gravity based on a nonlinear realization (NLR) of the local Conform-Affine (CA) group of symmetry transformations is presented. The coframe fields and gauge connections of the theory are obtained. The tetrads and Lorentz…
We study the generalization of S-duality to non-commutative gauge theories. For rank one theories, we obtain the leading terms of the dual theory by Legendre transforming the Lagrangian of the non-commutative theory expressed in terms of a…
For conformal field theories, it is shown how the Ward identity corresponding to dilatation invariance arises in a Wilsonian setting. In so doing, several points which are opaque in textbook treatments are clarified. Exploiting the fact…
This paper considers (partial) identification of a variety of counterfactual parameters in binary response models with possibly endogenous regressors. Our framework allows for nonseparable index functions with multi-dimensional latent…
We derive the couplings of noncommutative D-branes to spatially varying Ramond-Ramond fields, extending our earlier results in hep-th/0009101. These couplings are expressed in terms of *n products of operators involving open Wilson lines.…
Geometrical model of structure of the universe is examined to obtain analytical expression for the two points nonlinear correlation function. According to the model the objects (galaxies) are concentrated into two types of structure…
This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in…
Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…
A method for nonlinear topology identification is proposed, based on the assumption that a collection of time series are generated in two steps: i) a vector autoregressive process in a latent space, and ii) a nonlinear, component-wise,…
This is my PhD thesis. In this thesis we study the gauge theories on noncommutative Moyal space. We find new static solitons and instantons in terms of the so called generalized Bose operators. Generalized Bose operators are constructed to…
We developed a gauge-covariant formulation of the non-equilibrium Green function method for the dynamical and/or non-uniform electromagnetic field by means of the deformational quantization method. Such a formulation is realized by…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
Temporal graphs represent the dynamic relationships among entities and occur in many real life application like social networks, e commerce, communication, road networks, biological systems, and many more. They necessitate research beyond…
Using the extended ADM-phase space formulation in the canonical framework we analyze the relationship between various gauge choices made in cosmological perturbation theory and the choice of geometrical clocks in the relational formalism.…
Invariant (nonplanar) anomaly of noncommutative QED is reexamined. It is found that just as in ordinary gauge theory UV regularization is needed to discover anomalies, in noncommutative case, in addition, an IR regularization is also…
We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…
A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…