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We use redshift-space galaxy clustering data from the BOSS survey to constrain local primordial non-Gaussianity (LPNG). This is of particular importance due to the consistency relations, which imply that a detection of LPNG would rule out…

Cosmology and Nongalactic Astrophysics · Physics 2022-08-17 Giovanni Cabass , Mikhail M. Ivanov , Oliver H. E. Philcox , Marko Simonović , Matias Zaldarriaga

We show that a simple and intuitive three-parameter equation fits remarkably well the evolution of the gross domestic product (GDP) in current and constant dollars of many countries during times of recession and recovery. We then argue that…

General Finance · Quantitative Finance 2009-08-22 Damien Challet , Sorin Solomon , Gur Yaari

Flow network models can capture the underlying physics and operational constraints of many networked systems including the power grid and transportation and water networks. However, analyzing reliability of systems using computationally…

Machine Learning · Computer Science 2021-09-14 Nariman L. Dehghani , Soroush Zamanian , Abdollah Shafieezadeh

We present results from a Monte Carlo simulation of a parallel collisionless shock undergoing particle acceleration. Our simulation, which contains parameterized scattering and a particular thermal leakage injection model, calculates the…

Space Physics · Physics 2015-06-17 Donald C. Ellison , Donald C. Warren , Andrei M. Bykov

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Methodology · Statistics 2023-04-10 Ayanendranath Basu , Abhik Ghosh , María Jaenada , Leandro Pardo

Inflation exhibits state-dependent, skewed, and fat-tailed dynamics that make risk a central concern for monetary policy. Accordingly, inflation risks are distributional and cannot be fully captured by mean-based models. We propose a…

Econometrics · Economics 2026-01-29 Yunyun Wang , Tatsushi Oka , Dan Zhu

Vector autoregression (VAR) models are widely used for forecasting and macroeconomic analysis, yet they remain limited by their reliance on a linear parameterization. Recent research has introduced nonparametric alternatives, such as…

Methodology · Statistics 2025-03-19 Pedro A. Lima , Carlos M. Carvalho , Hedibert F. Lopes , Andrew Herren

Estimation and counterfactual analysis in dynamic structural models rely on assumptions about the dynamic process of latent variables, which may be misspecified. We propose a framework to quantify the sensitivity of scalar parameters of…

Econometrics · Economics 2025-11-17 Ertian Chen

We consider the evolution of a family of 2D dispersive turbulence models. The members of this family involve the nonlinear advection of a dynamically active scalar field, the locality of the streamfunction-scalar relation is denoted by…

Fluid Dynamics · Physics 2009-02-20 Jai Sukhatme , Leslie M. Smith

We propose a high-dimensional structural vector autoregression framework with a factor structure in the error terms that accommodates a large number of linear inequality restrictions on both impact impulse responses and structural shocks.…

Econometrics · Economics 2026-05-20 Lukas Berend , Jan Prüser

One can typically form a local robustness metric for a particular problem quite directly, for Markov chain Monte Carlo applications as well as optimization problems such as variational Bayes. However, we argue that simply forming a local…

Methodology · Statistics 2023-03-14 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick

Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression…

Applications · Statistics 2018-06-13 Bret Zeldow , Vincent Lo Re , Jason Roy

We study the inflation and the cosmological perturbations generated during the inflation in a local scale invariant model. The local scale invariant model introduces a vector field $S_{\mu}$ in this theory. In this paper, for simplicity, we…

General Physics · Physics 2018-09-24 Naveen K. Singh , Sukanta Panda

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Statistical Finance · Quantitative Finance 2019-02-12 Nick James , Roman Marchant , Richard Gerlach , Sally Cripps

We introduce a Monte Carlo model of nonlinear diffusive shock acceleration allowing for the generation of large-amplitude magnetic turbulence. The model is the first to include strong wave generation, efficient particle acceleration to…

Astrophysics · Physics 2008-11-26 Andrey Vladimirov , Donald C. Ellison , Andrei Bykov

Many recent studies use individual longitudinal data to analyze job search behaviors. Such data allow the use of fixed-effects models, which supposedly address the issue of dynamic selection and make it possible to identify the structural…

Econometrics · Economics 2025-12-09 Jeremy Zuchuat

Analytical conditions are available for the optimum design of impact absorbers for the case where the host structure is well described as rigid body. Accordingly, the analysis relies on the assumption that the impacts cause immediate…

Computational Engineering, Finance, and Science · Computer Science 2021-10-13 Timo Theurich , Alexander F. Vakakis , Malte Krack

BART (Bayesian Additive Regression Trees) has become increasingly popular as a flexible and scalable nonparametric regression approach for modern applied statistics problems. For the practitioner dealing with large and complex nonlinear…

Methodology · Statistics 2018-07-11 Matthew Pratola , Hugh Chipman , Edward George , Robert McCulloch

We show that the activation knot of a potentially non-stationary regressor on the adaptive Lasso solution path in autoregressions can be leveraged for selection-free inference about a unit root. The resulting test has asymptotic power…

Methodology · Statistics 2024-07-23 Martin C. Arnold , Thilo Reinschlüssel

Recent works have shown an interest in investigating the frequentist asymptotic properties of Bayesian procedures for high-dimensional linear models under sparsity constraints. However, there exists a gap in the literature regarding…

Statistics Theory · Mathematics 2025-09-23 Marion Naveau , Maud Delattre , Laure Sansonnet