相关论文: On intermediate factors of a product of disjoint s…

Previous work introduced two measure-conjugacy invariants: the $f$-invariant (for actions of free groups) and $\Sigma$-entropy (for actions of sofic groups). The purpose of this paper is to show that the $f$-invariant is a special case of…

This paper considers a non-stationary dynamic factor model for large datasets to disentangle long-run from short-run co-movements. We first propose a new Quasi Maximum Likelihood estimator of the model based on the Kalman Smoother and the…

Summary points: - This article considers the combination of two binary or two time-to-event endpoints to form the primary composite endpoint for leading a trial. - It discusses the relative efficiency of choosing a composite endpoint over…

We consider optimization algorithms that are open systems, that is, with external inputs and outputs. Such algorithms arise for instance, when analyzing the effect of noise or disturbance on an algorithm, or when an algorithm is part of…

We establish a non-commutative version of the Intermediate Factor Theorem for crossed products associated with product lattices. Given an irreducible lattice $\Gamma < G= G_1 \times \dots \times G_d$ in higher rank semisimple algebraic…

Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…

A factor copula model is proposed in which factors are either simulable or estimable from exogenous information. Point estimation and inference are based on a simulated methods of moments (SMM) approach with non-overlapping simulation…

Experiments on particles' motion in living cells show that it is often subdiffusive. This subdiffusion may be due to trapping, percolation-like structures, or viscoelatic behavior of the medium. While the models based on trapping (leading…

We combine the two classical topological concepts, time-preserving topological factors and synchronizing time-changes of a continuous flow, and explore some of their thermodynamic consequences. Particular focus is put on equilibrium states…

Category theory has foundational importance because it provides conceptual lenses to characterize what is important in mathematics. Originally the main lenses were universal mapping properties and natural transformations. In recent decades,…

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Systematic and multifactor risk models are revisited via methods which were already successfully developed in signal processing and in automatic control. The results, which bypass the usual criticisms on those risk modeling, are illustrated…

In the first part of the paper we survey several results from Popa's deformation/rigidity theory on the classification of tensor product decompositions of large natural classes of II$_1$ factors. Using a m\'elange of techniques from…

Political scientists are increasingly interested in assessing causal mechanisms, or determining not just if a causal effect exists but also why it occurs. Even so, many researchers avoid formal causal mediation analyses due to their…

Recent development of the resonance scattering theory with a transient from the regular to chaotic internal dynamics inspires renewed interest to the problem of the elastic enhancement phenomenon. We reexamine the question what the…

We study ergodic properties of a family of traffic maps acting in the space of bi-infinite sequences of real numbers. The corresponding dynamics mimics the motion of vehicles in a simple traffic flow, which explains the name. Using…

A folklore result in category theory is that a (weakly) Cartesian closed category with finite co-products is distributive. Usually, the proof of this small result is carried on using the fact that the exponential functor is right adjoint to…

We define the notion of an indexed profunctor over a 2-category, and use it to develop an abstract theory of limits. The theory subsumes (conical) limits, weighted limits, ends and Kan extensions. Results include an abstract version of the…

We continue our study of the dynamics of mappings with small topological degree on (projective) complex surfaces. Previously, under mild hypotheses, we have constructed an ergodic ``equilibrium'' measure for each such mapping. Here we study…