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1.
Doubly nonnegative matrices arise naturally in many setting including Markov random fields (positively banded graphical models) and in the convergence analysis of Markov chains. In this short note, we settle a recent conjecture by C.R. Johnson et al. [Charles R. Johnson, Brian Lins, Olivia Walch, The critical exponent for continuous conventional powers of doubly nonnegative matrices, Linear Algebra Appl. 435 (9) (2011) 2175–2182] by proving that the critical exponent beyond which all continuous conventional powers of n-by-n   doubly nonnegative matrices are doubly nonnegative is exactly n−2n2. We show that the conjecture follows immediately by applying a general characterization from the literature. We prove a stronger form of the conjecture by classifying all powers preserving doubly nonnegative matrices, and proceed to generalize the conjecture for broad classes of functions. We also provide different approaches for settling the original conjecture.  相似文献   
2.
Positive definite (p.d.) matrices arise naturally in many areas within mathematics and also feature extensively in scientific applications. In modern high-dimensional applications, a common approach to finding sparse positive definite matrices is to threshold their small off-diagonal elements. This thresholding, sometimes referred to as hard-thresholding, sets small elements to zero. Thresholding has the attractive property that the resulting matrices are sparse, and are thus easier to interpret and work with. In many applications, it is often required, and thus implicitly assumed, that thresholded matrices retain positive definiteness. In this paper we formally investigate the algebraic properties of p.d. matrices which are thresholded. We demonstrate that for positive definiteness to be preserved, the pattern of elements to be set to zero has to necessarily correspond to a graph which is a union of complete components. This result rigorously demonstrates that, except in special cases, positive definiteness can be easily lost. We then proceed to demonstrate that the class of diagonally dominant matrices is not maximal in terms of retaining positive definiteness when thresholded. Consequently, we derive characterizations of matrices which retain positive definiteness when thresholded with respect to important classes of graphs. In particular, we demonstrate that retaining positive definiteness upon thresholding is governed by complex algebraic conditions.  相似文献   
3.
A topic of interest in recent literature is regulatory capital requirements for consumer loan portfolios. Banks are required to hold regulatory capital for unexpected losses, while expected losses are to be covered by either provisions or future income. In this paper, we show the set of efficient operating points in the market share and profit space for a portfolio manager operating under Basel II capital requirement and under capital constraints are a union of single-cutoff-score and double-cutoff-score operating points. For a portfolio manager to increase market-share beyond the maximum allowable under a single-cutoff score policy (eg, with binding capital constraints) requires granting loans to higher than optimal risk applicants. We show this result in greater portfolio risk but without an increase in regulatory capital requirement amount. The increase in forecasted losses is assumed to be absorbed by provisions or future margin income. Given portfolio managers take on higher risk under the same regulatory capital amount, our findings call for greater focus on provision amounts and future margin income under the supervisory review pillar of Basel II. This research raises the issue of whether the design of the regulatory formula for consumer loan portfolios is flawed.  相似文献   
4.
We consider methods for incorporating forecasts of future economic conditions into acquisition decisions for scored retail credit and loan portfolios. We suppose that a portfolio manager is faced with two possible future economic scenarios, each characterised by a known probability of occurrence and by known performance functions that give expected profit and volume. We suppose further that he must choose in advance the scoring strategy and score cutoffs to optimise performance. We show that, despite the uncertainty of performance induced by economic conditions, every efficient policy consists of a single cutoff, provided the expected profit and volume performance curves in each scenario are concave. If these curves are not concave, efficient operating points can be characterised as cutoffs on a redefined score. In cases in which two scorecards are available, we show that it may be advantageous to randomly choose the scorecard to be employed, and we provide methods for selecting efficient operating points. Discussion is limited to cases with two scorecards and two economic scenarios, but our approach and results generalise to more scorecards and more economic scenarios.  相似文献   
5.
6.
Nonlinear aspects of developing three-dimensional perturbations in plane Poiseuille flow have been elucidated at the primary, instead of the conventional secondary, level. Three-dimensional perturbation velocities generate normal vorticity by stretching and tilting the basic-flow vorticity. The amplitude of the induced normal vorticity, and hence that of the streamwise perturbation velocity, can grow temporally to significant peak values before the exponential decay predicted by the linear theory sets in. These growths, according to the linear theory, do not influence the amplitudes of the normal perturbation velocity that are monotonically decaying with time. It is shown in this study that the normal velocity continues to be oblivious to the development of induced normal vorticity, even in the nonlinear regime, if the perturbation velocities are described by waves traveling in a single oblique direction. Also, the Reynolds number dependence of the amplitude of the normal vorticity is discussed.  相似文献   
7.
The polarisation parameters Σ, P and T have been measured for the process γp→π0p in the photon energy range 1300–2100 MeV and c.m. angles between 30° and 110°, in an experiment with a polarised beam and polarised target. The results are compared with a recent theoretical analysis which fits data from threshold to 16 GeV. The new data are in general agreement with the analysis, but with some significant discrepancies in detail.  相似文献   
8.
Tremendous progress has been made in the last two decades in the area of high-dimensional regression, especially in the “large p, small n” setting. Such sample starved settings inevitably lead to models which are potentially very unstable and hence quite unreliable. To this end, Bayesian shrinkage methods have generated a lot of recent interest in the modern high-dimensional regression and model selection context. Such methods span the wide spectrum of modern regression approaches and include among others, spike-and-slab priors, the Bayesian lasso, ridge regression, and global-local shrinkage priors such as the Horseshoe prior and the Dirichlet–Laplace prior. These methods naturally facilitate tractable uncertainty quantification and have thus been used extensively across diverse applications. A common unifying feature of these models is that the corresponding priors on the regression coefficients can be expressed as a scale mixture of normals. This property has been leveraged extensively to develop various three-step Gibbs samplers to explore the corresponding intractable posteriors. The convergence of such samplers however is very slow in high dimensions settings, making them disconnected to the very setting that they are intended to work in. To address this challenge, we propose a comprehensive and unifying framework to draw from the same family of posteriors via a class of tractable and scalable two-step blocked Gibbs samplers. We demonstrate that our proposed class of two-step blocked samplers exhibits vastly superior convergence behavior compared to the original three-step sampler in high-dimensional regimes on simulated data as well as data from a variety of applications including gene expression data, infrared spectroscopy data, and socio-economic/law enforcement data. We also provide a detailed theoretical underpinning to the new method by deriving explicit upper bounds for the (geometric) rate of convergence, and by proving that the proposed two-step sampler has superior spectral properties. Supplementary material for this article is available online.  相似文献   
9.
A topic of recent interest in the retail financial sector has been the growth of credit unions or “pure cooperatives”. Past credit union researchers built mathematical models of credit union operations. These models identified important operating characteristics but were modeled under assumptions of static operating environments. The model presented in this paper departs from the traditional static models and examines dynamic operation for a United States credit union. Its inter-temporal structure clarifies a number of issues—such as optimal equity retention and inter-temporal rate policy—not addressed by earlier studies. Given initial conditions, the model specifies equity retention and inter-temporal deposit and loan rate policies until an equilibrium state is reached.  相似文献   
10.
Measurements have been made of the double polarisation parameters G and H in the photoproduction of neutral pions from protons, for incident photon energies between 1300 MeV and 2300 MeV and for pion c.m. angles between 50δ and 80δ. The results are compared with predictions from a recent comprehensive analysis of earlier photoproduction data.  相似文献   
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