Newton's method on Riemannian manifolds and a geometric model for the human spine

To study a geometric model of the human spine we are led tofinding a constrained minimum of a real valued function definedon a product of special orthogonal groups. To take advantgeof its Lie group structure we consider Newton's method on thismanifold. Comparisons between measured spines and computed spinesshow the pertinence of this approach.     

Anti‐Pasch optimal packings with triples

It is shown that for , there exists an optimal packing with triples on points that contains no Pasch configurations. Furthermore, for all (mod 6), there exists a pairwise balanced design of order , whose blocks are all triples apart from a single quintuple, and that has no Pasch configurations amongst its triples.     

Black Box Low Tensor-Rank Approximation Using Fiber-Crosses

In this article we introduce a black box type algorithm for the approximation of tensors A in high dimension d. The algorithm adaptively determines the positions of entries of the tensor that have to be computed or read, and using these (few) entries it constructs a low rank tensor approximation X that minimizes the ? ₂-distance between A and X at the chosen positions. The full tensor A is not required, only the evaluation of A at a few positions. The minimization problem is solved by Newton’s method, which requires the computation and evaluation of the Hessian. For efficiency reasons the positions are located on fiber-crosses of the tensor so that the Hessian can be assembled and evaluated in a data-sparse form requiring a complexity of $\mathcal{O}(Pd)$ , where P is the number of fiber-crosses and d the order of the tensor.     

Rook Poset Equivalence of Ferrers Boards

A natural construction due to K. Ding yields Schubert varieties from Ferrers boards. The poset structure of the Schubert cells in these varieties is equal to the poset of maximal rook placements on the Ferrers board under the Bruhat order. We determine when two Ferrers boards have isomorphic rook posets. Equivalently, we give an exact categorization of when two Ding Schubert varieties have identical Schubert cell structures. This also produces a complete classification of isomorphism types of lower intervals of 312-avoiding permutations in the Bruhat order.     

A Flaw in the Use of Minimal Defining Sets for Secret Sharing Schemes

It is shown that in some cases it is possible to reconstruct a block design uniquely from incomplete knowledge of a minimal defining set for . This surprising result has implications for the use of minimal defining sets in secret sharing schemes.     

Symmetries on the Lattice of <Emphasis Type="Italic">k</Emphasis>-Bounded Partitions

In 2002, Suter [25] identified a dihedral symmetry on certain order ideals in Young’s lattice and gave a combinatorial action on the partitions in these order ideals. Viewing this result geometrically, the order ideals can be seen to be in bijection with the alcoves in a 2- fold dilation in the geometric realization of the affine symmetric group. By considering the m-fold dilation we observe a larger set of order ideals in the k-bounded partition lattice that was considered by Lapointe, Lascoux, and Morse [14] in the study of k-Schur functions. We identify the order ideal and the cyclic action on it explicitly in a geometric and combinatorial form.     

Model selection of a switching mechanism for financial time series

The threshold autoregressive model with generalized autoregressive conditionally heteroskedastic (GARCH) specification is a popular nonlinear model that captures the well‐known asymmetric phenomena in financial market data. The switching mechanisms of hysteretic autoregressive GARCH models are different from threshold autoregressive model with GARCH as regime switching may be delayed when the hysteresis variable lies in a hysteresis zone. This paper conducts a Bayesian model comparison among competing models by designing an adaptive Markov chain Monte Carlo sampling scheme. We illustrate the performance of three kinds of criteria by comparing models with fat‐tailed and/or skewed errors: deviance information criteria, Bayesian predictive information, and an asymptotic version of Bayesian predictive information. A simulation study highlights the properties of the three Bayesian criteria and the accuracy as well as their favorable performance as model selection tools. We demonstrate the proposed method in an empirical study of 12 international stock markets, providing evidence to strongly support for both models with skew fat‐tailed innovations. Copyright © 2016 John Wiley & Sons, Ltd.     

Projective equivalence and manifolds with equiaffine connection

In this paper, we prove that all manifolds with affine or projective connection are globally projectively equivalent to some manifolds with equiaffine connection (equiaffine manifold).