Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

Analytic calculation of scaling dimensions: Tricritical hard squares and critical hard hexagons

The finite-size corrections, central chargesc, and scaling dimensionsx of tricritical hard squares and critical hard hexagons are calculated analytically. This is achieved by solving the special functional equation or inversion identity satisfied by the commuting row transfer matrices of these lattice models at criticality. The results are expressed in terms of Rogers dilogarithms. For tricritical hard squares we obtainc=7/10,x=3/40, 1/5, 7/8, 6/5 and for hard hexagons we obtainc=4/5,x=2/15, 4/5, 17/15, 4/3, 9/5, in accord with the predictions of conformal and modular invariance.     

Stationary turbulent closure via the Hopf functional equation

Exact closed-form solutions are exhibited for the Hopf equation for stationary incompressible 3D Navier-Stokes flow, for the cases of homogeneous forced flow (including a solution with depleted nonlinearity) and inhomogeneous flow with arbitrary boundary conditions. This provides an exact method for computing two- and higher-point moments, given the mean flow.     

Sharp estimates in terms of moduli of smoothness for compound cubature rules

Summary In 1980 Dahmen-DeVore-Scherer introduced a modulus of continuity which turns out to reflect invariance properties of compound cubature rules effectively. Accordingly, sharp error bounds are derived, the existence of relevant counterexamples being a consequence of a quantitative resonance principle, established previously.     

Study of the reaction238U (α, α′f) atE α=480 MeV

The excitation function of the fission probability P _E E _x) for²³⁸U has been measured in the reaction²³⁸U(α, α′ f) at 480 MeV bombarding energy. The reaction mechanism of this reaction is discussed for excitation energies belowB _nf , the threshold for second chance fission, and aboveB _nf up toE _x =37 MeV. In comparing with results from fission induced by photons and by particle transfer reactions the (α, α′f) reaction gives too low values for the fission probabilityP _f at excitation energies well aboveB _nE . The role of the quasi-elastic knock-out process in this reaction is discussed.     

τ-CHEBYSHEV AND τ-COCHEBYSHEV SUBPSACES OF BANACH SPACES

The concepts of quasi-Chebyshev and weakly-Chebyshev and σ-Chebyshev were defined [3 - 7], andas a counterpart to best approximation in normed linear spaces, best coapprozimation was introduced by Franchetti and Furi^[1]. In this research, we shall define τ-Chebyshev subspaces and τ-cochebyshev subspaces of a Banach space, in which the property τ is compact or weakly-compact, respectively. A set of necessary and sufficient theorems under which a subspace is τ-Chebyshev is defined.     

Schmidt analysis of pure-state entanglement

We examine the application of Schmidt mode analysis to pure-state entanglement. Several examples permitting exact analytic calculation of Schmidt eigenvalues and eigenfunctions are included, as well as evaluation of the associated degree of entanglement.     

The square lattice shuffle

We show that the operations of permuting columns and rows separately and independently mix a square matrix in constant time. © 2006 Wiley Periodicals, Inc. Random Struct. Alg., 2006     

Asymptotic optimality of the bayes estimator in models differentiable in quadratic mean

We study the asymptotic properties of the Bayes estimator in models differentiable in quadratic mean (DQM) in the case of independent and identically distributed observations. The goal is to define weak assumptions on the model under which this estimator is asymptotically efficient, regular, and asymptotically of minimal risk. The results of the paper are applied to models based on a mixture distribution, the Cauchy distribution with location and scale parameter, and the Weibull distribution. Bibliography: 10 titles. Published in Zapiski Nauchnykh Seminarov POMI, Vol. 328, 2005, pp. 114–146.