Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

Parameters of Gaussian multivariate models are often estimated using the maximum likelihood approach. In spite of its merits, this methodology is not practical when the sample size is very large, as, for example, in the case of massive georeferenced data sets. In this paper, we study the asymptotic properties of the estimators that minimize three alternatives to the likelihood function, designed to increase the computational efficiency. This is achieved by applying the information sandwich technique to expansions of the pseudo-likelihood functions as quadratic forms of independent normal random variables. Theoretical calculations are given for a first-order autoregressive time series and then extended to a two-dimensional autoregressive process on a lattice. We compare the efficiency of the three estimators to that of the maximum likelihood estimator as well as among themselves, using numerical calculations of the theoretical results and simulations.     

Arithmetic expressions of Selberg's zeta functions for congruence subgroups

In [P. Sarnak, Class numbers of indefinite binary quadratic forms, J. Number Theory 15 (1982) 229-247], it was proved that the Selberg zeta function for SL₂(Z) is expressed in terms of the fundamental units and the class numbers of the primitive indefinite binary quadratic forms. The aim of this paper is to obtain similar arithmetic expressions of the logarithmic derivatives of the Selberg zeta functions for congruence subgroups of SL₂(Z). As applications, we study the Brun-Titchmarsh type prime geodesic theorem and the asymptotic formula of the sum of the class number.     

A second-order accurate numerical method for a fractional wave equation

We study a generalized Crank–Nicolson scheme for the time discretization of a fractional wave equation, in combination with a space discretization by linear finite elements. The scheme uses a non-uniform grid in time to compensate for the singular behaviour of the exact solution at t = 0. With appropriate assumptions on the data and assuming that the spatial domain is convex or smooth, we show that the error is of order k ² + h ², where k and h are the parameters for the time and space meshes, respectively.     

A robust and efficient adaptive reweighted estimator of multivariate location and scatter

This article proposes a reweighted estimator of multivariate location and scatter, with weights adaptively computed from the data. Its breakdown point and asymptotic behavior under elliptical distributions are established. This adaptive estimator is able to attain simultaneously the maximum possible breakdown point for affine equivariant estimators and full asymptotic efficiency at the multivariate normal distribution. For the special case of hard-rejection weights and the MCD as initial estimator, it is shown to be more efficient than its non-adaptive counterpart for a broad range of heavy-tailed elliptical distributions. A Monte Carlo study shows that the adaptive estimator is as robust as its non-adaptive relative for several types of bias-inducing contaminations, while it is remarkably more efficient under normality for sample sizes as small as 200.     

An estimate for symmetric square <Emphasis Type="Italic">L</Emphasis>-functions on weight aspect

We establish a mean square estimate on the weight aspect for symmetric square L-functions at every point on the critical line. Received: 15 February 2002     

Equivariant fixed-point indices of iterated maps

We describe an equivariant version (for actions of a finite group G) of Dold’s index theory, [10], for iterated maps. Equivariant Dold indices are defined, in general, for a G-map U → X defined on an open G-subset of a G-ANR X (and satisfying a suitable compactness condition). A local index for isolated fixed-points is introduced, and the theorem of Shub and Sullivan on the vanishing of all but finitely many Dold indices for a continuously differentiable map is extended to the equivariant case. Homotopy Dold indices, arising from the equivariant Reidemeister trace, are also considered.      

Prime Fano threefolds and integrable systems

For a general K3 surface S of genus g, with 2 ≤ g ≤ 10, we prove that the intermediate Jacobians of the family of prime Fano threefolds of genus g containing S as a hyperplane section, form generically an algebraic completely integrable Hamiltonian system. The first author is partially supported by grant MI1503/2005 of the Bulgarian Foundation for Scientific Research.     

Primes in quadratic progressions on average

In this paper, we establish a theorem on the distribution of primes in quadratic progressions on average.     

Asymptotic and boundary integral formulae for the computational reconstruction of small conductivity imperfections

In this paper we investigate the electrostatic problem of determining conductivity profiles from the knowledge of boundary currents and voltages. We obtain an improved estimate for the voltage potential of a two-dimensional conductor having finitely many circular inclusions and piecewise constant conductivity profile. We derive an asymptotic expansion for the voltage potential in terms of the reference voltage potential and the location, size, and conductivity of the inhomogeneities. This representation is used to formulate the nonlinear least squares problem for estimating the location and size of the inhomogeneities. Required boundary data for the voltage potential are generated numerically by solving a system of integral equations. Computational experiments are presented to demonstrate the effectiveness of our identification procedure.     

关于非光滑不变凸多目标规划的Wolfe型对偶

本文讨论定义在Banach空间上的,既具有等式约束又具有不等式约束的,非光滑(F,P)不变凸多目标规划的Wolfe对偶性,Mond-Weir型对偶性可类似讨论之。