We propose a novel Rayleigh quotient based sparse quadratic dimension reduction methodnamed QUADRO (Qua dratic D imension R eduction via Rayleigh O ptimization)for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are

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A tautological system, introduced in \cite{LSY}\cite{LY}, arises as a regular holonomic system of partial differential equations that govern the period integrals of a family of complete intersections in a complex manifold X , equipped with a suitable Lie group action. In this article, we introduce two formulas -- one purely algebraic, the other geometric -- to compute the rank of the solution sheaf of such a system for CY hypersurfaces in a generalized flag variety. The algebraic version gives the local solution space as a Lie algebra homology group, while the geometric one as the middle de Rham cohomology of the complement of a hyperplane section in X . We use both formulas to find certain degenerate points for which the rank of the solution sheaf becomes 1. These rank 1 points appear to be good candidates for the so-called large complex structure limits in mirror symmetry. The formulas are also used to prove a conjecture of Hosono, Lian and Yau on the completeness of the extended GKZ system when X is $\P^n$.

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