We discuss the difficulties of estimating quadratic functionals based on observations Y (t) from the white noise model Y (t) where Y (t) is a standard Wiener process on Y (t) . The optimal rates of convergence (as Y (t) ) for estimating quadratic functionals under certain geometric constraints are found. Specifically, the optimal rates of estimating Y (t) under hyperrectangular constraints Y (t) and weighted Y (t) -body constraints Y (t) are computed explicitly, where Y (t) is the Y (t) th Fourier-Bessel coefficient of the unknown function Y (t) . We develop lower bounds based on testing two highly composite hypercubes and address their advantages. The attainable lower bounds are found by applying the hardest one-dimensional approach as well as the hypercube method. We demonstrate that for estimating regular quadratic functionals [ie, the functionals which can be estimated

Many data mining and statistical machine learning algorithms have been developed to select a subset of covariates to associate with a response variable. Spurious discoveries can easily arise in high-dimensional data analysis due to enormous possibilities of such selections. How can we know statistically our discoveries better than those by chance? In this paper, we define a measure of goodness of spurious fit, which shows how good a response variable can be fitted by an optimally selected subset of covariates under the null model, and propose a simple and effective LAMM algorithm to compute it. It coincides with the maximum spurious correlation for linear models and can be regarded as a generalized maximum spurious correlation. We derive the asymptotic distribution of such goodness of spurious fit for generalized linear models and L1 regression. Such an asymptotic distribution depends on the sample size, ambient dimension, the number of variables used in the fit, and the covariance information. It can be consistently estimated by multiplier bootstrapping and used as a benchmark to guard against spurious discoveries. It can also be applied to model selection, which considers only candidate models with goodness of fits better than those by spurious fits. The theory and method are convincingly illustrated by simulated examples and an application to the binary outcomes from German Neuroblastoma Trials.

We study the enhanced diffusivity in the so called elephant random walk model with stops (ERWS) by including symmetric random walk steps at small probability \epsilon . At any \epsilon , the large time behavior transitions from sub-diffusive at \epsilon to diffusive in a wedge shaped parameter regime where the diffusivity is strictly above that in the un-perturbed ERWS model in the \epsilon limit. The perturbed ERWS model is shown to be solvable with the first two moments and their asymptotics calculated exactly in both one and two space dimensions. The model provides a discrete analytical setting of the residual diffusion phenomenon known for the passive scalar transport in chaotic flows (eg generated by time periodic cellular flows and statistically sub-diffusive) as molecular diffusivity tends to zero.

This is the second of a sequence of papers proving the quantum invariance for ordinary flops over an arbitrary smooth base. In this paper, we complete the proof of the invariance of the big quantum rings under ordinary flops of splitting type. To achieve that, several new ingredients are introduced. One is a quantum Leray--Hirsch theorem for the local model (a certain toric bundle) which extends the quantum D module of Dubrovin connection on the base by a Picard--Fuchs system of the toric fibers. Nonsplit flops as well as further applications of the quantum Leray--Hirsch theorem will be discussed in subsequent papers. In particular, a quantum splitting principle is developed in Part III which reduces the general ordinary flops to the split case solved here.

We construct an index for BPS operators supported on a ray in five dimensional superconformal field theories with exceptional global symmetries. We compute the E_n representations (for n = 2, . . . , 7) of operators of low spin, thus verifying that while the expression for the index is only SO(2n − 2) × U(1) invariant, the index itself exhibits the full E_n symmetry (at least up to the order we expanded). The ray operators we studied in 5d can be viewed as generalizations of operators constructed in a Yang-Mills theory with fundamental matter by attaching an open Wilson line to a quark. For n ≤ 7, in contrast to local operators, they carry nontrivial charge under the ℤ_{9 − n}  ⊂ E_n center of the global symmetry. The representations that appear in the ray operator index are therefore different, for n ≤ 7, from those appearing in the previously computed superconformal index. For 3 ≤ n ≤ 7, we find that the leading term in the index is a character of a minuscule representation of E_n . We also discuss the case n = 8, which presents a unique technical challenge, and remains an open problem.