Herein, we use hybrid resampling to address (a) the long-standing problem of inference on change times and changed parameters in change-point ARX-GARCH models, and (b) the challenging problem of valid confidence intervals, after variable selection under sparsity assumptions, for the parameters in linear regression models with high-dimensional stochastic regressors and asymptotically stationary noise. For the latter problem, we introduce consistent estimators of the selected parameters and a resampling approach to overcome the inherent difficulties of post-selection confidence intervals. For the former problem, we use a sequential Monte Carlo for the latent states (representing the change times and changed parameters) of a hidden Markov model. Asymptotic efficiency theory and simulation and empirical studies demonstrate the advantages of the proposed methods.

We consider image deblurring problem in the presence of impulsive noise. It is known that \emph{total variation} (TV) regularization with L1-norm penalized data fitting (TVL1 for short) works reasonably well only when the level of impulsive noise is relatively low. For high level impulsive noise, TVL1 works poorly. The reason is that all data, both corrupted and noise free, are equally penalized in data fitting, leading to insurmountable difficulty in balancing regularization and data fitting. In this paper, we propose to combine TV regularization with nonconvex \emph{smoothly clipped absolute deviation} (SCAD) penalty for data fitting (TVSCAD for short). Our motivation is simply that data fitting should be enforced only when an observed data is not severely corrupted, while for those data more likely to be severely corrupted, less or even null penalization should be enforced. A \emph{difference of convex functions} algorithm is adopted to solve the nonconvex TVSCAD model, resulting in solving a sequence of TVL1-equivalent problems, each of which can then be solved efficiently by the alternating direction method of multipliers. Theoretically, we establish global convergence to a critical point of the nonconvex objective function. The R-linear and at-least-sublinear convergence rate results are derived for the cases of anisotropic and isotropic TV, respectively. Numerically, experimental results are given to show that the TVSCAD approach improves those of the TVL1 significantly, especially for cases with high level impulsive noise, and is comparable with the recently proposed iteratively corrected TVL1 method [\textit{Inverse Problems}, 32 (2016), pp.~085004].

Recent understandings of molecular evolution, together with the fossil records, have established that there are both linear and nonlinear processes in the creation of novel species, which is strikingly similar to the generation of prime numbers and human creativity. Each creation of a more complex species is like a prime number, unpredictable, discontinuous, and yet can be modeled by a smooth curve in relation to time. The mystery behind the complexity increases in nature and human civilizations might well turn out to be similar to that behind the appearances of prime numbers. Here we show that an algorithm for the creative process of humans can create prime numbers in a lawful and yet unpredictable fashion. The essence of primes is the duality of uniqueness and uniformity together with the creation algorithm. The algorithm consists of the non-linear process of uniformity selection to create the unique and the linear process of uniqueness selection to form the uniformity. The iterations of this algorithm can create an infinite number of primes. The algorithm appears to have been hardwired in the human brain as shown by recent experimental studies. This new understanding can deduce some of the best-known properties of primes and may explain the nearly constant and yet seemingly random creation of novelty in relation to time.

Let $M^n$ be a complete noncompact K\"ahler manifold with nonnegative bisectional curvature and maximal volume growth, we prove that $M$ is biholomorphic to $\mathbb{C}^n$. This confirms the uniformization conjecture of Yau under the assumption $M$ has maximal volume growth.

In this paper, we demonstrate the existence part of the discrete Orlicz Minkowski problem, which is a non-trivial extension of the discrete Lp Minkowski problem for 0 < p < 1.