Most papers on high-dimensional statistics are based on the assumption that none of the regressors are correlated with the regression error, namely, they are exogeneous. Yet, endogeneity arises easily in high-dimensional regression due to a large pool of regressors and this causes the inconsistency of the penalized least-squares methods and possible false scientific discoveries. A necessary condition for model selection of a very general class of penalized regression methods is given, which allows us to prove formally the inconsistency claim. To cope with the possible endogeneity, we construct a novel penalized focussed generalized method of moments (FGMM) criterion function and offer a new optimization algorithm. The FGMM is not a smooth function. To establish its asymptotic properties, we first study the model selection consistency and an oracle property for a general class of penalized regression methods. These results are then used to show that the FGMM possesses an oracle property even in the presence of endogenous predictors, and that the solution is also near global minimum under the over-identification assumption. Finally, we also show how the semi-parametric efficiency of estimation can be achieved via a two-step approach.

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Registration, which aims to find an optimal 1-1 correspondence between shapes, is an important process in different research areas. Conformal mappings have been widely used to obtain a diffeomorphism between shapes that minimizes angular distortion. Conformal registrations are beneficial since it preserves the local geometry well. However, when landmark constraints are enforced, conformal mappings generally do not exist. This motivates us to look for a unique landmark matching quasi-conformal registration, which minimizes the conformality distortion. Under suitable condition on the landmark constraints, a unique diffeomporphism, called the Teichmller extremal mapping between two surfaces can be obtained, which minimizes the maximal conformality distortion. In this paper, we propose an efficient iterative algorithm, called the Quasi-conformal (QC) iterations, to compute the Teichmller mapping. The basic idea is to represent the set of diffeomorphisms using Beltrami coefficients (BCs), and look for an optimal BC associated to the desired Teichmller mapping. The associated diffeomorphism can be efficiently reconstructed from the optimal BC using the Linear Beltrami Solver (LBS). Using BCs to represent diffeomorphisms guarantees the diffeomorphic property of the registration. Using our proposed method, the Teichmller mapping can be accurately and efficiently computed within 10 seconds. The obtained registration is guaranteed to be bijective. The proposed algorithm can also be extended to compute Teichmller mapping with soft landmark constraints. We applied the proposed algorithm to real applications, such as brain

We study sparse blind source separation (BSS) for a class of positive and partially overlapped signals. The signals are only allowed to have nonoverlapping at certain locations, while they could overlap with each other elsewhere. For nonnegative data, a novel approach has been proposed by Naanaa and Nuzillard (NN) assuming that nonoverlapping exists for each source signal at some location of acquisition variable. However, the NN method introduces errors (spurious peaks) in the output when their nonoverlapping condition is not satisfied. To resolve this problem and improve robustness of separation, postprocessing techniques are developed in two aspects. One is to detect coherent and uncertain components from NN outputs by using multiple mixture data, then removing the uncertain portion to enhance signals. The other is to find better estimation of mixing matrix by leveraging reliable source peak

It is observed that three-dimensional Gödel black holes can be promoted to exact string theory backgrounds through an orbifold of an hyperbolic asymmetric marginal deformation of the SL(2,R) WZW model. Tachyons are found in the spectrum of long strings. Uplifting these solutions in type IIB supergravity, extremal black holes are shown to preserve one supersymmetry in accordance with the BTZ limit. We also make connections with some recently discussed warped black hole solutions of topologically massive gravity, showing that they actually correspond to quotients of spacelike squashed AdS_3.