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.

This paper presents a least-squares finite element method for linear Phan-Thien–Tanner(PTT) viscoelastic fluid flows. We consider stabilized weights in the LS method for the viscoelastic model and prove that the LS approximation converges to the linearized solutions of the linear PTT model; the convergence is at the optimal rate for the velocity in the H1-norm and at suboptimal rates for the stress and pressure in the L2-norm, respectively. For numerical experiments, we first consider the flow through a planar channel to illustrate our theoretical results. The LS method is then applied to a flow through the slot channel with two depth ratios and the effects of physical parameters are discussed. Numerical solutions of the channel problem indicate that flow characteristics of the viscoelastic polymer solution are described by the results obtained using the method. Furthermore, we present the hole pressure for various Weissenberg numbers, and compare with that derived from the Higashitani–Pritchard (HP) theory.

Let e be an arbitrary even nilpotent element in the general linear Lie super- algebra glM|N and let We be the associated finite W-superalgebra. Let Ym|n be the super Yangian associated to the Lie superalgebra glm|n. A subalgebra of Ym|n, called the shifted super Yangian and denoted by Ym|n(σ), is defined and studied. Moreover, an explicit iso- morphism between We and a quotient of Ym|n(σ) is established.

Persistent homology is constrained to purely topological persistence, while multiscale graphs account only for geometric information. This work introduces persistent spectral theory to create a unified low-dimensional multiscale paradigm for revealing topological persistence and extracting geometric shapes from high-dimensional datasets. For a point-cloud dataset, a filtration procedure is used to generate a sequence of chain complexes and associated families of simplicial complexes and chains, from which we construct persistent combinatorial Laplacian matrices. We show that a full set of topological persistence can be completely recovered from the harmonic persistent spectra, that is, the spectra that have zero eigenvalues, of the persistent combinatorial Laplacian matrices. However, non-harmonic spectra of the Laplacian matrices induced by the filtration offer another powerful tool for data analysis, modeling, and prediction. In this work, fullerene stability is predicted by using both harmonic spectra and non-harmonic persistent spectra, while the latter spectra are successfully devised to analyze the structure of fullerenes and model protein flexibility, which cannot be straightforwardly extracted from the current persistent homology. The proposed method is found to provide excellent predictions of the protein B-factors for which current popular biophysical models break down.

The alternating direction multiplier method (ADMM) is widely used in computer graphics for solving optimization problems that can be nonsmooth and nonconvex. It converges quickly to an approximate solution, but can take a long time to converge to a solution of high‐accuracy. Previously, Anderson acceleration has been applied to ADMM, by treating it as a fixed‐point iteration for the concatenation of the dual variables and a subset of the primal variables. In this paper, we note that the equivalence between ADMM and Douglas‐Rachford splitting reveals that ADMM is in fact a fixed‐point iteration in a lower‐dimensional space. By applying Anderson acceleration to such lower‐dimensional fixed‐point iteration, we obtain a more effective approach for accelerating ADMM. We analyze the convergence of the proposed acceleration method on nonconvex problems, and verify its effectiveness on a variety of computer graphics including geometry processing and physical simulation.