Knotted ribbons form an important topic in knot theory. They have applications in natural sciences, such as cyclic duplex DNA modeling. A flat knotted ribbon can be obtained by gently pulling a knotted ribbon tight so that it becomes flat and folded. An important problem in knot theory is to study the minimal ratio of length to width of a flat knotted ribbon. This minimal ratio is called the ribbonlength of the knot. It has been conjectured that the ribbonlength has an upper bound and a lower bound which are both linear in the crossing number of the knot. In the first part of the paper, we use grid diagrams to construct flat knotted ribbons and prove an explicit quadratic upper bound on the ribbonlength for all non-trivial knots. We then improve the quadratic upper bound to a linear upper bound for all non-trivial torus knots and twist knots. Our approach of using grid diagrams to study flat knotted ribbons is novel and can likely be used to obtain a linear upper bound for more general families of knots. In the second part of the paper, we obtain a sharper linear upper bound on the ribbonlength for nontrivial twist knots by constructing a flat knotted ribbon via folding the ribbon over itself multiple times to shorten the length.

No abstract uploaded!

The estimation of large covariance and precision matrices is fundamental in modern multivariate analysis. However, problems arise from the statistical analysis of large panel economic and financial data. The covariance matrix reveals marginal correlations between variables, while the precision matrix encodes conditional correlations between pairs of variables given the remaining variables. In this paper, we provide a selective review of several recent developments on the estimation of large covariance and precision matrices. We focus on two general approaches: a rankbased method and a factormodelbased method. Theories and applications of both approaches are presented. These methods are expected to be widely applicable to the analysis of economic and financial data.

In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper-and the lower-level problems are polynomials. We present methods for finding its global minimizers and global minimum using a sequence of semidefinite programming (SDP) relaxations and provide convergence results for the methods. Our scheme for problems with a convex lower-level problem involves solving a transformed equivalent single-level problem by a sequence of SDP relaxations, whereas our approach for general problems involving a nonconvex polynomial lower-level problem solves a sequence of approximation problems via another sequence of SDP relaxations.

No abstract uploaded!