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This paper studies affine Deligne-Lusztig varieties $X_{w}(b)$ in the affine flag variety of a quasi-split tamely ramified group. We describe the geometric structure of $X_{w}(b)$ for a minimal length element $w$ in the conjugacy class of an extended affine Weyl group, generalizing one of the main results in \cite{HL} to the affine case. We then provide a reduction method that relates the structure of $X_{w}(b)$ for arbitrary elements $w$ in the extended affine Weyl group to those associated with minimal length elements. Based on this reduction, we establish a connection between the dimension of affine Deligne-Lusztig varieties and the degree of the class polynomial of affine Hecke algebras. As a consequence, we prove a conjecture of G\"ortz, Haines, Kottwitz and Reuman in \cite{GHKR}.

We establish mean curvature estimate for immersed hypersurface with nonnegative extrinsic scalar curvature in Riemannian manifold $(N^{n+1}, \bar g)$ through regularity study of a degenerate fully nonlinear curvature equation in general Riemannian manifold. The estimate has a direct consequence for the Weyl isometric embedding problem of $(\mathbb S^2, g)$ in $3$-dimensional warped product space $(N^3, \bar g)$. We also discuss isometric embedding problem in spaces with horizon in general relativity, like the Anti-de Sitter-Schwarzschild manifolds and the Reissner-Nordstr\"om manifolds.

A method for exploring the structure of populations of complex objects, such as images, is considered. The objects are summarized by feature vectors. The statistical backbone is Principal Component Analysis in the space of feature vectors. Visual insights come from representing the results in the original data space. In an ophthalmological example, endemic outliers motivate the development of a bounded influence approach to PCA.

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.