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We study properties of a sample covariance estimate $\widehat \Sigma = (\mathbf{X}_1 \mathbf{X}_1^\top + \ldots + \mathbf{X}_n \mathbf{X}_n^\top) / n$, where $\mathbf{X}_1, \dots, \mathbf{X}_n$ are i.i.d. random elements in $\mathbb R^d$ with $\mathbb E \mathbf{X}_1 = \mathbf{0}$, $\mathbb E \mathbf{X}_1 \mathbf{X}_1^\top = \Sigma$. We derive dimension-free bounds on the squared Frobenius norm of $(\widehat\Sigma - \Sigma)$ under reasonable assumptions. For instance, we show that $| \|\widehat\Sigma - \Sigma\|_{\rm F}^2 - \mathbb E \|\widehat\Sigma - \Sigma\|_{\rm F}^2| = \mathcal O({\rm{Tr}}(\Sigma^2) / n)$ with overwhelming probability, which is a significant improvement over the existing results. This leads to a bound the ratio $\|\widehat\Sigma - \Sigma\|_{\rm F}^2 / \mathbb E \|\widehat\Sigma - \Sigma\|_{\rm F}^2$ with a sharp leading constant when the effective rank $\mathtt{r}(\Sigma) = {\rm Tr}(\Sigma) / \|\Sigma\|$ and $n / \mathtt{r}(\Sigma)^6$ tend to infinity: $\|\widehat\Sigma - \Sigma\|_{\rm F}^2 / \mathbb E \|\widehat\Sigma - \Sigma\|_{\rm F}^2 = 1 + \mathcal O(1 / \mathtt{r}(\Sigma))$.

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TR:IEEE Transactions on Robotics Explanation: Publisher:IEEE。 SIT:

Given a set $\mathcal{F}$ of graphs, we call a copy of a graph in $\mathcal{F}$ an $\mathcal{F}$-graph. The $\mathcal{F}$-isolation number of a graph $G$, denoted by $\iota(G,\mathcal{F})$, is the size of a smallest subset $D$ of the vertex set $V(G)$ such that the closed neighbourhood of $D$ intersects the vertex sets of the $\mathcal{F}$-graphs contained by $G$ (equivalently, $G - N[D]$ contains no $\mathcal{F}$-graph). Thus, $\iota(G,\{K_1\})$ is the domination number of $G$. The second author showed that if $\mathcal{F}$ is the set of cycles and $G$ is a connected $n$-vertex graph that is not a triangle, then $\iota(G,\mathcal{F}) \leq \left \lfloor \frac{n}{4} \right \rfloor$. This bound is attainable for every $n$ and solved a problem of Caro and Hansberg. A question that arises immediately is how smaller an upper bound can be if $\mathcal{F} = \{C_k\}$ for some $k \geq 3$, where $C_k$ is a cycle of length $k$. The problem is to determine the smallest real number $c_k$ (if it exists) such that for some finite set $\mathcal{E}_k$ of graphs, $\iota(G, \{C_k\}) \leq c_k |V(G)|$ for every connected graph $G$ that is not an $\mathcal{E}_k$-graph. The above-mentioned result yields $c_3 = \frac{1}{4}$ and $\mathcal{E}_3 = \{C_3\}$. The second author also showed that if $k \geq 5$ and $c_k$ exists, then $c_k \geq \frac{2}{2k + 1}$. We prove that $c_4 = \frac{1}{5}$ and determine $\mathcal{E}_4$, which consists of three $4$-vertex graphs and six $9$-vertex graphs. The $9$-vertex graphs in $\mathcal{E}_4$ were fully determined by means of a computer program. A method that has the potential of yielding similar results is introduced.

We introduce the extremal range, a local statistic for studying the spatial extent of extreme events in random fields on $\mathbb{R}^2$. Conditioned on exceedance of a high threshold at a location $s$, the extremal range at $s$ is the random variable defined as the smallest distance from $s$ to a location where there is a non-exceedance. We leverage tools from excursion-set theory to study distributional properties of the extremal range, propose parametric models and predict the median extremal range at extreme threshold levels. The extremal range captures the rate at which the spatial extent of conditional extreme events scales for increasingly high thresholds, and we relate its distributional properties with the bivariate tail dependence coefficient and the extremal index of time series in classical Extreme-Value Theory. Consistent estimation of the distribution function of the extremal range for stationary random fields is proven. For non-stationary random fields, we implement generalized additive median regression to predict extremal-range maps at very high threshold levels. An application to two large daily temperature datasets, namely reanalyses and climate-model simulations for France, highlights decreasing extremal dependence for increasing threshold levels and reveals strong differences in joint tail decay rates between reanalyses and simulations.

The stability of an approximating sequence $(A_n)$ for an operator $A$ usually requires, besides invertibility of $A$, the invertibility of further operators, say $B, C, \dots$, that are well-associated to the sequence $(A_n)$. We study this set, $\{A,B,C,\dots\}$, of so-called stability indicators of $(A_n)$ and connect it to the asymptotics of $\|A_n\|$, $\|A_n^{-1}\|$ and $\kappa(A_n)=\|A_n\|\|A_n^{-1}\|$ as well as to spectral pollution by showing that $\limsup {\rm Spec}_\varepsilon A_n= {\rm Spec}_\varepsilon A\cup{\rm Spec}_\varepsilon B\cup{\rm Spec}_\varepsilon C\cup\dots$. We further specify, for each of $\|A_n\|$, $\|A_n^{-1}\|$, $\kappa(A_n)$ and ${\rm Spec}_\varepsilon A_n$, under which conditions even convergence applies.

Spectral deferred corrections (SDC) are a class of iterative methods for the numerical solution of ordinary differential equations. SDC can be interpreted as a Picard iteration to solve a fully implicit collocation problem, preconditioned with a low-order method. It has been widely studied for first-order problems, using explicit, implicit or implicit-explicit Euler and other low-order methods as preconditioner. For first-order problems, SDC achieves arbitrary order of accuracy and possesses good stability properties. While numerical results for SDC applied to the second-order Lorentz equations exist, no theoretical results are available for SDC applied to second-order problems. We present an analysis of the convergence and stability properties of SDC using velocity-Verlet as the base method for general second-order initial value problems. Our analysis proves that the order of convergence depends on whether the force in the system depends on the velocity. We also demonstrate that the SDC iteration is stable under certain conditions. Finally, we show that SDC can be computationally more efficient than a simple Picard iteration or a fourth-order Runge-Kutta-Nystr\"om method.

We study the problem of adaptive variable selection in a Gaussian white noise model of intensity $\varepsilon$ under certain sparsity and regularity conditions on an unknown regression function $f$. The $d$-variate regression function $f$ is assumed to be a sum of functions each depending on a smaller number $k$ of variables ($1 \leq k \leq d$). These functions are unknown to us and only few of them are non-zero. We assume that $d=d_\varepsilon \to \infty$ as $\varepsilon \to 0$ and consider the cases when $k$ is fixed and when $k=k_\varepsilon \to \infty$ and $k=o(d)$ as $\varepsilon \to 0$. In this work, we introduce an adaptive selection procedure that, under some model assumptions, identifies exactly all non-zero $k$-variate components of $f$. In addition, we establish conditions under which exact identification of the non-zero components is impossible. These conditions ensure that the proposed selection procedure is the best possible in the asymptotically minimax sense with respect to the Hamming risk.

A vertex set $L\subseteq V$ is liar's vertex-edge dominating set of a graph $G=(V,E)$ if for every $e_i\in E$, $|N_G[e_i]\cap L|\geq 2$ and for every pair of distinct edges $e_i$ and $e_j$, $|(N_G[e_i]\cup N_G[e_j])\cap L|\geq 3$. In this paper, we introduce the notion of liar's vertex-edge domination which arise naturally from some application in communication network. Given a graph $G$, the \textsc{Minimum Liar's Vertex-Edge Domination Problem} (\textsc{MinLVEDP}) asks to find a minimum liar's vertex-edge dominating set of $G$ of minimum cardinality. We have studied this problem from algorithmic point of view. We show that \textsc{MinLVEDP} can be solved in linear time for trees, whereas the decision version of this problem is NP-complete for general graphs. We further study approximation algorithms for this problem. We propose an $O(\ln \Delta(G))$-approximation algorithm for \textsc{MinLVEDP} in general graphs, where $\Delta(G)$ is the maximum degree of the input graph. On the negative side, we show that the \textsc{MinLVEDP} cannot be approximated within $\frac{1}{2}(\frac{1}{8}-\epsilon)\ln|V|$ for any $\epsilon >0$, unless $NP\subseteq DTIME(|V|^{O(\log(\log|V|)})$.

The Reynolds equation, combined with the Elrod algorithm for including the effect of cavitation, resembles a nonlinear convection-diffusion-reaction (CDR) equation. Its solution by finite elements is prone to oscillations in convection-dominated regions, which are present whenever cavitation occurs. We propose a stabilized finite-element method that is based on the variational multiscale method and exploits the concept of orthogonal subgrid scales. We demonstrate that this approach only requires one additional term in the weak form to obtain a stable method that converges optimally when performing mesh refinement.

Given a function $f: [a,b] \to \mathbb{R}$, if $f(a)<0$ and $f(b)>0$ and $f$ is continuous, the Intermediate Value Theorem implies that $f$ has a root in $[a,b]$. Moreover, given a value-oracle for $f$, an approximate root of $f$ can be computed using the bisection method, and the number of required evaluations is polynomial in the number of accuracy digits. The goal of this paper is to identify conditions under which this polynomiality result extends to a multi-dimensional function that satisfies the conditions of Miranda's theorem -- the natural multi-dimensional extension of the Intermediate Value Theorem. In general, finding an approximate root of $f$ might require an exponential number of evaluations even for a two-dimensional function. We show that, if $f$ is two-dimensional, and at least one component of $f$ is monotone, an approximate root of $f$ can be found using a polynomial number of evalutaions. This result has applications for computing an approximately envy-free cake-cutting among three groups.

In 1986, Flagg and Friedman \cite{ff} gave an elegant alternative proof of the faithfulness of G\"{o}del translation $(\cdot)^\Box$ of Heyting arithmetic $\bf HA$ to Shapiro's epistemic arithmetic $\bf EA$. In \S 2, we shall prove the faithfulness of $(\cdot)^\Box$ without using stability, by introducing another translation from an epistemic system to corresponding intuitionistic system which we shall call \it the modified Rasiowa-Sikorski translation\rm . That is, this introduction of the new translation simplifies the original Flagg and Friedman's proof. In \S 3, we shall give some applications of the modified one for the disjunction property ($\mathsf{DP}$) and the numerical existence property ($\mathsf{NEP}$) of Heyting arithmetic. In \S 4, we shall show that epistemic Markov's rule $\mathsf{EMR}$ in $\bf EA$ is proved via $\bf HA$. So $\bf EA$ $\vdash \mathsf{EMR}$ and $\bf HA$ $\vdash \mathsf{MR}$ are equivalent. In \S 5, we shall give some relations among the translations treated in the previous sections. In \S 6, we shall give an alternative proof of Glivenko's theorem. In \S 7, we shall propose several (modal-)epistemic versions of Markov's rule for Horsten's modal-epistemic arithmetic $\bf MEA$. And, as in \S 4, we shall study some meta-implications among those versions of Markov's rules in $\bf MEA$ and one in $\bf HA$. Friedman and Sheard gave a modal analogue $\mathsf{FS}$ (i.e. Theorem in \cite{fs}) of Friedman's theorem $\mathsf{F}$ (i.e. Theorem 1 in \cite {friedman}): \it Any recursively enumerable extension of $\bf HA$ which has $\mathsf{DP}$ also has $\mathsf{NPE}$\rm . In \S 8, we shall propose a modified version of \it Fundamental Conjecture \rm $\mathsf{FC}$ ($\mathsf{FS} \Longrightarrow \mathsf{F}$) proposed by the author as $\Delta_0$-Fundamental Conjecture. In \S 9, I shall give some discussions and my philosophy.

We improve the previously best known upper bounds on the sizes of $\theta$-spherical codes for every $\theta<\theta^*\approx 62.997^{\circ}$ at least by a factor of $0.4325$, in sufficiently high dimensions. Furthermore, for sphere packing densities in dimensions $n\geq 2000$ we have an improvement at least by a factor of $0.4325+\frac{51}{n}$. Our method also breaks many non-numerical sphere packing density bounds in smaller dimensions. This is the first such improvement for each dimension since the work of Kabatyanskii and Levenshtein~\cite{KL} and its later improvement by Levenshtein~\cite{Leven79}. Novelties of this paper include the analysis of triple correlations, usage of the concentration of mass in high dimensions, and the study of the spacings between the roots of Jacobi polynomials.

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