Confidence Bands for Convex Median Curves using Sign-Tests

Suppose that one observes pairs (x1,Y1), (x2,Y2), ..., (xn,Yn), where x1 < x2 < ... < xn are fixed numbers while Y1, Y2, ..., Yn are independent random variables with unknown distributions. The only assumption is that Median(Yi) = f(xi) for some unknown convex or concave function f. We present a confidence band for this regression function f using suitable multiscale sign tests. While the exact computation of this band seems to require O(n4) steps, good approximations can be obtained in O(n2) steps. In addition the confidence band is shown to have desirable asymptotic properties as the sample size n tends to infinity.

Ambient cosmology and spacetime singularities

We present a new approach to the issues of spacetime singularities and cosmic censorship in general relativity. This is based on the idea that standard 4-dimensional spacetime is the conformal infinity of an ambient metric for the 5-dimensional Einstein equations with fluid sources. We then find that the existence of spacetime singularities in four dimensions is constrained by asymptotic properties of the ambient 5-metric, while the non-degeneracy of the latter crucially depends on cosmic censorship holding on the boundary.

Confidence Bands for Isotonic Median Curves using Sign-Tests

Suppose that one observes independent random variables (X1, Y1), (X2, Y2), …, (Xn, Yn) in R2 with unknown distributions, except that Median(Yi | Xi = M(x) for some unknown isotonic function M. We describe an explicit algorithm for the computation of confidence bands for the median function M whose running time is of order O(n2). The bands rely on multiscale sign tests and are shown to have desirable asymptotic properties.