Simulating dynamic covariance structures for testing the adaptive behavior of variable selection algorithms (Invited Paper)

Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.

Dynamical symmetry of screened Coulomb potential and isotropic harmonic oscillator

It is shown that for the screened Coulomb potential and isotropic harmonic oscillator, there exists an infinite number of closed orbits for suitable angular momentum values. At the aphelion (perihelion) points of classical orbits, an extended Runge-Lenz vector for the screened Coulomb potential and an extended quadrupole tensor for the screened isotropic harmonic oscillator are still conserved. For the screened two-dimensional (2D) Coulomb potential and isotropic harmonic oscillator, the dynamical symmetries SO3 and SU(2) are still preserved at the aphelion (perihelion) points of classical orbits, respectively. For the screened 3D Coulomb potential, the dynamical symmetry SO4 is also preserved at the aphelion (perihelion) points of classical orbits. But for the screened 3D isotropic harmonic oscillator, the dynamical symmetry SU(2) is only preserved at the aphelion (perihelion) points of classical orbits in the eigencoordinate system. For the screened Coulomb potential and isotropic harmonic oscillator, only the energy (but not angular momentum) raising and lowering operators can be constructed from a factorization of the radial Schrodinger equation.

The vector fields admitting one-parameter spatial symmetry group and their reduction

For a n-dimensional vector fields preserving some n-form, the following conclusion is reached by the method of Lie group. That is, if it admits an one-parameter, n-form preserving symmetry group, a transformation independent of the vector field is constructed explicitly, which can reduce not only dimesion of the vector field by one, but also make the reduced vector field preserve the corresponding ( n - 1)-form. In partic ular, while n = 3, an important result can be directly got which is given by Me,ie and Wiggins in 1994.