Applications of random set theory in econometrics

In recent years, the econometrics literature has shown a growing interest in the study of partially identified models, in which the object of economic and statistical interest is a set rather than a point. The characterization of this set and the development of consistent estimators and inference procedures for it with desirable properties are the main goals of partial identification analysis. This review introduces the fundamental tools of the theory of random sets, which brings together elements of topology, convex geometry, and probability theory to develop a coherent mathematical framework to analyze random elements whose realizations are sets. It then elucidates how these tools have been fruitfully applied in econometrics to reach the goals of partial identification analysis.

Limit theorems for nondegenerate U-statistics of continuous semimartingales

This paper presents the asymptotic theory for nondegenerate U-statistics of high frequency observations of continuous Itô semimartingales. We prove uniform convergence in probability and show a functional stable central limit theorem for the standardized version of the U-statistic. The limiting process in the central limit theorem turns out to be conditionally Gaussian with mean zero. Finally, we indicate potential statistical applications of our probabilistic results.

A second look at gauged supergravities from fluxes in M-theory

We investigate reductions of M-theory beyond twisted tori by allowing the presence of KK6 monopoles (KKO6-planes) compatible with N = 4 supersymmetry in four dimensions. The presence of KKO6-planes proves crucial to achieve full moduli stabilisation as they generate new universal moduli powers in the scalar potential. The resulting gauged supergravities turn out to be compatible with a weak G2 holonomy at N = 1 as well as at some non-supersymmetric AdS4 vacua. The M-theory flux vacua we present here cannot be obtained from ordinary type IIA orientifold reductions including background fluxes, D6-branes (O6-planes) and/or KK5 (KKO5) sources. However, from a four-dimensional point of view, they still admit a description in terms of so-called non-geometric fluxes. In this sense we provide the M-theory interpretation for such non-geometric type IIA flux vacua.

Asymptotic freedom, dimensional transmutation, and an infrared conformal fixed point for the δ-function potential in one-dimensional relativistic quantum mechanics

We consider the Schrödinger equation for a relativistic point particle in an external one-dimensional δ-function potential. Using dimensional regularization, we investigate both bound and scattering states, and we obtain results that are consistent with the abstract mathematical theory of self-adjoint extensions of the pseudodifferential operator H=p2+m2−−−−−−−√. Interestingly, this relatively simple system is asymptotically free. In the massless limit, it undergoes dimensional transmutation and it possesses an infrared conformal fixed point. Thus it can be used to illustrate nontrivial concepts of quantum field theory in the simpler framework of relativistic quantum mechanics.

Relative Predicativity and dependent recursion in second-order set theory and higher-orders theories

This article reports that some robustness of the notions of predicativity and of autonomous progression is broken down if as the given infinite total entity we choose some mathematical entities other than the traditional ω. Namely, the equivalence between normal transfinite recursion scheme and new dependent transfinite recursion scheme, which does hold in the context of subsystems of second order number theory, does not hold in the context of subsystems of second order set theory where the universe V of sets is treated as the given totality (nor in the contexts of those of n+3-th order number or set theories, where the class of all n+2-th order objects is treated as the given totality).

A note on the theory SID<ω of stratified induction

We introduce and analyse a theory of finitely stratified general inductive definitions over the natural numbers, inline image, and establish its proof theoretic ordinal, inline image. The definition of inline image bears some similarities with Leivant's ramified theories for finitary inductive definitions.

A feasible theory of truth over combinatory algebra

We define an applicative theory of truth TPT which proves totality exactly for the polynomial time computable functions. TPT has natural and simple axioms since nearly all its truth axioms are standard for truth theories over an applicative framework. The only exception is the axiom dealing with the word predicate. The truth predicate can only reflect elementhood in the words for terms that have smaller length than a given word. This makes it possible to achieve the very low proof-theoretic strength. Truth induction can be allowed without any constraints. For these reasons the system TPT has the high expressive power one expects from truth theories. It allows embeddings of feasible systems of explicit mathematics and bounded arithmetic. The proof that the theory TPT is feasible is not easy. It is not possible to apply a standard realisation approach. For this reason we develop a new realisation approach whose realisation functions work on directed acyclic graphs. In this way, we can express and manipulate realisation information more efficiently.

A new model construction by making a detour via intuitionistic theories I: Operational set theory without choice is Π1-equivalent to KP

We introduce a version of operational set theory, OST−, without a choice operation, which has a machinery for Δ0Δ0 separation based on truth functions and the separation operator, and a new kind of applicative set theory, so-called weak explicit set theory WEST, based on Gödel operations. We show that both the theories and Kripke–Platek set theory KPKP with infinity are pairwise Π1Π1 equivalent. We also show analogous assertions for subtheories with ∈-induction restricted in various ways and for supertheories extended by powerset, beta, limit and Mahlo operations. Whereas the upper bound is given by a refinement of inductive definition in KPKP, the lower bound is by a combination, in a specific way, of realisability, (intuitionistic) forcing and negative interpretations. Thus, despite interpretability between classical theories, we make “a detour via intuitionistic theories”. The combined interpretation, seen as a model construction in the sense of Visser's miniature model theory, is a new way of construction for classical theories and could be said the third kind of model construction ever used which is non-trivial on the logical connective level, after generic extension à la Cohen and Krivine's classical realisability model.

Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations

Multi-objective optimization algorithms aim at finding Pareto-optimal solutions. Recovering Pareto fronts or Pareto sets from a limited number of function evaluations are challenging problems. A popular approach in the case of expensive-to-evaluate functions is to appeal to metamodels. Kriging has been shown efficient as a base for sequential multi-objective optimization, notably through infill sampling criteria balancing exploitation and exploration such as the Expected Hypervolume Improvement. Here we consider Kriging metamodels not only for selecting new points, but as a tool for estimating the whole Pareto front and quantifying how much uncertainty remains on it at any stage of Kriging-based multi-objective optimization algorithms. Our approach relies on the Gaussian process interpretation of Kriging, and bases upon conditional simulations. Using concepts from random set theory, we propose to adapt the Vorob’ev expectation and deviation to capture the variability of the set of non-dominated points. Numerical experiments illustrate the potential of the proposed workflow, and it is shown on examples how Gaussian process simulations and the estimated Vorob’ev deviation can be used to monitor the ability of Kriging-based multi-objective optimization algorithms to accurately learn the Pareto front.

Sheaf representations of MV-algebras and lattice-ordered abelian groups via duality

We study representations of MV-algebras -- equivalently, unital lattice-ordered abelian groups -- through the lens of Stone-Priestley duality, using canonical extensions as an essential tool. Specifically, the theory of canonical extensions implies that the (Stone-Priestley) dual spaces of MV-algebras carry the structure of topological partial commutative ordered semigroups. We use this structure to obtain two different decompositions of such spaces, one indexed over the prime MV-spectrum, the other over the maximal MV-spectrum. These decompositions yield sheaf representations of MV-algebras, using a new and purely duality-theoretic result that relates certain sheaf representations of distributive lattices to decompositions of their dual spaces. Importantly, the proofs of the MV-algebraic representation theorems that we obtain in this way are distinguished from the existing work on this topic by the following features: (1) we use only basic algebraic facts about MV-algebras; (2) we show that the two aforementioned sheaf representations are special cases of a common result, with potential for generalizations; and (3) we show that these results are strongly related to the structure of the Stone-Priestley duals of MV-algebras. In addition, using our analysis of these decompositions, we prove that MV-algebras with isomorphic underlying lattices have homeomorphic maximal MV-spectra. This result is an MV-algebraic generalization of a classical theorem by Kaplansky stating that two compact Hausdorff spaces are homeomorphic if, and only if, the lattices of continuous [0, 1]-valued functions on the spaces are isomorphic.

Algebra of Classical Theoretical Term Reductions in the Sciences

An elementary algebra identifies conceptual and corresponding applicational limitations in John Kemeny and Paul Oppenheim’s (K-O) 1956 model of theoretical reduction in the sciences. The K-O model was once widely accepted, at least in spirit, but seems afterward to have been discredited, or in any event superceeded. Today, the K-O reduction model is seldom mentioned, except to clarify when a reduction in the Kemeny-Oppenheim sense is not intended. The present essay takes a fresh look at the basic mathematics of K-O comparative vocabulary theoretical term reductions, from historical and philosophical standpoints, as a contribution to the history of the philosophy of science. The K-O theoretical reduction model qualifies a theory replacement as a successful reduction when preconditions of explanatory adequacy and comparable systematicization are met, and there occur fewer numbers of theoretical terms identified as replicable syntax types in the most economical statement of a theory’s putative propositional truths, as compared with the theoretical term count for the theory it replaces. The challenge to the historical model developed here, to help explain its scope and limitations, involves the potential for equivocal theoretical meanings of multiple theoretical term tokens of the same syntactical type.

A new model construction by making a detour via intuitionistic theories II: Interpretability lower bound of Feferman's explicit mathematics T0

We partially solve a long-standing problem in the proof theory of explicit mathematics or the proof theory in general. Namely, we give a lower bound of Feferman’s system T0 of explicit mathematics (but only when formulated on classical logic) with a concrete interpretat ion of the subsystem Σ12-AC+ (BI) of second order arithmetic inside T0. Whereas a lower bound proof in the sense of proof-theoretic reducibility or of ordinalanalysis was already given in 80s, the lower bound in the sense of interpretability we give here is new. We apply the new interpretation method developed by the author and Zumbrunnen (2015), which can be seen as the third kind of model construction method for classical theories, after Cohen’s forcing and Krivine’s classical realizability. It gives us an interpretation between classical theories, by composing interpretations between intuitionistic theories.

Details of left ventricular radial wall motion supporting the ventricular theory of the third heart sound obtained by cardiac MR.

OBJECTIVE Obtaining new details of radial motion of left ventricular (LV) segments using velocity-encoding cardiac MRI. METHODS Cardiac MR examinations were performed on 14 healthy volunteers aged between 19 and 26 years. Cine images for navigator-gated phase contrast velocity mapping were acquired using a black blood segmented κ-space spoiled gradient echo sequence with a temporal resolution of 13.8 ms. Peak systolic and diastolic radial velocities as well as radial velocity curves were obtained for 16 ventricular segments. RESULTS Significant differences among peak radial velocities of basal and mid-ventricular segments have been recorded. Particular patterns of segmental radial velocity curves were also noted. An additional wave of outward radial movement during the phase of rapid ventricular filling, corresponding to the expected timing of the third heart sound, appeared of particular interest. CONCLUSION The technique has allowed visualization of new details of LV radial wall motion. In particular, higher peak systolic radial velocities of anterior and inferior segments are suggestive of a relatively higher dynamics of anteroposterior vs lateral radial motion in systole. Specific patterns of radial motion of other LV segments may provide additional insights into LV mechanics. ADVANCES IN KNOWLEDGE The outward radial movement of LV segments impacted by the blood flow during rapid ventricular filling provides a potential substrate for the third heart sound. A biphasic radial expansion of the basal anteroseptal segment in early diastole is likely to be related to the simultaneous longitudinal LV displacement by the stretched great vessels following repolarization and their close apposition to this segment.

Hydrogen atom in space with a compactified extra dimension and potential defined by Gauss' law

We investigate the consequences of one extra spatial dimension for the stability and energy spectrum of the non-relativistic hydrogen atom with a potential defined by Gauss' law, i.e. proportional to 1 /| x | 2 . The additional spatial dimension is considered to be either infinite or curled-up in a circle of radius R. In both cases, the energy spectrum is bounded from below for charges smaller than the same critical value and unbounded from below otherwise. As a consequence of compactification, negative energy eigenstates appear: if R is smaller than a quarter of the Bohr radius, the corresponding Hamiltonian possesses an infinite number of bound states with minimal energy extending at least to the ground state of the hydrogen atom.

Herbivore intoxication as a potential primary function of an inducible volatile plant signal

Plants release herbivore-induced volatiles (HIPVs), which can be used as cues by plants, herbivores and natural enemies. Theory predicts that HIPVs may initially have evolved because of their direct benefits for the emitter and were subsequently adopted as infochemicals. Here, we investigated the potential direct benefits of indole, a major HIPV constituent of many plant species and a key defence priming signal in maize. We used indole-deficient maize mutants and synthetic indole at physiologically relevant doses to document the impact of the volatile on the generalist herbivore Spodoptera littoralis. Our experiments demonstrate that indole directly decreases food consumption, plant damage and survival of S. littoralis caterpillars. Surprisingly, exposure to volatile indole increased caterpillar growth. Furthermore, we show that S. littoralis caterpillars and adults consistently avoid indole-producing plants in olfactometer experiments, feeding assays and oviposition trials. Synthesis. Together, these results provide a potential evolutionary trajectory by which the release of a HIPV as a direct defence precedes its use as a cue by herbivores and an alert signal by plants. Furthermore, our experiments show that the effects of a plant secondary metabolite on weight gain and food consumption can diverge in a counterintuitive manner, which implies that larval growth can be a poor proxy for herbivore fitness and plant resistance.