Temporal data are increasingly prevalent in modern data science. A
fundamental question is whether two time series are related or not. Existing
approaches often have limitations, such as relying on parametric assumptions,
detecting only lin...
Dynamics of neural fields with exponential temporal kernel
August 17, 2019
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Mathematics
Physics
Dynamical Systems
Pattern Formation and Solitons
We consider the standard neural field equation with an exponential temporal
kernel. We analyze the time-independent (static) and time-dependent (dynamic)
bifurcations of the equilibrium solution and the emerging spatiotemporal wave
patterns...
Evolution of cooperation in networks with well-connected cooperators
August 16, 2019
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Quantitative Biology
Physics
Populations and Evolution
Physics and Society
Cooperative behavior constitutes a key aspect of human society and non-human
animal systems, but explaining how cooperation evolves represents a major
scientific challenge. It is now well established that social network structure
plays a ce...
Nonparametric Identification of First-Price Auction with Unobserved
Competition: A Density Discontinuity Framework
August 15, 2019
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Economics
Econometrics
Econometrics
We consider nonparametric identification of independent private value
first-price auction models, in which the analyst only observes winning bids.
Our benchmark model assumes an exogenous number of bidders N. We show that,
if the bidders ...
Probabilistic Verification in Mechanism Design
August 15, 2019
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Economics
Computer Science
Theoretical Economics
Computer Science and Game Theory
We introduce a model of probabilistic verification in mechanism design. The
principal elicits a message from the agent and then selects a test to give the
agent. The agent's true type determines the probability with which he can pass
each t...
A Simulative Study on Active Disturbance Rejection Control (ADRC) as a
Control Tool for Practitioners
August 13, 2019
Electrical Engineering and Systems Science
Computer Science
Systems and Control
Systems and Control
As an alternative to both classical PID-type and modern model-based
approaches to solving control problems, active disturbance rejection control
(ADRC) has gained significant traction in recent years. With its simple tuning
method and robus...
R-miss-tastic: a unified platform for missing values methods and
workflows
August 13, 2019
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Statistics
Methodology
Missing values are unavoidable when working with data. Their occurrence is
exacerbated as more data from different sources become available. However, most
statistical models and visualization methods require complete data, and
improper hand...
High-frequency analysis of parabolic stochastic PDEs with multiplicative
noise
August 12, 2019
Mathematics
Statistics
Probability
Statistics Theory
Statistics Theory
We consider the stochastic heat equation driven by a multiplicative Gaussian
noise that is white in time and spatially homogeneous in space. Assuming that
the spatial correlation function is given by a Riesz kernel of order $\alpha
\in (0,1...
Robust Bilevel Optimization for Near-Optimal Lower-Level Solutions
August 12, 2019
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Mathematics
Computer Science
Optimization and Control
Computer Science and Game Theory
Bilevel optimization problems embed the optimality of a subproblem as a
constraint of another optimization problem. We introduce the concept of
near-optimality robustness for bilevel optimization, protecting the upper-level
solution feasibi...
Asymptotic Validity and Finite-Sample Properties of Approximate
Randomization Tests
August 12, 2019
Statistics
Methodology
Machine Learning
Randomization tests rely on simple data transformations and possess an
appealing robustness property. In addition to being finite-sample valid if the
data distribution is invariant under the transformation, these tests can be
asymptotically...