Despite the mandates of a rapidly changing world, the U.S. military today is still dominated by Cold-war era weaponry, organizational hierarchies, doctrine, and planning based on the expectation of massive Soviet-style land warfare. Nevertheless, one thing is absolutely certain: a U.S. military transformation will occur. The real issues are when, how, and with what consequences. Two historical ...

We consider Markov decision processes (MDP) as generators of sequences of probability distributions over states. A probability distribution is psynchronizing if the probability mass is at least p in a single state, or in a given set of states. We consider four temporal synchronizing modes: a sequence of probability distributions is always p-synchronizing, eventually p-synchronizing, weakly psyn...

We study the almost sure convergence of the Bartlett estimator for the asymptotic variance of the sample mean of a stationary weekly dependent process. We also study the a. s. behavior of this estimator in the case of long-range dependent observations. In the weakly dependent case, we establish conditions under which the estimator is strongly consistent. We also show that, after appropriate nor...

Two-dimensional (2-D) and, more generally, multidimensional harmonic retrieval is of interest in a variety of applications, including transmitter localization and joint time and frequency offset estimation in wireless communications. The associated identifiability problem is key in understanding the fundamental limitations of parametric methods in terms of the number of harmonics that can be re...

I would like to tell you about an easily stated problem which lies at the border of geometry, probability and classical analysis. In the summer of 2005 two undergraduates at McGill University worked in this general area, and were able to make some progress. When posing the project to them I made a certain conjecture, and (as expected) they did not get far enough in their eight week project to b...

Ultrahigh dimensional variable selection plays an increasingly important role in contemporary scientific discoveries and statistical research. A simple and effective method is the correlation screening. For generalized linear models, we propose a more general version of the independent learning with ranking the maximum marginal likelihood estimates or the maximum marginal likelihood itself. We ...

We consider a financial model with permanent price impact. Continuous time trading dynamics are derived as the limit of discrete rebalancing policies. We then study the problem of super-hedging a European option. Our main result is the derivation of a quasi-linear pricing equation. It holds in the sense of viscosity solutions. When it admits a smooth solution, it provides a perfect hedging stra...

Hierarchical models are extensively studied and widely used in statistics and many other scientific areas. They provide an effective tool for combining information from similar resources and achieving partial pooling of inference. Since the seminal work by James and Stein (1961) and Stein (1962), shrinkage estimation has become one major focus for hierarchical models. For the homoscedastic norm...

This paper considers the computational hardness of computing expected outcomes and deciding (universal) (positive) almost–sure termination of probabilistic programs. It is shown that computing lower and upper bounds of expected outcomes is Σ 1– and Σ 0 2–complete, respectively. Deciding (universal) almost–sure termination as well as deciding whether the expected outcome of a program equals a gi...

Thirty four years-old woman with an extrinsic trachea compression because of a right-sided arch and left subclavia artery diagnosed as having asthma since she was 2 years old.