We study the symplectic reparametrizations that are possible for theories of N = 2 supersymmetric vector multiplets in the presence of a chiral background and discuss some of their consequences. One of them concerns an anomaly arising from a conflict between symplectic covariance and holomorphy. ABSTRACT We study the symplectic reparametrizations that are possible for theories of N = 2 supersym...

Surjectivity of linear projections between distribution families with fixed mean and covariance (regardless of dimension) is re-derived by a new proof. We further extend this property to distribution families that respect additional constraints, such as symmetry, unimodality and log-concavity. By combining our results with classic univariate inequalities, we provide new worst-case analyses for ...

We consider the problem of steering a linear stochastic system between two endpoint degenerate Gaussian distributions in finite time. This accounts for those situations which some but not all state entries are uncertain at initial, <tex...

How to relate two blocks of variables? Partial least squares Analysis two-block pls u, v u'u = v'v = 1 Low-dimensional representation of the pattern of correlations/ covariances between two blocks of variables: A second dimension can be computed as directions orthogonal to the first ones, accounting for the second most correlation/covariance. A direction in each of the two data spaces, for whic...

We introduce a new class of nonstationary covariance functions for spatial modelling. Nonstationary covariance functions allow the model to adapt to spatial surfaces whose variability changes with location. The class includes a nonstationary version of the Matérn stationary covariance, in which the differentiability of the spatial surface is controlled by a parameter, freeing one from fixing th...