local em estimation of the hazard function for interval censored data summary we propose a smooth hazard estimator for interval censored survival data using the method of local likelihood the model is fit using a local em algorithm the estimator is more descriptive than traditional empirical estimates in regions of concentrated information and takes on a parametric flavor in regions of sparse information we derive two different standard error estimates for the smooth curve one based on asymptotic theory and the other on the bootstrap we illustrate the local em method for times to breast cosmesis deterioration finkelstein 1986 biometrics42 845 854 and for times to hiv 1 infection for individuals with hemophilia kroner et al 1994 journal of aids7 279 286 our hazard estimates for each of these data sets show interesting structures that would not be found using a standard parametric hazard model or empirical survivorship estimates

on the singularity structure of the 2d ising model susceptibility some simplifications of the integrals 2n 1 derived by wu et al 1976 13 316 that contribute to the zero field susceptibility of the 2d square lattice ising model are reported in particular several alternate expressions for the integrands in 2n 1 are determined which greatly facilitate both the generation of high temperature series and analytical analysis one can show that as series 2n 1 22n s 2 4n n 1 1 o s where s is the high temperature variable sin 2k with k the conventional normalized inverse temperature analysis of the integrals near symmetry points of the integrands shows that 2n 1 s is singular on the unit circle at sk exp ik where 2cos k cos 2 k 2n 1 cos 2 2n 1 n k n the singularities k 0 excepted are logarithmic branch points of order 2n n 1 1ln with 1 s sk there is numerical evidence from series that these van hove points in addition to the known points at s 1 and i exhaust the singularities on the unit circle barring cancellation from extra unobserved singularities one can conclude that s 1 is a natural boundary for the susceptibility

diagnostics for a cumulative multinomial generalized linear model with applications to grouped toxicological mortality data abstract toxicologists frequently conduct toxicity experiments in which different treatment conditions are applied to groups of animals and the resulting mortality in each group is measured at a number of discrete time points over the course of the experiment in this article we develop and extend a number of diagnostic tools for the detection of mean misspecification or systematic departures of the mean link specification in cumulative multinomial generalized linear models fit to such data several real data sets are used to illustrate these diagnostics these tools help the analyst to differentiate between two sources of lack of fit in such models mean misspecification and extra multinomial variation or overdispersion

transcendence of formal power series with rational coefficients we give algebraic proofs of transcendence over q x of formal power series with rational coefficients by using inter alia reduction modulo prime numbers and the christol theorem applications to generating series of languages and combinatorial objects are given

on power and sample size calculations for likelihood ratio tests in generalized linear models summary a direct extension of the approach described in self mauritsen and ohara 1992 biometrics 48 31 39 for power and sample size calculations in generalized linear models is presented the major feature of the proposed approach is that the modification accommodates both a finite and an infinite number of covariate configurations furthermore for the approximation of the noncentrality of the noncentral chi square distribution for the likelihood ratio statistic a simplification is provided that not only reduces substantial computation but also maintains the accuracy simulation studies are conducted to assess the accuracy for various model configurations and covariate distributions

optimal designs for binary data abstract this article is concerned with the problem of selecting the values of the explanatory variable in logistic regression to obtain likelihood based confidence regions of minimum area one way of finding analytic solutions is by replacing the log likelihood by a quadratic surface around the maximum approximating in this way the likelihood regions by ellipses the optimal allocation for this local approximation is derived without unnecessary restrictions since the implementation of the optimal allocation requires accurate initial estimates a two stage procedure that uses the second stage to complement the first is recommended an alternative approach is to deal directly with the likelihood regions in this case the identification of the globally optimal allocation calls for numerical integration and optimization the results presented here attempt to strengthen those introduced by abdelbasit and plackett 1983 who derived optimal allocation for the local criterion under the restriction of symmet

form factor expansion of the row and diagonal correlation functions of the two dimensional ising model we derive and prove exponential and form factor expansions of the row correlation function 0 0 0 n and the diagonal correlation function 0 0 n n of the two dimensional ising model

ising model susceptibility the fuchsian differential equation for χ 4 and its factorization properties we give the fuchsian linear differential equation satisfied by x 4 the four particle contribution to the susceptibility of the isotropic square lattice ising model this fuchsian differential equation is deduced from a series expansion method introduced in two previous papers and is applied with some symmetries and tricks specific to x 4 the corresponding order ten linear differentia operator exhibits a large set of factorization properties among these factorizations one is highly remarkable it corresponds to the fact that the two particle contribution x 2 is actually a solution of this order ten linear differential operator this result together with a similar one for the order seven differential operator corresponding to the three particle contribution x 3 leads us to a conjecture on the structure of all the n particle contributions x n

differential algebra on lattice green functions and calabi yau operators we revisit miscellaneous linear differential operators mostly associated with lattice green functions in arbitrary dimensions but also calabi yau operators and order 7 operators corresponding to exceptional differential galois groups we show that these irreducible operators are not only globally nilpotent but are such that they are homomorphic to their formal adjoints considering these operators or sometimes equivalent operators we show that they are also such that either their symmetric square or their exterior square have a rational solution this is a general result an irreducible linear differential operator homomorphic to its formal adjoint is necessarily such that either its symmetric square or its exterior square has a rational solution and this situation corresponds to the occurrence of a special differential galois group we thus define the notion of being special geometry for a linear differential operator if it is irreducible globally nilpotent and such that it is homomorphic to its formal adjoint since many derived from geometry n fold integrals periods occurring in physics are seen to be diagonals of rational functions we address several examples of minimal order operators annihilating diagonals of rational functions and remark that they also seem to be systematically associated with irreducible factors homomorphic to their adjoint

the susceptibility of the square lattice ising model new developments we have made substantial advances in elucidating the properties of the susceptibility of the square lattice ising model we discuss its analyticity properties certain closed form expressions for subsets of the coefficients and give an algorithm of complexity o n6 to determine its first n coefficients as a result we have generated and analyzed series with more than 300 terms in both the high and low temperature regime we quantify the effect of irrelevant variables to the scaling amplitude functions in particular we find and quantify the breakdown of simple scaling in the absence of irrelevant scaling fields arising first at order t tc 9 4 though high low temperature symmetry is still preserved at terms of order t tc 17 4 and beyond this symmetry is no longer present the short distance terms are shown to have the form t tc p log t tc q with p q2 conjectured exact expressions for some correlation functions and series coefficients in terms of elliptic theta functions also foreshadow future developments

factorization of the ising model form factors we present a general method for analytically factorizing the n fold form factor integrals f n n n t for the correlation functions of the ising model on the diagonal in terms of the hypergeometric functions 2f1 1 2 n 1 2 n 1 t which appear in the form factor f 1 n n t new quadratic recursion and quartic identities are obtained for the form factors for n 2 3 for n 2 3 4 explicit results are given for the form factors these factorizations are proved for all n for n 2 3 these results yield the emergence of palindromic polynomials canonically associated with elliptic curves as a consequence understanding the form factors amounts to describing and understanding an infinite set of palindromic polynomials canonically associated with elliptic curves from an analytical viewpoint the relation of these palindromic polynomials with hypergeometric functions associated with elliptic curves is made very explicitly and from a differential algebra viewpoint this corresponds to the emergence of direct sums of differential operators homomorphic to symmetric powers of a second order operator associated with elliptic curve

properties of sufficiency and statistical tests 1 in a previous paper dealing with the importance of properties of sufficiency in the statistical theory of small samples attention was mainly confined to the theory of estimation in the present paper the structure of small sample tests whether these are related to problems of estimation and fiducial distributions or are of the nature of tests of goodness of fit is considered further

nonnull asymptotic distributions of three classic criteria in generalised linear models summary this paper develops simple formulae for the asymptotic expansions up to order n of the distributions of the likelihood ratio wald and score statistics in generalised linear models under a sequence of pitman alternatives the powers of all three criteria which are equivalent to first order are compared under specific conditions based on second order approximations the asymptotic distributions of all three statistics are obtained for testing a subset of linear parameters when the dispersion parameter is known for testing the dispersion parameter and for testing the whole set of linear parameters assuming that the dispersion parameter is unknown the formulae derived are simple enough to be used analytically to obtain closed form expressions for these expansions in special models with a fisher information matrix in closed form

on the singularities in the susceptibility expansion for the two dimensional ising model for temperatures below the critical temperature the magnetic susceptibility for the two dimensional isotropic ising model can be expressed in terms of an infinite series of multiple integrals with respect to a parameter related to temperature and the interaction constant the integrals may be extended to functions analytic outside the unit circle in a groundbreaking paper nickel j phys a 32 3889 3906 1999 identified a class of singularities of these integrals on the unit circle in this note we show that there are no other singularities on the unit circle

bootstrap selection of the smoothing parameter in nonparametric hazard rate estimation abstract an asymptotic representation of the mean weighted integrated squared error for the kernel based estimator of the hazard rate in the presence of right censored samples is obtained for different bootstrap resampling methods as a consequence a new bandwidth selector based on the bootstrap is introduced very satisfactory simulations results are obtained in comparison to the cross validation selector for different models using warped i e binned versions of the estimators

addendum to on the singularity structure of the 2d ising model susceptibility a remarkable product formula first derived by palmer and tracy 1981 adv appl math 2 329 for the integrand of the two dimensional ising model susceptibility expansion coefficients 2n for temperatures t less than the critical t c is shown to apply equally for 2n 1 for t t c and agrees with formulae derived by yamada 1984 prog theor phys 71 1416 this new representation simplifies the derivation of the results in the original paper of this title 1999 j phys a math gen 32 3889 to the extent that the leading series behaviour and the singularity structure can be deduced almost by inspection the derivation of series is also simplified and i show using extended series and knowledge of the singularity structure that there is now unambiguous evidence for correction to scaling terms in the susceptibility beyond those inferred from a nonlinear scaling field analysis

functional limit laws for the increments of kaplan meier product limit processes and applications we prove functional limit laws for the increment functions of empirical processes based upon randomly right censored data the increment sizes we consider are classified into different classes covering the whole possible spectrum we apply these results to obtain a description of the strong limiting behavior of a series of estimators of local functionals of lifetime distributions in particular we treat the case of kernel density and hazard rate estimators

the diagonal ising susceptibility we use the recently derived form factor expansions of the diagonal two point correlation function of the square ising model to study the susceptibility for a magnetic field applied only to one diagonal of the square lattice for the isotropic ising model we exactly evaluate the one and two particle contributions 1 d and 2 d of the corresponding susceptibility and obtain linear differential equations for the three and four particle contributions as well as the five particle contribution 5 d but only modulo a given prime we use these exact linear differential equations to show that not only the russian doll structure but also the direct sum structure on the linear differential operators for the n particle contributions n d are quite directly inherited from the direct sum structure on the form factors f n we show that the nth particle contributions n d have their singularities at roots of unity these singularities become dense on the unit circle sinh 2ev ktsinh 2eh kt 1 as n

singularities of n fold integrals of the ising class and the theory of elliptic curves we introduce some multiple integrals that are expected to have the same singularities as the singularities of the n particle contributions n to the susceptibility of the square lattice ising model we find the fuchsian linear differential equation satisfied by these multiple integrals for n 1 2 3 4 and only modulo some primes for n 5 and 6 thus providing a large set of possible new singularities of n we discuss the singularity structure for these multiple integrals by solving the landau conditions we find that the singularities of the associated odes identify up to n 6 with the leading pinch landau singularities the second remarkable obtained feature is that the singularities of the odes associated with the multiple integrals reduce to the singularities of the odes associated with a finite number of one dimensional integrals among the singularities found we underline the fact that the quadratic polynomial condition 1 3w 4w2 0 that occurs in the linear differential equation of 3 actually corresponds to a remarkable property of selected elliptic curves namely the occurrence of complex multiplication the interpretation of complex multiplication for elliptic curves as complex fixed points of the selected generators of the renormalization group namely isogenies of elliptic curves is sketched most of the other singularities occurring in our multiple integrals are not related to complex multiplication situations suggesting an interpretation in terms of motivic mathematical structures beyond the theory of elliptic curves

high order fuchsian equations for the square lattice ising model χ 6 this paper deals with the six particle contribution to the magnetic susceptibility of the square lattice ising model we have generated modulo a prime series coefficients for the length of the series is sufficient to produce the corresponding fuchsian linear differential equation modulo a prime we obtain the fuchsian linear differential equation that annihilates the depleted series the factorization of the corresponding differential operator is performed using a method of factorization modulo a prime introduced in a previous paper the depleted differential operator is shown to have a structure similar to the corresponding operator for it splits into factors of smaller orders with the left most factor of order 6 being equivalent to the symmetric fifth power of the linear differential operator corresponding to the elliptic integral e the right most factor has a direct sum structure and using series calculated modulo several primes all the factors in the direct sum have been reconstructed in exact arithmetics

globally nilpotent differential operators and the square ising model we recall various multiple integrals with one parameter related to the isotropic square ising model and corresponding respectively to the n particle contributions of the magnetic susceptibility to the lattice form factors to the two point correlation functions and to their extensions the univariate analytic functions defined by these integrals are holonomic and even g functions they satisfy fuchsian linear differential equations with polynomial coefficients and have some arithmetic properties we recall the explicit forms found in previous work of these fuchsian equations as well as their russian doll and direct sum structures these differential operators are selected fuchsian linear differential operators and their remarkable properties have a deep geometrical origin they are all globally nilpotent or sometimes even have zero p curvature we also display miscellaneous examples of globally nilpotent operators emerging from enumerative combinatorics problems for which no integral representation is yet known focusing on the factorized parts of all these operators we find out that the global nilpotence of the factors resp p curvature nullity corresponds to a set of selected structures of algebraic geometry elliptic curves modular curves curves of genus five six and even a remarkable weight 1 modular form emerging in the three particle contribution 3 of the magnetic susceptibility of the square ising model noticeably this associated weight 1 modular form is also seen in the factors of the differential operator for another n fold integral of the ising class 3 h for the staircase polygons counting and in ap ry s study of 3 g functions naturally occur as solutions of globally nilpotent operators in the case where we do not have g functions but hamburger functions one irregular singularity at 0 or that correspond to the confluence of singularities in the scaling limit the p curvature is also found to verify new structures associated with simple deformations of the nilpotent property

improved likelihood ratio statistics for exponential family nonlinear models summary this paper gives a general formula for the expected likelihood ratio statistic for exponential family nonlinear models corrected up to order n 1 where n is the sample size this result generalizes previous work by cordeiro 1983 various general bartlett adjustment formulae are given to some special models and improved likelihood ratio tests are discussed

square lattice ising model susceptibility series expansion method and differential equation for χ 3 in a previous paper 2004 j phys a math gen 37 9651 68 we have given the fuchsian linear differential equation satisfied by 3 the three particle contribution to the susceptibility of the isotropic square lattice ising model this paper gives the details of the calculations with some useful tricks and tools allowing one to obtain long series in polynomial time the method is based on series expansion in the variables that appear in the n 1 dimensional integrals representing the n particle contribution to the isotropic square lattice ising model susceptibility the integration rules are straightforward due to remarkable formulae we derived for these variables we obtain without any numerical approximation 3 as a fully integrated series in the variable w s 2 1 s2 where s sh 2k with k j kt the conventional ising model coupling constant we also give some perspectives and comments on these results

landau singularities and singularities of holonomic integrals of the ising class we consider families of multiple and simple integrals of the ising class and the linear ordinary differential equations with polynomial coefficients they are solutions of we compare the full set of singularities given by the roots of the head polynomial of these linear odes and the subset of singularities occurring in the integrals with the singularities obtained from the landau conditions for these ising class integrals we show that the landau conditions can be worked out either to give the singularities of the corresponding linear differential equation or the singularities occurring in the integral the singular behaviour of these integrals is obtained in the self dual variable w s 2 1 s2 with s sinh 2k where k j kt is the usual ising model coupling constant switching to the variable s we show that the singularities of the analytic continuation of series expansions of these integrals actually break the kramers wannier duality we revisit the singular behaviour zenine et al 2005 j phys a math gen 38 9439 74 of the third contribution to the magnetic susceptibility of ising model 3 at the points 1 3w 4w2 0 and show that 3 s is not singular at the corresponding points inside the unit circle s 1 while its analytical continuation in the variable s is actually singular at the corresponding points 2 s s2 0 outside the unit circle s 1

improved likelihood ratio statistics for generalized linear models summary this paper gives a general formula for the expected value of the likelihood ratio statistic for generalized linear models corrected up to terms of order n 1 where n is the size of the sample the application of this formula to some models is illustrated

integrals of the ising class from an experimental mathematical perspective we analyze ising class integrals our experimental results involvedextreme precision multidimensional quadrature on intricate integrands thus highly parallel computation was required

a rapidly convergent series for computing and its derivatives we derive a series expansion for ap z in which the terms of the expansion are simple rational functions of z from a computational viewpoint the new series is of interest in that it converges for all z not necessarily real valued and is particularly rapid for values of z near the origin from a mathematical viewpoint the series is of interest in that although 4i z has poles at the negative integers and zero the series is uniformly convergent in any finite interval a re z b a series expansion for a z the derivative of the log gamma function usually denoted by a z d log r z dz is a regular function with simple poles at the negative integers and zero no power series can therefore have infinite radius of convergence and this constraint limits the speed at which the coefficients in such a power series decrease in this paper we give a series expansion for ab z that has infinite radius of convergence despite the poles the expansion is not a power series but converges uniformly to a z in any finite interval convergence is particularly rapid for small z say jzj 1 0 and in this range ten terms of the expansion give accuracy to at least ten decimal places for computational purposes the recurrence relation 4 z 1 a z 1 z can be used for real z to obtain a value of z near the origin extremely large values of z are best dealt with by asymptotic expansions the taylor series expansion for 4p 1 z about z 0 abramowitz and stegun 1 eq 6 3 14 is 1 4p 1 z y 2 1 r id r 1 zr zi 1 r 1 where y is euler s constant and t r 1 ew ik ri is riemann s zeta function the coefficients of the power series 1 do not tend to zero so that the speed of convergence depends entirely on the magnitude of izl to obtain a more rapidly convergent series we rewrite 1 as a double series and regroup to obtain 2 ip 1 z y i 1 r zr cr ar z r jzj o r 1 where ar r r and cr k i r ik r l it is readily shown that lim rr r e 1 1 0 582 so that both ar and cr diminish rapidly to zero the series 2 therefore converges pointwise for all finite z and it is therefore the analytic continuation of 1 to establish uniform convergence in any finite interval a re z b let gj z be the sum of the first n 1 terms in 2 counting the constant received march 3 1980 1980 mathematics subject classification primary 33a15 secondary 65d20 i 1981 american mathematical society 0025 571 8 81 oooq 0020 01 50 247 this content downloaded from 157 55 39 185 on fri 16 sep 2016 05 35 55 utc all use subject to http about jstor org terms

diagonal ising susceptibility elliptic integrals modular forms and calabi yau equations we give the exact expressions of the partial susceptibilities 3 d and 4 d for the diagonal susceptibility of the ising model in terms of modular forms and calabi yau odes and more specifically 3f2 1 3 2 3 3 2 1 1 z and 4f3 1 2 1 2 1 2 1 2 1 1 1 z hypergeometric functions by solving the connection problems we analytically compute the behavior at all finite singular points for 3 d and 4 d we also give new results for 5 d we see in particular the emergence of a remarkable order 6 operator which is such that its symmetric square has a rational solution these new exact results indicate that the linear differential operators occurring in the n fold integrals of the ising model are not only derived from geometry globally nilpotent but actually correspond to special geometry homomorphic to their formal adjoint this raises the question of seeing if these special geometry ising operators are special ones reducing in fact systematically to selected k balanced q 1fq hypergeometric functions or correspond to the more general solutions of calabi yau equations

is the improved likelihood ratio statistic really improved in the discrete case summary on the basis of some numerical studies we argue that bartlett adjustment of the likelihood ratio statistic for discrete data does not in general yield an improvement in the asymptotic error rate of the chi squared approximation also we argue that the small sample effect of the bartlett adjustment is unclear and that it is in no way comparable with the improvement obtained for continuous data

comment on the fuchsian differential equation of the square lattice ising model χ 3 susceptibility the new singularities in 3 found by zenine et al 2004 j phys a math gen 37 9651 are pinch type singularities analogous to those found in feynman graphs in field theory a general formula for the possible location of all such singularities for arbitrary n is given

quantum spin chains and riemann zeta function with odd arguments the riemann zeta function is an important object of number theory we argue that it is related to the heisenberg spin 1 2 anti ferromagnet in the xxx spin chain we study the probability of formation of a ferromagnetic string in the anti ferromagnetic ground state in the thermodynamics limit we prove that for short strings the probability can be expressed in terms of the riemann zeta function with odd arguments

square lattice ising model susceptibility connection matrices and singular behaviour of χ 3 and χ 4 we present a simple but efficient way to calculate connection matrices between sets of independent local solutions defined at two neighbouring singular points of fuchsian differential equations of quite large orders such as those found for the third and fourth contribution 3 and 4 to the magnetic susceptibility of the square lattice ising model we deduce all the critical behaviours of the solutions 3 and 4 as well as the asymptotic behaviour of the coefficients in the corresponding series expansions we confirm that the newly found quadratic singularities of the fuchsian ode associated with 3 are not singularities of the particular solution 3 itself we use the previous connection matrices to get the exact expressions of all the monodromy matrices of the fuchsian differential equation for 3 and 4 expressed in the same basis of solutions these monodromy matrices are the generators of the differential galois group of the fuchsian differential equations for 3 and 4 whose analysis is just sketched here as far as the physics implications of the solutions are concerned we find challenging qualitative differences when comparing the corrections to scaling for the full susceptibility at high temperature respectively low temperature and the first two terms 1 and 3 respectively 2 and 4

holonomy of the ising model form factors we study the ising model two point diagonal correlation function c n n by presenting an exponential and form factor expansion in an integral representation which differs from the known expansion of wu mccoy tracy and barouch we extend this expansion weighting by powers of a variable the j particle contributions f j n n in the form factor expansion the corresponding extension of the two point diagonal correlation function c n n is shown for arbitrary to be a solution of the sigma form of the painleve vi equation introduced by jimbo and miwa in their isomonodromic approach to the ising model fuchsian linear differential equations for the form factors f j n n are obtained for j 9 and shown to have both a russian doll nesting and a decomposition of the corresponding linear differential operators as a direct sum of operators equivalent to symmetric powers of the second order linear differential operator associated with the elliptic integral e from this we show that each f j n n is unexpectedly simple being expressed polynomially in terms of the elliptic integrals e and k in contrast we exhibit some mathematical objects built from these form factors f j n n which break the direct sum of symmetric powers decomposition with its associated polynomial expressions first we show that the scaling limit of these differential operators and form factors breaks the direct sum structure but not the russian doll structure secondly we show that the previous extension of two point diagonal correlation functions c n n is for singled out values cos m n m n integers also solutions of fuchsian linear differential equations these solutions of painleve vi are not polynomial in e and k but are actually algebraic functions being associated with modular curves

a note on likelihood ratio tests for models with latent variables the likelihood ratio test lrt is widely used for comparing the relative fit of nested latent variable models following wilks theorem the lrt is conducted by comparing the lrt statistic with its asymptotic distribution under the restricted model a formula see text distribution with degrees of freedom equal to the difference in the number of free parameters between the two nested models under comparison for models with latent variables such as factor analysis structural equation models and random effects models however it is often found that the formula see text approximation does not hold in this note we show how the regularity conditions of wilks theorem may be violated using three examples of models with latent variables in addition a more general theory for lrt is given that provides the correct asymptotic theory for these lrts this general theory was first established in chernoff j r stat soc ser b methodol 45 404 413 1954 and discussed in both van der vaart asymptotic statistics cambridge cambridge university press 2000 and drton ann stat 37 979 1012 2009 but it does not seem to have received enough attention we illustrate this general theory with the three examples

ising n fold integrals as diagonals of rational functions and integrality of series expansions we show that the n fold integrals n of the magnetic susceptibility of the ising model as well as various other n fold integrals of the ising class or n fold integrals from enumerative combinatorics like lattice green functions correspond to a distinguished class of functions generalizing algebraic functions they are actually diagonals of rational functions as a consequence the power series expansions of the analytic at x 0 solutions of these linear differential equations derived from geometry are globally bounded which means that after just one rescaling of the expansion variable they can be cast into series expansions with integer coefficients we also give several results showing that the unique analytical solution of calabi yau odes and more generally picard fuchs linear odes with solutions of maximal weights are always diagonals of rational functions besides in a more enumerative combinatorics context generating functions whose coefficients are expressed in terms of nested sums of products of binomial terms can also be shown to be diagonals of rational functions we finally address the question of the relations between the notion of integrality series with integer coefficients or more generally globally bounded series and the modularity of odes

laplace approximation of high dimensional integrals summary it is shown that the usual laplace approximation is not a valid asymptotic approximation when the dimension of the integral is comparable with the limiting parameter n the formal laplace expansion for multidimensional integrals is given and used to construct asymptotic approximations for high dimensional integrals one example is considered in which the dimension of the integral is o n 1 2 and the relative error of the unmodified laplace approximation is 0 1 nevertheless it is possible to construct a valid asymptotic expansion by regrouping terms in the formal expansion according to asymptotic order in n

new results for the correlation functions of the ising model and the transverse ising chain in this paper we show how an infinite system of coupled toda type nonlinear differential equations derived by one of us can be used efficiently to calculate the time dependent pair correlations in the ising chain in a transverse field the results are seen to match extremely well long large time asymptotic expansions newly derived here for our initial conditions we use new long asymptotic expansions for the equal time pair correlation functions of the transverse ising chain extending an old result of t t wu for the 2d ising model using this one can also study the equal time wavevector dependent correlation function of the quantum chain a k a the q dependent diagonal susceptibility in the 2d ising model in great detail with very little computational effort

experimental mathematics on the magnetic susceptibility of the square lattice ising model we calculate very long low and high temperature series for the susceptibility of the square lattice ising model as well as very long series for the five particle contribution 5 and six particle contribution 6 these calculations have been made possible by the use of highly optimized polynomial time modular algorithms and a total of more than 150 000 cpu hours on computer clusters the series for low and high temperature regimes 5 and 6 are now extended to 2000 terms in addition for 5 10 000 terms of the series are calculated modulo a single prime and have been used to find the linear ode satisfied by 5 modulo a prime a diff pade analysis of the 2000 terms series for 5 and 6 confirms to a very high degree of confidence previous conjectures about the location and strength of the singularities of the n particle components of the susceptibility up to a small set of additional singularities the exponents at all the singularities of the fuchsian linear ode of 5 and the as yet unknown ode of 6 are given they are all rational numbers we find the presence of singularities at w 1 2 for the linear ode of 5 and w2 1 8 for the ode of 6 which are not singularities of the physical 5 and 6 that is to say the series solutions of the ode s which are analytic at w 0 furthermore analysis of the long series for 5 and 6 combined with the corresponding long series for the full susceptibility yields previously conjectured singularities in some n n 7 the exponents at all these singularities are also seen to be rational numbers we also present a mechanism of resummation of the logarithmic singularities of the n leading to the known power law critical behaviour occurring in the full and perform a power spectrum analysis giving strong arguments in favour of the existence of a natural boundary for the full susceptibility

spectral functions special functions and the selberg zeta function the functional determinant of an eigenvalue sequence as defined by zeta regularization can be simply evaluated by quadratures we apply this procedure to the selberg trace formula for a compact riemann surface to find a factorization of the selberg zeta function into two functional determinants respectively related to the laplacian on the compact surface itself and on the sphere we also apply our formalism to various explicit eigenvalue sequences reproducing in a simpler way classical results about the gamma function and the barnesg function concerning the latter our method explains its connection to the selberg zeta function and evaluates the related glaisher kinkelin constanta

scaling functions in the square ising model we show and give the linear differential operators of order for the integrals which appear in the two point correlation scaling function of ising model the integrals are given in expansion around in the basis of the formal solutions of with transcendental combination coefficients we find that the expression is a solution of the painleve vi equation in the scaling limit combinations of the analytic at solutions of sum to we show that the expression is the scaling limit of the correlation function and the differential galois groups of the factors occurring in the operators are given

a modern maximum likelihood theory for high dimensional logistic regression students in statistics or data science usually learn early on that when the sample size n is large relative to the number of variables p fitting a logistic model by the method of maximum likelihood produces estimates that are consistent and that there are well known formulas that quantify the variability of these estimates which are used for the purpose of statistical inference we are often told that these calculations are approximately valid if we have 5 to 10 observations per unknown parameter this paper shows that this is far from the case and consequently inferences produced by common software packages are often unreliable consider a logistic model with independent features in which n and p become increasingly large in a fixed ratio we prove that i the maximum likelihood estimate mle is biased ii the variability of the mle is far greater than classically estimated and iii the likelihood ratio test lrt is not distributed as a 2 the bias of the mle yields wrong predictions for the probability of a case based on observed values of the covariates we present a theory which provides explicit expressions for the asymptotic bias and variance of the mle and the asymptotic distribution of the lrt we empirically demonstrate that these results are accurate in finite samples our results depend only on a single measure of signal strength which leads to concrete proposals for obtaining accurate inference in finite samples through the estimate of this measure

a note on the calculation of bartlett adjustments summary we describe for the numerical calculation of bartlett adjustments a method which may be of use when the cumulants of the log likelihood derivatives are easy to determine in one parametrization while the hypotheses to be tested are all linear in some other parametrization the method relies on the cartesian tensorial nature of those cumulants and should be particularly convenient in connection with statistical packages with structure similar to glim

the fuchsian differential equation of the square lattice ising model χ 3 susceptibility using an expansion method in the variables xi that appear in n 1 dimensional integrals representing the n particle contribution to the ising square lattice model susceptibility we generate a long series of coefficients for the three particle contribution 3 using an n4 polynomial time algorithm we give the fuchsian differential equation of order 7 for 3 that reproduces all the terms of our long series an analysis of the properties of this fuchsian differential equation is performed

canonical decomposition of irreducible linear differential operators with symplectic or orthogonal differential galois groups we first revisit an order six linear differential operator already introduced in a previous paper having a solution which is a diagonal of a rational function of three variables this linear differential operator is such that its exterior square has a rational solution indicating that it has a selected differential galois group and is actually homomorphic to its adjoint we obtain the two corresponding intertwiners giving this homomorphism to the adjoint we show that these intertwiners are also homomorphic to their adjoint and have a simple decomposition already underlined in a previous paper in terms of order two self adjoint operators from these results we deduce a new form of decomposition of operators for this selected order six linear differential operator in terms of three order two self adjoint operators we generalize this decomposition to decomposition in terms of three self adjoint operators of arbitrary orders provided the three orders have the same parity we then generalize the previous decomposition to decompositions in terms of an arbitrary number of self adjoint operators of the same parity order this yields an infinite family of linear differential operators homomorphic to their adjoint and thus with a selected differential galois group we show that the equivalence of such operators with selected differential galois groups is compatible with these canonical decompositions the rational solutions of the symmetric or exterior squares of these selected operators are noticeably seen to depend only on the rightmost self adjoint operator in the decomposition these results and tools are applied on operators of large orders for instance it is seen that a large set of quite massive operators associated with reflexive 4 polytopes defining calabi yau three folds obtained recently by lairez correspond to a particular form of the decomposition detailed in this paper all the results of this paper can be seen as providing an algebraic characterization of linear differential operators with selected symplectic or orthogonal differential galois groups

second order asymptotics for score tests in generalised linear models summary this paper develops finite sample corrections for score tests in generalised linear models when the dispersion parameter is unknown thus generalising the results of cordeiro ferrari paula 1993 we show that the coefficients which define the edgeworth expansion for the null distribution of the score statistic when the dispersion parameter is unknown are the coefficients obtained by these authors plus some extra terms we also give closed form expressions for such coefficients an important special case of our results is the normal linear regression model simulation results for this model show that the corrections can be very effective reducing the probability of conflict with other asymptotically equivalent testing criteria

power calculations for likelihood ratio tests in generalized linear models summary recently self and mauritsen 1988 biometrics 44 79 86 described an approach for sample size power calculations within the framework of generalized linear models that is based on a noncentral chi square approximation to the distribution of score statistics in this work we present another approach to this same problem that is based on a noncentral chi square approximation to the distribution of the likelihood ratio statistic this approach is easier to implement than the previous one and simulation studies indicate that it is accurate over a much wider range of parameter values and data configurations than the earlier method the new method is also applied to the problem of power calculations for 1 k matched case control studies which is related to but formally outside of the generalized linear model framework

improved likelihood ratio statistics for covariance selection models summary the expected value of the likelihood ratio statistic for covariance selection models when this statistic has a closed form is derived correct to terms of order n 2 n being the sample size then a bartlett type correction factor is available for such statistics by simulation the practical use of such a correction factor is illustrated and is compared with an alternative correction factor in a special case the null density of the corrected statistic is also considered

a modified score test statistic having chi squared distribution to order n 1 summary we give a general modified score test statistic whose nuil distribution is chi squared to order n 1 where n is the sample size the modified statistic depends on the joint cumulants of log likelihood derivatives for the full data some applications are discussed following cox reid 1987a we also derive a general formula for bartlett type corrections to improve test statistics whose null asymptotic distributions are chi squared

bias correction in generalized linear models summary in this paper we derive general formulae for first order biases of maximum likelihood estimates of the linear parameters linear predictors the dispersion parameter and fitted values in generalized linear models these formulae may be implemented in the glim program to compute bias corrected maximum likelihood estimates to order n 1 where n is the sample size with minimal effort by means of a supplementary weighted regression for linear logistic models it is shown that the asymptotic bias vector of j8 is almost collinear with f3 the approximate formula flp m for the bias of s in logistic models where p dim and m e mi is the sum of the binomial indices is derived and checked numerically

improved score tests for generalized linear models summary we present in matrix notation an asymptotic expansion for the null distribution of the score statistic in generalized linear models corrected up to order n 1 where n is the sample size the expansion has advantages for numerical purposes because it requires only simple operations on matrices it is also sufficiently simple to be used analytically to obtain several closed form expressions analogous to bartlett corrections in a variety of important score tests improved score tests for these models are discussed and various applications to some special tests are given we show by simulation that two asymptotically equivalent adjusted score tests seem to improve at least for continuous data on the usual score test