Inertia groups and smooth structures on quaternionic projective spaces

This paper deals with certain results on the number of smooth structures on quaternionic projective spaces, obtained through the computation of inertia groups and their analogues, which in turn are computed using techniques from stable homotopy theory. We show that the concordance inertia group is trivial in dimension 20, but there are many examples in high dimensions where the concordance inertia group is non-trivial. We extend these to computations of concordance classes of smooth structures. These have applications to 3-sphere actions on homotopy spheres and tangential homotopy structures.

Comparison of Risk Ratios of Shrinkage Estimators in High Dimensions

In this paper, we analyze the risk ratios of several shrinkage estimators using a balanced loss function. The James–Stein estimator is one of a group of shrinkage estimators that has been proposed in the existing literature. For these estimators, sufficient criteria for minimaxity have been established, and the James–Stein estimator’s minimaxity has been derived. We demonstrate that the James–Stein estimator’s minimaxity is still valid even when the parameter space has infinite dimension. It is shown that the positive-part version of the James–Stein estimator is substantially superior to the James–Stein estimator, and we address the asymptotic behavior of their risk ratios to the maximum likelihood estimator (MLE) when the dimensions of the parameter space are infinite. Finally, a simulation study is carried out to verify the performance evaluation of the considered estimators.

Randomized maximum likelihood based posterior sampling

Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples generated by minimization is not the desired target density, unless the observation operator is linear, but the distribution of samples is useful as a proposal density for importance sampling or for Markov chain Monte Carlo methods. In this paper, we focus on applications to sampling from multimodal posterior distributions in high dimensions. We first show that sampling from multimodal distributions is improved by computing all critical points instead of only minimizers of the objective function. For applications to high-dimensional geoscience inverse problems, we demonstrate an efficient approximate weighting that uses a low-rank Gauss-Newton approximation of the determinant of the Jacobian. The method is applied to two toy problems with known posterior distributions and a Darcy flow problem with multiple modes in the posterior.