随机删失单函数型指标模型条件众数估计的渐近正态性

基于单函数型指标模型,构造了该模型下条件密度和条件众数的估计量,研究了 α-混合函数型数据在响应变量随机删失的情况下的条件密度和条件众数估计量的渐近正态分布,用模拟研究说明单函数型指标模型条件众数估计的有效性.     

均匀分布参数的无偏估计及其分布

讨论了均匀分布未知参数无偏估计量的分布密度,利用无偏估计量构造出一些新的样本函数,并且利用给出的样本函数推导出了未知参数的置信区间.所得到结果改善了现有的估计,易于计算.     

空间半参数变系数部分线性回归中的分位数估计

本文研究了空间数据变系数部分线性回归中的分位数估计. 模型中的参数估计量通过未知系数函数的分段多项式逼近得到, 而未知系数函数的估计量通过将参数估计量代入模型中并通过局部线性逼近得到. 文中推导了未知参数向量估计量的渐近分布, 并建立了未知系数函数估计量在内点及边界点的渐近分布. 通过Monte Carlo 模拟研究了估计量的有限样本性质.     

空间数据变系数回归中的B-spline估计法

本文借助B—spline函数逼近开发了一种整体估计程序,用以估计变系数回归中的未知系数函数．在较弱假设条件下,建立了未知函数B—spline估计量的整体收敛速度,渐近性结果显示B-spline估计量达到了最优收敛速度,并推导了未知函数B—spline估计量的渐近分布．本文还给出了一种光滑参数选择方法,通过Monte Carlo模拟研究了估计量的有限样本性质,并用文中提出的方法分析了1980年美国总统选举投票数据．     

局部平稳短期利率扩散模型的半参数估计

主要研究局部平稳扩散模型的半参数估计．首先,基于局部常数拟合,利用局部加权最小二乘法得到了漂移参数函数的估计量．同时,通过Kolmogorov向前方程,得到了扩散函数的估计量．然后,分别讨论了所得估计量的相合性和渐近正态性．最后,通过模拟研究说明了估计量的有效性．     

系数函数光滑度互不相同的变系数模型的一步估计法

该文提出了一种一步估计方法用以估计变系数模型中具有互不相同光滑度的未知函数, 所有未知函数和它们的导数的估计量由 一次极小化得到. 给出了估计量的渐近性质, 包括渐近偏差、方差和渐近分布, 一步估计量被证明达到了最优收敛速度.     

具有正态逆伽玛先验的正态分布中的方差参数在Stein损失下的贝叶斯后验估计量（英文）

对于先验分布为正态逆伽玛分布的正态分布的方差参数,我们解析地计算了具有共轭的正态逆伽玛先验分布的在Stein损失函数下的贝叶斯后验估计量.这个估计量最小化后验期望Stein损失.我们还解析地计算了在平方误差损失函数下的贝叶斯后验估计量和后验期望Stein损失.数值模拟的结果例证了我们的如下理论研究:后验期望Stein损失不依赖于样本;在平方误差损失函数下的贝叶斯后验估计量和后验期望Stein损失要一致地大于在Stein损失函数下的对应的量.最后,我们计算了上证综指的月度的简单回报的贝叶斯后验估计量和后验期望Stein损失.     

扩散函数非参数估计的一种新方法

考虑了一类基于样本插值的时齐扩散方程扩散函数的非参数估计程序.在一定的正则条件下,给出的扩散函数估计量是依概率收敛的,并且渐近地符合一个正态分布.通过分析,发现与传统的基于已实现波动率的估计量相比,估计量在精度上有所提高.     

可加模型的两阶段局部M-估计

研究了可加模型分量回归函数的局部M-估计, 针对分量回归函数及其导数提出了两阶段局部M-估计的方法. 在较广泛的条件下建立了估计量的渐近正态性理论, 估计量具有先知性质(oracle property), 即在估计某一分量回归函数时,其他分量回归函数是否已知不影响估计量的渐近性质. 渐近理论包括了两类常用的估计量,即最小二乘估计和最小一乘估计. 当ψ是连续的且是非线性时,估计量的实施非常耗时,为了减轻计算的负担, 提出了一步局部M-估计量, 并证明了在初始估计量足够好的情形下, 一步局部M-估计量与完全迭代所得到的估计量具有相同的渐近估计效率, 这使得两阶段局部M-估计的方法较为实用. 两阶段局部M-估计量继承了局部多项式估计的优点, 同时克服了其在最小二乘准则下不稳健的缺点. 另外, 还讨论了估计方法实施方面的细节及有关参数的选择方法. 数值模拟结果及实际例子说明了两阶段局部M-估计方法的优点及实用性.     

药物剂量响应曲线核函数估计法

本文对药物剂量响应概率曲线提出了一种新的估计方法—核函数估计法,讨论了估计量的性质,并对估计量进行了模拟研究。     

Dynamic discovery of query path on the lattice of cuboids using hierarchical data granularity and storage hierarchy

Analytical processing on multi-dimensional data is performed over data warehouse. This, in general, is presented in the form of cuboids. The central theme of the data warehouse is represented in the form of fact table. A fact table is built from the related dimension tables. The cuboid that corresponds to the fact table is called base cuboid. All possible combination of the cuboids could be generated from base cuboid using successive roll-up operations and this corresponds to a lattice structure. Some of the dimensions may have a concept hierarchy in terms of multiple granularities of data. This means a dimension is represented in more than one abstract form. Typically, neither all the cuboids nor all the concept hierarchy are required for a specific business processing. These cuboids are resided in different layers of memory hierarchy like cache memory, primary memory, secondary memory, etc. This research work dynamically finds the most cost effective path from the lattice structure of cuboids based on concept hierarchy to minimize the query access time. The knowledge of location of cuboids at different memory elements is used for the purpose.     

Unfoldings of doubly covered polyhedra and applications to space-fillers

We study unfoldings (developments) of doubly covered polyhedra, which are space-fillers in the case of cuboids and some others. All five types of parallelohedra are examples of unfoldings of doubly covered cuboids (Proposition 1). We give geometric properties of convex unfoldings of doubly covered cuboids and determine all convex unfoldings (Theorem 1). We prove that every unfolding of doubly covered cuboids has a space-filling (consisting of its congruent copies) generated by three specified translates and three specified rotations, and that all such space-fillers are derived from unfoldings of doubly covered cuboids (Theorem 2). Finally, we extend these results from cuboids to polyhedra which are fundamental regions of the Coxeter groups generated by reflections in the 3-space and which have no obtuse dihedral angles (Theorem 3).     

On the rational cuboids with a given face

A rational cuboid is a rectangular parallelepiped whose edges and face diagonals all have rational lengths. In this paper, we consider the problem: are there rational cuboids with a given face? In a sense, we reduce the problem to a finite calculation.     

On the structure of additive systems of integers

A sum-and-distance system is a collection of finite sets of integers such that the sums and differences formed by taking one element from each set generate a prescribed arithmetic progression. Such systems, with two component sets, arise naturally in the study of matrices with symmetry properties and consecutive integer entries. Sum systems are an analogous concept where only sums of elements are considered. We establish a bijection between sum systems and sum-and-distance systems of corresponding size, and show that sum systems are equivalent to principal reversible cuboids, which are tensors with integer entries and a symmetry of ‘reversible square’ type. We prove a structure theorem for principal reversible cuboids, which gives rise to an explicit construction formula for all sum systems in terms of joint ordered factorisations of their component set cardinalities.

     

卫星舱内长方体群布局的优化模型及全局优化算法

本文研究了卫星舱内长方体群优化问题,建立了一个三维布局优化模型,并用图论,群论等工具克服了布局优化问题时断时续性质带来的困难,在此基础上构造了一个全局收敛的优化算法,文中所用的方法可用于求解类似问题。     

A reference length approach for the 3D strip packing problem

In the three-dimensional strip packing problem (3DSP), we are given a container with an open dimension and a set of rectangular cuboids (boxes) and the task is to orthogonally pack all the boxes into the container such that the magnitude of the open dimension is minimized. We propose a block building heuristic based on extreme points for this problem that uses a reference length to guide its solution. Our 3DSP approach employs this heuristic in a one-step lookahead tree search algorithm using an iterative construction strategy. We tested our approach on standard 3DSP benchmark test data; the results show that our approach produces better solutions on average than all other approaches in literature for the majority of these data sets using comparable computation time.     

A hybrid placement strategy for the three-dimensional strip packing problem

This paper presents a hybrid placement strategy for the three-dimensional strip packing problem which involves packing a set of cuboids (‘boxes’) into a three-dimensional bin (parallelepiped) of fixed width and height but unconstrained length (the ‘container’). The goal is to pack all of the boxes into the container, minimising its resulting length. This problem has potential industry application in stock cutting (wood, polystyrene, etc. – minimising wastage) and also cargo loading, as well as other applications in areas such as multi-dimensional resource scheduling. In addition to the proposed strategy a number of test results on available literature benchmark problems are presented and analysed. The results of empirical testing of the algorithm show that it out-performs other methods from the literature, consistently in terms of speed and solution quality-producing 28 best known results from 35 test cases.     

Structure function and spectral density of fractal profiles

Spectral density and structure function for fractal profile are analyzed. It is found that the fractal dimension obtained from spectral density is not exactly the same as that obtained from structure function. The fractal dimension of structure function is larger than that of spectral density for small fractal dimension, and is smaller than that of spectral density for larger fractal dimension. The fractal dimension of structure function strongly depends on the spectral density at low and high wave numbers. The spectral density at low wave number affects the structure function at long distance, especially for small fractal dimension. The spectral density at high wave number affects the structure function at short distance, especially for large fractal dimension. This problem is more serious for bifractal profiles. Therefore, in order to obtain a correct fractal dimension, both spectral density and structure function should be checked.     

Inequalities for Stationary Poisson Cuboid Processes

A cuboid is a rectangular parallelepipedon. By the notion “stationary Poisson cuboid process” we understand a stationary Poisson hyperplane process which divides the Euclidean space ?^d into cuboids. It is equivalent to speak of a stationary Poisson cuboid tessellation. The distributions of volume and total edge length of the typical cuboid and the origin-cuboid of a stationary Poisson cuboid process are considered. It is shown that these distributions become minimal, in the sense of a specific order relation, in the case of quasi-isotropy. A possible connection to a more general problem, treated in [6], is also discussed.     

Natural gradient algorithm for stochastic distribution systems with output feedback

In this paper, we use natural gradient algorithm to control the shape of the conditional output probability density function for the stochastic distribution systems from the viewpoint of information geometry. The considered system here is of multi-input and single output with an output feedback and a stochastic noise. Based on the assumption that the probability density function of the stochastic noise is known, we obtain the conditional output probability density function whose shape is only determined by the control input vector under the condition that the output feedback is known at any sample time. The set of all the conditional output probability density functions forms a statistical manifold (M), and the control input vector and the output feedback are considered as the coordinate system. The Kullback divergence acts as the distance between the conditional output probability density function and the target probability density function. Thus, an iterative formula for the control input vector is proposed in the sense of information geometry. Meanwhile, we consider the convergence of the presented algorithm. At last, an illustrative example is utilized to demonstrate the effectiveness of the algorithm.