Recursive partition and amalgamation with the exponential family: Theory and applications

The theory of tree-growing (RECPAM approach) is developed for outcome variables which are distributed as the canonical exponential family. The general RECPAM approach (consisting of three steps: recursive partition, pruning and amalgamation), is reviewed. This is seen as constructing a partition with maximal information content about a parameter to be predicted, followed by simplification by the elimination of ‘negligible’ information. The measure of information is defined for an exponential family outcome as a deviance difference, and appropriate modifications of pruning and amalgamation rules are discussed. It is further shown how the proposed approach makes it possible to develop tree-growing for situations usually treated by generalized linear models (GLIM). In particular, Poisson and logistic regression can be tree-structured. Moreover, censored survival data can be treated, as in GLIM, by observing a formal equivalence of the likelihood under random censoring and an appropriate Poisson model. Three examples are given of application to Poisson, binary and censored survival data.     

Estimating a reduced rank regression model for non-normal variables

A method using third order moments for estimating the regression coefficients as well as the latent state scores of the reduced-rank regression model when the latent variable(s) are non-normally distributed is presented in this paper. It is shown that the factor analysis type indeterminacy of the regression coefficient matrices is eliminated. A real life example of the proposed method is presented. Differences of this solution with the reduced-rank regression eigen solution are discussed.     

Some remarks to multivariate regression model

Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model. This work was supported by the Council of Czech Government J14/98:153100011.     

Multilevel preconditioners for a quadrature Galerkin solution of a biharmonic problem

Efficient multilevel preconditioners are developed and analyzed for the quadrature finite element Galerkin approximation of the biharmonic Dirichlet problem. The quadrature scheme is formulated using the Bogner–Fox–Schmit rectangular element and the product two‐point Gaussian quadrature. The proposed additive and multiplicative preconditioners are uniformly spectrally equivalent to the operator of the quadrature scheme. The preconditioners are implemented by optimal algorithms, and they are used to accelerate convergence of the preconditioned conjugate gradient method. Numerical results are presented demonstrating efficiency of the preconditioners. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

A primer on perfect simulation for spatial point processes

This primer provides a self-contained exposition of the case where spatial birth-and-death processes are used for perfect simulation of locally stable point processes. Particularly, a simple dominating coupling from the past (CFTP) algorithm and the CFTP algorithms introduced in [13], [14], and [5] are studied. Some empirical results for the algorithms are discussed. Received: 30 June 2002     

非傍轴平顶高斯光束M2因子两种定义的比较研究

基于功率密度的二阶矩方法,推导出了非傍轴平顶高斯(FG)光束束宽和远场发散角的解析表达式·研究表明,当w0/λ→0时,远场发散角趋于渐近值θmax=63.435°,与阶数无关·使用非傍轴高斯光束代替傍轴高斯光束作为理想光束,研究了非傍轴FG光束的M2因子,并与传统定义的M2因子作了比较·在非傍轴范畴,非傍轴FG光束的M2因子不仅与阶数N有关,而且与w0/λ有关·按照定义,当w0/λ→0时,非傍轴FG光束的M2因子不等于0,对阶数N=1,2,3时,M2因子分别趋于0.913,0.882和0.886·当N→∞时,M2因子取最小值M2min=0.816·     

Likelihood Ratio Processes for Markovian Particle Systems with Killing and Jumps

We consider Markov processes built from pasting together pieces of strong Markov processes which are killed at a position dependent rate and connected via a transition kernel. We give necessary and sufficient conditions for local absolute continuity of probability laws for such processes on a suitable path space and derive an explicit formula for the corresponding likelihood ratio process. The main tool is the consideration of the process between successive jumps – what we call ‘elementary experiments’ – and criteria for absolute continuity of laws of the process there. We apply our results to systems of branching diffusions with interactions and immigrations. This revised version was published online in June 2006 with corrections to the Cover Date.     

The Design for Automation of Pellet-Forming Process in HL-2A Pellet Fueling System

In the ever fusion experiments in SWIP, pellet forming process was carried out through adjusting relative devices by staff member in site, which will make every pellet-forming process slight distinction and will result in pellet difference in shape, size and intensity. In the intervals of HL-2A discharges, staff member have to go site to accomplish the pellet-forming process, this wastes human power and increase the potential danger. So it is necessary to develop a remote control system to perform the pellet-forming process. The control system needs have the features of real-time, reliability and be easy to operate and maintain.     

On Non-Continuous Dirichlet Processes

We introduce here some Itô calculus for non-continuous Dirichlet processes. Such calculus extends what was known for continuous Dirichlet processes or for semimartingales. In particular we prove that non-continuous Dirichlet processes are stable under C ¹ transformation.     

稀疏过程在破产问题中的应用

本讨论一类人寿保险的风险过程，其中保单到达服从齐次Poisson过程。而描述退保及索赔发生的计数过程分别为这一过程的q-稀疏与p-稀疏．对此模型给出其破产概率的具体上界，并与其它一类风险模型进行比较．