Evaluating Probabilistic Forecasts with Bayesian Signal Detection Models

We propose the use of signal detection theory (SDT) to evaluate the performance of both probabilistic forecasting systems and individual forecasters. The main advantage of SDT is that it provides a principled way to distinguish the response from system diagnosticity, which is defined as the ability to distinguish events that occur from those that do not. There are two challenges in applying SDT to probabilistic forecasts. First, the SDT model must handle judged probabilities rather than the conventional binary decisions. Second, the model must be able to operate in the presence of sparse data generated within the context of human forecasting systems. Our approach is to specify a model of how individual forecasts are generated from underlying representations and use Bayesian inference to estimate the underlying latent parameters. Given our estimate of the underlying representations, features of the classic SDT model, such as the receiver operating characteristic (ROC) curve and the area under the ROC curve (AUC), follow immediately. We show how our approach allows ROC curves and AUCs to be applied to individuals within a group of forecasters, estimated as a function of time, and extended to measure differences in forecastability across different domains. Among the advantages of this method is that it depends only on the ordinal properties of the probabilistic forecasts. We conclude with a brief discussion of how this approach might facilitate decision making.     

美国文艺作品中阶级位移主题模式的嬗变

美国文艺作品中的阶级位移主题是一个未被学术界重视的边缘话题,在当下的文化语境中研究其主题模式的嬗变为我们提供了一个洞悉此类美国文学作品的崭新视角.根据拉梅耳(R.J. Rummel)的观点,梳理了文艺学视域内的阶级概念,以此标准定义出阶级位移的主题并归纳总结出美国文学作品中"堕落"与"成功"两个主题模式.纵览19世纪中前期到当代的涉及阶级位移的美国主流文艺作品,在历史与文化语境中勾画出此类作品嬗变的轨迹和特点,并从历史的角度分析其成因,指出女性和少数族裔人民的觉醒是推动阶级位移主题模式发展变化的内因.     

Notes on authors

Social network analysis (SNA), a method which can be used to explore networks in various contexts, has received increasing attention. Drawing on the development of European smoke-free policy, this paper explores how a mixed-method approach to SNA can be utilised to investigate a complex policy network. Textual data from public documents, consultation submissions and websites were extracted, converted and analysed using plagiarism detection software and quantitative network analysis and qualitative data from public documents and 35 interviews were thematically analysed. While the quantitative analysis enabled understanding of the network’s structure and components, the qualitative analysis provided in-depth information about specific actors’ positions, relationships and interactions. The paper establishes that SNA is suited to empirically testing and analysing networks in EU policy-making. It contributes to methodological debates about the antagonism between qualitative and quantitative approaches and demonstrates that qualitative and quantitative network analysis can offer a powerful tool for policy analysis.     

A comparison of test statistics for the recovery of rapid growth‐based enumeration tests

This paper considers five test statistics for comparing the recovery of a rapid growth‐based enumeration test with respect to the compendial microbiological method using a specific nonserial dilution experiment. The finite sample distributions of these test statistics are unknown, because they are functions of correlated count data. A simulation study is conducted to investigate the type I and type II error rates. For a balanced experimental design, the likelihood ratio test and the main effects analysis of variance (ANOVA) test for microbiological methods demonstrated nominal values for the type I error rate and provided the highest power compared with a test on weighted averages and two other ANOVA tests. The likelihood ratio test is preferred because it can also be used for unbalanced designs. It is demonstrated that an increase in power can only be achieved by an increase in the spiked number of organisms used in the experiment. The power is surprisingly not affected by the number of dilutions or the number of test samples. A real case study is provided to illustrate the theory. Copyright © 2013 John Wiley & Sons, Ltd.     

On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution

The gist of the quickest change-point detection problem is to detect the presence of a change in the statistical behavior of a series of sequentially made observations, and do so in an optimal detection-speed-versus-“false-positive”-risk manner. When optimality is understood either in the generalized Bayesian sense or as defined in Shiryaev's multi-cyclic setup, the so-called Shiryaev–Roberts (SR) detection procedure is known to be the “best one can do”, provided, however, that the observations’ pre- and post-change distributions are both fully specified. We consider a more realistic setup, viz. one where the post-change distribution is assumed known only up to a parameter, so that the latter may be misspecified. The question of interest is the sensitivity (or robustness) of the otherwise “best” SR procedure with respect to a possible misspecification of the post-change distribution parameter. To answer this question, we provide a case study where, in a specific Gaussian scenario, we allow the SR procedure to be “out of tune” in the way of the post-change distribution parameter, and numerically assess the effect of the “mistuning” on Shiryaev's (multi-cyclic) Stationary Average Detection Delay delivered by the SR procedure. The comprehensive quantitative robustness characterization of the SR procedure obtained in the study can be used to develop the respective theory as well as to provide a rational for practical design of the SR procedure. The overall qualitative conclusion of the study is an expected one: the SR procedure is less (more) robust for less (more) contrast changes and for lower (higher) levels of the false alarm risk.     

基于solaris平台的DNS服务器侦测和阻止DOS攻击的实现

DNS服务器所面临的威胁集中表现出了互连网的脆弱性,针对DNS服务器的拒绝服务攻击是DNS服务器面临的最大威胁.提出了一种针对查询攻击进行侦测和阻止的思路,并且在solaris的平台上用perl语言来实现,能够保证DNS服务器有效地抵御常规攻击,为正常用户提供及时的服务.同时,本文也对伪造源IP的分布式拒绝服务攻击提出了一种解决方案.     

“It's the Beast Thing”

This article examines the representations of men and masculinities in contemporary crime narratives featuring a female protagonist. These “chick dick” stories (which adapt elements from the hardboiled detective novel, film noir, chick lit, and chick flicks) repeatedly engage with the gendered power dynamics made visible and problematic through the intersection of “chick” and crime genres, most particularly the sexualization of violence. In these narratives, popular masculinities operate as deployable concepts to dramatize contemporary gender relations. By tapping into the popular sentiment of a “crisis in masculinity,” chick dick texts also mobilize a rhetoric of unrepresentable male victimization and individual male pathologies. This strategy highlights the spaces and places in which masculinities are made vulnerable at the same time as it offers simplistic and individualized explanations for the systemic sexualized violence that dominate these narratives.     

Asymptotic behaviour of a test statistic for detection of change in mean of vectors

The paper gives an asymptotic distribution of a test statistic for detecting a change in a mean of random vectors with dependent components. The studied test statistic has a form of a maximum of a square Euclidean norms of vectors with components being standardized partial cumulative sums of deviations from means. The limit distribution was obtained using a result of Piterbarg [1994. High deviations for multidimensional stationary Gaussian processes with independent components. In: Zolotarev, V.M. (Ed.), Stability Problems for Stochastic Models, pp. 197–210].     

A single-featured EWMA-X control chart for detecting shifts in process mean and standard deviation

The combined EWMA-X chart is a commonly used tool for monitoring both large and small process shifts. However, this chart requires calculating and monitoring two statistics along with two sets of control limits. Thus, this study develops a single-featured EWMA-X (called SFEWMA-X) control chart which has the ability to simultaneously monitor both large and small process shifts using only one set of statistic and control limits. The proposed SFEWMA-X chart is further extended to monitoring the shifts in process standard deviation. A set of simulated data are used to demonstrate the proposed chart's superior performance in terms of average run length compared with that of the traditional charts. The experimental examples also show that the SFEWMA-X chart is neater and easier to visually interpret than the original EWMA-X chart.