Regression imputation with Q-mode clustering for rounded zero replacement in high-dimensional compositional data

The logratio methodology is not applicable when rounded zeros occur in compositional data. There are many methods to deal with rounded zeros. However, some methods are not suitable for analyzing data sets with high dimensionality. Recently, related methods have been developed, but they cannot balance the calculation time and accuracy. For further improvement, we propose a method based on regression imputation with Q-mode clustering. This method forms the groups of parts and builds partial least squares regression with these groups using centered logratio coordinates. We also prove that using centered logratio coordinates or isometric logratio coordinates in the response of partial least squares regression have the equivalent results for the replacement of rounded zeros. Simulation study and real example are conducted to analyze the performance of the proposed method. The results show that the proposed method can reduce the calculation time in higher dimensions and improve the quality of results.     

Optimal Berry–Esseen bound for parameter estimation of SPDE with small noise

We investigate a rate of convergence on asymptotic normality of the maximum likelihood estimator (MLE) for parameter $\theta$ appearing in parabolic SPDEs of the form

$d{u}^{?}(t,x)=(A_0+\theta A_1)u^{?}(t,x)dt+?dW(t,x),$

where $A_0$ and$A_1$ are partial differential operators, $W$ is a cylindrical Brownian motion (CBM) and $?\downarrow 0$. We find an optimal Berry–Esseen bound for central limit theorem (CLT) of the MLE. It is proved by developing techniques based on combining Malliavin calculus and Stein’s method.     

Inference in Nonparametric Instrumental Variables With Partial Identification

This paper develops methods for hypothesis testing in a nonparametric instrumental variables setting within a partial identification framework. We construct and derive the asymptotic distribution of a test statistic for the hypothesis that at least one element of the identified set satisfies a conjectured restriction. The same test statistic can be employed under identification, in which case the hypothesis is whether the true model satisfies the posited property. An almost sure consistent bootstrap procedure is provided for obtaining critical values. Possible applications include testing for semiparametric specifications as well as building confidence regions for certain functionals on the identified set. As an illustration we obtain confidence intervals for the level and slope of Brazilian fuel Engel curves. A Monte Carlo study examines finite sample performance.     

相关多质量特性的优化设计

针对小样本情形下的相关多质量特性优化设计问题,在运用田口(Taguchi)质量损失函数度量多质量特性的稳健性基础上,本文提出了使用多变量偏最小二乘(Partial Least-Squares,PLS)回归模型处理此类问题的新方法,并结合实际的工业案例进行了分析.结果表明,本文所提出的新方法能够有效地处理相关多质量特性的优化设计问题.     

核偏最小二乘算法的图像超分辨率算法

提出了基于核偏最小二乘算法(KPLS)回归的超分辨率复原算法。该算法首先将高低分辨率图像块的高频信息和中频信息作为建立回归关系的特征,并对图像进行分块;依据相应的高低分辨率图像块的关系,使用KPLS建立起回归模型;在复原时,依据该模型回归得到高分辨率的图像块,将图像块拼接为高分辨率的图像。通过对人脸图像和车牌图像的实验结果,表明该算法无论是对人脸图像还是车牌图像都能取得较好的复原效果。     

关于新型期权及其定价模型的研究

本文剖析了新型期权的生成机理和主要特征,由此归纳出新型斯权的主要类型.在标准期权定价模型的基础上,深入讨论了各类新型期权的定价模型,并重点研究了路径依赖型期权的定价问题,创建了包含路径因子在内的定价模型,最后对多因素新型期权的定价进行了展望.     

Note on inventory models with Weibull distribution deterioration

This article explores the inventory model with a general demand rate function in which both the Weibull distributed deterioration and partial backlogging are considered. The inventory model discussed here is based on the important finding by Wu [Wu, K.S., 2001. An EOQ inventory model for items with Weibull distribution deterioration, ramp type demand rate and partial backlogging. Production Planning and Control, 12, 787–793]. There are four parts in our research. First, we derive the analytical framework of the inventory model for a general demand rate function1 1.?Based on detailed suggestions of Professor Wafik H. Iskander, Email: whiskander@mail.wvu.edu . Second, for the ramp type demand, we improve Wu's model to find the criterion to guarantee the existence and uniqueness of the optimal solution. Third, we develop a new model to compensate for the missing case in Wu's article. Fourth, we combine our results to show that our findings are applicable to the ramp type demand inventory model, so that the optimal solution is independent of the demand function. Finally, some numerical examples and graphs are provided to illustrate our discovery and demonstrate the application of our analytical framework.     

春风不度玉门关——从《山地回忆》谈“线索”研究的两个盲点

对于线索的研究,必须从文章的实际出发,从阅读与写作的需要出发。在记叙性文章中普遍存在整体线索和局部线索现象。     

Nonparametric Identification under Discrete Variation

This paper provides weak conditions under which there is nonparametric interval identification of local features of a structural function that depends on a discrete endogenous variable and is nonseparable in latent variates. The function delivers values of a discrete or continuous outcome and instruments may be discrete valued. Application of the analog principle leads to quantile regression based interval estimators of values and partial differences of structural functions. The results are used to investigate the nonparametric identifying power of the quarter‐of‐birth instruments used in Angrist and Krueger's 1991 study of the returns to schooling.     

微分方程的解关于部分变元的弱吸引性

本文提出关于部分变元的弱吸引及其相关概念,并给出判定他们的充分条件。文献[]、[]中的相应结果可作为本文的特例。12