Retrospective change detection in categorical time series

The aim of this paper is to propose methods of detecting change in the coefficients of a multinomial logistic regression model for categorical time series offline. The alternatives to the null hypothesis of stationarity can be either the hypothesis that it is not true, or that there is a temporary change in the sequence. We use the efficient score vector of the partial likelihood function. This has several advantages. First, the alternative value of the parameter does not have to be estimated; hence, we have a procedure that has a simple structure with only one parameter estimation using all available observations. This is in contrast with the generalized likelihood ratio-based change point tests. The efficient score vector is used in various ways. As a vector, its components correspond to the different components of the multinomial logistic regression model’s parameter vector. Using its quadratic form a test can be defined, where the presence of a change in any or all parameters is tested for. If there are too many parameters one can test for any subset while treating the rest as nuisance parameters. Our motivating example is a DNA sequence of four categories, and our test result shows that in the published data the distribution of the four categories is not stationary.     

浅谈行动导向教学法在教学中的实践

主要以怠速控制阀的结构、原理及检测学习任务为例,阐述了如何在教学中实践以培养关键能力为核心的"行动导向教学法"。     

白居易融会三教的“中隐”思想及其仕隐心态

白居易的"中隐"思想是对传统仕隐观念的继承、整合和发展,其本质上既区别于隐于山林的"小隐",也与隐于朝市的"大隐"不同,而是隐于地方官、散官、闲官。它巧妙地平衡了集权专制与士大夫独立意识之间的矛盾,是一种能在入世与出世间进退裕如的处世哲学和生活方式。这一以仕求隐的隐逸观,较之魏晋时期"居官无官官之事,处事无事事之心"的仕宦态度要积极得多,它更圆融通达地调谐了身与心、职与事、仕与隐的矛盾,是白居易以儒治身、以佛道修心的人生哲学的具体体现。     

Outlier detection in high-dimensional regression model

An outlier is defined as an observation that is significantly different from the others in its dataset. In high-dimensional regression analysis, datasets often contain a portion of outliers. It is important to identify and eliminate the outliers for fitting a model to a dataset. In this paper, a novel outlier detection method is proposed for high-dimensional regression problems. The leave-one-out idea is utilized to construct a novel outlier detection measure based on distance correlation, and then an outlier detection procedure is proposed. The proposed method enjoys several advantages. First, the outlier detection measure can be simply calculated, and the detection procedure works efficiently even for high-dimensional regression data. Moreover, it can deal with a general regression, which does not require specification of a linear regression model. Finally, simulation studies show that the proposed method behaves well for detecting outliers in high-dimensional regression model and performs better than some other competing methods.     

高维大数据基因网络中的社区发现——以NC方法为例

从大量基因中识别出致病基因是大数据下的一个十分重要的高维统计问题。基因间网络结构的存在使得对于致病基因的识别已从单个基因识别扩展到基因模块识别。从基因网络中挖掘出基因模块就是所谓的社区发现（或节点聚类）问题。绝大多数社区发现方法仅利用网络结构信息，而忽略节点本身的信息。Newman和Clauset于2016年提出了一个将二者有机结合的基于统计推断的社区发现方法（简称为NC方法）。本文以NC方法为案例，介绍统计方法在实际基因网络中的应用和取得的成果，并从统计学角度提出了改进措施。通过对NC方法的分析可以看出对于以基因网络为代表的非结构化数据，统计思想和原理在数据分析中仍然处于核心地位。而相应的统计方法则需要针对数据的特点及关心的问题进行相应的调整和优化。     

Do individuals successfully cover up their lies? Evidence from a compliance experiment

We study how well individuals in a face-to-face situation can delude others. We exploit data from a laboratory experiment in which participants were asked to assess video-taped statements as being rather truthful or untruthful. The statements are face-to-face tax declarations. The video clips feature each subject twice making the same declaration: One time the subject is reporting honestly, and the other time willingly dishonestly. This allows us to investigate within-subject differences in perceived truthfulness. Our study provides several novel insights. We find that individuals can cover up their lies successfully. On average, a subject is perceived as more truthful if she deceives than if she reports honestly. In particular, individuals with a genuine dishonest appearance manage to increase their perceived truthfulness by up to 14 percent when lying. Moreover, our results show that a subject appears less truthful if she had previously been caught lying. Being detected as a liar previously appears to impair self-confidence and to thereby lower an individual’s ability to deceive.     

Can art-based reflection help us cope with organisational change in the public sector?

Never before have public sector jobs been so threatened. Fear and anxiety have shifted their focus, from performance to survival. With reference to immediately contemporary works on the NHS in particular, such as Mandelstam (2011) and Leys and Player (2011), the paper establishes the factual validity of the crisis.

The authors conducted a series of workshops for public sector staff to enable them to explore their reactions to the current situation.

It is possible to identify increasing levels of denial and other forms of resistance to change similar to those first identified by Menzies' (1959). Drawing on the work of Bion (cited Obholzer & Roberts, 1994) the paper considers the dangers of a retreat to the paranoid schizoid position, and identifies a theoretical clue in Halton (2004) for turning the trauma of change into a creative opportunity.

Art has access to emotional, spiritual and creative facets of the human mind that science cannot explore. Klein's (1975) consideration of the infantile and regressive aspect of art is acknowledged. The paper then considers what is revealed by a study of specific works of art which were presented in the workshops; including paintings by Bosch, Rousseau, Breughel and Goya. The work of Zagier-Roberts (1998) and Winnicott (1971) is called upon to endorse the usefulness of such a playful collage of responses.

Art can be used to help people move through Kubler Ross' stages of bereavement (1997); not to acceptance but out of the paranoid schizoid position into the depressive position (Klein 1975). Revisiting the work of Halton (2004) and the concept of evolutionary creativity, a move on from the depressive position can begin. Collective validation can be affirmed through a rebooting of the essential public sector values while a radical turning away from organisational priorities, to face the service user, provides a more far reaching optimism than any envisaged by an essentially limited demand for modernisation.

In conclusion the paper considers the recent contributions of Dienst (2011) and Dumenil and Levy (2011) to advocate tactical resistance to the denigration of the public sphere.     

Investment communities: Behavioral attitudes and economic dynamics

Using a real-world data set encompassing the daily portfolio holdings and exposures of complex investment funds, we derive a set of quantitative attributes to capture essential behavioral features of fund managers. We find the existence and stability of three investment attitudes, namely the conservative, the reactive, and the pro-active profiles, defining communities that respond differently when facing external shocks. The conservative community has behavioral similarities that tend to decrease due to external shocks, the reactive community members greatly increase their activity level especially during turmoil phases, while delegated investors in the pro-active community are more resilient to turbulence and counterbalance the impact of the events by adjusting their portfolio exposures in advance. We show that exogenous shocks only temporarily perturb the behavioral traits of the communities which then go back to their original states once the distress is embedded.     

Resource Distribution in Multiple Attacks with Imperfect Detection of the Attack Outcome

This article extends the previous research of consecutive attacks strategy by assuming that an attacker observes the outcome of each attack imperfectly. With given probabilities it may wrongly identify a destroyed target as undestroyed, and wrongly identify an undestroyed target as destroyed. The outcome of each attack is determined by a contest success function that depends on the amount of resources allocated by the defender and the attacker to each attack. The article suggests a probabilistic model of the multiple attacks and analyzes how the target destruction probability and the attacker's relative resource expenditure are impacted by the two probabilities of incorrect observation, the attacker's and defender's resource ratio, the contest intensity, the number of attacks, and the resource distribution across attacks. We analyze how the attacker chooses the number of attacks, the attack stopping rule, and the optimal resource distribution across attacks to maximize its utility.