Ascent-based Monte Carlo expectation– maximization

Summary.  The expectation–maximization (EM) algorithm is a popular tool for maximizing likelihood functions in the presence of missing data. Unfortunately, EM often requires the evaluation of analytically intractable and high dimensional integrals. The Monte Carlo EM (MCEM) algorithm is the natural extension of EM that employs Monte Carlo methods to estimate the relevant integrals. Typically, a very large Monte Carlo sample size is required to estimate these integrals within an acceptable tolerance when the algorithm is near convergence. Even if this sample size were known at the onset of implementation of MCEM, its use throughout all iterations is wasteful, especially when accurate starting values are not available. We propose a data-driven strategy for controlling Monte Carlo resources in MCEM. The algorithm proposed improves on similar existing methods by recovering EM's ascent (i.e. likelihood increasing) property with high probability, being more robust to the effect of user-defined inputs and handling classical Monte Carlo and Markov chain Monte Carlo methods within a common framework. Because of the first of these properties we refer to the algorithm as 'ascent-based MCEM'. We apply ascent-based MCEM to a variety of examples, including one where it is used to accelerate the convergence of deterministic EM dramatically.     

不等群下的整群抽样问题研究

在社会经济领域中,群大小不等是常见的现象。在群大小不等条件下进行整群抽样最主要的问题是样本群大小的随机变动。样本群大小的随机变动会给抽样调查带来种种不利的影响。要提高整群抽样估计的准确度,就必须控制样本群大小的变动。在群大小不等条件下,简单随机抽样无偏估计方法是不可取的,应尽可能地采用麦多方法、PPS方法或简单随机抽样比率估计方法,以提高整群抽样效率。另外,改进总体推估方式也是提高整群抽样效率的简便方法,应值得高度重视。     

一种基于同步抽样技术的周期信号高精度DFT分析

提出了一种提高周期信号ＤＦＴ分析精度的同步抽样技术，对其原理作了详细的分析，给出了实现电路。文中以一组周期信号的ＤＦＴ分析为例，比较了信号谱的幅度和相位误差，其结果表明频谱精度大大提高。     

Simulation-based designs for accelerated life tests

In this paper we present a Bayesian decision theoretic approach to the design of accelerated life tests (ALT). We discuss computational issues regarding the evaluation of expectation and optimization steps in the solution of the decision problem. We illustrate how Monte Carlo methods can be used in preposterior analysis to find optimal designs and how the required computational effort can be avoided by using curve-fitting techniques. In so doing, we adopt the recent Monte-Carlo-based approaches of Muller and Parmigiani (1995. J. Amer. Statist. Assoc. 90, 503–510) and Muller (2000. Bayesian Statistics 6, forthcoming) to develop optimal Bayesian designs. These approaches facilitate the preposterior analysis by replacing it with a sequence of scatter plot smoothing/regression techniques and optimization of the corresponding fitted surfaces. We present our development by considering single and multiple-point fixed, as well as, sequential design problems when the underlying life model is exponential, and illustrate the implementation of our approach with some examples.     

多元抽样技术（Ⅱ）

本文了在实际中已有应用的对称等距抽样方法，我们从理论上证明了这一方法的合理性。并且建立了多元有限元体的回归估计法。     

中小学生主观幸福感和对人坚信、被人接纳相关关系研究

目前主观幸福感的研究大都集中在中老年人同大学生的主观幸福感等方面，对中学生，特别是小学生涉及较少。本文从中小学生的角度出发，探讨主观幸福感、对人坚信、被人接纳之间的关系。研究采用了幸福指数、整体情感指数量表、对人坚信量表和接纳他人量表对小学、初中、高中三个年级311名学生进行调查，并对结果进行方差分析、相关分析和t检验。结果显示：①小学生的主观幸福感大于初中生和高中生的主观幸福感；②三个年级主观幸福感、对人坚信、被人接纳三个方面都存在显著相关关系；③男生和女生在对人坚信和被人接纳两个方面表现出差异性。     

Calibrated imputation in surveys under a quasi-model-assisted approach

Summary.  We propose to use calibrated imputation to compensate for missing values. This technique consists of finding final imputed values that are as close as possible to preliminary imputed values and are calibrated to satisfy constraints. Preliminary imputed values, potentially justified by an imputation model, are obtained through deterministic single imputation. Using appropriate constraints, the resulting imputed estimator is asymptotically unbiased for estimation of linear population parameters such as domain totals. A quasi-model-assisted approach is considered in the sense that inferences do not depend on the validity of an imputation model and are made with respect to the sampling design and a non-response model. An imputation model may still be used to generate imputed values and thus to improve the efficiency of the imputed estimator. This approach has the characteristic of handling naturally the situation where more than one imputation method is used owing to missing values in the variables that are used to obtain imputed values. We use the Taylor linearization technique to obtain a variance estimator under a general non-response model. For the logistic non-response model, we show that ignoring the effect of estimating the non-response model parameters leads to overestimating the variance of the imputed estimator. In practice, the overestimation is expected to be moderate or even negligible, as shown in a simulation study.     

Statistical inference for the effect of magnetic brain stimulation on a motoneurone

A stochastic model is developed for the possible excitatory and inhibitory effects of a stimulus to the brain on the activity of single human motoneurones. The model consists of a Wiener process for the build-up of underlying potential, a deterministic effect due to the stimulus and a random lag from brain to muscle. Direct likelihood inference for its parameters seems impossible, and we study the use of simulation to estimate the log-likelihood for the parameters of substantive interest. Monte Carlo methods yield point and confidence interval estimates of the membrane excitability underlying excitatory and inhibitory effects. The main qualitative conclusion is that both excitatory and inhibitory effects are unambiguously present. The contribution of statistical analysis to this problem is to provide accurate and apparently reliable inference for the quantities of neurophysiological interest. More generally, our methodology has the potential to make accurate likelihood-based inferences in challenging problems, but the computational burden can be large, particularly if the model is not fully adequate for the data, as in our application.     

论文学翻译中等效翻译的可行性

从原语言翻译到目的语的过程中,由于文化差异往往会影响信息的获得,会产生信息的误导和交际的障碍,产生偏差。文学翻译究竟能不能做到等效,本文试着从语言、文化、读者接受三者的各自特点和互动关系加以考察,最终得出结论,从各个方面看,“等效”事实上是很难做到的。但是我们也可以确定一个切实可行的目标,尽量达到“等效”和“神似”。     

程抱一作品研究中的几个问题

现为法兰西学院四十位“不朽者”之一的法籍华裔程抱一先生,近年来逐渐走入国内学术研究的视野。他一生致力于文学艺术的创作,涉及领域非常广泛;他对中国古典诗歌、古典绘画理论的垦拓、对中国古代哲学思想的“结构主义式”的诠释,新颖独到。