Variance estimation based on blocked 3×2 cross-validation in high-dimensional linear regression

In high-dimensional linear regression, the dimension of variables is always greater than the sample size. In this situation, the traditional variance estimation technique based on ordinary least squares constantly exhibits a high bias even under sparsity assumption. One of the major reasons is the high spurious correlation between unobserved realized noise and several predictors. To alleviate this problem, a refitted cross-validation (RCV) method has been proposed in the literature. However, for a complicated model, the RCV exhibits a lower probability that the selected model includes the true model in case of finite samples. This phenomenon may easily result in a large bias of variance estimation. Thus, a model selection method based on the ranks of the frequency of occurrences in six votes from a blocked 3×2 cross-validation is proposed in this study. The proposed method has a considerably larger probability of including the true model in practice than the RCV method. The variance estimation obtained using the model selected by the proposed method also shows a lower bias and a smaller variance. Furthermore, theoretical analysis proves the asymptotic normality property of the proposed variance estimation.     

An elastic-net penalized expectile regression with applications

To perform variable selection in expectile regression, we introduce the elastic-net penalty into expectile regression and propose an elastic-net penalized expectile regression (ER-EN) model. We then adopt the semismooth Newton coordinate descent (SNCD) algorithm to solve the proposed ER-EN model in high-dimensional settings. The advantages of ER-EN model are illustrated via extensive Monte Carlo simulations. The numerical results show that the ER-EN model outperforms the elastic-net penalized least squares regression (LSR-EN), the elastic-net penalized Huber regression (HR-EN), the elastic-net penalized quantile regression (QR-EN) and conventional expectile regression (ER) in terms of variable selection and predictive ability, especially for asymmetric distributions. We also apply the ER-EN model to two real-world applications: relative location of CT slices on the axial axis and metabolism of tacrolimus (Tac) drug. Empirical results also demonstrate the superiority of the ER-EN model.     

时光·梦想

生活在19世纪的人们,乐于听到工业革命的轰鸣声。他们知道,这是“现代”的召唤。21世纪的我们,现代的我们则渴望着回到自然的怀抱。这是文明的又一道曲线。它从一个欣欣向荣滑到另一个欣欣向荣。而这两个时代都打上了进步的鲜明烙印,都同样是我们光荣的、关于自身、关于梦想的珍贵记忆。如果好奇于日常生活中的周遭事务,并执着于探求它们的来源,我们会惊奇地发现:时常光顾的超市、购物中心、度假村、俱乐部,始于世界博览会;电视机、留声机、电灯,在世博会上首次展出;甚至第一台纺织机、第一架飞机竟也是从世博会步入我们的生活。“一切始于…     

Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior

This paper proposes the use of the Bernstein–Dirichlet process prior for a new nonparametric approach to estimating the link function in the single-index model (SIM). The Bernstein–Dirichlet process prior has so far mainly been used for nonparametric density estimation. Here we modify this approach to allow for an approximation of the unknown link function. Instead of the usual Gaussian distribution, the error term is assumed to be asymmetric Laplace distributed which increases the flexibility and robustness of the SIM. To automatically identify truly active predictors, spike-and-slab priors are used for Bayesian variable selection. Posterior computations are performed via a Metropolis-Hastings-within-Gibbs sampler using a truncation-based algorithm for stick-breaking priors. We compare the efficiency of the proposed approach with well-established techniques in an extensive simulation study and illustrate its practical performance by an application to nonparametric modelling of the power consumption in a sewage treatment plant.     

Sexual Practices Among a Sample of Young Lesbian and Bisexual Women from Mexico: An Exploratory Study

Objective: To describe sexual practices in Mexican lesbian and bisexual women. Materials and method: An online survey was conducted with a nonprobabilistic sample of self-identified lesbian (n?=?768) and bisexual (n?=?371) women from the 32 states of Mexico. Results: Lesbians less frequently reported having had sex with a man than bisexual women. Preferred sexual practices with other women were external genital stimulation with fingers, internal genital stimulation with fingers, and oral genital stimulation. Most (～80%) participants did not use protection to prevent sexually transmitted infections. Conclusions: Our results can inform the design of promotion and prevention programs in sexual health aimed at sexual minority women.     

Resolving Rabin’s paradox

We present a theoretical model of Rabin’s famous calibration paradox that resolves confusions in the literature and that makes it possible to identify the causes of the paradox. Using suitable experimental stimuli, we show that the paradox truly violates expected utility and that it is caused by reference dependence. Rabin already showed that utility curvature alone cannot explain his paradox. We, more strongly, do not find any contribution of utility curvature to the explanation of the paradox. We find no contribution of probability weighting either. We conclude that Rabin’s paradox underscores the importance of reference dependence.

     

土地混合使用视角下的城市工业地块更新改造路径——以上海金沙江路地块为例

城市工业用地的更新改造是城市调整产业结构、建设创新社会的一个新常态的问题。在全球化大背景下,随着产业结构的调整升级,产业的类型直接影响到工业用地的布局形式,"退二进三"作为工业地块更新改造的主要方式,已经被广泛接受并执行。在城市更新的过程中,工业地块的更新是促进城市产业转型、优化城市功能的重要一环,对城市工业地块更新改造的路径探讨具有非常重要的现实意义。在对上海工业地块的更新改造政策措施与实施情况综合评述的基础上,以上海金沙江路地块为例,找出城市工业地块更新改造的现状问题与路径局限,并围绕更新改造路径的多种可能进行深入探讨。笔者建议科学评判,综合调整地块更新改造路径,从区域的角度统筹考虑功能业态,以保障城市工业地块的更新改造受益面广,更具有综合协调性。     

Data‐Driven Supply Chain Orientation and Financial Performance: The Moderating Effect of Innovation‐Focused Complementary Assets

Drawing on the complementary assets framework, this study explores the moderating effect of innovation‐focused complementary assets (CA‐I) on the relationship between a data‐driven supply chain orientation (DDSCO) and firm financial performance. To test the moderating effect, survey data gathered from 329 manufacturing firms in China were analysed using a moderated regression analysis. The results indicate that DDSCO has a significant positive effect on financial performance, and that capabilities for product and process innovation function as complementary assets moderating the DDSCO–performance relationship. The findings suggest that innovation‐focused complementary assets are performance differentiators when paired with a DDSCO and explain why some firms obtain financial benefits from the development of a DDSCO while others do not. Specifically, competitive advantage from a DDSCO may not be realized unless CA‐I and potentially other complementary assets are harnessed, thus providing useful practical guidance to managers. Hence, the study provides empirical support for the complementary assets framework.     

哥特的"演绎"

起源于欧洲中世纪教堂建筑中的哥特艺术,是以建筑实体形式凝固下来的一种文化存在。由于不同时期社会思想的影响和建筑技术的推动,哥特艺术总以不同的姿态和气质出现在各类建筑中。逐渐地,人们对它的情感体验超脱了建筑特定空间。当充满黑暗、恐怖、神秘色彩的哥特小说问世后,哥特艺术开始在音乐、电影等大众流行文化中蔓延。它所包含的内容和意义也在与社会意识和风尚的结合中不断地拓展和延伸。     

文化多样性研究述评

文化多样性是当前学术界研究的前沿问题。本文以国内外学者关于文化多样性的研究文献为基础,对文化多样性的形成与影响、文化的发展方向、文化多样性的保护等方面进行总结和回顾。