Alternative expectation formulas for real-valued random vectors

Abstract

When the elements of a random vector take any real values, formulas of product moments are obtained for continuous and discrete random variables using distribution/survival functions. The random product can be that of strictly increasing functions of random variables. For continuous cases, the derivation based on iterated integrals is employed. It is shown that Hoeffding’s covariance lemma is algebraically equal to a special case of this result. For discrete cases, the elements of a random vector can be non-integers and/or unequally spaced. A discrete version of Hoeffding’s covariance lemma is derived for real-valued random variables.     

龟兹摩尼教艺术传播补正

本文根据摩尼教神学教义中对暗魔(贪魔)概貌的描述,认为库车克孜尔石窟群前河滩地唐代遗址出土的一件陶祖,是摩尼教的"男根魔貌"教义艺术品,表现的是从原教旨摩尼教带来的浓重的禁欲巫气,目的就是让教徒听众更易于理解其教义,以画释经,洁身自好;以图塑形,净化修道;从而使摩尼教性观念教义有了直接的参照物,它是我们了解古代摩尼教徒精神生活可贵的形象资料。     

An iterated greedy algorithm for the flowshop scheduling problem with blocking

This paper proposes an iterated greedy algorithm for solving the blocking flowshop scheduling problem for makespan minimization. Moreover, it presents an improved NEH-based heuristic, which is used as the initial solution procedure for the iterated greedy algorithm. The effectiveness of both procedures was tested on some of Taillard’s benchmark instances that are considered to be blocking flowshop instances. The experimental evaluation showed the efficiency of the proposed algorithm, in spite of its simple structure, in comparison with a state-of-the-art algorithm. In addition, new best solutions for Taillard’s instances are reported for this problem, which can be used as a basis of comparison in future studies.     

One-shot exchange networks and the shadow of the future

From the Prisoner's Dilemma and other games, it is well known that strategy selection in one-shot games can be very different from that in iterated games. Because exchange structures were studied only as iterated games, whether one-shot structures differ was not known. Nor have exchange theories previously considered whether events in structures would be different if studied as one-shot games. This paper offers new theory to predict one-shot exchange structures and one-shot experiments to test that theory. As predicted, the experiments found that processes and outcomes of one-shot exchange structures are quite different from those of iterated exchange structures. For example, certain relations that are strategically used as threats in iterated exchange structures occur very rarely in one-shot structures. It follows that power differences in one-shot structures regress from those observed for repeated structures.     

Learning rates of multi-kernel regression by orthogonal greedy algorithm

We investigate the problem of regression from multiple reproducing kernel Hilbert spaces by means of orthogonal greedy algorithm. The greedy algorithm is appealing as it uses a small portion of candidate kernels to represent the approximation of regression function, and can greatly reduce the computational burden of traditional multi-kernel learning. Satisfied learning rates are obtained based on the Rademacher chaos complexity and data dependent hypothesis spaces.     

Simultaneous Search

We introduce and solve a new class of “downward‐recursive” static portfolio choice problems. An individual simultaneously chooses among ranked stochastic options, and each choice is costly. In the motivational application, just one may be exercised from those that succeed. This often emerges in practice, such as when a student applies to many colleges or when a firm simultaneously tries several technologies. We show that such portfolio choice problems quite generally entail maximizing a submodular function of finite sets—which is NP‐hard in general. Still, we show that a greedy algorithm finds the optimal set, finding first the best singleton, then the best single addition to it, and so on. We show that the optimal choices are “less aggressive” than the sequentially optimal ones, but “more aggressive” than the best singletons. Also, the optimal set in general contains gaps. We provide some comparative statics results on the chosen set.     

Interacting neighbour point processes: Some models for clustering

We introduce a class of spatial point processesinteracting neighbour point (INP) processes, where the density of the process can be written by means of local interactions between a point and subsets of its neighbourhood but where the processes may not be Ripley-Kelly Markov processes with respect to this neighbourhood. We show that the processes are iterated Markov processes defined by Hayat and Gubner (1996). Furthermore, we pay special attention to a subclass of interacting neighbour processes, where the density belongs to the exponential family and all neighbours of a point affect it simultaneously. A simulation study is presented to show that some simple processes of this subclass can produce clustered patterns of great variety. Finally, an empirical example is given.     

Weak convergence of residual median process for dependent or randomly censored samples

This article studies the weak convergence of the residual median process (i) when the observations follow a strictly stationary ø-mixing process and (ii) when hte observations are randomly censored. In both these cased the residual median prodeas converges weakly to a gaussian process.     

Evolutionary Equilibria: Characterization Theorems and Their Implications

Theory and Decision - To understand the meaning of evolutionary equilibria, it is necessary to comprehend the ramifications of the evolutionary model. For instance, a full appreciation of...     

空洞探测的数学模型与算法

为了解决最优空洞探测计算复杂度较高的问题,利用贪心算法对空洞探测问题的数据进行分析后设定了合理的误差,以理论时间与实际时间的误差作为贪心选择标准,最终确定空洞所处的区域以及空洞的个数.这种算法复杂度为多项式级.