Extreme shape analysis

Summary.  We consider the analysis of extreme shapes rather than the more usual mean- and variance-based shape analysis. In particular, we consider extreme shape analysis in two applications: human muscle fibre images, where we compare healthy and diseased muscles, and temporal sequences of DNA shapes from molecular dynamics simulations. One feature of the shape space is that it is bounded, so we consider estimators which use prior knowledge of the upper bound when present. Peaks-over-threshold methods and maximum-likelihood-based inference are used. We introduce fixed end point and constrained maximum likelihood estimators, and we discuss their asymptotic properties for large samples. It is shown that in some cases the constrained estimators have half the mean-square error of the unconstrained maximum likelihood estimators. The new estimators are applied to the muscle and DNA data, and practical conclusions are given.     

FAIR DIVISION OF INDIVISIBLE ITEMS

This paper analyzes criteria of fair division of a set of indivisible items among people whose revealed preferences are limited to rankings of the items and for whom no side payments are allowed. The criteria include refinements of Pareto optimality and envy-freeness as well as dominance-freeness, evenness of shares, and two criteria based on equally-spaced surrogate utilities, referred to as maxsum and equimax. Maxsum maximizes a measure of aggregate utility or welfare, whereas equimax lexicographically maximizes persons' utilities from smallest to largest. The paper analyzes conflicts among the criteria along with possibilities and pitfalls of achieving fair division in a variety of circumstances.     

Unanimity and Resource Monotonicity

In the context of indivisible public objects problems (e.g., candidate selection or qualification) with “separable” preferences, unanimity rule accepts each object if and only if the object is in everyone’s top set. We establish two axiomatizations of unanimity rule. The main axiom is resource monotonicity, saying that resource increase should affect all agents in the same direction. This axiom is considered in combination with simple Pareto (there is no Pareto improvement by addition or subtraction of a single object), independence of irrelevant alternatives, and either path independence or strategy-proofness.     

Justice,liberty, unanimity and the axioms of identity

Two new justice constraints on liberal rights and the Pareto rule are proposed and analysed. Each resolves both Sen and Gibbard paradoxes. The first, following Hammond, requires no axiom of identity. The second, following Sen and Suppes, resolves Sen Paradoxes for two rights, but requires the axiom of complete identity to resolve Gibbard paradoxes and Sen Paradoxes with three or more rights. This second constraint therefore turns social conflicts over rights into disagreements about interpersonal and intersituational comparisons. By itself it solves the majoritarian paradox and the all-but-one-person-is-decisive paradox.     

加权折扣单机排序干扰管理模型和算法研究

为解决机器排序中由于干扰事件的发生使初始最优加工时间表无法按计划执行的问题,构建同时考虑原目标和扰动目标的双目标干扰管理模型,对初始最优加工时间表进行调整并对未完工工件进行重排序;在双目标干扰管理模型中,原目标由所有工件的加权折扣完工时间和来度量,扰动目标由重排序后工件完工时间的变化来度量;结合量子比特在表示解的多样性方面的优点和非支配排序遗传算法在处理多目标排序问题上的优点,设计一种量子遗传算法和非支配排序遗传算法相结合的启发式进化算法对构建的模型进行求解。在数值算例中,通过比较若干项针对有效解集的性能指标发现,该混合算法求得的有效解集在多样性和与最优有效前沿的邻近性等方面优于目前得到广泛应用的非支配排序遗传算法,验证了构建的模型和算法对于求解机器排序干扰管理问题的有效性。     

基于阶段划分的企业主动碳减排创新策略实施研究

基于环境策略在被动阶段和主动阶段的不同,且一些企业已启动主动减排阶段的产品创新策略。本文在碳减排阶段划分的基础上,对企业主动碳减排创新策略实施进行研究,引入碳排放交易制度及政府补贴激励,构建了政策驱动下的企业主动碳减排成本收益模型和行业成本收益模型。以矩阵正定性判定企业碳减排是否存在最优策略,同时探讨该最优策略能否实现行业帕累托最优以及如何实现。研究表明,企业主动碳减排创新策略存在最优,企业对碳减排策略的投入随着其相应减排效果系数、减排收益系数与碳排放交易下政府超额补贴系数的增加而加大;行业实现帕累托最优需要政府激励政策引导,且碳排放交易下政府超额补贴系数为行业内定值,随行业内各企业减排效果与创新收益的增加而减少。此外,根据实地调研和相关文献的数据,对模型中的各项参数进行赋值,并以水泥企业为例,通过典型算例分析和关键参数灵敏度分析进行模型有效性验证。算例分析结果证实了创新收益和政府碳排放交易下的补贴激励是企业主动碳减排的关键因素。本文从阶段划分的视角对碳减排问题进行尝试性研究,可为企业主动碳减排创新策略的实施提供决策依据,同时也为政府政策制定提供参考。此外在政府引导企业碳减排帕累托改进过程中,应保障企业碳减排效率在同一水平,创新力较强的企业,减排量相应较大,从而实现碳减排的帕累托最优。     

顾客有限“碳行为”偏好对选址-路径-库存联合优化的影响

针对考虑顾客有限“碳行为”偏好的选址-路径-库存联合优化问题,引入环保度系数作为碳排放量的特征向量,在低碳产品加价率存在的情况下,刻画了顾客有限“碳行为”偏好和市场逆需求系数对低碳产品需求量的影响,构建了选址-路径-库存系统中考虑有“碳行为”偏好的联合优化模型,并分析了顾客行为偏好对企业收益的影响。使用基于NNC的多目标求解方法,对考虑成本和碳排放的双目标问题进行处理并得到一组Pareto解集,数值实验证明了产品环保度、顾客有限“碳行为”偏好对企业运作方案和收益水平的影响。     

安装时间与次序相关的生产调度干扰管理研究

在安装时间和次序相关的单机调度问题中,为应对突发性的工件优先级变动造成的影响,构建了双目标重调度模型。原目标为生产的流程时间,扰动目标为工件的加工次序扰动。针对模型中的双目标,设计了基于有效解的两阶段混合启发式算法进行求解,在原目标和扰动目标之间进行权衡。混合算法第一阶段里,基于任意单个工件次序变化将双目标问题转化成单目标TSP问题,利用最近邻域和插入混合求得单目标问题的若干解,构成初始种群。第二阶段中基于非支配排序遗传算法在处理多目标问题上的优势,对初始种群进行扩展搜索,最后输出问题的有效前沿。通过数值试验运算比较分析若干针对有效解集的指标,验证了混合算法求得的解集在多样性和临近性上要优于单纯的非支配排序遗传算法。该混合算法可以有效地解决具有安装时间的加工次序扰动问题。     

The Siable-Law Model of Stock Returns

This study investigates the tail shapes of empirical distributions of returns on an extensive group of common stocks. The tails of the return distributions are found to be thinner than those of infinite variance stable distributions. Therefore, although homogeneity is evident in general, economic and statistical inferences drawn from stable-law parameters estimated from samples of stock returns may be misleading. This is in spite of the apparent overall similarity (in shape) between empirical and stable distributions.     

A new discrete distrlbution,with applications to survival,dispersal and dispersion

We describe a new discrete probability distribution with several useful properties for the analysis and modelling of survival processes and dispersion. First, the model can be used to describe survival processes with monotonically decreasing, constant, or increasing hazard functions, simply by tuning one parameter. Also, the model can describe counts that are overdispersed (contagious) or underdispersed, since the variance can exceed, equal, or be less than the mean. All of these properties are demonstrated both theoretically and with ecological examples, using ad-hoc parameter estimation techniques. Finally, the equations are tractable compared with, say, the negative binomial, and easily incorporated into larger models.