Convergence of Heavy-tailed Monte Carlo Markov Chain Algorithms

Abstract.  In this paper, we use recent results of Jarner & Roberts ( Ann. Appl. Probab., 12, 2002, 224) to show polynomial convergence rates of Monte Carlo Markov Chain algorithms with polynomial target distributions, in particular random-walk Metropolis algorithms, Langevin algorithms and independence samplers. We also use similar methodology to consider polynomial convergence of the Gibbs sampler on a constrained state space. The main result for the random-walk Metropolis algorithm is that heavy-tailed proposal distributions lead to higher rates of convergence and thus to qualitatively better algorithms as measured, for instance, by the existence of central limit theorems for higher moments. Thus, the paper gives for the first time a theoretical justification for the common belief that heavy-tailed proposal distributions improve convergence in the context of random-walk Metropolis algorithms. Similar results are shown to hold for Langevin algorithms and the independence sampler, while results for the mixing of Gibbs samplers on uniform distributions on constrained spaces are rather different in character.     

Multiple-arm superiority and non-inferiority designs with various endpoints

Multiple-arm dose-response superiority trials are widely studied for continuous and binary endpoints, while non-inferiority designs have been studied recently in two-arm trials. In this paper, a unified asymptotic formulation of a sample size calculation for k-arm (k>0) trials with different endpoints (continuous, binary and survival endpoints) is derived for both superiority and non-inferiority designs. The proposed method covers the sample size calculation for single-arm and k-arm (k> or =2) designs with survival endpoints, which has not been covered in the statistic literature. A simple, closed form for power and sample size calculations is derived from a contrast test. Application examples are provided. The effect of the contrasts on the power is discussed, and a SAS program for sample size calculation is provided and ready to use.     

Reconfiguring the Supply Network Using Current Performance Data

Reconfiguration of the supply chain network from time to time is essential for businesses to retain their competitive edge. This paper presents a methodology for reconfiguration of an existing supply chain network. The methodology is characterized by two decision levels. In the first level, the current network performance is evaluated and efficient practices are identified. In the next level, a model that incorporates efficient practices is developed to reconfigure the network. This integrated methodology allows for decision maker (DM) input throughout the process. The methodology has been implemented and tested in the reconfiguration of an outbound petroleum supply chain network for CountryMark Cooperative, Inc. In this case study, Data Envelopment Analysis (DEA) is used to analyze current operations and an integer programming (IP) model that incorporates efficiency metrics is developed for selection of distribution facilities and allocation of resources to the facilities. Use of this methodology can lead to improved operations and reduced operating expenses.     

A Discrete Variable Chain Graph for Applicants for Credit

A bank offering unsecured personal loans may be interested in several related outcome variables, including defaulting on the repayments, early repayment or failing to take up an offered loan. Current predictive models used by banks typically consider such variables individually. However, the fact that they are related to each other, and to many interrelated potential predictor variables, suggests that graphical models may provide an attractive alternative solution. We developed such a model for a data set of 15 variables measured on a set of 14 000 applications for unsecured personal loans. The resulting global model of behaviour enabled us to identify several previously unsuspected relationships of considerable interest to the bank. For example, we discovered important but obscure relationships between taking out insurance, prior delinquency with a credit card and delinquency with the loan.     

情报学素养在编辑工作中的作用

情报学素养是学术期刊编辑应具备的学术素养之一,情报意识贯穿整个编辑过程。本文试图通过对学术期刊编辑如何利用情报手段,掌握自己所需的情报,以帮助编辑了解学科前沿,正确地判断稿件的学术质量,使最有价值的信息以最快的速度进入传播领域。     

浅谈知识经济与大学生思想政治工作

知识经济的兴起,科学技术的飞速发展,在给人类带来巨大利益的同时,也带来了巨大的挑战。在高校,知识经济对大学生思想政治工作产生了重大的影响,即有积极的影响,也有负面的影响。为了做好知识经济时代的大学生思想政治工作,大学生思想政治工作者必须更新观念、改进工作方法,努力学习新的知识,进一步开创大学生思想政治工作新局面。     

基于智能代理的电子商务信息服务评价研究

随着计算机技术和信息技术的发展开始应用到诸多领域,现在最为热门的是智能代理技术在电子商务信息服务中的应用。本文首先从理论上阐述了智能代理技术的定义、特点、应用结构以及应用领域,归纳了其在电子商务信息服务中的应用层面和应用架构,然后重点对两个应用智能代理技术来提供信息服务的电子商务网站进行详尽的比较分析和研究,最后评价了电子商务信息服务中引入智能代理技术后出现的相关问题,并提出了部分改进意见。     

基于供应链管理的企业外包策略选择分析

外包是企业从传统纵向一体化管理模式向供应链管理模式转变的重要途径。然而,外包策略的有效选择对企业实际运作来说并非易事。该文从供应链管理的角度出发,通过对核心业务、顾客价值以及产品特性和业务类型的分析,探讨了在不同竞争环境中如何通过外包策略的选择来增强企业的竞争优势。