Posterior consistency of random effects models for binary data

In longitudinal studies or clustered designs, observations for each subject or cluster are dependent and exhibit intra-correlation. To account for this dependency, we consider Bayesian analysis for conditionally specified models, so-called generalized linear mixed model. In nonlinear mixed models, the maximum likelihood estimator of the regression coefficients is typically a function of the distribution of random effects, and so the misspecified choice of the distribution of random effects can cause bias in the estimator. To avoid the problem of the misspecification of the distribution of random effects, one can resort in nonparametric approaches. We give sufficient conditions for posterior consistency of the distribution of random effects as well as regression coefficients.     

中国股指期货与股票现货市场之间的风险传递效应研究

 为探索股指期货市场与股票现货市场之间的风险传递效应,本文从日间交易信息和隔夜信息两个角度对沪深300股指期货市场和沪深300指数现货市场进行了实证研究。实证结果显示：股指期货市场与股票现货市场之间的风险传递是双向的,股票现货对股指期货的风险溢出要大于股指期货对股票现货的风险溢出;并且,一市场收益对另一市场收益的影响具有正向杠杆效应,一市场风险对另一市场风险的冲击却具有反向杠杆效应;此外,尽管只有股指期货市场的隔夜信息对其日间收益具有预测能力,但任一市场的隔夜信息对另一市场的日间波动均存在显著的冲击效应。     

均值和方差双重变点的贝叶斯侦测

 本文应用贝叶斯方法研究了股价时序的均值和方差双重变点问题。基于后验概率比,我们提出一个类似ICSS算法的快速侦测算法。通过对上证指数时序的实证分析,我们总共发现5处方差突变。其中,3处是均值和方差双重变点,它们都对应中国股市的重大结构变化。     

MODELLING THE 2004 SUPER 12 RUGBY UNION COMPETITION

This paper uses Bayesian methods via WinBUGS to model round robin play in the 2004 Super 12 Rugby Union competition in order to explore home advantage and how that impacts the outcome of the competition. The scores from the games are decomposed into counts of converted and unconverted tries, penalties and drop goals and are modelled as Poisson random variables with a log link. The dependent variables are the offensive and defensive capabilities of the teams along with terms for home advantage. The model is used to ascertain the effects of home advantage on the standings of the teams in the competition and, from that, how fairness in the competition could be improved.     

Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited

A probability distribution governing the evolution of a stochastic process has infinitely many Bayesian representations of the form μ=∫μdλ(θ). Among these, a natural representation is one whose components ( μ's) are ‘learnable’ (one can approximate μ by conditioning μ on observation of the process) and ‘sufficient for prediction’ (μ's predictions are not aided by conditioning on observation of the process). We show the existence and uniqueness of such a representation under a suitable asymptotic mixing condition on the process. This representation can be obtained by conditioning on the tail-field of the process, and any learnable representation that is sufficient for prediction is asymptotically like the tail-field representation. This result is related to the celebrated de Finetti theorem, but with exchangeability weakened to an asymptotic mixing condition, and with his conclusion of a decomposition into i.i.d. component distributions weakened to components that are learnable and sufficient for prediction.     

Modular Network Design: Using Information and Communication Technology to Allocate Production Tasks in a Virtual Organization*

The increased interest in customer service and the trend towards customization gives rise to new organizational forms such as the virtual organization. This paper introduces the Modular Network Design (MND) approach to complement Mowshowitz' (1997) theory of virtual organization. This theory focuses on metamanagement of the virtual organization and consists of four activities: (1) determine and analyze customer requirements, (2) track the possibilities for satisfying these requirements, (3) develop and allocate production tasks among the members of the virtual organization, and (4) assess and adjust tasks and allocation procedures. The MND approach elaborates on this theory by breaking down both the requirements and the production tasks into modular entities, and by measuring the performance of the resulting virtual network in terms of operating costs and throughput time. The major contribution of the MND approach lies in its ability to support the assessment of alternative allocations of production tasks among the members of a virtual organization, using Information and Communication Technology (ICT) as enabler. The assessment of such alternative designs is illustrated by an application of MND in the air cargo industry. The results show how the virtual organization and its members can realize significant improvements in operating costs and throughput times when applying ICT to link and reallocate their modular production tasks in response to customized orders.     

Information Systems Adaptation and the Successful Implementation of Advanced Manufacturing Technologies*

Few plants have initial success with advanced manufacturing technologies (AMTs), and adaptations are commonly required after installing new technologies. We especially know little about the outcomes of adaptations that manufacturers regularly employ in the context of AMTs. Sociotechnical theory and the technology literature suggest that AMTs commonly require four types of adaptations including those to process technologies, human resources, operational structures, and information systems. This study investigates which of these four adaptations and their interactions lead to improved operational performance. Data were collected on 104 plants that implemented a single type of manufacturing AMT. Findings indicate that information systems (IS) adaptation during the course of AMT implementation was the most important action. Surprisingly, human resource and process technology adaptations were linked to lower performance, and no interactions had any clear effects. The results also show that practitioners underestimated the relevance of IS adaptations during contemporary or “second-generation” AMT implementation projects and overemphasized the need for shop floor changes.     

信息类高校网络依赖大学生团体心理辅导的设计研究

通过文件调查信息类高校网络依赖现状,结果表明：有近十分之一的同学每日上网时间过长,网络成为其情绪管理的重要途径,且有一定的依赖。信息类高校大学生对网络的依赖程度与其所在的年级的高低存在正相关,与性别及专业的相关度不高。团体心理辅导围绕五大主题：时间管理、自我探索、自我控制、情绪管理、人际交往。主要在团体目标设定,团体领导者和助手的选定,团体时间、次数、地点的确定,团体成员的招募和甄选;团体方案的设计等方面组织实施。     

Personal meaning in the public sphere: The standardisation and rationalisation of biodiversity data in the UK and the Netherlands

The demand for biodiversity data is increasing. Governments require standardised, objective data to underpin planning and conservation decisions. These data are produced by large numbers of (volunteer) natural historians and non-governmental organisations. This article analyses the interface between the state and the volunteer naturalists to understand the emerging patterns of information flow between them. Our results are based on research in the UK and the Netherlands. These two countries have a long history in volunteer biodiversity recording and are facing similar issues in relation to the increasing demand for standardised data. Our findings demonstrate that citizens who become involved in recording do so because they value nature and biodiversity. Recording is for them a way to enact their relationship with nature and contribute to its protection. Our findings also show that they are concerned about the increasing rationalisation in the process of data flow and about the way in which the government treats them and ‘their’ data. Our paper concludes by discussing this tension and the challenges and opportunities for biodiversity recording.     

基于CAID的系统平台的构建

简要分析了CAID流程,指出构建CAID平台三个方面的问题：信息采集,核心功能模块,三维建模。