情态与情态系统的体现：系统功能语言学的视觉

从系统功能语言学的角度探讨英语情态的本质及其体现。情态本质上属于主观范畴,情态是由特定语句中的小句来实现的。语境对情态的体现及其意义的确定有着重要的作用,而句子的不同的构成方式所体现的情态在意义上有着取向的不同。     

政治代表论——兼论我国人民代表大会制度的理论基础

政治代表问题涉及现代社会政治的本质,政府代表性强弱体现了政府与社会之间的契合程度,代表的内容在规范的意义上是公共利益和公共意志。现代政府基于对社会的代表性而存在,但代表性实现的机制却并非一种,其间差别在很大程度上源于各国历史、文化、传统等方面的差异。政治代表理论为我们准确把握政治的实质提供了一条重要的思路,也为探讨我国人民代表大会制度的理论基础提供了一个颇具意义的视角。     

A copula‐graphic estimator for the conditional survival function under dependent censoring

Rivest Wells (2001) showed that in situations where the dependence between a lifetime and a censoring variable can be modeled by a given Archimedean copula, the copula‐graphic estimator of Zheng Klein (1995) has an explicit form. The authors extend this work to the fixed design regression case. They show that the copula‐graphic estimator then has an asymptotic representation and a Gaussian limit. They also assess the influence of a misspecified copula function on the performance of the estimator. Their developments are illustrated with data on the survival of the Atlantic halibut.     

汉语言的二维指向与中国古代文论的简与繁

汉字的“象”性构造和多样性外衍指向,使古代文论的表达具有简约和繁复两种风格。对于深刻的义理用以少总多或具象隐喻“一语而尽”;对于经验世界的多样性,则上下左右反复详言之,使“情貌无遗”。这两种风格,使文论述说表现出虚实相生、繁简结合的诗性之美。     

推翻表征思想 建立游牧思想——精神分裂症分析方法研究

德勒兹和加塔里精神分裂症分析理论与精神分析理论之间是一种在断裂的基础上发展的关系。聚焦于二者的指导思想和方法的差异,特别关照精神分裂症分析的独特思想和思维主张及其生成过程,可详细解读其游牧式或曰“根茎式”的新理念。     

性别身份与舞台表现——从《欲望号街车》到《美梦重圆》

性别身份,尤其是同性恋身份所具有的社会政治色彩决定了不同时代的剧作家在处理这一题材时采用不同的舞台表现形式。《欲望号街车》采用了象征手法,充分利用舞台上的资源———灯光、音乐、枪声、回忆、幻觉等来暗示自杀的同性恋丈夫对妻子留下的道义上的内疚与自责。对《欲望号街车》的重写剧作《美梦重圆》则采用“异装”、戏中戏等形式大胆直白地表达这一主题。两剧对同性恋身份舞台表现形式的不同不仅带有特定历史时期的烙印,而且渗透了剧作家不同的审美价值取向。     

缺失历史的艺术再现——解读美国少年历史小说《龙翼》

美国少年历史小说《龙翼》通过叙述视角、场景、人物塑造等艺术手段描写了以一对华人父子为主要人物的华人早期移民克服困难,最终实现飞行梦想的故事,从而忠实再现了20世纪初美国华人移民艰苦奋斗的经历,补写了一段美国历史中一度缺失的历史;同时也为华人移民后代了解先辈的历史,为美国这一多民族移民的国家处理各民族的关系提供了生动且真实的素材。     

Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution

Abstract.  Let π denote an intractable probability distribution that we would like to explore. Suppose that we have a positive recurrent, irreducible Markov chain that satisfies a minorization condition and has π as its invariant measure. We provide a method of using simulations from the Markov chain to construct a statistical estimate of π from which it is straightforward to sample. We show that this estimate is 'strongly consistent' in the sense that the total variation distance between the estimate and π converges to 0 almost surely as the number of simulations grows. Moreover, we use some recently developed asymptotic results to provide guidance as to how much simulation is necessary. Draws from the estimate can be used to approximate features of π or as intelligent starting values for the original Markov chain. We illustrate our methods with two examples.     

On the Distance Between Cumulative Sum Diagram and Its Greatest Convex Minorant for Unequally Spaced Design Points

Abstract.  The supremum difference between the cumulative sum diagram, and its greatest convex minorant (GCM), in case of non-parametric isotonic regression is considered. When the regression function is strictly increasing, and the design points are unequally spaced, but approximate a positive density in even a slow rate ( n ^−1/3), then the difference is shown to shrink in a very rapid (close to n ^−2/3) rate. The result is analogous to the corresponding result in case of a monotone density estimation established by Kiefer and Wolfowitz, but uses entirely different representation. The limit distribution of the GCM as a process on the unit interval is obtained when the design variables are i.i.d. with a positive density. Finally, a pointwise asymptotic normality result is proved for the smooth monotone estimator, obtained by the convolution of a kernel with the classical monotone estimator.     

Rate of strong uniform convergence of k-NN density estimates

Let f_n(x) be the univariate k-nearest neighbor (k-NN) density estimate proposed by Loftsgaarden and Quesenberry (1965). By using similar techniques as in Bahadur's representation of sample quantiles (1966), and by the recent results on the oscillation of empirical processes by Stute (1982), we derive the rate of strong uniform convergence of f_n(x) on some suitably chosen interval J_δ. Some comparison with the kernel estimates is given, as well as the choice of the bandwidth sequence relative to the sample size.