Testing the Equality of Covariance Operators in Functional Samples

Abstract. We propose a non‐parametric test for the equality of the covariance structures in two functional samples. The test statistic has a chi‐square asymptotic distribution with a known number of degrees of freedom, which depends on the level of dimension reduction needed to represent the data. Detailed analysis of the asymptotic properties is developed. Finite sample perfo‐rmance is examined by a simulation study and an application to egg‐laying curves of fruit flies.     

Strategies for Fitting Large,Geostatistical Data in MCMC Simulation

Models for geostatistical data introduce spatial dependence in the covariance matrix of location-specific random effects. This is usually defined to be a parametric function of the distances between locations. Bayesian formulations of such models overcome asymptotic inference and estimation problems involved in maximum likelihood-based approaches and can be fitted using Markov chain Monte Carlo (MCMC) simulation. The MCMC implementation, however, requires repeated inversions of the covariance matrix which makes the problem computationally intensive, especially for large number of locations. In the present work, we propose to convert the spatial covariance matrix to a sparse matrix and compare a number of numerical algorithms especially suited within the MCMC framework in order to accelerate large matrix inversion. The algorithms are assessed empirically on simulated datasets of different size and sparsity. We conclude that the band solver applied after ordering the distance matrix reduces the computational time in inverting covariance matrices substantially.     

基于前景理论的核电厂作业行为监管演化博弈研究

为提高对核电厂作业行为安全监管的效果,减少运行事件的发生概率,文章考虑参与主体的风险偏好,基于前景理论构建核安全监管机构、操纵员和核电营运单位三方的作业行为监管演化博弈模型,并对影响因素进行模拟仿真。结果表明,监管机构和核电营运单位的风险敏感系数的减小,会使得三方博弈最终不能稳定在最优策略上,而操纵员的价值感知系数使得其策略演化速度减慢,但并不影响最终策略选择。     

基于国有企业经营者视角的激励机制解释

一方面,由我国市场发育的特点决定,国有企业经营者承担的职能更加复杂,对企业的生存发展也更为重要;另一方面,由多层委托-代理关系决定,国有企业的代理成本过高,国有企业经营者对企业所有者利益损害的可能性较大。尽快建立、完善对企业经营者的激励机制是国有企业及其所有者的现实选择。科学的经营者激励机制应体现两个特征:(1)按劳取酬;(2)有效竞争。     

经营者持大股是中小企业产权安排的有效形式

企业的产权制度受经济条件所制约,对企业的发展有重要影响,中小企业也不例外。本文主要运用新制度经济学的观点分析说明:经营者持大股及在此基础上的所有权与管理权的合一是最彻底的产权安排形式,是适应市场经济发展需要的,也是效率最高的企业组织方式。苏南乡镇集体企业改制的实践支持了经营者持大股的产权安排。     

国家自然科学基金资助项目综合评价:基于Vague集多准则决策

采用基于Vague集的多准则决策方法,对国家自然科学基金11类主要竞争性资助项目的实施情况进行综合评价和排序.首先,通过问卷调研的方式,由国家自然科学基金项目评审专家采用"高"、"不高"和"不清楚"三类语义,对各类项目按照"评审公正性"、"管理规范性"、"科研创新性"和"社会影响力"四个准则进行评价;然后,根据问卷统计结果,将语义评价转化为Vague估计值,并利用一种新的评分函数计算各类项目在各准则下的得分;最后,采用正态分布的OWA算子集结各准则下的得分,得到所有项目的综合评价和排序.本文的研究结果将为完善国家自然科学基金的资助结构与管理模式提供重要参考依据.     

基于个体问卷不确定性的企业文化累加算子研究

针对目前企业文化问卷调查过程中答卷人员评分的主观性导致企业文化集结计量的不确定性,本文提出一个新的方法,即通过Choquet模糊积分来集结中间变量值,并采用Yager模糊熵来表示测度的模糊性,以避免权重确定的主观性和复杂性,提高测度的准确性;将该方法应用于某国际酒店的文化测量,结果表明了该方法是可行和有效的。     

基于不同粒度语言判断矩阵的多属性群决策方法

针对具有不同粒度语言判断矩阵形式的偏好信息的多属性群决策问题,首先给出了不同粒度语言转换的准则,给出了将不同粒度语言短语一致化的函数及其性质,并进而提出了基于不同粒度语言判断矩阵的多属性群决策方法.该方法不仅简洁、直观,且不会发生信息丢失,所得的决策结果较为精确、合理,最后通过算例对方法的实用性和有效性进行了说明.     

A new reproducing kernel-based nonlinear dimension reduction method for survival data

Based on the theories of sliced inverse regression (SIR) and reproducing kernel Hilbert space (RKHS), a new approach RDSIR (RKHS-based Double SIR) to nonlinear dimension reduction for survival data is proposed. An isometric isomorphism is constructed based on the RKHS property, then the nonlinear function in the RKHS can be represented by the inner product of two elements that reside in the isomorphic feature space. Due to the censorship of survival data, double slicing is used to estimate the weight function to adjust for the censoring bias. The nonlinear sufficient dimension reduction (SDR) subspace is estimated by a generalized eigen-decomposition problem. The asymptotic property of the estimator is established based on the perturbation theory. Finally, the performance of RDSIR is illustrated on simulated and real data. The numerical results show that RDSIR is comparable with the linear SDR method. Most importantly, RDSIR can also effectively extract nonlinearity from survival data.