Covariance-regularized regression and classification for high dimensional problems

Summary.  We propose covariance-regularized regression, a family of methods for prediction in high dimensional settings that uses a shrunken estimate of the inverse covariance matrix of the features to achieve superior prediction. An estimate of the inverse covariance matrix is obtained by maximizing the log-likelihood of the data, under a multivariate normal model, subject to a penalty; it is then used to estimate coefficients for the regression of the response onto the features. We show that ridge regression, the lasso and the elastic net are special cases of covariance-regularized regression, and we demonstrate that certain previously unexplored forms of covariance-regularized regression can outperform existing methods in a range of situations. The covariance-regularized regression framework is extended to generalized linear models and linear discriminant analysis, and is used to analyse gene expression data sets with multiple class and survival outcomes.     

Covariate Selection for the Semiparametric Additive Risk Model

Abstract.  This paper considers covariate selection for the additive hazards model. This model is particularly simple to study theoretically and its practical implementation has several major advantages to the similar methodology for the proportional hazards model. One complication compared with the proportional model is, however, that there is no simple likelihood to work with. We here study a least squares criterion with desirable properties and show how this criterion can be interpreted as a prediction error. Given this criterion, we define ridge and Lasso estimators as well as an adaptive Lasso and study their large sample properties for the situation where the number of covariates p is smaller than the number of observations. We also show that the adaptive Lasso has the oracle property. In many practical situations, it is more relevant to tackle the situation with large p compared with the number of observations. We do this by studying the properties of the so-called Dantzig selector in the setting of the additive risk model. Specifically, we establish a bound on how close the solution is to a true sparse signal in the case where the number of covariates is large. In a simulation study, we also compare the Dantzig and adaptive Lasso for a moderate to small number of covariates. The methods are applied to a breast cancer data set with gene expression recordings and to the primary biliary cirrhosis clinical data.     

Model selection for Lévy measures in diffusion processes with jumps from discrete observations

We deal with parametric inference and selection problems for jump components in discretely observed diffusion processes with jumps. We prepare several competing parametric models for the Lévy measure that might be misspecified, and select the best model from the aspect of information criteria. We construct quasi-information criteria (QIC), which are approximations of the information criteria based on continuous observations.     

农民工社会保护问题研究

由于正式组织资源的缺位,农民工只能倚重于自身建立的社会关系网络寻求社会保护。而这种网络由于自身的局限,无法与高度科层化的利益集团进行博弈。在全球化的过程中,政府为了保持区位竞争优势,进行福利竞赛,使农民工的处境进一步恶化。要改变这种状况,一是培育农民工利益集团,达到博弈双方力量的均衡;二是考虑农民工的外出动机和户籍制度等约束条件,制定农民工社会保护政策。     

辽朝选任官吏的方式考述

辽朝是中国历史上一个十分重要的王朝,在其统治中国北方的过程中,注重选拔人才,形成了一套比较系统而又完备的官吏管理法律制度。就管吏的选任方式而言,主要以世选制、科举制为基本方式。此外,还有察举制、征召制、入粟补官法、恩荫、任子制、赏赐与赠与。既有成效,也有教训。     

HF通信网中的突发自适应选频技术

介绍了突发自适应选频技术在ＨＦ通信网中的应用，分析了突发自适应选频的特点及网络应用的优势，设计了一套用于网络突发选频的协议，讨论了协议中的重要参数设定和协议性能，并提出了多种方案供优化     

改革开放以来中国经济发展及1997—2010年经济发展预测(三)——中国地区经济发展的政策思路

预测“九五”至2010年中国地区经济发展,分析区域经济发展的两大特征,总结影响地区经济发展差别的基本规律,提出促进中国区域经济协调发展的政策选择。     

博弈论在邮件特征选择中的应用

特征选择在垃圾邮件过滤中起着十分重要的作用,本文分析讨论了现有邮件特征选择方法所存在的不足,并在此基础上,提出一种基于博弈论的邮件特征选择模型。该模型将博弈论应用于邮件特征选择中,以达到约减信息规模,提高垃圾邮件过滤效率的目的。在设计特征选择模型时,考虑到邮件样本自身的模糊隶属性对特征选择所产生的影响,在特征点对邮件类别的区分度定义中,通过引入由相融性度量定义的样本模糊隶属度函数,提高博弈邮件特征选择模型对实际问题的处理能力。在CDSCE语料库上的实验表明,该邮件特征选择模型的性能优于同类其他特征选择方法,验证了该邮件特征选择模型的有效性。     

论高等学校公共关系的开放式战略

大学毕业生社会择业的瓶颈问题,使高等学校公共关系处于比较危机的状态,协调好高等学校人才培养和社会人才市场需求之间的同步一体关系,是高等学校公共关系管理的当务之急。做好公共关系管理工作,首先要认清高等学校公共关系的本质,认清人才综合素质的培养达到社会需求标准的重要性;其次是要紧紧抓住高等学校公共关系的主体方面。由于高等学校三大职能相互关系所决定,人才培养是高等学校公共关系的主体方面。高等学校培养出的人才,要得到人才使用单位的认同与支持,高等学校必须在公共关系的管理上实施开放式战略,充分发挥社会行业专家的桥梁纽带作用,敞开校门办学,与社会需要同步运行,这样,大学毕业生社会择业的瓶颈问题就有希望得到解决。