Positive embedded integration in Bayesian analysis

This paper describes how embedded sequences of positive interpolatory integration rules (PIIRs) obtained from Gauss-Hermite product rules can be applied in Bayesian analysis. These embedded sequences are very promising for two major reasons. First, they provide a rich class of spatially distributed rules which are particularly useful in high dimensions. Second, they provide a way of producing more efficient integration strategies by enabling approximations to be updated sequentially through the addition of new nodes at each step rather than through changing to a completely new set of nodes. Moreover, as points are added successive rules change naturally from spatially distributed non-product rules to product rules. This feature is particularly attractive when the rules are used for the evaluation of marginal posterior densities. We illustrate the use of embedded sequences of PIIRs in two examples. These illustrate how embedded sequences can be applied to improve the efficiency of the adaptive integration strategy currently in use.     

函数极限性质和存在性的证明

本文用归结原则将函数极限问题转化为数列极限问题去讨论,证明了函数极限性质与极限存在的判定定理,进而更清晰的刻画了函数极限与数列极根之间的关系。     

基于混沌时间序列分析的股票价格预测

根据股票市场是非线性动力系统的假设,利用混沌理论对混沌时间序列的分析方法,提出了股票价格预测方法。同时利用重构相空间的嵌入维数和延迟时间分别确定经向基函数模型网络的结构和训练样本对,对实际的股票时间序列预测结果表明,该方法能有效地进行短期预测,并与前馈神经网络模型相比,可得到较好的预测结果,因而在股票时间序列预测中有广泛的实用价值。     

混沌调制实验研究

提出了混沌调制的概念。对混沌调幅及混沌调频进行了实验研究，给出了实现电路及已调波的功率谱，并用已调波对广播和电视伴音信号进行了有效的干扰实验。     

Polynomial approximations of multivariate smooth functions from quasi-random data

We improve a Monte Carlo algorithm which computes accurate approximations of smooth functions on multidimensional Tchebychef polynomials by using quasi-random sequences. We first show that the convergence of the previous algorithm is twice faster using these sequences. Then, we slightly modify this algorithm to make it work from a single set of random or quasi-random points. This especially leads to a Quasi-Monte Carlo method with an increased rate of convergence for numerical integration.     

一种混沌加密算法的硬件实现

在现有的二相混沌加密算法研究的基础上,提出了一种改进的实用混沌加密算法,使其有限字长效应得到了改善,并借助于数字信号处理器TMS320VC5402实现了改进方法。硬件实验结果表明,该方法具有一定的实践可行性和直接的实际应用意义。     

Quasi-random resampling for the bootstrap

Quasi-random sequences are known to give efficient numerical integration rules in many Bayesian statistical problems where the posterior distribution can be transformed into periodic functions on then-dimensional hypercube. From this idea we develop a quasi-random approach to the generation of resamples used for Monte Carlo approximations to bootstrap estimates of bias, variance and distribution functions. We demonstrate a major difference between quasi-random bootstrap resamples, which are generated by deterministic algorithms and have no true randomness, and the usual pseudo-random bootstrap resamples generated by the classical bootstrap approach. Various quasi-random approaches are considered and are shown via a simulation study to result in approximants that are competitive in terms of efficiency when compared with other bootstrap Monte Carlo procedures such as balanced and antithetic resampling.     

Quality of Life for the Elder

Abstract

Data from the Parent Health Supplement of the 1991 interview wave of the Panel Studies of Income Dynamics were used to examine the changes in care arrangements for elderly parents (N = 1,028). Following the onset of their dependency, more than 60% of elderly parents experienced at least one form of institutionalization (hospital or nursing home). A majority of those who remained in the community also experienced changes in living/care arrangements, often moving in with someone or having someone move in with them. The findings confirm those of previous studies that health-related need factors and race are significant determinants of institutionalization immediately following the onset of dependency. But availability of caregivers and other enabling factors are also significant determinants of care settings used following hospitalization.     

带有混沌变异的双种群伪并行PSO-DE混合算法

在求解全局优化问题时,采用单个PSO、DE算法有一定的不足,为了弥补这些不足,给出一种带有混沌变异的双种群伪并行PSO-DE混合算法（MPSODE）。通过对六个标准测试函数进行测试,结果表明,该混合算法是一种鲁棒性较强、求解精度高、收敛速度快的全局优化算法。     

广告竞争模型中的混沌同步特性分析

提出一个基于V - W销售广告反应模型的二维离散广告竞争动态模型. 在两家卖主竞 争的市场中,企业可以生产相互替代的商品,运用广告促销吸引顾客,提高销量. 在V - W模型 的基础上,把广告投入作为控制量,采用线性反馈控制,通过数学分析和数值计算,得出模型中 两个状态变量在一定参数下混沌同步. 并且对混沌同步的稳定性进行了分析