On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution

In this paper, we present a general formulation of an algorithm, the adaptive independent chain (AIC), that was introduced in a special context in Gåsemyr et al . [ Methodol. Comput. Appl. Probab. 3 (2001)]. The algorithm aims at producing samples from a specific target distribution Π, and is an adaptive, non-Markovian version of the Metropolis–Hastings independent chain. A certain parametric class of possible proposal distributions is fixed, and the parameters of the proposal distribution are updated periodically on the basis of the recent history of the chain, thereby obtaining proposals that get ever closer to Π. We show that under certain conditions, the algorithm produces an exact sample from Π in a finite number of iterations, and hence that it converges to Π. We also present another adaptive algorithm, the componentwise adaptive independent chain (CAIC), which may be an alternative in particular in high dimensions. The CAIC may be regarded as an adaptive approximation to the Gibbs sampler updating parametric approximations to the conditionals of Π.     

A bayesian estimator for the dependence function of a bivariate extreme‐value distribution

Any continuous bivariate distribution can be expressed in terms of its margins and a unique copula. In the case of extreme‐value distributions, the copula is characterized by a dependence function while each margin depends on three parameters. The authors propose a Bayesian approach for the simultaneous estimation of the dependence function and the parameters defining the margins. They describe a nonparametric model for the dependence function and a reversible jump Markov chain Monte Carlo algorithm for the computation of the Bayesian estimator. They show through simulations that their estimator has a smaller mean integrated squared error than classical nonparametric estimators, especially in small samples. They illustrate their approach on a hydrological data set.     

A Non-parametric Frailty Model for Temporally Clustered Multivariate Failure Times

Abstract A model is introduced here for multivariate failure time data arising from heterogenous populations. In particular, we consider a situation in which the failure times of individual subjects are often temporally clustered, so that many failures occur during a relatively short age interval. The clustering is modelled by assuming that the subjects can be divided into ‘internally homogenous’ latent classes, each such class being then described by a time‐dependent frailty profile function. As an example, we reanalysed the dental caries data presented earlier in Härkänen et al. [Scand. J. Statist. 27 (2000) 577], as it turned out that our earlier model could not adequately describe the observed clustering.     

基于TOPSIS理论的企业供应商选择应用

供应链管理已经成为企业获取竞争优势的手段,供应商选择是企业构建供应链体系的重要内容。TOPSIS是一种简单易行的多因素选优的理论方法,它利用熵来确定评价指标的权重,避免了在确定评价指标权重时主观因素的影响,为公司的供应商选择提供了一种科学、量化、高效的手段。文章回顾了供应商选择的理论现状,介绍了TOPSIS理论模型和利用它进行供应商选择的步骤,通过对典型企业的深入调研,阐述了该企业如何应用TOPSIS进行供应商选择。     

朝鲜半岛南北关系的改善对中朝、中韩贸易的影响

通过产业内贸易理论和重叠需求理论说明中、朝、韩三国由于处于不同的经济发展阶段,伴随着朝鲜半岛民族统一事业的发展而迅速增长的朝韩贸易可能对中朝和中韩贸易产生的影响,提出在对韩、对朝的部分贸易领域中必须引起的高度重视问题。     

附加价值链与企业长程发展

企业附加价值链表征企业文化的浓缩 ,是企业发展的生命线。企业附加价值链清晰、完备与否 ,是剖析企业存在、发展的根本之所在 ,也是考查、评价企业现状的基本依据。     

略论邓小平理论萌芽的界定及其标志

作为邓小平理论萌芽的标志不是某一具体的时间、论著、观点。对邓小平理论萌芽应作出系统的、全面的科学界定。邓小平理论萌芽的标志应该是时间段、论著链、观点网     

A Unified Approach to the Characterization of Equivalence Classes of DAGs, Chain Graphs with no Flags and Chain Graphs

Abstract.  A Markov property associates a set of conditional independencies to a graph. Two alternative Markov properties are available for chain graphs (CGs), the Lauritzen–Wermuth–Frydenberg (LWF) and the Andersson–Madigan– Perlman (AMP) Markov properties, which are different in general but coincide for the subclass of CGs with no flags . Markov equivalence induces a partition of the class of CGs into equivalence classes and every equivalence class contains a, possibly empty, subclass of CGs with no flags itself containing a, possibly empty, subclass of directed acyclic graphs (DAGs). LWF-Markov equivalence classes of CGs can be naturally characterized by means of the so-called largest CGs , whereas a graphical characterization of equivalence classes of DAGs is provided by the essential graphs . In this paper, we show the existence of largest CGs with no flags that provide a natural characterization of equivalence classes of CGs of this kind, with respect to both the LWF- and the AMP-Markov properties. We propose a procedure for the construction of the largest CGs, the largest CGs with no flags and the essential graphs, thereby providing a unified approach to the problem. As by-products we obtain a characterization of graphs that are largest CGs with no flags and an alternative characterization of graphs which are largest CGs. Furthermore, a known characterization of the essential graphs is shown to be a special case of our more general framework. The three graphical characterizations have a common structure: they use two versions of a locally verifiable graphical rule. Moreover, in case of DAGs, an immediate comparison of three characterizing graphs is possible.     

构建研产销供应链促进高科技企业的发展

加入WTO对我国高科技企业来说是更大的挑战。本文讨论的是用供应链管理的思想来推进高新技术产业的发展。以高科技企业为核心构建或以高新技术改造供应链 ,促进科研成果的转化 ,增强核心企业的竞争力。从强化核心竞争力、战略联盟、信息技术等方面提出了构建研产销供应链的方法。     

农户借款的供求约束及解除

我国的农村金融改革一直是政府导向的,包括现在进行的农村信用社改革。农村金融改革应充分考虑到农村经济主体对资金的需求特征,只有这样,才不致于出现供给缺位和需求得不到满足的情况。因此,研究我国农村中最大的经济主体———农户与正规金融机构之间的借款行为,通过对借贷双