MML clustering of multi-state,Poisson, von Mises circular and Gaussian distributions

Minimum Message Length (MML) is an invariant Bayesian point estimation technique which is also statistically consistent and efficient. We provide a brief overview of MML inductive inference (Wallace C.S. and Boulton D.M. 1968. Computer Journal, 11: 185–194; Wallace C.S. and Freeman P.R. 1987. J. Royal Statistical Society (Series B), 49: 240–252; Wallace C.S. and Dowe D.L. (1999). Computer Journal), and how it has both an information-theoretic and a Bayesian interpretation. We then outline how MML is used for statistical parameter estimation, and how the MML mixture modelling program, Snob (Wallace C.S. and Boulton D.M. 1968. Computer Journal, 11: 185–194; Wallace C.S. 1986. In: Proceedings of the Nineteenth Australian Computer Science Conference (ACSC-9), Vol. 8, Monash University, Australia, pp. 357–366; Wallace C.S. and Dowe D.L. 1994b. In: Zhang C. et al. (Eds.), Proc. 7th Australian Joint Conf. on Artif. Intelligence. World Scientific, Singapore, pp. 37–44. See http://www.csse.monash.edu.au/-dld/Snob.html) uses the message lengths from various parameter estimates to enable it to combine parameter estimation with selection of the number of components and estimation of the relative abundances of the components. The message length is (to within a constant) the logarithm of the posterior probability (not a posterior density) of the theory. So, the MML theory can also be regarded as the theory with the highest posterior probability. Snob currently assumes that variables are uncorrelated within each component, and permits multi-variate data from Gaussian, discrete multi-category (or multi-state or multinomial), Poisson and von Mises circular distributions, as well as missing data. Additionally, Snob can do fully-parameterised mixture modelling, estimating the latent class assignments in addition to estimating the number of components, the relative abundances of the parameters and the component parameters. We also report on extensions of Snob for data which has sequential or spatial correlations between observations, or correlations between attributes.     

双重介质油藏数值模拟并行算法研究

裂缝型碳酸盐岩油藏非均质性极强，数值模拟运算时间长，迫切需要一种切实可行的解决方法。介绍了区域分解法在数值模拟中的应用方法，提供了油藏数值模拟串行算法并行化的一般策略与方法。基于已开发的双重介质油藏数值模拟串行算法及建立的Windows平台PC集群网络并行计算环境，利用消息传递界面（MPI库）实现了并行过程中所有消息的传递功能。通过对国内某实际碳酸盐岩油田的模拟表明，并行后的算法是成功的，2个PC加速比高达1.86，4个PC达到3.46，8个PC达到6.89。通过模拟还发现，并行数值模拟时，存在最佳的子区域规模和数目。该算法解决了大规模碳酸盐岩油藏数值模拟时间长的问题，具有实际的应用价值。     

On the Second‐Order Random Walk Model for Irregular Locations

Abstract. The second‐order random walk (RW2) model is commonly used for smoothing data and for modelling response functions. It is computationally efficient due to the Markov properties of the joint (intrinsic) Gaussian density. For evenly spaced locations the RW2 model is well established, whereas for irregularly spaced locations there is no well established construction in the literature. By considering the RW2 model as the solution of a stochastic differential equation (SDE), a discretely observed integrated Wiener process, it is possible to derive the density preserving the Markov properties by augmenting the state‐space with the velocities. Here, we derive a computationally more efficient RW2 model for irregular locations using a Galerkin approximation to the solution of the SDE without the need of augmenting the state‐space. Numerical comparison with the exact solution demonstrates that the error in the Galerkin approximation is small and negligible in applications.     

计算流体力学在铸造过程中的应用

本文讨论计算流体力学在铸造生产中的应用，认为新发展的连续统一模型可使凝固模拟更接近实际，可通过凝固过程流场模拟来预测铸锭中的宏观偏析，推荐采用的自适应压力迭代法有利于计算速度的提高，流场模拟显然在我国仍是一个需要进一步发展的工作，本文作者对此提出了自己的一些看法。     

蜗壳进口周向来流的非均匀性对其流动影响的数值研究

运用冻结转子方法对离心风机整机流场进行了三维准定常数值模拟,捕捉到了由于蜗壳的非对称性所造成的蜗壳进口非均匀流动现象,揭示了由于进口非均匀来流所导致的蜗壳内的一些特殊流动现象．研究证实了由于蜗壳的非对称性而导致叶轮与蜗壳的相互作用时会引起整个流场非对称的流动特征。     

贴体网格生成技术中正交性和空间疏密控制研究

在综合阐述网格生成技术对流场数值计算重要性的基础上,提出了一种非周期性叶栅流场网格的数值生成方法。该方法对任意曲线（面）边界生成正交性思想的网格具有普适性,且可以对整个区域网格的正交性进行有效的控制。此外,本文还对网格正交性和疏密分布之间的关系进行了探讨,给出了影响网格正交性的因素和改进方法。     

负二项分布的两种近似分布及其比较

负二项分布是一个重要的离散型随机变量的分布,可以用泊松分布和正态分布作为其近似分布,通过对两种近似分布进行比较分析,结果表明：在参数q很小时,泊松近似的精度好于正态近似,而且在参数q很小时,即便r不是很大,用泊松分布也能获得负二项分布较好的近似;当参数q较大时,泊松近似效果不好,相比之下,正态近似的结果不错。     

Assessing departure from dose linearity under a repeated measures incomplete block design

Dose proportionality/linearity is a desirable property in pharmacokinetic studies. Various methods have been proposed for its assessment. When dose proportionality is not established, it is of interest to evaluate the degree of departure from dose linearity. In this paper, we propose a measure of departure from dose linearity and derive an asymptotic test under a repeated measures incomplete block design using a slope approach. Simulation studies show that the proposed method has a satisfactory small sample performance in terms of size and power.     

对天然气管输费合理计收理论依据的探讨

从分析天然气管输成本的影响因素入手，推导出在一定管道条件下，管输成本与运距、输气量的关系，从而说明了我国制定的按管输运距收费的办法有一定理论根据，同时也指出了其缺陷和不足，并提出了实行国际通行的两部制收费办法的建议，为国家科学地制定管输收费方法提供了可作参考的理论依据。     

信用风险中违约概率的测算模型研究——兼论我国商业银行基于巴塞尔新协议的内部评级法

巴塞尔新协议鼓励商业银行在内部评级法下对重要信用风险因素进行评估测算。其中,关于重要风险因素违约概率的测算,西方国家目前主要有三种模型。我国在运用时,在利用借款人信息和导致违约的因素方面比较欠缺。基于此,如果合理运用贝叶斯估计模型和逻辑斯蒂回归模型对违约概率进行预测,可以有效解决这个问题。