Estimation of covariance matrix via the sparse Cholesky factor with lasso

In this paper, we discuss a parsimonious approach to estimation of high-dimensional covariance matrices via the modified Cholesky decomposition with lasso. Two different methods are proposed. They are the equi-angular and equi-sparse methods. We use simulation to compare the performance of the proposed methods with others available in the literature, including the sample covariance matrix, the banding method, and the L₁-penalized normal loglikelihood method. We then apply the proposed methods to a portfolio selection problem using 80 series of daily stock returns. To facilitate the use of lasso in high-dimensional time series analysis, we develop the dynamic weighted lasso (DWL) algorithm that extends the LARS-lasso algorithm. In particular, the proposed algorithm can efficiently update the lasso solution as new data become available. It can also add or remove explanatory variables. The entire solution path of the L₁-penalized normal loglikelihood method is also constructed.     

RuBP羧化酶加氧酶的研究进展

本文对RuBP羧化酶的结构与功能 ,基本性质 ,活化与催化的反应机理及调节 ,酶的基因工程等方面进行综述     

Defining equations for two-level factorial designs

Defining equations are introduced in the context of two-level factorial designs and they are shown to provide a concise specification of both regular and nonregular designs. The equations are used to find orthogonal arrays of high strength and some optimal designs. The latter optimal designs are formed in a new way by augmenting notional orthogonal arrays which are allowed to have some runs with a negative number of replicates before augmentation. Defining equations are also shown to be useful when the factorial design is blocked.     

A note on the queue with a random set-up time under a restricted admissibility policy with a Bernoulli vacation schedule

This paper deals with the queue size distribution of an M^x/G/1 queue with a random set-up time and with a Bernoulli vacation schedule under a restricted admissibility policy. This generalizes the model studied by Madan and Choudhury [Sankhyá 66 (2004) 175–193].     

关系：一种新的分析单位

社会科学的定量研究中都涉及到“分析单位”的问题。分析单位是什么?对这个问题的回答,一方面要看研究的对象是什么;另一方面又要结合社会研究中的资料类型来分析。总的来说,社会科学研究中的数据有多种,因而对应着不同的分析单位。一、三种数据类型J·斯考特(J·Scott,1992:3)认为,社会科学数据可以分为“属性数据”(attribute data)、“关系数据”(relational data)和观念数据(ideational data)三类。属性数据指的是社会行动者1(social actor)自身拥有的态度、观点以及行为等方面的数据,它们一般被视为社会行动者内在的性质、特点,如一…     

坚持与时俱进,为丰富和发展马克思主义作出新贡献

马克思主义是我们立党立国的根本指导思想,是全国各族人民团结奋斗的共同理论基础.马克思主义任何时候都要坚持.马克思主义具有与时俱进的理论品质.只有坚持以与时俱进的态度对待马克思主义,马克思主义才能获得蓬勃生机,才能不断开辟新境界,不断达到新高度.在新的历史时期,我们必须坚持与时俱进,坚持马克思主义的指导地位不能动摇,并在实践中不断丰富和发展马克思主义,为丰富和发展马克思主义作出新的贡献.     

3N+1猜想中的通常迭代与伸长迭代

讨论了两种迭代的异同,得到了以下结果：①同高连续数对在两种迭代下的不变性;②数对 ｎ和ｎ＋２ｋ的轨迹序列和奇偶矢量之间的关系。     

超细粉体二硫纶硝基菲咯啉锌(Ⅱ)配合物的结构与磁性

报道了新近合成的二硫纶@5-硝基菲咯啉锌(Ⅱ)配合物ZnLL＇(L=mnt2-,maleonitriledithiolate,即马莱腈二硫纶;L′=5-NO2-phen,5-nitri-1,10-phenanthroline,即5-硝基-1,10-菲咯啉)的质谱、透射电镜和粉末样品的磁化率.发现该配合物是纳米级(颗粒直径50-850 nm)的微晶粉体,是一种四配位的逆磁性配合物.     

辣椒新品种“江椒一号”的选育

介绍了“江椒一号”辣椒新品种的选育经过、品种比较试验和示范试验情况、品种的特征特性和栽培技术要点等。     

郭店楚简《成之》等篇杂志

《郭店楚墓竹简》自从1998年问世后,一直引起中国内外学者的关注,成为研究先秦文字、历史、思想等领域的热门对象。然由于此批竹简的复杂性,再加上研究时间不长,因而尚有许多基本问题有待解决,而这些问题又是与竹简内容的正确理解息息相关的。如果郭店楚简几篇儒家逸书中的部分问题能够解决,便能够对其思想内涵及历史意义达到更进一步的认识。对《成之》篇作两处简序上的调整及对某些字提出新的读法后,便突显出了其中“恒”、“疾”、“终”的进阶概念,关于圣人对善道之“不拾”观念也可以有更深的理解。另外,对《唐虞之道》作简序调整,对《六德》中“多”字给新的解释,涉及问题虽小,但给先秦思想史研究带来的意义不可低估。