THE GROUPING PROBLEM IN DISTRIBUTION-FREE PLANAR REGRESSION

In the planar regression model having two slope parameters and identically distributed errors, exact distribution-free inference about one parameter may be carried out by grouping the observations, eliminating the nuisance parameter and reducing the model to simple linear regression, allowing exact distribution-free methods for slope to be employed. This model reduction involves a loss of efficiency: the choice of an optimal grouping to minimize efficiency loss is discussed.     

Sampling from multimodal distributions using tempered transitions

I present a new Markov chain sampling method appropriate for distributions with isolated modes. Like the recently developed method of simulated tempering, the tempered transition method uses a series of distributions that interpolate between the distribution of interest and a distribution for which sampling is easier. The new method has the advantage that it does not require approximate values for the normalizing constants of these distributions, which are needed for simulated tempering, and can be tedious to estimate. Simulated tempering performs a random walk along the series of distributions used. In contrast, the tempered transitions of the new method move systematically from the desired distribution, to the easily-sampled distribution, and back to the desired distribution. This systematic movement avoids the inefficiency of a random walk, an advantage that is unfortunately cancelled by an increase in the number of interpolating distributions required. Because of this, the sampling efficiency of the tempered transition method in simple problems is similar to that of simulated tempering. On more complex distributions, however, simulated tempering and tempered transitions may perform differently. Which is better depends on the ways in which the interpolating distributions are deceptive.     

Optimal decomposition of probabilistic networks by simulated annealing

This paper investigates the applicability of a Monte Carlo technique known as simulated annealing to achieve optimum or sub-optimum decompositions of probabilistic networks under bounded resources. High-quality decompositions are essential for performing efficient inference in probabilistic networks. Optimum decomposition of probabilistic networks is known to be NP-hard (Wen, 1990). The paper proves that cost-function changes can be computed locally, which is essential to the efficiency of the annealing algorithm. Pragmatic control schedules which reduce the running time of the annealing algorithm are presented and evaluated. Apart from the conventional temperature parameter, these schedules involve the radius of the search space as a new control parameter. The evaluation suggests that the inclusion of this new parameter is important for the success of the annealing algorithm for the present problem.     

基于连续混合正态分布的期货定价偏差研究

挖掘期货理论价格和实际价格之间的关系有助于提高期货市场定价效率、发挥期货价格发现功能。基于持有成本定价模型计算期货定价偏差,利用连续混合正态分布模型对定价偏差的分布进行拟合,先采用基于牛顿迭代的极大似然估计法对未知参数进行估计,再进一步利用模拟退火算法对牛顿迭代的结果进行优化。结果发现,模拟退火算法可以有效提高估计精度,连续混合正态分布模型能够更好地拟合期货定价偏差分布。     

Providing Consulting Experiences Through Role Playing in a Graduate Statistics Course

An effective method for improving the communication skills of graduate students in statistics and biostatistics is to provide consultations with non‐statistical researchers. Unfortunately, those experiences can be difficult to arrange or occur too infrequently to be reliable. The current study sought to help students develop both written and oral communication skills within an existing graduate biostatistics course by having students partake in role‐playing consultations. Though the class size was small, the students felt these activities helped improve their oral and written communication skills, and made them more aware of a biostatistician's role in consulting. There was also modest improvement in the students perceived function as a consulting biostatistician. Simulated consultations can be an effective educational tool for promoting the development of soft skills necessary for developing successful statisticians, can be implemented in existing courses, and do not require reliance upon external collaborators. Embedding these types of exercises within an existing curriculum can also be a cost‐effective alternative for programs that do not have formal consulting training.     

关于高温模拟炉水中碳钢的腐蚀研究

用计算腐蚀增重速率，腐蚀产物电子探针微区元素分析，表面形貌分析，溶液中总铁浓度的测定及表现物相的x-衍射分析等方法，通过高压釜挂片试验，研究了在模拟炉水中碳钢的腐蚀情况，结果表明：水中溶碳钢试片的成膜影响较大，腐蚀速率随溶氧浓度减少而明显下降，炉水PH值控制在9．2－9．6，侵蚀性阴离子Cl-的浓度小于0．4mg/L；温度大于250度时表面膜为磁性Fe3O4，较均匀，致密，耐蚀性好。     

Development of simulation-based production execution system in a shipyard: a case study for a panel block assembly shop

The management of a panel block shop in a shipyard is a complex process that entails the largest amount of work and in which many decisions are involved. Shipbuilders have considered the process as a bottleneck since every panel for every ship must be processed through the shop. The objective of this research is to carry out a materials flow analysis to maximise process productivity and to place simulation optimisation technology in the hands of decision makers, such as production planners and supervisors. In this article, a production execution planning system is proposed for panel block operations utilising discrete-event simulation and simulated annealing. The simulation model was validated using a real production scenario and the comparison showed a very favourable agreement between the actual panel shop and the simulation model. The proposed system supports production planners by general dispatching rules and optimisation to make better scheduling decisions on the shop floor. The system will provide a complete schedule that is at least as clear and accurate as any schedule currently obtained.     

Assessing the adequacy of Weibull survival models: a simulated envelope approach

The Weibull proportional hazards model is commonly used for analysing survival data. However, formal tests of model adequacy are still lacking. It is well known that residual-based goodness-of-fit measures are inappropriate for censored data. In this paper, a graphical diagnostic plot of Cox–Snell residuals with a simulated envelope added is proposed to assess the adequacy of Weibull survival models. Both single component and two-component mixture models with random effects are considered for recurrent failure time data. The effectiveness of the diagnostic method is illustrated using simulated data sets and data on recurrent urinary tract infections of elderly women.     

Conditional failure occurrence rates for semi-Markov chains*

ABSTRACT

In the present paper, we aim at providing plug-in-type empirical estimators that enable us to quantify the contribution of each operational or/and non-functioning state to the failures of a system described by a semi-Markov model. In the discrete-time and finite state space semi-Markov framework, we study different conditional versions of an important reliability measure for random repairable systems, the failure occurrence rate, which is based on counting processes. The identification of potential failure contributors through the conditional counterparts of the failure occurrence rate is of paramount importance since it could lead to corrective actions that minimize the occurrence of the more important failure modes and therefore improve the reliability of the system. The aforementioned estimators are characterized by appealing asymptotic properties such as strong consistency and asymptotic normality. We further obtain detailed analytical expressions for the covariance matrices of the random vectors describing the conditional failure occurrence rates. As particular cases we present the failure occurrence rates for hidden (semi-) Markov models. We illustrate our results by means of a simulated study. Different applications are presented based on wind, earthquake and vibration data.     

薄壁空心高墩温度效应仿真分析

日照温度荷载作用下，混凝土薄壁空心高墩的应力和变形，是造成墩身工程事故的主要因素之一。以晋济高速公路仙神河大桥150.07 m高的八边形薄壁空心高墩为研究对象，在ANSYS平台上进行二次开发，编制了薄壁空心高墩结构温度场和温差效应分析的专用程序，并给出实例验证了二次开发成果的准确性。同时利用二次开发成果，对八边形薄壁空心高墩在日照温差荷载作用下的温差效应进行了仿真分析。计算结果表明:日照引起的薄壁空心高墩结构的温差应力和变形较大，不容忽视。