Detection of multiple change-points in multivariate data

The statistical analysis of change-point detection and estimation has received much attention recently. A time point such that observations follow a certain statistical distribution up to that point and a different distribution – commonly of the same functional form but different parameters after that point – is called a change-point. Multiple change-point problems arise when we have more than one change-point. This paper develops a method for multivariate normally distributed data to detect change-points and estimate within-segment parameters using maximum likelihood estimation.     

《新青年》编辑群同人告别“牵手”思想启蒙

《新青年》编辑群同人最终选择告别“牵手”,反映了中国近代“思想启蒙”与“救亡图存”双重时代主题交集换位的深刻过程,为此,《新青年》的编辑群同人曾进行过不懈的努力,如胡适与李大钊对“问题与主义”的探讨、郑重发表极力弥合编辑群同人分歧的“公同意见”,但最终还是选择了心平气和地“宣告退席”或“临时退席”。历史给予的现代启示是：“颠覆”一个旧制度的“革命”的“根本解决”,至少没有充分估计建设一个新社会所需要的“成本”和“代价”;新文化运动“民主与科学”的内在启蒙精神,是科学发展、和谐发展的宝贵思想资源。     

A List Sequential Sampling Method Suitable for Real-Time Sampling

Abstract.  A flexible list sequential π ps sampling method is introduced and studied. It can reproduce any given sampling design without replacement, of fixed or random sample size. The method is a splitting method and uses successive updating of inclusion probabilities. The main advantage of the method is in real-time sampling situations where it can be used as a powerful alternative to Bernoulli and Poisson sampling and can give any desired second-order inclusion probabilities and thus considerably reduce the variability of the sample size.     

Uniformity of Node Level Conflict Measures in Bayesian Hierarchical Models Based on Directed Acyclic Graphs

Hierarchical models defined by means of directed, acyclic graphs are a powerful and widely used tool for Bayesian analysis of problems of varying degrees of complexity. A simulation‐based method for model criticism in such models has been suggested by O'Hagan in the form of a conflict measure based on contrasting separate local information sources about each node in the graph. This measure is however not well calibrated. In order to rectify this, alternative mutually similar tail probability‐based measures have been proposed independently and have been proved to be uniformly distributed under the assumed model in quite general normal models with known covariance matrices. In the present paper, we extend this result to a variety of models. An advantage of this is that computationally costly pre‐calibration schemes needed for some other suggested methods can be avoided. Another advantage is that non‐informative prior distributions can be used when performing model criticism.     

关联交易下的控股股东支持行为与公司治理

选取2008年的上市公司作为研究样本,运用多元回归分析方法,考察股权分置改革后控股股东与上市公司所进行的关联交易是否属于支持行为,并研究此支持行为与公司治理之间的关系。实证结果表明,运用关联交易对上市公司进行支持可以提高上市公司的经营绩效,控股股东的支持行为与第一大股东持股比例、独立董事比例、股权制衡均呈正相关关系。     

复杂不确定环境下活动可拆分的项目资源鲁棒性调度优化

复杂不确定环境下,制定一个具有较强抗干扰能力的基准进度计划非常必要。本文研究了活动工期不确定环境下考虑活动可拆分的项目资源鲁棒性调度优化问题,旨在考虑活动可拆分,探究在活动优先关系约束、项目截止日期约束、活动拆分约束、资源流约束等条件下如何进行活动拆分决策并合理地安排各个项目活动/活动分段间的资源调配方案和时间缓冲添加策略,以制定鲁棒性最大化的基准进度计划。本文创新点如下：1)在项目资源鲁棒性调度优化问题中考虑活动可拆分,定义了资源流网络下活动自由时差的计算方法,提出了一种新的活动可拆分情形下进度计划鲁棒性的衡量方式,进而构建得到了考虑活动可拆分的项目资源鲁棒性调度优化模型;2)分析证明了问题模型的强NP-hard属性以及非线性属性,并在此基础上开发了一种内嵌资源调度安排的遗传算法进行问题求解;3)选取一个典型的实际案例对研究问题进行说明,直观展示了活动拆分执行对进度计划鲁棒性提升的重要价值,揭示了鲁棒性调度计划中资源调度方案的重要性,得到了活动拆分执行会增加项目内部资源转移次数的结论。     

开放式基金申购赎回：基于分离现金流量的研究

本文采用O’Neal分离现金流量方法研究基金业绩对开放式基金投资者申购和赎回行为的影响。实证结果表明,基金业绩增长是决定股票方向开放式基金申购和赎回的重要因素,基金当期业绩与其申购比率和赎回比率呈正向关系,但影响程度呈非对称性;股票方向开放式基金投资者的申购、赎回决策主要考虑基金业绩,对基金业绩的波动性并不敏感。因此,提高基金业绩是股票方向开放式基金吸引投资者申购基金,增加基金份额的重要手段。     

汽车转向梯形断开点位置的优化设计

应用空间机构运动学的原理,采用Matlab编制转向梯形断开点的通用优化计算程序,确定汽车转向梯形断开点的最佳位置,从而将悬架导向机构与转向杆系的运动干涉减至最小,为双横臂式独立悬架转向梯形设计提供了精确适用的方法.     

元素性质的相对论性效应

相对论性效应是决定重元素及其化合物性质的重要因素，本文探讨了相对论性效应对元素某些性质的影响．     

Simple Approximation Algorithms for MAXNAESP and Hypergraph 2-colorability

Hypergraph 2-colorability, also known as set splitting, is a widely studied problem in graph theory. In this paper we study the maximization version of the same. We recast the problem as a special type of satisfiability problem and give approximation algorithms for it. Our results are valid for hypergraph 2-colorability, set splitting and MAX-CUT (which is a special case of hypergraph 2-colorability) because the reductions are approximation preserving. Here we study the MAXNAESP problem, the optimal solution to which is a truth assignment of the literals that maximizes the number of clauses satisfied. As a main result of the paper, we show that any locally optimal solution (a solution is locally optimal if its value cannot be increased by complementing assignments to literals and pairs of literals) is guaranteed a performance ratio of . This is an improvement over the ratio of attributed to another local improvement heuristic for MAX-CUT (C. Papadimitriou, Computational Complexity, Addison Wesley, 1994). In fact we provide a bound of for this problem, where k 3 is the minimum number of literals in a clause. Such locally optimal algorithms appear to subsume typical greedy algorithms that have been suggested for problems in the general domain of satisfiability. It should be noted that the NAESP problem where each clause has exactly two literals, is equivalent to MAX-CUT. However, obtaining good approximation ratios using semi-definite programming techniques (M. Goemans and D.P. Williamson, in Proceedings of the 26th Annual ACM Symposium on Theory of Computing, 1994a, pp. 422–431) appears difficult. Also, the randomized rounding algorithm as well as the simple randomized algorithm both (M. Goemans and D.P. Williamson, SIAM J. Disc. Math, vol. 7, pp. 656–666, 1994b) yield a bound of for the MAXNAESP problem. In contrast to this, the algorithm proposed in this paper obtains a bound of for this problem.