Improving Convergence of the HastingsMetropolis Algorithm with an Adaptive Proposal

The HastingsMetropolis algorithm is a general MCMC method for sampling from a density known up to a constant. Geometric convergence of this algorithm has been proved under conditions relative to the instrumental (or proposal) distribution. We present an inhomogeneous HastingsMetropolis algorithm for which the proposal density approximates the target density, as the number of iterations increases. The proposal density at the n th step is a non-parametric estimate of the density of the algorithm, and uses an increasing number of i.i.d. copies of the Markov chain. The resulting algorithm converges (in n ) geometrically faster than a HastingsMetropolis algorithm with any fixed proposal distribution. The case of a strictly positive density with compact support is presented first, then an extension to more general densities is given. We conclude by proposing a practical way of implementation for the algorithm, and illustrate it over simulated examples.     

Estimating rating transition probabilites with missing data

In this article we provide a rigorous treatment of one of the central statistical issues of credit risk management. GivenK-1 rating categories, the rating of a corporate bond over a certain horizon may either stay the same or change to one of the remainingK-2 categories; in addition, it is usually the case that the rating of some bonds is withdrawn during the time interval considered in the analysis. When estimating transition probabilities, we have thus to consider aK-th category, called withdrawal, which contains (partially) missing data. We show how maximum likelihood estimation can be performed in this setup; whereas in discrete time our solution gives rigorous support to a solution often used in applications, in continuous time the maximum likelihood estimator of the transition matrix computed by means of the EM algorithm represents a significant improvement over existing methods.     

On Block Updating in Markov Random Field Models for Disease Mapping

Gaussian Markov random field (GMRF) models are commonly used to model spatial correlation in disease mapping applications. For Bayesian inference by MCMC, so far mainly single-site updating algorithms have been considered. However, convergence and mixing properties of such algorithms can be extremely poor due to strong dependencies of parameters in the posterior distribution. In this paper, we propose various block sampling algorithms in order to improve the MCMC performance. The methodology is rather general, allows for non-standard full conditionals, and can be applied in a modular fashion in a large number of different scenarios. For illustration we consider three different applications: two formulations for spatial modelling of a single disease (with and without additional unstructured parameters respectively), and one formulation for the joint analysis of two diseases. The results indicate that the largest benefits are obtained if parameters and the corresponding hyperparameter are updated jointly in one large block. Implementation of such block algorithms is relatively easy using methods for fast sampling of Gaussian Markov random fields ( Rue, 2001 ). By comparison, Monte Carlo estimates based on single-site updating can be rather misleading, even for very long runs. Our results may have wider relevance for efficient MCMC simulation in hierarchical models with Markov random field components.     

福利资源的开发:由资金资源向人力资源的转变

福利需求是多元化的需求 ,除了物质上的需求外 ,还有制度、心理、服务等方面的需求 ,所以 ,福利资源也具有多元性。过去我们只注意在资金上开发福利资源 ,忽视其他资源的利用 ,特别是忽视了人力资源的开发 ,使我国社会福利和保障事业的发展受到限制。因此 ,如何将人力资源转变成有效的福利资源 ,是我国今后福利事业发展的重大课题。     

"祝颂"言语行为的汉英对比

汉英“祝颂”言语行为及“祝颂语”在词汇、句法、语体、语境、话语结构和文化背景等方面均存在共性与差异。实施“祝颂”言语行为时常出现“语用语言失误”和“社交语用失误” ,其根源在于文化差异 ,即英美文化的基督教信仰、个体主义、自我价值和汉文化的贬己尊人等传统观念之间的差异。     

Collapsing the Boundaries? Fatherhood,Organization and Home‐Working

In the modern western world, the discursive construction of fatherhood and everyday fathering practices has been underpinned by the spatial separation of work from home, of public from private. However, increasing numbers of employees are now working from home and a disproportionate number of these are men with young children. This article draws on new empirical research to examine the implications for fathers and for organizations as home‐working disrupts earlier spatial configurations of fatherhood and fathering practices. The article concludes that as the spatial boundaries between home and work collapse, new accommodations between fatherhood/fathering and organization are emerging. However, these are underpinned by a traditional gender division of labour in the household. More broadly, these findings confirm the inadequacy of static distinctions between public and private, showing that while such distinctions are still used to mark space and time, this is relational, contingent and unstable.     

蒂布特模型启迪下的可流动公共产品供给

中国目前正处于城乡公共产品统筹供给的关键时期,研究符合中国国情的公共产品供给理论具有重要意义。蒂布特模型是关于公共产品供给机制的理论研究,其政策含义是政府要采取促进居民流动的方式来提高公共产品的配置效率。由于该模型所作假设的现实性较弱,其结论和应用有一定局限性。根据流动程度,可以把公共产品划分为可流动公共产品和不可流动公共产品两类,可以通过可流动公共产品的流动来提高公共产品的配置效率。中国目前在城乡可流动公共产品优化配置方面有较大发展空间。     

Monitoring and evaluation of loveLife's AIDS prevention and advocacy activities in South Africa, 1999–2001

loveLife is the largest effort ever launched in South Africa to change adolescent sexual behaviour with the aim of reducing the rate of HIV infection among 15–20 year olds by 50%, reducing other STIs, and reducing the incidence of teenage pregnancy. loveLife combines high-powered media awareness and education, development of adolescent-friendly reproductive health services, and outreach and support programmes. The 5-year research and evaluation plan includes a multi-year comprehensive observational study, tracking change in a range of behavioural indicators and in sexual health outcomes. In its first 2 years, loveLife reached more than 4 million youth. Sixty-two percent of youth and 59% of their parents/guardians recognize the brand, while the vast majority of parents (97%) and youth (89%) exposed to loveLife, identified loveLife as being positive. Challenges in the next years are the continued roll out of the programme, and the development of institutional support and behaviour change.     

Zimbabwe's AIDS action programme for schools

AIDS education started very early in Zimbabwe and is now compulsory in all schools. This evaluation documents the development of the primary and secondary school AIDS Action Programme from 1991 to 1998. Six programme aspects were evaluated: programme start-up, planning and management, development of syllabi and materials, teacher training, research, monitoring and evaluation, and co-ordination. The Programme drew on resources from within the existing educational system. Due to broad-based consultation and participation, it was supported by Government and partners. Flexible management ensured implementation of mid-course corrections. It was concluded that school AIDS programmes should stress participatory teaching and learning methods and life-skills training. Curriculum writers and teachers needed training and supervision in participatory techniques. Cluster workshops between district and school levels were needed to strengthen the cascade model of teacher training that had been adopted. Systematic research, monitoring and evaluation were essential, including follow-ups to baseline surveys. The Zimbabwean programme was well-designed, relatively inexpensive and replicable.     

The Role of Cancer Risk in the Regulation of Industrial Pollution

The extent of carcinogen regulation under existing U.S. environmental statutes is assessed by developing measures of the scope and stringency of regulation. While concern about cancer risk has played an important political role in obtaining support for pollution control programs, it has not provided the predominant rationale for most regulatory actions taken to date. Less than 20% of all standards established to limit concentrations of chemicals in various media address carcinogens. Restrictions on chemical use are more frequently based on concerns about noncancer human health or ecological effects. Of the chemicals in commercial use which have been identified as potential human carcinogens on the basis of rodent bioassays, only a small proportion are regulated. There is an inverse relationship between the scope of regulatory coverage and the stringency of regulatory requirements: the largest percentages of identified carcinogens are affected by the least stringent requirements, such as information disclosure. Standards based on de minimis cancer risk levels have been established for only 10% of identified carcinogens and are restricted to one medium: water. Complete bans on use have affected very few chemicals. The general role that carcinogenicity now plays in the regulatory process is not dramatically different from that of other adverse human health effects: if a substance is identified as a hazard, it may eventually be subject to economically achievable and technically feasible restrictions.