Bayesian variable selection approach to a Bernstein polynomial regression model with stochastic constraints

This paper provides a Bayesian estimation procedure for monotone regression models incorporating the monotone trend constraint subject to uncertainty. For monotone regression modeling with stochastic restrictions, we propose a Bayesian Bernstein polynomial regression model using two-stage hierarchical prior distributions based on a family of rectangle-screened multivariate Gaussian distributions extended from the work of Gurtis and Ghosh [7 S.M. Curtis and S.K. Ghosh, A variable selection approach to monotonic regression with Bernstein polynomials, J. Appl. Stat. 38 (2011), pp. 961–976. doi: 10.1080/02664761003692423[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]]. This approach reflects the uncertainty about the prior constraint, and thus proposes a regression model subject to monotone restriction with uncertainty. Based on the proposed model, we derive the posterior distributions for unknown parameters and present numerical schemes to generate posterior samples. We show the empirical performance of the proposed model based on synthetic data and real data applications and compare the performance to the Bernstein polynomial regression model of Curtis and Ghosh [7 S.M. Curtis and S.K. Ghosh, A variable selection approach to monotonic regression with Bernstein polynomials, J. Appl. Stat. 38 (2011), pp. 961–976. doi: 10.1080/02664761003692423[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]] for the shape restriction with certainty. We illustrate the effectiveness of our proposed method that incorporates the uncertainty of the monotone trend and automatically adapts the regression function to the monotonicity, through empirical analysis with synthetic data and real data applications.     

如何恰当地界定中国高技术制造业的统计范围

在简要考察美国商务部和OECD等国际组织对高技术产业的界定方法及其合理性的基础上,对中国官方界定的高技术产业统计范围及其演变过程进行了梳理,对能否从高附加值、高成长性和高效益等特征出发筛选高技术产业以及如何恰当地界定中国高技术产业的统计范围做了进一步的讨论。研究结果认为,应从中国所处的经济发展阶段和整体的技术水平出发,以"R&D经费强度"和"科技人员比重"二者之一高于中国制造业的平均水平为标准,确定中国高技术制造业的统计范围。     

基于熵权法的财务危机预警指标选择研究

合理选择财务指标是财务危机预警研究中的重要内容,用定性和定量相结合的方法进行选择是科学有效的方法之一。首先根据初选原则对财务指标进行了初步选择,然后提出了一种基于熵权的变量选择方法,对初选的财务指标进行定量筛选,进行实证研究,最终确定了应用于财务危机预警的财务指标。     

Robust signed-rank estimation and variable selection for semi-parametric additive partial linear models

A fully nonparametric model may not perform well or when the researcher wants to use a parametric model but the functional form with respect to a subset of the regressors or the density of the errors is not known. This becomes even more challenging when the data contain gross outliers or unusual observations. However, in practice the true covariates are not known in advance, nor is the smoothness of the functional form. A robust model selection approach through which we can choose the relevant covariates components and estimate the smoothing function may represent an appealing tool to the solution. A weighted signed-rank estimation and variable selection under the adaptive lasso for semi-parametric partial additive models is considered in this paper. B-spline is used to estimate the unknown additive nonparametric function. It is shown that despite using B-spline to estimate the unknown additive nonparametric function, the proposed estimator has an oracle property. The robustness of the weighted signed-rank approach for data with heavy-tail, contaminated errors, and data containing high-leverage points are validated via finite sample simulations. A practical application to an economic study is provided using an updated Canadian household gasoline consumption data.     

Variable selection in elliptical linear mixed model

Variable selection in elliptical Linear Mixed Models (LMMs) with a shrinkage penalty function (SPF) is the main scope of this study. SPFs are applied for parameter estimation and variable selection simultaneously. The smoothly clipped absolute deviation penalty (SCAD) is one of the SPFs and it is adapted into the elliptical LMM in this study. The proposed idea is highly applicable to a variety of models which are set up with different distributions such as normal, student-t, Pearson VII, power exponential and so on. Simulation studies and real data example with one of the elliptical distributions show that if the variable selection is also a concern, it is worthwhile to carry on the variable selection and the parameter estimation simultaneously in the elliptical LMM.     

Regression from another angle

This paper presents a simply viewed framework that brings together various concepts of regression, prediction, and principal components. Several new concepts related to prediction are introduced, and then the interrelationships of these concepts are established. The generalizations are examined in detail and are illustrated in the context of a well known data set.     

基于可信性理论下的EPQ问题的期望值模型

基于可信性理论,本文给出了不允许缺货的经济生产量(EPQ)问题的期望值模型;研究了当单位生产准备费、单位储存费均为模糊变量且相互独立的情况下EPQ 问题的最佳期望单位存储费用、最佳期望单位生产批量及最佳期望生产周期,并得出了一些重要的结论;特殊情况下,讨论了当模型中的模糊参数分别为三角模糊变量、梯形模糊变量及正态模糊变量情况下的EPQ 问题的最优存储策略;最后,针对上述三种情况本文分别给出了一些数值例子验证了模型的有效性和合理性;本文所得到的结果为求解EPQ 问题设计算法提供了理论依据.     

An extension of bayesian measure of information to regression

This paper extends Lindley's measure of average information to the linear model, E(Y∣ß) = Xß. An expression which quantifies the average amount of information provided by the nxl vector of observations Y about the pxl vector of coefficient parameters ß will be derived. The effect of the structure of the regressor matrix, X, on the information measure is discussed. An information theoretic optimal design is characterized. Some applications are suggested.     

Mapping Invasive Species Risks with Stochastic Models: A Cross-Border United States-Canada Application for Sirex noctilio Fabricius

Nonindigenous species have caused significant impacts to North American forests despite past and present international phytosanitary efforts. Though broadly acknowledged, the risks of pest invasions are difficult to quantify as they involve interactions between many factors that operate across a range of spatial and temporal scales: the transmission of invading organisms via various pathways, their spread and establishment in new environments. Our study presents a stochastic simulation approach to quantify these risks and associated uncertainties through time in a unified fashion. We outline this approach with an example of a forest pest recently detected in North America, Sirex noctilio Fabricius. We simulate new potential entries of S. noctilio as a stochastic process, based on recent volumes of marine shipments of commodities from countries where S. noctilio is established, as well as the broad dynamics of foreign marine imports. The results are then linked with a spatial model that simulates the spread of S. noctilio within the geographical distribution of its hosts (pines) while incorporating existing knowledge about its behavior in North American landscapes. Through replications, this approach yields a spatial representation of S. noctilio risks and uncertainties in a single integrated product. The approach should also be appealing to decisionmakers, since it accounts for projected flows of commodities that may serve as conduits for pest entry. Our 30-year forecasts indicate high establishment probability in Ontario, Quebec, and the northeastern United States, but further southward expansion of S. noctilio is uncertain, ultimately depending on the impact of recent international treatment standards for wood packing materials.     

平衡景观设计中的艺术性与科学性——中国的徒手绘画与密歇根计算机辅助视觉质量评估

景观设计是一个基于科学的解决规划和设计问题的艺术性行业。本文根据Jon Bryan Burley博士2007年秋在南京林业大学为规划与设计专业师生所作的第七次演讲的内容，阐述了科学与艺术之间的平衡。Burley博士通过展示和列举他在中国工作时个人手绘作品及在密歇根所做的计算机辅助视觉质量评估工作的案例，描述了艺术和科学之间的区别、标准化的理论和科学理论之间的区别。Burley博士认为，作为设计师，艺术和科学两种方法缺一不可。随着科技的发展变化，新方法和新技术终将完美结合并被专业所接受。