Bayesian nonparametric survival analysis for grouped data

A Bayesian nonparametric estimate of the survival distribution is derived under a particular sampling scheme for grouped data that includes the possibility of censoring. The estimate uses the prior information to smooth the data, giving an estimate which is continuous. As special cases survival estimates for life tables are obtained and the estimate of Susarla and Van Ryzin (1976) is derived. As the weight of the prior information tends to zero, the Bayesian estimate reduces to a continuous version of the nonparametric maximum-likelihood estimate. An empirical Bayes modification of the procedure is illustrated on a data set from Cutler and Ederer (1958).     

Modeling Two-state Disease Processes with Random Effects

Many chronic medical conditions are manifested by alternating sojourns in symptom-free and symptomatic states. In many cases, in addition to their relapsing and remitting nature, these conditions lead to worsening disease patterns over time and may exhibit seasonal trends. We develop a mixed-effect two-state model for such disease processes in which covariate effects are modeled multiplicatively on transition intensities. The transition intensities, in turn, are functions of three time scales: the semi-Markov scale involving the backward recurrence time for the cyclical component, the Markov scale for the time trend component, and a seasonal time scale. Multiplicative bivariate log-normal random effects are introduced to accommodate heterogeneity in disease activity between subjects and to admit a possible negative correlation between the transition intensities. Maximum likelihood estimation is carried out using Gauss-Hermite integration and a standard Newton-Raphson procedure. Tests of homogeneity are presented based on score statistics. An application of the methodology to data from a multi-center clinical trial of chronic bronchitis is provided for illustrative purposes.     

现代制造技术对传统战略理论的挑战

重点介绍了计算机集成制造系统、虚拟制造、敏捷制造、并行工程等四种现代制造技术,并在对比分析传统的成本领先战略和差异性战略理论的基础上,阐述了现代制造技术对传统战略理论所产生的冲击,指出在现代制造技术的支持下,可以对传统的不能同时应用的两种战略实行有效融合。     

采用阅读材料促进综合技能任务的展开

阐述采用阅读材料促进大学英语泛读课堂展开综合技能任务的必要性,讨论这种课型中使用综合技能任务所具有的优势,并以大学英语泛读教材《现代英语》中的阅读材料为例,介绍课堂教学具体步骤。     

英语学习者的刺激与态度

学习刺激与态度对第二语言习得的影响是多方面的。本文阐述了语言学习者在学习第二语言时不同的动机和态度,并且就不同阶段学习者学习外语的动机和态度进行了调查,在此基础上对其动机的多样性进行分析,并对提高教学效果提出了几点建议。     

数字化背景下我国零售业跨界与融合创新发展研究

数字化背景下我国零售业跨界与融合面临新的机遇和挑战。为此,从跨界与融合的内涵出发,研究了不同零售商业模式下的跨界与融合发展,分析了零售业跨界与融合的驱动因素及其类型,通过阿里巴巴典型案例剖析零售业跨界与融合的形成机理。研究发现:(1)跨界与融合助推了零售业商业模式从低级向高级发展;(2)驱动零售业跨界与融合动因包括社会资本、技术创新、国家政策和数字技术等;(3)零售业跨界与融合的主要类型从结构、内容、方向、方式四个方面来划分:结构上划分为跨产业、跨行业、跨业态、跨品牌,内容上划分为渠道、技术、服务、场景等,方向上划分为前向一体化、后向一体化和横向一体化等,方式上划分为市场引导和政府引导等;(4)阿里巴巴集团实现跨界与融合的动力源于国家政策、企业技术创新和内外部资本等。地方政府应加大数字化投入,扶持传统零售企业数字化转型升级;零售企业应进一步以顾客需求为导向,推动创新,促进企业的跨界与融合。     

Stochastic comparison of processes generated by random interruptions of monotone functions and related results

Many stochastic processes considered in applied probability models, and, in particular, in reliability theory, are processes of the following form: Shocks occur according to some point process, and each shock causes the process to have a random jump. Between shocks the process increases or decreases in some deterministic fashion. In this paper we study processes for which the rate of increase or decrease between shocks depends only on the height of the process. For such processes we find conditions under which the processes can be stochastically compared. We also study hybrid processes in which periods of increase and periods of decrease alternate. A further result yields a stochastic comparison of processes that start with a random jump, rather than processes in which there is at the beginning some random delay time before the first jump.Supported by NSF Grant DMS 9303891.     

基于小波-高阶矩模型的投资组合策略——以国际原油市场为例

考虑到投资者异质性特征,将极大重叠离散小波变换方法与高阶矩投资组合框架相结合,提出小波-高阶矩投资组合模型,在此基础上提出频域视角下的高频尺度集成方案和时-频域视角下的全尺度集成方案,并遴选出合适的风险偏好特征改进模型,最后进行稳定性检验。基于国际原油市场数据,样本外检验结果表明：相较于对照组,大部分的小波-高阶矩投资组合策略均取得了更优的投资效果,其中集成部分表现最佳,且高频尺度集成方案侧重于提升收益,而全尺度集成方案侧重于降低波动;通过选择合适偏好高阶矩风险的特征,将会明显改善原始小波-高阶矩投资组合策略,且对两个集成方案改良效果最显著;稳健性检验证实了以上结论。     

Semiparametric multiparameter regression survival modeling

We consider a log-linear model for survival data, where both the location and scale parameters depend on covariates, and the baseline hazard function is completely unspecified. This model provides the flexibility needed to capture many interesting features of survival data at a relatively low cost in model complexity. Estimation procedures are developed, and asymptotic properties of the resulting estimators are derived using empirical process theory. Finally, a resampling procedure is developed to estimate the limiting variances of the estimators. The finite sample properties of the estimators are investigated by way of a simulation study, and a practical application to lung cancer data is illustrated.     

Extended structures of mediation: Re-examining brokerage in dynamic networks

In this paper we revisit the concept of brokerage in social networks. We elaborate on the concept of brokerage as a process, identifying three distinct classes of brokerage behavior. Based on this process model, we develop a framework for measuring brokerage opportunities in dynamic relational data. Using data on emergent inter-organizational collaborations, we employ the dynamic brokerage framework to examine the relationship between organizational attributes and coordination in the evolving network. Comparing the findings of our process-based definition with traditional, static approaches, we identify important dimensions of organizational action that would be missed by the latter approach.