Generalized Mann–Whitney Type Tests for Microarray Experiments

New statistical procedures are introduced to analyse typical microRNA expression data sets. For each separate microRNA expression, the null hypothesis to be tested is that there is no difference between the distributions of the expression in different groups. The test statistics are then constructed having certain type of alternatives in mind. To avoid strong (parametric) distributional assumptions, the alternatives are formulated using probabilities of different orders of pairs or triples of observations coming from different groups, and the test statistics are then constructed using corresponding several‐sample U‐statistics, natural estimates of these probabilities. Classical several‐sample rank test statistics, such as the Kruskal–Wallis and Jonckheere–Terpstra tests, are special cases in our approach. Also, as the number of variables (microRNAs) is huge, we confront a serious simultaneous testing problem. Different approaches to control the family‐wise error rate or the false discovery rate are shortly discussed, and it is shown how the Chen–Stein theorem can be used to show that family‐wise error rate can be controlled for cluster‐dependent microRNAs under weak assumptions. The theory is illustrated with an analysis of real data, a microRNA expression data set on Finnish (aggressive and non‐aggressive) prostate cancer patients and their controls.     

On the Estimation of Integrated Volatility With Jumps and Microstructure Noise

In this article, we propose a nonparametric procedure to estimate the integrated volatility of an Itô semimartingale in the presence of jumps and microstructure noise. The estimator is based on a combination of the preaveraging method and threshold technique, which serves to remove microstructure noise and jumps, respectively. The estimator is shown to work for both finite and infinite activity jumps. Furthermore, asymptotic properties of the proposed estimator, such as consistency and a central limit theorem, are established. Simulations results are given to evaluate the performance of the proposed method in comparison with other alternative methods.     

Approximate exchangeability and de Finetti priors in 2022

This is a review paper, beginning with de Finetti's work on partial exchangeability, continuing with his approach to approximate exchangeability, and then his (surprising) approach to assigning informative priors in nonstandard situations. Recent progress on Markov chain Monte Carlo methods for drawing conclusions is supplemented by a review of work by Gerencsér and Ottolini on getting honest bounds for rates of convergence. The paper concludes with a speculative approach to combining classical asymptotics with Monte Carlo. This promises real speed-ups and makes a nice example of how theory and computation can interact.     

Riemann-Lebesgue引理

对Ｌｅｂｅｓｇｕｅ可积函数空间中的Ｒｉｅｍａｎｎ－Ｌｅｂｅｓｇｕｅ引理及其推广形式进行了讨论,证明和推广了一些结果     

The optimum growth rate for population reconsidered

This article gives exact general conditions for the existence of an interior optimum growth rate for population in the neoclassical two-generations-overlapping model. In an economy where high (low) growth rates of population lead to a growth path that is efficient (inefficient), there always exists an interior optimum growth rate for population. In all other cases, there exists no interior optimum. The Serendipity Theorem, however, does, in general, not hold in an economy with government debt. Moreover, the growth rate for population that leads an economy with debt to a golden rule allocation can never be optimal.      

二阶常微分方程组边值问题正解的存在性

利用锥上不动点定理,研究了一类二阶非线性常微分方程组四点边值问题正解的存在性.在非线性项满足一定增长的条件下,得到了至少一个和两个正解存在的几个充分条件.     

Repeated Games with Differential Time Preferences

When players have identical time preferences, the set of feasible repeated game payoffs coincides with the convex hull of the underlying stage- game payoffs. Moreover, all feasible and individually rational payoffs can be sustained by equilibria if the players are sufficiently patient. Neither of these facts generalizes to the case of different time preferences. First, players can mutually benefit from trading payoffs across time. Hence, the set of feasible repeated game payoffs is typically larger than the convex hull of the underlying stage-game payoffs. Second, it is not usually the case that every trade plan that guarantees individually rational payoffs can be sustained by an equilibrium, no matter how patient the players are. This paper provides a simple characterization of the sets of Nash and of subgame perfect equilibrium payoffs in two-player repeated games.     

交错级数敛散性的一个判别定理

提出了交错级数敛散性的一个新的判别定理.该定理的判别式为极限形式,运用其判别交错级数的敛散性非常简便.