二度价格歧视情形下垄断厂商收益最大化条件

采用定量分析方法研究垄断厂商采用二度价格歧视条件下的收益变化，给出了收益最大化的条件，并给出了垄断厂商可能获得的最大收益。有关结论对厂商和消费者都有重要意义     

Stochastic approximation Monte Carlo EM for change-point analysis

In the expectation–maximization (EM) algorithm for maximum likelihood estimation from incomplete data, Markov chain Monte Carlo (MCMC) methods have been used in change-point inference for a long time when the expectation step is intractable. However, the conventional MCMC algorithms tend to get trapped in local mode in simulating from the posterior distribution of change points. To overcome this problem, in this paper we propose a stochastic approximation Monte Carlo version of EM (SAMCEM), which is a combination of adaptive Markov chain Monte Carlo and EM utilizing a maximum likelihood method. SAMCEM is compared with the stochastic approximation version of EM and reversible jump Markov chain Monte Carlo version of EM on simulated and real datasets. The numerical results indicate that SAMCEM can outperform among the three methods by producing much more accurate parameter estimates and the ability to achieve change-point positions and estimates simultaneously.     

需求响应下解决交叉补贴的阶梯电价方案研究——基于社会福利最大化视角

我国电价交叉补贴问题非常严重，其无论从经济效率还是公平上而言都是不合理的，必须尽快解决。通过对现行电价政策分析，阶梯电价政策可以解决交叉补贴问题，但现行方案效果不明显，因此需要调整。不仅如此，由于各档次用户对电价变化的需求响应程度存在差异，调整阶梯电价来解决交叉补贴的方案有许多，故存在一个社会福利最大化的解决方案。本文以社会福利最大化为目标，调整各档用户的电价，同时引入拉格朗日函数，设计出最优解决交叉补贴问题的阶梯电价方案，得到各档相应的电价比值。结果表明，当分档电价比值为1：1.62：2.41时社会福利存在极大值，此时阶梯电价方案是众多方案中的最优方案，社会福利全年增加约为702.00亿元。此方案在解决交叉补贴问题的基础上还兼顾了用户间公平和承受能力，对当前电价改革具有重要参考价值。     

Robust Estimation for Zero‐Inflated Poisson Regression

Abstract. The zero‐inflated Poisson regression model is a special case of finite mixture models that is useful for count data containing many zeros. Typically, maximum likelihood (ML) estimation is used for fitting such models. However, it is well known that the ML estimator is highly sensitive to the presence of outliers and can become unstable when mixture components are poorly separated. In this paper, we propose an alternative robust estimation approach, robust expectation‐solution (RES) estimation. We compare the RES approach with an existing robust approach, minimum Hellinger distance (MHD) estimation. Simulation results indicate that both methods improve on ML when outliers are present and/or when the mixture components are poorly separated. However, the RES approach is more efficient in all the scenarios we considered. In addition, the RES method is shown to yield consistent and asymptotically normal estimators and, in contrast to MHD, can be applied quite generally.     

Empirical likelihood ratio with doubly truncated data

Doubly truncated data appear in a number of applications, including astronomy and survival analysis. For doubly-truncated data, the lifetime T is observable only when U≤T≤V, where U and V are the left-truncated and right-truncated time, respectively. Based on the empirical likelihood approach of Zhou [21 Zhou, M. 2005. Empirical likelihood ratio with arbitrarily censored/truncated data by EM algorithm. J. Comput. Graph. Statist., 14: 643–656. [Taylor & Francis Online], [Web of Science ®] [Google Scholar]], we propose a modified EM algorithm of Turnbull [19 Turnbull, B. W. 1976. The empirical distribution function with arbitrarily grouped censored and truncated data. J. R. Stat. Soc. Ser. B, 38: 290–295.  [Google Scholar]] to construct the interval estimator of the distribution function of T. Simulation results indicate that the empirical likelihood method can be more efficient than the bootstrap method.     

校园外道路交通事故人身损害赔偿案理论与实务问题研究--关于未成年人人身损害赔偿项目的探讨

校园外道路交通事故人身损害赔偿案在司法实践中存在着一些理论与实务问题。本文通过研究南京市鼓楼区人民法院少年庭的相关案例,分析此类案件受案率呈上升趋势,但调解结案率低,赔偿内容不规范,进而对涉及未成年人特点的赔偿项目进行了理论分析与探讨。     

Inference methods for saturated models in longitudinal clinical trials with incomplete binary data

In the longitudinal studies with binary response, it is often of interest to estimate the percentage of positive responses at each time point and the percentage of having at least one positive response by each time point. When missing data exist, the conventional method based on observed percentages could result in erroneous estimates. This study demonstrates two methods of using expectation-maximization (EM) and data augmentation (DA) algorithms in the estimation of the marginal and cumulative probabilities for incomplete longitudinal binary response data. Both methods provide unbiased estimates when the missingness mechanism is missing at random (MAR) assumption. Sensitivity analyses have been performed for cases when the MAR assumption is in question.     

Expectation maximization estimates of the offspring probabilities in a class of multitype branching processes with binary family trees

When proliferating cells are counted in several independent colonies at some time points, the maximum likelihood estimates of the parameters of the multitype branching process are obtained trough an expectation maximization algorithm. In the case of an offspring distribution governed by a Markov branching process with binary family trees, this method, relying then on a partial knowledge of the tree, yields the same estimates as those computed with the complete knowledge of the tree.     

A framework for sustainable forest resource allocation: A Canadian case study

This paper addresses the problem of public-owned forest resource allocation observed in Canada. An integrated framework based on mill abilities to create value (expressed as economic, environmental and social benefits) is proposed. It encompasses three phases: (1) election of sustainable allocation criteria, (2) evaluation of mill performance with regard to the allocation criteria and (3) allocation of wood volumes according to mill performance. The framework is applied to a case study proposed by Ministry of Forests, Fauna and Parks (MFFP) in Québec. It is implemented as follows: first, the international standards, Forest Stewardship Council (FSC) and Global Reporting Initiative (GRI) are used to identify relevant allocation criteria covering the three sustainability dimensions (economy, environment and society). Second, the Group-Analytic Hierarchy Process (Group-AHP) is used to weight the allocation criteria and evaluate mill sustainability performance. Finally, optimization models are formulated to allocate the wood following two strategies: (1) maximizing the total created value by all mills and (2) promoting inter-firm fairness. The numerical results show that integrating sustainability concerns in the evaluation process has a significant impact on the allocation decisions. Moreover, adopting a wood allocation strategy seeking to guarantee fairness between forest companies is a win–win strategy as it also leads to maximizing the created value with a minimum deviation from the optimal targeted value. Lessons learned from this collaboration with MFFP are presented in order to help other interested researchers and public organizations develop their own roadmap to sustainable public resource allocation.     

Multi-phase Algorithms for Throughput Maximization for Real-Time Scheduling

We consider the problem of off-line throughput maximization for job scheduling on one or more machines, where each job has a release time, a deadline and a profit. Most of the versions of the problem discussed here were already treated by Bar-Noy et al. (Proc. 31st ACM STOC, 1999, pp. 622–631; http://www.eng.tau.ac.il/amotz/). Our main contribution is to provide algorithms that do not use linear programming, are simple and much faster than the corresponding ones proposed in Bar-Noy et al. (ibid., 1999), while either having the same quality of approximation or improving it. More precisely, compared to the results of in Bar-Noy et al. (ibid., 1999), our pseudo-polynomial algorithm for multiple unrelated machines and all of our strongly-polynomial algorithms have better performance ratios, all of our algorithms run much faster, are combinatorial in nature and avoid linear programming. Finally, we show that algorithms with better performance ratios than 2 are possible if the stretch factors of the jobs are bounded; a straightforward consequence of this result is an improvement of the ratio of an optimal solution of the integer programming formulation of the JISP2 problem (see Spieksma, Journal of Scheduling, vol. 2, pp. 215–227, 1999) to its linear programming relaxation.