Minimum Aberration Regular Two-Level Designs in the Presence of Dispersion Factors

In practice, the variance of the response variable may change as some specific factors change from one setting to another in a factorial experiment. These factors affecting the variation of the response are called dispersion factors, which can violate the usual assumption of variance homogeneity. In this study, we modify the conventional minimum aberration criterion to take the impact of dispersion factors into account. The situations of one or two dispersion factors are investigated. As a result, we present regular 2^{n ? p} designs with run sizes equal to 16 and 32 using the modified minimum aberration criterion.     

Bayesian Analysis of Two-Level Fractional Factorial Experiments with Non-Normal Responses

An intractable issue on screening experiments is to identify significant effects and to select the best model when the number of factors is large, especially for fractional factorial experiments with non-normal responses. In such cases, a three-stage Bayesian approach based on generalized linear models (GLMs) is proposed to identify which effects should be included in the target model where the principles of effect sparsity, hierarchy, and heredity are successfully considered. Three simulation experiments with non-normal responses which follow Poisson, binomial, and gamma distributions are presented to illustrate the performance of the proposed approach.     

Some robust designs for polynomial regression models

The author identifies static optimal designs for polynomial regression models with or without intercept. His optimality criterion is an average between the D‐optimality criterion for the estimation of low‐degree terms and the D₈‐optimality criterion for testing the significance of higher degree terms. His work relies on classical results concerning canonical moments and the theory of continued fractions.     

加性细胞自动机的同构性分析

根据矩阵方程理论和细胞自动机原理,提出了加性细胞自动机状态转移结构的同构性方法,该方法利用状态转移矩阵方程及其特征多项式分析规则90和150加性细胞自动机,证明了特征多项式为不可约多项式时的零边界规则90和150加性细胞自动机与其对应的线性细胞自动机具有相同结构的状态转移图,即它们同构。研究表明:该方法对实际的伪随机序列产生、通信和测试等领域具有应用推广价值。     

Estimating herd-specific force of infection by using random-effects models for clustered binary data and monotone fractional polynomials

Summary.  In veterinary epidemiology, we are often confronted with hierarchical or clustered data. Typically animals are grouped within herds, and consequently we cannot ignore the possibility of animals within herds being more alike than between herds. Based on a serological survey of bovine herpes virus type 1 in cattle, we describe a method for the estimation of herd-specific rates at which susceptible animals acquire the infection at different ages. In contrast with the population-averaged force of infection, this method allows us to model the herd-specific force of infection, allowing investigation of the variability between herds. A random-effects approach is used to account for the correlation in the data, allowing us to study both population-averaged and herd-specific force of infection. In contrast, generalized estimating equations can be used when interest is only in the population-averaged force of infection. Further, a flexible predictor model is needed to describe the dependence of covariates appropriately. Fractional polynomials as proposed by Royston and Altman offer such flexibility. However, the flexibility of this model should be restricted, since only positive forces of infection have a meaningful interpretation.     

Inverse maximum flow problems under the weighted Hamming distance

In this paper, we consider inverse maximum flow problem under the weighted Hamming distance. Four models are studied: the problem under sum-type weighted Hamming distance; the problem under bottleneck-type weighted Hamming distance and two mixed types of problems. We present their respective combinatorial algorithms that all run in strongly polynomial times.Research supported by the National Natural Science Foundation of China (60021201), and the Hong Kong Research Grant Council under CERG CityU 9041091 and CUHK 103105.     

关于多项式T_n(x)的整除性的一个问题

设n是适合n≥2的正整数,Tn（x）＝（1＋x）n＋（1－x）n－2n．本文证明了：如果p是素数,则对于任何适合2p＞r＞3的正整数r,都有Tr（x）T2p（x）．     

Empirical likelihood for generalized partially linear varying-coefficient models

Generalized partially linear varying-coefficient models (GPLVCM) are frequently used in statistical modeling. However, the statistical inference of the GPLVCM, such as confidence region/interval construction, has not been very well developed. In this article, empirical likelihood-based inference for the parametric components in the GPLVCM is investigated. Based on the local linear estimators of the GPLVCM, an estimated empirical likelihood-based statistic is proposed. We show that the resulting statistic is asymptotically non-standard chi-squared. By the proposed empirical likelihood method, the confidence regions for the parametric components are constructed. In addition, when some components of the parameter are of particular interest, the construction of their confidence intervals is also considered. A simulation study is undertaken to compare the empirical likelihood and the other existing methods in terms of coverage accuracies and average lengths. The proposed method is applied to a real example.     

A test for fractional cointegration using the sieve bootstrap

The concept of fractional cointegration (Cheung and Lai in J Bus Econ Stat 11:103–112, 1993) has been introduced to generalize traditional cointegration (Engle and Granger in Econometrica 55:251–276, 1987) to the long memory framework. In this work we propose a test for fractional cointegration with the sieve bootstrap and compare by simulations the performance of our proposal with other semiparametric methods existing in literature: the three steps technique of Marinucci and Robinson (J Econom 105:225–247, 2001) and the procedure to determine the fractional cointegration rank of Robinson and Yajima (J Econom 106:217–241, 2002).     

未知参数多项式相位信号的最优检测及性能

根据Neyman-Pearson(NP)准则,利用广义似然比检验方法,给出了未知参数多项式相位信号的最优检测器。在相位多项式次数分别为1或2时,周期图、chirp傅里叶变换检测即为对应的最优检测器。推导了检验统计量的概率密度函数以及虚警概率和检测概率,揭示了多项式相位信号检测中信号能量噪声比、信号参数空间中搜索点数、虚警概率和检测概率之间的关系。仿真结果验证了理论分析的有效性。