Horwitz's rule, transforming both sides and the design of experiments for mechanistic models

Summary. The paper develops methods for the design of experiments for mechanistic models when the response must be transformed to achieve symmetry and constant variance. The power transformation that is used is partially justified by a rule in analytical chemistry. Because of the nature of the relationship between the response and the mechanistic model, it is necessary to transform both sides of the model. Expressions are given for the parameter sensitivities in the transformed model and examples are given of optimum designs, not only for single-response models, but also for experiments in which multivariate responses are measured and for experiments in which the model is defined by a set of differential equations which cannot be solved analytically. The extension to designs for checking models is discussed.     

Detection and correction of artificial shifts in climate series

Summary.  Many long instrumental climate records are available and might provide useful information in climate research. These series are usually affected by artificial shifts, due to changes in the conditions of measurement and various kinds of spurious data. A comparison with surrounding weather-stations by means of a suitable two-factor model allows us to check the reliability of the series. An adapted penalized log-likelihood procedure is used to detect an unknown number of breaks and outliers. An example concerning temperature series from France confirms that a systematic comparison of the series together is valuable and allows us to correct the data even when no reliable series can be taken as a reference.     

Direct and Indirect Causal Effects via Potential Outcomes*

Abstract. The use of the concept of ‘direct’ versus ‘indirect’ causal effects is common, not only in statistics but also in many areas of social and economic sciences. The related terms of ‘biomarkers’ and ‘surrogates’ are common in pharmacological and biomedical sciences. Sometimes this concept is represented by graphical displays of various kinds. The view here is that there is a great deal of imprecise discussion surrounding this topic and, moreover, that the most straightforward way to clarify the situation is by using potential outcomes to define causal effects. In particular, I suggest that the use of principal stratification is key to understanding the meaning of direct and indirect causal effects. A current study of anthrax vaccine will be used to illustrate ideas.     

A general inverse sampling scheme and its application to adaptive cluster sampling

Not having a variance estimator is a seriously weak point of a sampling design from a practical perspective. This paper provides unbiased variance estimators for several sampling designs based on inverse sampling, both with and without an adaptive component. It proposes a new design, which is called the general inverse sampling design, that avoids sampling an infeasibly large number of units. The paper provide estimators for this design as well as its adaptive modification. A simple artificial example is used to demonstrate the computations. The adaptive and non‐adaptive designs are compared using simulations based on real data sets. The results indicate that, for appropriate populations, the adaptive version can have a substantial variance reduction compared with the non‐adaptive version. Also, adaptive general inverse sampling with a limitation on the initial sample size has a greater variance reduction than without the limitation.     

The analysis of incomplete data using stochastic covariates

In the development of many diseases there are often associated random variables which continuously reflect the progress of a subject towards the final expression of the disease (failure). At any given time these processes, which we call stochastic covariates, may provide information about the current hazard and the remaining time to failure. Likewise, in situations when the specific times of key prior events are not known, such as the time of onset of an occult tumour or the time of infection with HIV-1, it may be possible to identify a stochastic covariate which reveals, indirectly, when the event of interest occurred. The analysis of carcinogenicity trials which involve occult tumours is usually based on the time of death or sacrifice and an indicator of tumour presence for each animal in the experiment. However, the size of an occult tumour observed at the endpoint represents data concerning tumour development which may convey additional information concerning both the tumour incidence rate and the rate of death to which tumour-bearing animals are subject. We develop a stochastic model for tumour growth and suggest different ways in which the effect of this growth on the hazard of failure might be modelled. Using a combined model for tumour growth and additive competing risks of death, we show that if this tumour size information is used, assumptions concerning tumour lethality, the context of observation or multiple sacrifice times are no longer necessary in order to estimate the tumour incidence rate. Parametric estimation based on the method of maximum likelihood is outlined and is applied to simulated data from the combined model. The results of this limited study confirm that use of the stochastic covariate tumour size results in more precise estimation of the incidence rate for occult tumours.     

Modified cross-validation in density estimation

We propose a new modified (biased) cross-validation method for adaptively determining the bandwidth in a nonparametric density estimation setup. It is shown that the method provides consistent minimizers. Some simulation results are reported on which compare the small sample behavior of the new and the classical cross-validation selectors.     

多源模型的新进展

本文总结了高能核—核碰撞的多源模型自1987年提出到1990年以来的主要进展,着重介绍多源模型的基本物理思想及其在两种不同方案下的发展动态.通过与最新实验数据比较,说明多源模型能够成功地解释高能重离子碰撞的整体性质.     

金融期权定价模型与金融风险管理

金融期货是一种具有独特功能的非常重要的衍生金融工具 ,对规避金融风险有重要意义 ,其作为一种金融资产表现为一种特定的权利。B -S期权模型开创性地表达了这种期权定价理论 ,二项式模型则将各种金融期权定价模型推向简化和实用化。     

宏观经济系统的鲁棒控制

考虑参数不确定性对一类宏观经济系统的影响,研究了宏观经济系统的鲁棒控制问题,给出系统的鲁棒控制律以及经济系统鲁棒稳定的条件.鲁棒控制律保证了宏观经济系统稳定的运行,同时可以使国民生产总值在短时间内跟踪总需求.通过仿真验证了该算法的有效性.     

社會合作主義與澳門治理模式的選擇

受益於深厚的理論傳統與顯著的治理績效,合作主義治理價值在戰後得到重新發现,並成為諸多國家(地區)社會治理的共同選择。回歸以來的澳門進入經濟社會發展的變革期,在現實需求與基礎條件等方面,均存在借鑒社會合作主義治理模式的現實可能性。因此,特區政府應當不失時機地在《澳門基本法》及其基本政治原則基礎上,充分發掘澳門潛在的制度資源及其精神價值,綜合運用法律、經濟、行政等多種手段,從組織、資源、人員等不同方面引導與調節現有社團結構,創設不同層次的組織载體與社會協商對話制度體系,按照理性設計原則分步驟地推進社會合作主義治理模式在澳門的實現。