Estimation of global temperature fields from scattered observations by a spherical-wavelet-based spatially adaptive method

Summary.  The paper considers the problem of estimating the entire temperature field for every location on the globe from scattered surface air temperatures observed by a network of weather-stations. Classical methods such as spherical harmonics and spherical smoothing splines are not efficient in representing data that have inherent multiscale structures. The paper presents an estimation method that can adapt to the multiscale characteristics of the data. The method is based on a spherical wavelet approach that has recently been developed for a multiscale representation and analysis of scattered data. Spatially adaptive estimators are obtained by coupling the spherical wavelets with different thresholding (selective reconstruction) techniques. These estimators are compared for their spatial adaptability and extrapolation performance by using the surface air temperature data.     

一种LOG-MAP算法的改进迭代实现及其结构

对LOG-MAP算法进行了可并发性分析,利用可以完整接收一个N长符号传输帧的条件以及正向迭代和反向迭代中的固有对称性质,提出了LOG-MAP算法的一种修正迭代实现算法,其正向和反向迭代计算次数只需码长N的一半,故比标准LOG-MAP算法提高了一倍的处理速度,且没有空间开销的增加、同时,根据修正的迭代实现算法给出了相应的适于FPGA实现的双总线硬件结构的实现方案。     

Modeling for Risk Assessment of Neurotoxic Effects

The regulation of noncancer toxicants, including neurotoxicants, has usually been based upon a reference dose (allowable daily intake). A reference dose is obtained by dividing a no-observed-effect level by uncertainty (safety) factors to account for intraspecies and interspecies sensitivities to a chemical. It is assumed that the risk at the reference dose is negligible, but no attempt generally is made to estimate the risk at the reference dose. A procedure is outlined that provides estimates of risk as a function of dose. The first step is to establish a mathematical relationship between a biological effect and the dose of a chemical. Knowledge of biological mechanisms and/or pharmacokinetics can assist in the choice of plausible mathematical models. The mathematical model provides estimates of average responses as a function of dose. Secondly, estimates of risk require selection of a distribution of individual responses about the average response given by the mathematical model. In the case of a normal or lognormal distribution, only an estimate of the standard deviation is needed. The third step is to define an adverse level for a response so that the probability (risk) of exceeding that level can be estimated as a function of dose. Because a firm response level often cannot be established at which adverse biological effects occur, it may be necessary to at least establish an abnormal response level that only a small proportion of individuals would exceed in an unexposed group. That is, if a normal range of responses can be established, then the probability (risk) of abnormal responses can be estimated. In order to illustrate this process, measures of the neurotransmitter serotonin and its metabolite 5-hydroxyindoleacetic acid in specific areas of the brain of rats and monkeys are analyzed after exposure to the neurotoxicant methylene-dioxymethamphetamine. These risk estimates are compared with risk estimates from the quantal approach in which animals are classified as either abnormal or not depending upon abnormal serotonin levels.     

ADDITIVE MODELS WITH PREDICTORS SUBJECT TO MEASUREMENT ERROR

This paper develops a likelihood‐based method for fitting additive models in the presence of measurement error. It formulates the additive model using the linear mixed model representation of penalized splines. In the presence of a structural measurement error model, the resulting likelihood involves intractable integrals, and a Monte Carlo expectation maximization strategy is developed for obtaining estimates. The method's performance is illustrated with a simulation study.     

An empirical likelihood goodness-of-fit test for time series

Summary. Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model. When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empirical likelihood for an α -mixing process to formulate a test statistic that measures the goodness of fit of a parametric regression model. The technique is based on a comparison with kernel smoothing estimators. The empirical likelihood formulation of the test has two attractive features. One is its automatic consideration of the variation that is associated with the nonparametric fit due to empirical likelihood's ability to Studentize internally. The other is that the asymptotic distribution of the test statistic is free of unknown parameters, avoiding plug-in estimation. We apply the test to a discretized diffusion model which has recently been considered in financial market analysis.     

Improved Monte Carlo inference for models with additive error

Some statistical models defined in terms of a generating stochastic mechanism have intractable distribution theory, which renders parameter estimation difficult. However, a Monte Carlo estimate of the log-likelihood surface for such a model can be obtained via computation of nonparametric density estimates from simulated realizations of the model. Unfortunately, the bias inherent in density estimation can cause bias in the resulting log-likelihood estimate that alters the location of its maximizer. In this paper a methodology for radically reducing this bias is developed for models with an additive error component. An illustrative example involving a stochastic model of molecular fragmentation and measurement is given.     

Confidence Intervals for Current Status Data

Abstract.  The likelihood ratio statistic for testing pointwise hypotheses about the survival time distribution in the current status model can be inverted to yield confidence intervals (CIs). One advantage of this procedure is that CIs can be formed without estimating the unknown parameters that figure in the asymptotic distribution of the maximum likelihood estimator (MLE) of the distribution function. We discuss the likelihood ratio-based CIs for the distribution function and the quantile function and compare these intervals to several different intervals based on the MLE. The quantiles of the limiting distribution of the MLE are estimated using various methods including parametric fitting, kernel smoothing and subsampling techniques. Comparisons are carried out both for simulated data and on a data set involving time to immunization against rubella. The comparisons indicate that the likelihood ratio-based intervals are preferable from several perspectives.     

关联理论视角下的隐喻翻译研究——以《抗击新冠肺炎疫情的中国行动》英译为例

借助Pragglejaz团队的“隐喻识别程序”对《抗击新冠肺炎疫情的中国行动》白皮书中的隐喻进行分类描述,从认知关联视角切入对各类隐喻翻译进行案例分析。为实现白皮书类外宣文本国际传播的最佳社会效益,最大语境效果、共同的语境假设以及交际传播的目的是译者在实现隐喻跨语际转换时的重要考量准则。     

Approximation of density functions by orthogonal series with grouped data

Summary Letg(x) andf(x) be continuous density function on (a, b) and let {ϕ_j} be a complete orthonormal sequence of functions onL ₂(g), which is the set of squared integrable functions weighted byg on (a, b). Suppose that over (a, b). Given a grouped sample of sizen fromf(x), the paper investigates the asymptotic properties of the restricted maximum likelihood estimator of density, obtained by setting all but the firstm of the ϑ_j’s equal to0. Practical suggestions are given for performing estimation via the use of Fourier and Legendre polynomial series. Research partially supported by: CNR grant, n. 93. 00837. CT10.     

A simple,automatic and adaptive bivariate density estimator based on conditional densities

The standard approach to non-parametric bivariate density estimation is to use a kernel density estimator. Practical performance of this estimator is hindered by the fact that the estimator is not adaptive (in the sense that the level of smoothing is not sensitive to local properties of the density). In this paper a simple, automatic and adaptive bivariate density estimator is proposed based on the estimation of marginal and conditional densities. Asymptotic properties of the estimator are examined, and guidance to practical application of the method is given. Application to two examples illustrates the usefulness of the estimator as an exploratory tool, particularly in situations where the local behaviour of the density varies widely. The proposed estimator is also appropriate for use as a pilot estimate for an adaptive kernel estimate, since it is relatively inexpensive to calculate.