MATLAB在因子分析计算和等值线绘制中的应用

地质多元统计分析是通过对地质观测数据的分析、推断,研究多个地质变量之间的相互依赖关系和内在统计规律性,它涉及到很复杂的数学计算。本文通过MATLAB软件来实现地质多元统计分析中的因子分析计算和趋势面等值线的绘制,并初步探讨了利用MATLAB进行地质多元统计分析的计算和绘图方法。     

系统状态概率矩阵在企业集群中的应用

阐述了马尔可夫决策理论中的最基本分析方法———系统状态转移概率矩阵决策法,针对企业集群的特点,运用系统状态转移概率矩阵决策法对企业集群市场的状态进行了分析,并对各种状态的未来分布趋势和分布状况进行预测,分别计算出各种类型企业的未来市场资源份额,给政府进行市场的调节提供了理论上的依据和方法上的指导。     

基于遗传算法的设计结构矩阵优化方法研究

分析了DSM(Design Structure Matrix)优化方法的研究现状及不足,接着以耦合强度为基础,提出了数字化的设计结构矩阵。以此矩阵为基础,以遗传算法为优化工具,经过目标函数的设立,编码、交叉算子、变异算子等的设计,提出了一个新的DSM优化方法。以飞机某一部件的设计过程为例,实现了设计的时间、费用及过程优化,并与现有算法作了对比分析,验证了新优化方法在寻优效率、目标函数、及最优化结果等方面的优越性能。     

Random search algorithm for optimal mixture experimental design

It is well known that it is difficult to obtain an accurate optimal design for a mixture experimental design with complex constraints. In this article, we construct a random search algorithm which can be used to find the optimal design for mixture model with complex constraints. First, we generate an initial set by the Monte-Carlo method, and then run the random search algorithm to get the optimal set of points. After that, we explain the effectiveness of this method by using two examples.     

Constructing brain connectivity group graphs from EEG time series

Graphical analysis of complex brain networks is a fundamental area of modern neuroscience. Functional connectivity is important since many neurological and psychiatric disorders, including schizophrenia, are described as ‘dys-connectivity’ syndromes. Using electroencephalogram time series collected on each of a group of 15 individuals with a common medical diagnosis of positive syndrome schizophrenia we seek to build a single, representative, brain functional connectivity group graph. Disparity/distance measures between spectral matrices are identified and used to define the normalized graph Laplacian enabling clustering of the spectral matrices for detecting ‘outlying’ individuals. Two such individuals are identified. For each remaining individual, we derive a test for each edge in the connectivity graph based on average estimated partial coherence over frequencies, and associated p-values are found. For each edge these are used in a multiple hypothesis test across individuals and the proportion rejecting the hypothesis of no edge is used to construct a connectivity group graph. This study provides a framework for integrating results on multiple individuals into a single overall connectivity structure.     

Parameter expansion for sampling a correlation matrix: an efficient GPX-RPMH algorithm

Sampling the correlation matrix (R) plays an important role in statistical inference for correlated models. There are two main constraints on a correlation matrix: positive definiteness and fixed diagonal elements. These constraints make sampling R difficult. In this paper, an efficient generalized parameter expanded re-parametrization and Metropolis-Hastings (GPX-RPMH) algorithm for sampling a correlation matrix is proposed. Drawing all components of R simultaneously from its full conditional distribution is realized by first drawing a covariance matrix from the derived parameter expanded candidate density (PXCD), and then translating it back to a correlation matrix and accepting it according to a Metropolis-Hastings (M-H) acceptance rate. The mixing rate in the M-H step can be adjusted through a class of tuning parameters embedded in the generalized candidate prior (GCP), which is chosen for R to derive the PXCD. This algorithm is illustrated using multivariate regression (MVR) models and a simulation study shows that the performance of the GPX-RPMH algorithm is more efficient than that of other methods.     

Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme

Mukherjee and Maiti [Q-procedure for solving likelihood equations in the analysis of covariance structures, Comput. Statist. Quart. 2 (1988), pp. 105–128] proposed an iterative scheme to derive the maximum likelihood estimates of the parameters involved in the population covariance matrix when it is linearly structured. The present investigation provides a Jacobi-type of iterative scheme, MSIII, when the underlying correlation matrix is linearly structured. Such scheme is shown to be quite competent and efficient compared to the prevalent Fisher-scoring (FS) and the Newton–Raphson iterative scheme (NR). An illustrative example is provided for a numerical comparison of the iterates of MSIII, FS and NR choosing the Toeplitz matrix as the population correlation matrix. Numerical behaviour of such schemes is studied in the context of ‘bad’ initial try-out vectors. Additionally a simulation experiment is performed to judge the superiority of MSIII over FS.     

Empirical distribution function under heteroscedasticity

Neglecting heteroscedasticity of error terms may imply the wrong identification of a regression model (see appendix). Employment of (heteroscedasticity resistent) White's estimator of covariance matrix of estimates of regression coefficients may lead to the correct decision about the significance of individual explanatory variables under heteroscedasticity. However, White's estimator of covariance matrix was established for least squares (LS)-regression analysis (in the case when error terms are normally distributed, LS- and maximum likelihood (ML)-analysis coincide and hence then White's estimate of covariance matrix is available for ML-regression analysis, tool). To establish White's-type estimate for another estimator of regression coefficients requires Bahadur representation of the estimator in question, under heteroscedasticity of error terms. The derivation of Bahadur representation for other (robust) estimators requires some tools. As the key too proved to be a tight approximation of the empirical distribution function (d.f.) of residuals by the theoretical d.f. of the error terms of the regression model. We need the approximation to be uniform in the argument of d.f. as well as in regression coefficients. The present paper offers this approximation for the situation when the error terms are heteroscedastic.     

Design effect of randomized systematic sampling

In statistical practice, systematic sampling (SYS) is used in many modifications due to its simple handling. In addition, SYS may provide efficiency gains if it is well adjusted to the structure of the population under study. However, if SYS is based on an inappropriate picture of the population a high decrease of efficiency, i.e. a high increase in variance may result by changing from simple random sampling to SYS. In the context of two-stage designs SYS so far seems often in use for subsampling within the primary units. As an alternative to this practice, we propose to randomize the order of the primary units, then to select systematically a number of primary units and, thereafter, to draw secondary units by simple random sampling without replacement within the primary units selected. This procedure is more efficient than simple random sampling with replacement from the whole population of all secondary units, i.e. the variance of an adequate estimator for a total is never increased by changing from simple random sampling to randomized SYS whatever be the values associated by a characteristic with the secondary units, while there are values for which the variance decreases for the change mentioned. This result should hold generally, even if our proof, so far, is not complete for general sample sizes.