Geometric median and its application in the identification of multiple outliers

Geometric mean (GM) is having growing and wider applications in statistical data analysis as a measure of central tendency. It is generally believed that GM is less sensitive to outliers than the arithmetic mean (AM) but we suspect likewise the AM the GM may also suffer a huge set back in the presence of outliers, especially when multiple outliers occur in a data. So far as we know, not much work has been done on the robustness issue of GM. In quest of a simple robust measure of central tendency, we propose the geometric median (GMed) in this paper. We show that the classical GM has only 0% breakdown point while it is 50% for the proposed GMed. Numerical examples also support our claim that the proposed GMed is unaffected in the presence of multiple outliers and can maintain the highest possible 50% breakdown. Later we develop a new method for the identification of multiple outliers based on this proposed GMed. A variety of numerical examples show that the proposed method can successfully identify all potential outliers while the traditional GM fails to do so.     

Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables

Various exact tests for statistical inference are available for powerful and accurate decision rules provided that corresponding critical values are tabulated or evaluated via Monte Carlo methods. This article introduces a novel hybrid method for computing p‐values of exact tests by combining Monte Carlo simulations and statistical tables generated a priori. To use the data from Monte Carlo generations and tabulated critical values jointly, we employ kernel density estimation within Bayesian‐type procedures. The p‐values are linked to the posterior means of quantiles. In this framework, we present relevant information from the Monte Carlo experiments via likelihood‐type functions, whereas tabulated critical values are used to reflect prior distributions. The local maximum likelihood technique is employed to compute functional forms of prior distributions from statistical tables. Empirical likelihood functions are proposed to replace parametric likelihood functions within the structure of the posterior mean calculations to provide a Bayesian‐type procedure with a distribution‐free set of assumptions. We derive the asymptotic properties of the proposed nonparametric posterior means of quantiles process. Using the theoretical propositions, we calculate the minimum number of needed Monte Carlo resamples for desired level of accuracy on the basis of distances between actual data characteristics (e.g. sample sizes) and characteristics of data used to present corresponding critical values in a table. The proposed approach makes practical applications of exact tests simple and rapid. Implementations of the proposed technique are easily carried out via the recently developed STATA and R statistical packages.     

Decomposition of Seasonality and Long‐term Trend in Seismological Data: A Bayesian Modelling of Earthquake Detection Capability

This study demonstrates the decomposition of seasonality and long‐term trend in seismological data observed at irregular time intervals. The decomposition was applied to the estimation of earthquake detection capability using cubic B‐splines and a Bayesian approach, which is similar to the seasonal adjustment model frequently used to analyse economic time‐series data. We employed numerical simulation to verify the method and then applied it to real earthquake datasets obtained in and around the northern Honshu island, Japan. With this approach, we obtained the seasonality of the detection capability related to the annual variation of wind speed and the long‐term trend corresponding to the recent improvement of the seismic network in the studied region.     

对社会冲突的微观思考

社会冲突理论是社会学领域的一个主流学说,马克思、韦伯、齐美尔等古典大师曾为此做过大量的工作。20世纪70年代以后孕育的现代冲突理论,则在一定程度上修改了前辈们的观点,特别是进入20世纪80年代以后,冲突理论变得更加折衷和多样化。使我们能够清晰可见的是,冲突理论已经进入了越来越多的社会学领域。但是,从冲突理论的研究传统我们也可以发现,大多数研究者着力于宏观的视野,而对于微观的冲突理论解释甚少。本文就是在回顾了社会冲突理论传统的基础上,提出了宏观和微观冲突理论并重的思路,并进而从微观的角度来分析社会冲突。     

老舍小说侠义情结探源

侠文化是下层人民的文化,老舍从小就受到了侠文化的影响,而且这种影响是根深蒂固历久弥新的.侠义情结使老舍的小说呈现出一种侠义大观现象,许多人物的行为逻辑只有站在侠义者的角度才说得通,在人数众多的普通民众身上体现出了一种刚强勇武的豪侠之气.老舍与革命大潮是疏离的,他对于革命运动和革命者了解不多,但他又很想写一写扭转乾坤的革命者,所以就依照他对革命者和革命工作的想像来刻画他们,而结果是这些革命者更像侠客而不太像革命者.     

集装箱码头外部集卡预约优化模型与算法

针对集装箱码头闸口拥堵问题,建立集卡预约优化模型,目的是减少集卡排队等待时间和拥堵期间的碳排放。该模型在给定的集卡到达调整量水平的限制下,确定每个时段最优的预约份额,同时利用非平稳排队模型描述集卡到达随时间到达的特点。为求解模型,设计基于遗传算法与逐点固定流体近似算法(PSFFA)的求解方法,该算法利用遗传算法搜索最优解,基于PSFFA算法计算集卡排队时间。最后,利用算例对模型和算法的有效性进行了验证。结果表明,集卡预约优化模型可以有效地减少集卡排队时间,PSFFA方法可以较好地求解到达过程不平稳的排队问题。     

影响因子分数平均值在SCI论文奖励中的应用

引用一种新的评价指标——影响因子分数平均值（IFPA）,探究其在SCI论文奖励中的应用。结果表明,IFPA是一个较好的评价学术论文质量的量化指标,并且具有较强的可操作性,在SCI论文奖励中具有良好的应用价值和前景。     

A Bayesian analysis for the multivariate point null testing problem

A Bayesian test for the point null testing problem in the multivariate case is developed. A procedure to get the mixed distribution using the prior density is suggested. For comparisons between the Bayesian and classical approaches, lower bounds on posterior probabilities of the null hypothesis, over some reasonable classes of prior distributions, are computed and compared with the p-value of the classical test. With our procedure, a better approximation is obtained because the p-value is in the range of the Bayesian measures of evidence.     

On the estimation of the stochastic intensity and the parameters of neyman-scott trigger processes

In this paper we are concerned with a class of simple point processes, whose unobservable stochastic intensity is a shot-noise process. We derive a stochastic equation for the conditional moment generating function of the intensity, which can be solved in a recursive way. This yields explicit expression for the minimum variance estimate of the intensity as well as the likelihood ration with respect to the reference measure, on the basis of point process observations.     

Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data

Abstract. We propose a non‐parametric change‐point test for long‐range dependent data, which is based on the Wilcoxon two‐sample test. We derive the asymptotic distribution of the test statistic under the null hypothesis that no change occurred. In a simulation study, we compare the power of our test with the power of a test which is based on differences of means. The results of the simulation study show that in the case of Gaussian data, our test has only slightly smaller power minus.3pt than the ‘difference‐of‐means’ test. For heavy‐tailed data, our test outperforms the ‘difference‐of‐means’ test.