试析框架边梁与次梁约束力矩

按照边框架梁与次梁的空间受力状态，阐述钢筋混凝土框架边梁与楼面次梁整体现浇时相互之间的约束影响，并提出了框架边粱与次粱约束力矩的实用计算方法。     

我国黄金期货价格波动率预测研究：来自模型缩减方法的新证据

黄金作为重要的避险资产,对其价格波动的定量描述和预测对于各类投资者的风险管理决策意义重大。基于标准回归预测模型,采用主成分分析、组合预测和两种主流的模型缩减方法(Elastic net 和Lasso)构建新的波动率预测模型,探究哪种方法能够更有效地利用多个预测因子信息。进一步,运用模型信度集合(model confidence set,MCS)、样本外R2和方向测试(Direction-of-Change,DoC)三种评价方法检验新模型的样本外预测精度。实证结果显示：不论是基于哪一种评价方法,相比其它竞争模型,两种缩减模型的样本外预测精度均为最优,可以为我国黄金期货价格的波动率预测提供可靠保障。     

Constrained Optimization Approaches to Estimation of Structural Models

Estimating structural models is often viewed as computationally difficult, an impression partly due to a focus on the nested fixed‐point (NFXP) approach. We propose a new constrained optimization approach for structural estimation. We show that our approach and the NFXP algorithm solve the same estimation problem, and yield the same estimates. Computationally, our approach can have speed advantages because we do not repeatedly solve the structural equation at each guess of structural parameters. Monte Carlo experiments on the canonical Zurcher bus‐repair model demonstrate that the constrained optimization approach can be significantly faster.     

Sparsity and smoothness via the fused lasso

Summary.  The lasso penalizes a least squares regression by the sum of the absolute values ( L ₁-norm) of the coefficients. The form of this penalty encourages sparse solutions (with many coefficients equal to 0). We propose the 'fused lasso', a generalization that is designed for problems with features that can be ordered in some meaningful way. The fused lasso penalizes the L ₁-norm of both the coefficients and their successive differences. Thus it encourages sparsity of the coefficients and also sparsity of their differences—i.e. local constancy of the coefficient profile. The fused lasso is especially useful when the number of features p is much greater than N , the sample size. The technique is also extended to the 'hinge' loss function that underlies the support vector classifier. We illustrate the methods on examples from protein mass spectroscopy and gene expression data.     

DASSO: connections between the Dantzig selector and lasso

Summary.  We propose a new algorithm, DASSO, for fitting the entire coefficient path of the Dantzig selector with a similar computational cost to the least angle regression algorithm that is used to compute the lasso. DASSO efficiently constructs a piecewise linear path through a sequential simplex-like algorithm, which is remarkably similar to the least angle regression algorithm. Comparison of the two algorithms sheds new light on the question of how the lasso and Dantzig selector are related. In addition, we provide theoretical conditions on the design matrix X under which the lasso and Dantzig selector coefficient estimates will be identical for certain tuning parameters. As a consequence, in many instances, we can extend the powerful non-asymptotic bounds that have been developed for the Dantzig selector to the lasso. Finally, through empirical studies of simulated and real world data sets we show that in practice, when the bounds hold for the Dantzig selector, they almost always also hold for the lasso.     

Shrinkage tuning parameter selection with a diverging number of parameters

Summary.  Contemporary statistical research frequently deals with problems involving a diverging number of parameters. For those problems, various shrinkage methods (e.g. the lasso and smoothly clipped absolute deviation) are found to be particularly useful for variable selection. Nevertheless, the desirable performances of those shrinkage methods heavily hinge on an appropriate selection of the tuning parameters. With a fixed predictor dimension, Wang and co-worker have demonstrated that the tuning parameters selected by a Bayesian information criterion type criterion can identify the true model consistently. In this work, similar results are further extended to the situation with a diverging number of parameters for both unpenalized and penalized estimators. Consequently, our theoretical results further enlarge not only the scope of applicabilityation criterion type criteria but also that of those shrinkage estimation methods.     

链路时延估计的约束最优化算法

网络层析成像技术能够通过测量端到端的时延来估计网络内部链路的时延特征．在单播网络层析成像技术研究现状上,提出了一种基于移动代理的网络信息收集机制,采用带约束的最优化方法对网络内部链路时延进行了估计．同时,通过仿真实验验证了在存在较大测量误差的网络条件下,该文算法提高了链路时延分布的推测精度．     

Design Improvements for Message Propagation in Malleable Social Networks

This study presents the formal problem definition and computational analysis of the network design improvements for idea and message propagation in both enterprise and consumer social networks (ESN and CSN, respectively). Message propagation in social networks is impacted by how messages are seeded in the network, and by propagation characteristics of the network topology itself. It has been recognized that the propagation properties of these networks can be actively influenced by network design interventions, such as the deliberate creation of new connections. We address the problem of finding cost‐effective message seeding, and identifying potential new network connections that allow improved propagation in social networks with cascade propagation. We use the hop‐constrained minimum spanning tree (HMST) model to find the seeds and possible new connections that result in networks with improved propagation properties. Moreover, we present new heuristic algorithms that substantially improve the solution quality for the HMST problem. Computational results posit that the design improvements proposed by the HMST approach can greatly improve cascade propagation performance of the networks at low cost.     

Parameterizations and Fitting of Bi-directed Graph Models to Categorical Data

Abstract.  We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bi-directed graph models, under the global Markov property. Such models are useful data analytic tools especially if used in combination with other graphical models. The first parameterization, in the saturated case, is also known as thenation multivariate logistic transformation, the second is a variant that allows, in some (but not all) cases, variation-independent parameters. An algorithm for maximum likelihood fitting is proposed, based on an extension of the Aitchison and Silvey method.     

Selection without (unfair) discrimination

A method is devised for performing multiple discriminant analysis subject to inequality constraints on the probabilities of misassignment of different subpopulations. This procedure is motivated by attempts to devise.fair means of selection of applicants for schools, jobs, and credit. An algorithm is developed and sample calculations are given.