Adaptive methods for sequential importance sampling with application to state space models

In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms—also known as particle filters—relying on criteria evaluating the quality of the proposed particles. The choice of the proposal distribution is a major concern and can dramatically influence the quality of the estimates. Thus, we show how the long-used coefficient of variation (suggested by Kong et al. in J. Am. Stat. Assoc. 89(278–288):590–599, 1994) of the weights can be used for estimating the chi-square distance between the target and instrumental distributions of the auxiliary particle filter. As a by-product of this analysis we obtain an auxiliary adjustment multiplier weight type for which this chi-square distance is minimal. Moreover, we establish an empirical estimate of linear complexity of the Kullback-Leibler divergence between the involved distributions. Guided by these results, we discuss adaptive designing of the particle filter proposal distribution and illustrate the methods on a numerical example. This work was partly supported by the National Research Agency (ANR) under the program “ANR-05-BLAN-0299”.     

两种启蒙话语的对立与冲突——论鲁迅与“现代评论派”现代性价值观的思想差异性

在中国现代文学发展史上,鲁迅与"现代评论派"之间所发生的那场思想论争,由于种种复杂的历史原因,把本应该属于"五四"启蒙话语范畴的见解分歧,纳入到了政治意识形态领域的思想斗争去加以定论,故而从本质上遮蔽了两者论争的时代意义与深远影响.鲁迅与"现代评论派"之间的思想交锋,集中体现着东洋派留学生与西洋派留学生的不同人生态度,以及他们对于现代性价值观的不同理解,同时也反映着转型期精英知识分子的矛盾文化心态.     

论文学翻译中的文化等值

文学翻译的主要目的是促进不同文化的相互交流。由于各民族文化的独特性,文化差异构成了等值翻译中一道难以逾越的鸿沟。因此,文学翻译中要取得目的语文化和源语文化的完全等值并非易事。本文探讨了如何在文学翻译中最大限度地提高文化等值的“度”,以便读者更好地欣赏异域文化。     

中外文化差异与翻译

英汉民族之间存在者方方面面的文化差别,深入探讨不同民族文化的异同,通过不同语言文化差异的比较研究,促进各种语言的相互影响,从而更好的指导翻译实践。     

Strategies for inference robustness in focused modelling

Advances in computation mean that it is now possible to fit a wide range of complex models to data, but there remains the problem of selecting a model on which to base reported inferences. Following an early suggestion of Box & Tiao, it seems reasonable to seek 'inference robustness' in reported models, so that alternative assumptions that are reasonably well supported would not lead to substantially different conclusions. We propose a four-stage modelling strategy in which we iteratively assess and elaborate an initial model, measure the support for each of the resulting family of models, assess the influence of adopting alternative models on the conclusions of primary interest, and identify whether an approximate model can be reported. The influence-support plot is then introduced as a tool to aid model comparison. The strategy is semi-formal, in that it could be embedded in a decision-theoretic framework but requires substantive input for any specific application. The one restriction of the strategy is that the quantity of interest, or 'focus', must retain its interpretation across all candidate models. It is, therefore, applicable to analyses whose goal is prediction, or where a set of common model parameters are of interest and candidate models make alternative distributional assumptions. The ideas are illustrated by two examples. Technical issues include the calibration of the Kullback-Leibler divergence between marginal distributions, and the use of alternative measures of support for the range of models fitted.     

零级亚纯函数的VB方向

通过计算,证明了一类满足条件:--limr→∞ lnT(r,f)/ln lnr=k (2＜k＜∞)的零级亚纯函数的VB方向的存在性,从而不用充满圆重新证明了这类零级亚纯函数的Borel方向的存在性.     

语码转换的社会政治动机

双语和多语族群的语码选择和转换受制于约定俗成的语码使用规范。这些规范与族群的发源地、居住地、社会地位、民族意识、社会关系和社交意愿等因素有着千丝万缕的联系。它们规约本民族成员根据交际场合的不同,在“融合”和“分化”两类语码转换行为中做出选择——前者旨在增进族群之间或交际双方之间关系的融洽与和睦,后者则是为了彰显本民族的语言文化特色和独立的民族身份,从而保持本民族内部的凝聚力和社会政治权益。     

对外汉语教学语法中存在的若干问题

在现行的对外汉语教学语法中,在语法术语的使用、词类和句子成分的划分标准上存在着严重的分歧,反映了语法体系的混乱。这些分歧的存在不利于对外汉语教学的顺利进行。尽快研制一套为多数人所接受的统一的、科学的对外汉语教学语法系统是当务之急。     

A discrete probabilistic model for analyzing pairwise comparison matrices

The pairwise comparison matrix is often used for the estimation of the priorities in the analytic hierarchy process. In this paper, we propose an estimation method based on the discrete probabilistic expression of each choice. Moreover, we show numerical examples to compare our method with commonly used ones. As a result, it is shown that, using a robust divergence measure for the estimation, the proposed method can extract the priorities more stably even if some outlying observations are included.     

Bayesian and robust Bayesian analysis in a general setting

In this paper we introduce a broad family of loss functions based on the concept of Bregman divergence. We deal with both Bayesian estimation and prediction problems and show that all Bayes solutions associated with loss functions belonging to the introduced family of losses satisfy the same equation. We further concentrate on the concept of robust Bayesian analysis and provide one equation that explicitly leads to robust Bayes solutions. The results are model-free and include many existing results in Bayesian and robust Bayesian contexts in the literature.