Further results on the residual quantile entropy

It was shown that the decreasing mean residual life class implies the decreasing residual quantile entropy class and the decreasing residual quantile entropy class is not closed under formation of mixture. The less quantile entropy order was proved to be closed under the accelerated life models and the generalized order statistics models. Meanwhile, bounds of the entropy and the residual quantile entropy of some aging classes were established.     

A stochastic recurrence equations approach for score driven correlation models

We describe stationarity and ergodicity (SE) regions for a recently proposed class of score driven dynamic correlation models. These models have important applications in empirical work. The regions are derived from sufficiency conditions in Bougerol (1993 Bougerol, P. (1993). Kalman filtering with random coefficients and contractions. SIAM Journal on Control and Optimization 31(4):942–959.[Crossref], [Web of Science ®] , [Google Scholar]) and take a nonstandard form. We show that the nonstandard shape of the sufficiency regions cannot be avoided by reparameterizing the model or by rescaling the score steps in the transition equation for the correlation parameter. This makes the result markedly different from the volatility case. Observationally equivalent decompositions of the stochastic recurrence equation yield regions with different shapes and sizes. We use these results to establish the consistency and asymptotic normality of the maximum likelihood estimator. We illustrate our results with an analysis of time-varying correlations between U.K. and Greek equity indices. We find that also in empirical applications different decompositions can give rise to different conclusions regarding the stability of the estimated model.     

Parameter estimation in multivariate logit models with many binary choices

Multivariate Logit models are convenient to describe multivariate correlated binary choices as they provide closed-form likelihood functions. However, the computation time required for calculating choice probabilities increases exponentially with the number of choices, which makes maximum likelihood-based estimation infeasible when many choices are considered. To solve this, we propose three novel estimation methods: (i) stratified importance sampling, (ii) composite conditional likelihood (CCL), and (iii) generalized method of moments, which yield consistent estimates and still have similar small-sample bias to maximum likelihood. Our simulation study shows that computation times for CCL are much smaller and that its efficiency loss is small.     

Efficient Algorithms for Similarity Search

The problem of our interest takes as input a database of m sequences from an alphabet and an integer k. The goal is to report all the pairs of sequences that have a matching subsequence of length at least k. We employ two algorithms to solve this problem. The first algorithm is based on sorting and the second is based on generalized suffix trees. We provide experimental data comparing the performances of these algorithms. The generalized suffix tree based algorithm performs better than the sorting based algorithm.     

信息交流在群体性突发事件处理中作用的博弈分析

本文运用演化博弈理论,对信息交流在不同发展阶段的群体性突发事件处理中发挥的截然不同的作用进行了分析。在一般化模仿者动态模型基础上得出了群体性突发事件处制度危机阶段和制度转型阶段的扩散方程,其退化为包含学习障碍的传染病扩散方程。通过将不同策略的学习障碍加以内生化,使其成为信息公开程度的函数,分析了政府部门采取的信息公开措施在群体性突发事件不同发展阶段中的作用。研究结果表明,在群体性突发事件处于制度危机阶段时政府部门应控制信息交流程度;处于制度转型阶段时应该及时进行信息披露,引导不同的社会阶层对新体制形成稳定的认知均衡。     

Nash均衡、变分不等式和广义均衡问题的关系

主要讨论了Nash均衡问题(NE)与变分不等式(VI)和广义均衡问题(GEP)的关系.给出它们之间解的等价关系,以及与之相应的映射之间单调性的关系.研究结果为进一步研究Nash均衡、广义均衡问题理论及其算法提供了理论依据.     

Testing for interactions in generalized additive models: Application to SO<Subscript>2</Subscript> pollution data

In this paper we considered a generalized additive model with second-order interaction terms. A local scoring algorithm (with backfitting) based on local linear kernel smoothers was used to estimate the model. Our main aim was to obtain procedures for testing second-order interaction terms. Backfitting theory is difficult in this context, and a bootstrap procedure is therefore provided for estimating the distribution of the test statistics. Given the high computational cost involved, binning techniques were used to speed up the computation in the estimation and testing process. A simulation study was carried out in order to assess the validity of the bootstrap-based tests. Lastly, our method was applied to real data drawn from an SO₂ binary time series.     

再论广义超元论系统观

哲学是对各类学说的反思 ,系统哲学是对各种系统学说的反思。本文所探讨的广义超元论系统观是一种系统哲学学说 ,这一系统哲学学说的基本观点是 :可以被人们如此这般指称和描述言说的系统、系统部分及其相互关系 ,是处于特定实践认识阶段的人类意识如此这般地显现、设定、建构、生产、创造的产物 ,不存在所谓“超人类的”实在系统、系统部分及其相互关系     

Modelling childhood malnutrition in Zambia: an adaptive Bayesian splines approach

Nutritional status of a child is an important determinant factor of his/her health and survival. Evaluation of child nutritional status is usually based on three anthropometric indices of height-for-age (stunting), weight-for-height (wasting) and weight-for-age (underweight). This paper is a case study that focuses on a new approach of estimating nonlinear effects. It models the dependence of probability of underweight children in Zambia on some covariates, some of which are metrical whose effects are assumed to be nonlinear and estimated nonparametrically through a Bayesian B-spline basis function approach with adaptive knot selection using the data set from the 1992 Zambia Demographic and Health Survey (ZDHS). For all the unknown functions, the number and location of knots as well as the unknown coefficients of the basis functions are estimated simultaneously using reversible jump Markov chain Monte Carlo (RJMCMC) techniques.