A Statistical Analysis of Probabilistic Counting Algorithms

Abstract. This article considers the problem of cardinality estimation in data stream applications. We present a statistical analysis of probabilistic counting algorithms, focusing on two techniques that use pseudo‐random variates to form low‐dimensional data sketches. We apply conventional statistical methods to compare probabilistic algorithms based on storing either selected order statistics, or random projections. We derive estimators of the cardinality in both cases, and show that the maximal‐term estimator is recursively computable and has exponentially decreasing error bounds. Furthermore, we show that the estimators have comparable asymptotic efficiency, and explain this result by demonstrating an unexpected connection between the two approaches.     

现代远程教育学制探讨

分析了现代远程教育的学分制及网上学员的特点 ,提出了学分制的运行办法 ,通过实践及数据分析 ,指出了今后的改革办法和发展趋势     

The Effects of South Korean Social Workers' Professional Resources on their Understanding of a Patient's Right to End‐of‐Life Care Decisions in Long‐term Care Facilities

The aims of this study were to examine South Korean social workers' understanding of a patient's right to end‐of‐life care decisions (EOLCD) in long‐term care facilities and to explore the effectiveness of their professional resources in their understanding of this issue. A survey was conducted of 297 social workers from multiple long‐term care facilities in South Korea using structured questionnaires and face‐to‐face interviews. A multiple regression model was used, controlling for gender and religion. The participants' professional resources were measured by years of work, license type, number of beds, knowledge of advanced directives, experience in the EOLCD process, and training. The results demonstrated that South Korean social workers' understanding of a patient's right to EOLCD was moderate (mean 3.46), and their general (β = 0.576, P < 0.001) and medical knowledge (β = 0.117, P < 0.001) of advance directives, experience in the EOLCD process (β = 0.222, P < 0.001), and training (β = 0.028, P < 0.001) positively and significantly increased their understanding of patient rights (R² = 0.449, P < 0.001). The findings suggested that the development of academically supported and legally enforced standards and regulations for an EOLCD practice manual for long‐term‐care social workers would be beneficial.     

Unemployment and conditional welfare: Exclusion and belonging in immigrant women's discourse on being long‐term dependent on social assistance

Long‐term unemployment with dependency on social assistance in Sweden has increased and is particularly high among foreign‐born persons. The present study explored immigrant recipients' experiences of being welfare reliant. Swedish‐Iraqi women's construction of exclusion and belonging in relation to policies and welfare regulations was scrutinised. The women referred to unemployment with frustration, expressing that it renders dependence on social welfare and enforces adherence to the stipulations of the social services. The individual's mobility and agency are restricted and concerted efforts to obtain employment are futile, which increase the sense of exclusion. However, the entitlement to social assistance also engenders feelings of belonging, of being connected to and cared for by the new country. More research is needed to examine the role that social assistance regulations play in forming feelings of belonging and exclusion. It appears essential that political initiatives be taken to reverse the trend of high unemployment among foreign‐born persons.     

股票市场历史信息的长记忆性特征研究

回顾历史是为了预测未来,历史能够蕴含事物发展的脉络和内在规律。那么投资者能否通过对股市历史的分析来制定投资决策以及预测未来走势?文章选择中国沪深两市指数、亚洲有代表性的日经225指数以及在世界金融市场有重要影响的标准普尔500指数为研究对象,运用动态估计方法,对股市长记忆性的时变特征进行分析,探讨股票市场历史信息的可鉴性;除采用修正R/S方法、LW估计外,又加入较为新颖的ELW和FLW两种方法作为对比。实证结果表明,虽然几种方法得出的时变长记忆参数并非完全相同,但是有关股市长记忆性的结论基本一致;股市收益序列在整个样本区间并未表现出显著的长记忆性,但在极端事件发生时,收益序列会表现出显著的相关性,体现了股市长记忆性的时变特征,此时可以通过对历史数据信息的分析,达到规避极端风险的目的。     

Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

This paper shows how to use realized kernels to carry out efficient feasible inference on the ex post variation of underlying equity prices in the presence of simple models of market frictions. The weights can be chosen to achieve the best possible rate of convergence and to have an asymptotic variance which equals that of the maximum likelihood estimator in the parametric version of this problem. Realized kernels can also be selected to (i) be analyzed using endogenously spaced data such as that in data bases on transactions, (ii) allow for market frictions which are endogenous, and (iii) allow for temporally dependent noise. The finite sample performance of our estimators is studied using simulation, while empirical work illustrates their use in practice.     

时代的最强音——拜伦之《恰尔德·哈洛尔德游记》

拜伦的《恰尔德·哈洛尔德游记》是欧洲浪漫主义时代最著名的长诗之一,它以丰富的内容、深邃的诗意、凭揽历史现实的高度、铿锵而幽惋的韵致成为不朽。该诗在政治精神、哲学品质、人物形象和独特诗艺诸方面都表现了诗人卓越的才华与成就,作为高度完美的经典诗歌文本至今仍有进一步深入解读之必要。     

Multiresolution anomaly detection method for fractional Gaussian noise

Driven by network intrusion detection, we propose a MultiResolution Anomaly Detection (MRAD) method, which effectively utilizes the multiscale properties of Internet features and network anomalies. In this paper, several theoretical properties of the MRAD method are explored. A major new result is the mathematical formulation of the notion that a two-scaled MRAD method has larger power than the average power of the detection method based on the given two scales. Test threshold is also developed. Comparisons between MRAD method and other classical outlier detectors in time series are reported as well.     

混合椭球分布下证券组合的尾部条件方差

由于风险价值、条件风险价值等下方风险度量没有考虑尾部数据的变异性,因此在刻画极端金融风险方面存在一定的缺陷。为了更好地控制尾部极端损失的发生概率,我们选择用尾部条件方差来刻画这种极端风险,即超过风险价值的那部分损失的方差。考虑到混合椭球分布在金融数据建模中的重要性,本文在这类分布下研究了证券组合的尾部条件方差,得到了证券组合尾部条件方差风险的精确表达式,为了验证本文的结果,我们也进行了一些数值计算及在最优投资组合方面的应用研究。     

论罗汝芳的生命之学

罗汝芳之学以求道为核心,以安顿生命为目的,所以他把学问的生命修成了生命的学问,形成了独特的生命智慧,他通过仁者寿的观念而拥有了人生之方向与人间生活之准则。罗汝芳也因此成为了晚明儒家学者中的特异者,阳明后学泰州学派的巨擘。