Memory properties and aggregation of spatial autoregressive models

A random field displays long (resp. short) memory when its covariance function is absolutely non-summable (resp. summable), or alternatively when its spectral density (spectrum) is unbounded (resp. bounded) at some frequencies. Drawing on the spectrum approach, this paper characterizes both short and long memory features in the spatial autoregressive model. The data generating process is presented as a sequence of spatial autoregressive micro-relationships. The study elaborates the exact conditions under which short and long memories emerge for micro-relationships and for the aggregated field as well. To study the spectrum of the aggregated field, we develop a new general concept referred to as the ‘root order of a function’. This concept might be usefully applied in studying the convergence of some special integrals. We illustrate our findings with simulation experiments and an empirical application based on Gross Domestic Product data for 100 countries spanning over 1960–2004.     

Variational Bayes for estimating the parameters of a hidden Potts model

Hidden Markov random field models provide an appealing representation of images and other spatial problems. The drawback is that inference is not straightforward for these models as the normalisation constant for the likelihood is generally intractable except for very small observation sets. Variational methods are an emerging tool for Bayesian inference and they have already been successfully applied in other contexts. Focusing on the particular case of a hidden Potts model with Gaussian noise, we show how variational Bayesian methods can be applied to hidden Markov random field inference. To tackle the obstacle of the intractable normalising constant for the likelihood, we explore alternative estimation approaches for incorporation into the variational Bayes algorithm. We consider a pseudo-likelihood approach as well as the more recent reduced dependence approximation of the normalisation constant. To illustrate the effectiveness of these approaches we present empirical results from the analysis of simulated datasets. We also analyse a real dataset and compare results with those of previous analyses as well as those obtained from the recently developed auxiliary variable MCMC method and the recursive MCMC method. Our results show that the variational Bayesian analyses can be carried out much faster than the MCMC analyses and produce good estimates of model parameters. We also found that the reduced dependence approximation of the normalisation constant outperformed the pseudo-likelihood approximation in our analysis of real and synthetic datasets.     

Models for Dependent Extremes Using Stable Mixtures

Abstract.  This paper unifies and extends results on a class of multivariate extreme value (EV) models studied by Hougaard, Crowder and Tawn. In these models, both unconditional and conditional distributions are themselves EV distributions, and all lower-dimensional marginals and maxima belong to the class. One interpretation of the models is as size mixtures of EV distributions, where the mixing is by positive stable distributions. A second interpretation is as exponential-stable location mixtures (for Gumbel) or as power-stable scale mixtures (for non-Gumbel EV distributions). A third interpretation is through a peaks over thresholds model with a positive stable intensity. The mixing variables are used as a modelling tool and for better understanding and model checking. We study EV analogues of components of variance models, and new time series, spatial and continuous parameter models for extreme values. The results are applied to data from a pitting corrosion investigation.     

扩大消费需求的障碍因素及有效途径分析

中国经济连续十几年保持高速的增长,但从总需求的角度进行分析,需求结构不尽合理,经济持续增长受到影响。随着美国引发的次贷危机和世界性金融危机的逐渐漫延和加深,全球经济正在步入衰退,中国经济增长受到一定程度的影响,因此,研究扩大消费需求的障碍因素,探讨扩大消费需求的有效途径十分必要。     

经济不平等与国企工人阶层意识的形成——一项经验性的考察

面对经济不平等,国企工人的阶层意识逐渐形成。依据“阶层位置-限制-阶层意识”的分析模型,综合“感知、评价与行为”三个层次,国企工人的阶层意识在形成过程中呈现出两个特征：其一,在目前的社会基本阶层结构中,国企工人处于不利的位置,他们对经济不平等的感知和评价,与客观阶层位置存在一定的偏离,工人常以主观认定的“社会底层”描述客观位置上的“不利”;其二,国企工人对经济不平等的意识选择显示为内部差异性分布,但仍然具有一定的中心倾向,即拒绝经济不平等。     

Disability and the anti‐obesity offensive

This paper expands a discussion begun by a fat activist in the UK disability literature to argue that fatness is a disability issue. Some ways in which fat people are oppressed by the same ideological practices and values that oppress (other) disabled people are explored. Fatness has typically been excluded from consideration by disability scholars and in this lacuna an equivalence is drawn between attitudes to fatness and psychological distress within disability studies. In conclusion, it urges discussion on theoretical perspectives of disability that embrace fatness and sees this as a prerequisite to developing strategies that enhance both disability and fat rights.     

An efficient two-stage randomized response model under stratified random sampling

A two-stage randomized response model is extended to stratified random sampling in order to find out more efficient estimators of proportions built from sensitive questions, which respondents may not answer truthfully, in a population divided into homogeneous subgroups. In each subgroup, the respondents who have not answered the sensitive question in the first stage are requested in the second stage to either answer the sensitive question (second attempt then) or to draw a card indicating “yes” or “no”. In the latter case, they are required to report the outcome. Such extension provides a more efficient estimator of the proportion of the population having a given sensitive attribute than its counterpart in simple random sampling. The extended two-stage randomized response model is more efficient than the stratified randomized response model, where respondents must answer the sensitive question either in the first or in the second stage. Moreover, it increases the respondents’ cooperation. When strata weights are unknown, they are estimated by the double sampling method.     

刑事证人出庭作证的价值蕴涵及其实现

证人出庭作证蕴涵着丰富的价值,它体现了程序公正和以程序推进法治的理念和要求,它较好地保障了被告人的诉讼权利,还有利于尽快查明案件事实,提高诉讼效率,提高刑罚预防犯罪的功能,提高法律的权威,树立法院的良好形象。立法的缺陷、司法失范、证人的消极心理等是实现刑事证人出庭作证价值的主要障碍。