Parameter Estimation for a Bidimensional Partially Observed Ornstein–Uhlenbeck Process with Biological Application

Abstract. We consider a bidimensional Ornstein–Uhlenbeck process to describe the tissue microvascularization in anti‐cancer therapy. Data are discrete, partial and noisy observations of this stochastic differential equation (SDE). Our aim is to estimate the SDE parameters. We use the main advantage of a one‐dimensional observation to obtain an easy way to compute the exact likelihood using the Kalman filter recursion, which allows to implement an easy numerical maximization of the likelihood. Furthermore, we establish the link between the observations and an ARMA process and we deduce the asymptotic properties of the maximum likelihood estimator. We show that this ARMA property can be generalized to a higher dimensional underlying Ornstein–Uhlenbeck diffusion. We compare this estimator with the one obtained by the well‐known expectation maximization algorithm on simulated data. Our estimation methods can be directly applied to other biological contexts such as drug pharmacokinetics or hormone secretions.     

Controlling Access to Sick Leave Programmes: Practices of Physicians in the Netherlands

Policymakers in industrialized countries attempt to contain the costs of sick leave and disability schemes by limiting access to include medically proven cases only. However, a person's incapacity to work cannot be fully deduced by referring to his or her medical condition. It is the question whether using more restrictive eligibility criteria that focus on medical evidence actually reduces the number of benefit recipients and makes access to employee benefit arrangements fairer. This ethnographic study shows that physicians working in Dutch illness certification practices use alternative methods to restrict access to sick leave programmes. Doctors do not control their clients in a restrictive sense of the word. Rather, they exercise control over their clients by inciting them to internalize norms about being active and responsible. While we do not claim that this is good per se, we do contend that this control style may have some advantages over and above more restrictive control mechanisms. Elaborating on policy that supports this alternative notion of control, therefore, seems worthwhile.     

地方政府债务风险规制的博弈分析

以博弈论为分析工具,文章建立了中央政府与地方政府的静态博弈支付矩阵,通过引入地方政府过度举债被中央政府监管发现后所付出的成本、地方政府债务风险被媒体曝光而导致公众的担忧等变量,在一定程度上解释了中央政府和地方政府在债务风险控制上达成一致的均衡条件;由于地方政府间在发展经济过程中存在竞争关系,因此文章考察了地方政府间举债发展的重复博弈模型,通过引入奖励变量,改变了地方政府过度举债的纳什均衡解。结论为中央政府严格监管与适当奖励的搭配使用可以把地方政府的债务风险规制在合理的水平。     

浅析抵押权顺位相关问题

从抵押顺位权的含义及我国对抵押顺位权的规定入手,指出了目前我国抵押顺位权存在的问题,并通过对抵押权顺位固定主义与升进主义两种学说的梳理分析,依托我国现有法律,指出无论抵押权人怎样根据自己和他人的意思进行合意,只要合情合理不对其他抵押权人及债务人、第三人造成不利影响,法律都应给予支持.     

The Effects of Safety Discrimination Training and Frequent Safety Observations on Safety-Related Behavior

The intent of the present study was to assess the effects of discrimination training only and in combination with frequent safety observations on five participants' safety-related behavior in a simulated office setting. The study used a multiple-baseline design across safety-related behaviors. Across all participants and behavior, safety improved from 53% during the baseline phase to 74% during the training phase, and improved further to 89% during the training plus observation phase. The results show that both discrimination training only and in combination with frequent observations improves safety-related behavior with a medium effect size. The study also measured participants' accuracy of observation, which was the extent of their correct classification of safe and at-risk behavior. Participants' accuracy of observation was above 80% and had little correlation with safety-related behavior. Based on the various measures, conducting observations appears to serve more than a skill acquisition function for the safety-related behavior.     

《三国演义》中“七复情节”的运用及其美学意义

数字"七"的数理扎根于传统思想和文化的土壤而蕴涵了华夏民族独特的文学精神和文化心理,依托"七"的数理而形成的"七复情节",不仅含蓄地表现了作者构思收服孟获这一故事的思想倾向,而且通过此故事,读者可以管窥作者建构小说的整体思想取向,并且"七的数理机制"本身所包含的美学意义也大大提升了小说的审美价值。     

The asymptotic distribution of numbers of observations near order statistics

In this paper, we discuss the limiting behavior of numbers of observations near an order statistic. We then derive an expression for the joint distribution of the numbers of observations that fall into the open right a-vicinity and left b-vicinity of k  th and (n-r)$(n-r)$th order statistics, respectively, from a sample of size n and establish the result that they are asymptotically independent under suitable conditions.     

集成电路中布尔线路图的优化设计

二叉决策图（BDDs)是布尔函数的一个表示方法,最近它被广泛应用于逻辑综合中布尔电路的模拟和测试等领域。在这些应用中,有些基本问题需要解决,其中包括电路图到决策图的转换。文章提出了一个转换的方法并分两步叙述,首先是对无扇出电路的转换,然后是对有扇出电路的转换,最后把两者结合为一个通用算法。     

Binary Dynamic Logit for Correlated Ordinal: estimation,application and simulation

We evaluate the estimation performance of the Binary Dynamic Logit model for correlated ordinal variables (BDLCO model), and compare it to GEE and Ordinal Logistic Regression performance in terms of bias and Mean Absolute Percentage Error (MAPE) via Monte Carlo simulation. Our results indicate that when the proportional-odds assumption does not hold, the proposed BDLCO method is superior to existing models in estimating correlated ordinal data. Moreover, this method is flexible in terms of modeling dependence and allows unequal slopes for each category, and can be used to estimate an apple bloom data set where the proportional-odds assumption is violated. We also provide a function in R to implement BDLCO.     

基于重复博弈的京津冀机场协作机制研究

在分析京津冀机场运营环境和运营现状以及机场运营特征的基础之上,设计了机场收益函数和博弈的策略组合,建立了完全信息静态博弈结构及其重复博弈模型,求解了重复博弈纳什均衡及其均衡条件,提出了实现机场协作的变量取值范围,并设计相应的政策机制。研究发现,京津冀机场业务分布不均,航线重叠率较高,而且业务饱和度较高的首都机场经营业绩不佳,实现京津冀机场的业务整合尤为必要。然而,当前机场所在当地政府出台了许多机场扩建规划,依据完全信息静态博弈模型分析可知,这会将机场发展推向"囚徒困境"。从本质上分析,三地机场竞争服从无限次重复博弈模型,在此条件下,三方合作成为子博弈精炼均衡,长期协作成为可能。通过合作条件分析发现:三方合作后的规模效应越大,合作越易成功;北京机场的非航空业务收入占总收入的比例越大,合作越易成功;即使津冀机场的规模效应大于首都机场的规模效应,津冀机场依然不倾向于合作,由此可见,津冀机场是合作的主要障碍。