Hermite插值的逐步迭代算法

通过定义插值因子,对Hermite插值问题依次考虑满足插值结点x1;x1,x2;x1,x2,x3;…;x1,x2,…,xs处的插值条件,采用逐步迭代的方法构造插值多项式,得到插值多项式系数的递推公式.给出的数值例子验证了所给算法的有效性.     

A tutorial on adaptive MCMC

We review adaptive Markov chain Monte Carlo algorithms (MCMC) as a mean to optimise their performance. Using simple toy examples we review their theoretical underpinnings, and in particular show why adaptive MCMC algorithms might fail when some fundamental properties are not satisfied. This leads to guidelines concerning the design of correct algorithms. We then review criteria and the useful framework of stochastic approximation, which allows one to systematically optimise generally used criteria, but also analyse the properties of adaptive MCMC algorithms. We then propose a series of novel adaptive algorithms which prove to be robust and reliable in practice. These algorithms are applied to artificial and high dimensional scenarios, but also to the classic mine disaster dataset inference problem.     

逆向工程特征参数提取技术研究

逆向工程是从已有实物的测量数据点中提取其特征参数进行模型重建的过程,特征参数的提取是逆向工程的关键技术之一。该文提出了一种新的回转面特征参数提取算法,将蚁群算法应用在逆向工程的特征参数优化过程中,首先建立回转面特征参数提取数学模型,然后运用蚁群算法实现过程优化,从而提取出特征参数,实现回转面图形重建,最后通过实例验证了该算法的有效性,该算法提高了特征参数提取精度和效率,适用于空间任意位置回转面的特征参数提取。     

多变量随机波动率模型及在中国股市的应用

文章在一维随机渡动率(SV)模型基础上,通过扩展,建立了多个多变量随机波动率(MSV)模型.首次将MSV模型大规模应用于中国沪深两市指数周收益率数据,利用MCMC方法进行模型估计,选用DIC准则进行模型比较,得出拟合程度最好的MSV模型.结果显示,加入波动率单边Granger因果关系的MSVGt-AR(1)模型对沪深两市的拟合能力最好.     

供应链二级分销网络的优化研究

在综合考虑各种费用要素的基础上,提出了供应链二级分销网络优化模型,该模型属于一类选址-分配问题,文章采用遗传算法对其进行求解,从中选出预建立的分销中心,然后采用蚂蚁算法对建立起的二级网络优化运输路线,从而使得总成本更小,文章中用具体的例子进行了仿真,验证了优化模型的正确性和算法的有效性。     

An EM Algorithm for Smoothing the Self-consistent Estimator of Survival Functions with Interval-censored Data

Interval-censored data arise in a wide variety of application and research areas such as, for example, AIDS studies (Kim et al ., 1993) and cancer research (Finkelstein, 1986; Becker & Melbye, 1991). Peto (1973) proposed a Newton–Raphson algorithm for obtaining a generalized maximum likelihood estimate (GMLE) of the survival function with interval-cen sored observations. Turnbull (1976) proposed a self-consistent algorithm for interval-censored data and obtained the same GMLE. Groeneboom & Wellner (1992) used the convex minorant algorithm for constructing an estimator of the survival function with "case 2" interval-censored data. However, as is known, the GMLE is not uniquely defined on the interval [0, ∞]. In addition, Turnbull's algorithm leads to a self-consistent equation which is not in the form of an integral equation. Large sample properties of the GMLE have not been previously examined because of, we believe, among other things, the lack of such an integral equation. In this paper, we present an EM algorithm for constructing a GMLE on [0, ∞]. The GMLE is expressed as a solution of an integral equation. More recently, with the help of this integral equation, Yu et al . (1997a, b) have shown that the GMLE is consistent and asymptotically normally distributed. An application of the proposed GMLE is presented     

基于旋转变换的多角度单人脸标准化算法新探

提出一种基于旋转变换的多角度单人脸标准化算法.首先计算出人脸的平面旋转角度,然后利用双线性插值的思想,推导出一种便于编程、速度快的插值方法进行旋转变换,将其矫正为正面端正人脸.     

COVARIANCE MODELS FOR LATTICE DATA

Given observations on an m × n lattice, approximate maximum likelihood estimates are derived for a family of models including direct covariance, spatial moving average, conditional autoregressive and simultaneous autoregressive models. The approach involves expressing the (approximate) covariance matrix of the observed variables in terms of a linear combination of neighbour relationship matrices, raised to a power. The structure is such that the eigenvectors of the covariance matrix are independent of the parameters of interest. This result leads to a simple Fisher scoring type algorithm for estimating the parameters. The ideas are illustrated by fitting models to some remotely sensed data.     

行政中心区位、迁移与城市商圈空间分布——基于动态模糊算法仿真和经验数据的研究

我国城市发展的实践揭示,绝大多数城市的行政中心所在区域不仅是政治中心,也是商业中心;行政中心迁移往往带来迁入地零售商业的爆发式增长,行政中心 区位和迁移与城市商圈空间分布之间有着显著关联.文章通过动态模糊算法仿真分析发现:行政中心对其空间所在区域的商圈发展有积极的正向影响;行政中心空间区位迁移与城市商圈空间结构演化存在显著的空间耦合互动,即迁入区域的商圈发展将显著加速,特别是区域内新商圈成形将明显加速,对迁出区域商圈的影响则相对不明显;城市商圈空间分布发展显著变化.最后,以长沙市的经验数据验证了仿真模型的可靠性.