Approximate maximum likelihood estimation in the presence of extra-poisson variation

A two-stage hierarchical model for analysis of discrete data with extra-Poisson variation is examined. The model consists of a Poisson distribution with a mixing lognormal distribution for the mean. A method of approximate maximum likelihood estimation of the parameters is proposed. The method uses the EM algorithm and approximations to facilitate its implementation are derived. Approximate standard errors of the estimates are provided and a numerical example is used to illustrate the method.     

Estimation of parameters for a Birnbaum–Saunders regression model with censored data

Little work has been published on the analysis of censored data for the Birnbaum–Saunders distribution (BISA). In this article, we implement the EM algorithm to fit a regression model with censored data when the failure times follow the BISA. Three approaches to implement the E-Step of the EM algorithm are considered. In two of these implementations, the M-Step is attained by an iterative least-squares procedure. The algorithm is exemplified with a single explanatory variable in the model.     

时频混合重叠复用系统的快速检测算法

为提高通信系统的频谱效率,研究了一种时频混合重叠复用系统,并提出针对该系统的基于Gabor变换的快速检测算法和利用误差反向传播思想的改进检测算法。实验结果表明,与利用最大似然序列估计检测算法相比,该算法在牺牲部分性能的条件下,检测速度大幅提高,且系统性能和检测速度做了很好的折衷,在较高信噪比时仍然优于相同频谱效率的高阶调制。采用相互重叠的信号复用传输方式直接提高传输速率比使用同样频谱效率的高阶QAM调制能带来更大的增益。     

一种基于网格剖分的两点射线追踪方法

两点射线追踪是解决复杂地质结构下反射波射线正演的有效方法。在初至波层析射线追踪算法基础上，提出了一种两点射线追踪方法，利用层析网格对模型进行离散化，通过两阶段法射线追踪，分别对激发点和接收点按向前处理过程计算模型单元及节点的旅行时，两次时间相加作为最小旅行时，再在目的层界面邻域扫描最小旅行时子震源网格单元，用粒子群算法在该单元内扫描全局最小旅行时点，得到反射点位置与反射夹角，再利用向后处理过程运用旅行时线性插值算法，从反射点分别到激发点、接收点反向追踪射线路径，最后得到反射波两点射线路径。     

t-Latinized Designs

A variety trial sometimes requires a resolvable block design in which the replicates are set out next to each other. The long blocks running through the replicates are then of interest. A t -latinized design is one in which groups of these t long blocks are binary. In this paper examples of such designs are given. It is shown that the algorithm described by John & Whitaker (1993) can be used to construct designs with high average efficiency factors. Upper bounds on these efficiency factors are also derived.     

Book Reviews

Books reviewed:
David Griffiths, W. Douglas Stirling, and K. Laurence Weldon, Understanding Data: Principles and Practice of Statistics
Ingwer Borg and Patrick Groenen, Modern Multidimensional Scaling: Theory and Applications
Jeffrey H. Dorfman, Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-making with Prior Information
Marek Musiela and Marek Rutkowski, Martingale Methods in Financial Modelling: Theory and Applications
Aad W. van der Vaart and Jon A. Wellner, Weak Convergence and Empirical Processes     

基于改进遗传算法的电力系统无功优化

在简单遗传算法的基础上，针对无功优化的动态、多目标、多约柬以及非线性特点，提出了基于简单遗传算法的改进算法．改进遗传算法中采用了个体适应度函数的线性变换、归一化的选择方法，以及定向变异策略的应用．以Ward＆Hale6节点标准测试系统为例对该算法进行了有效性验证．仿真结果表明，该方法对电力系统的无功优化效果良好．     

多目标投资决策模型的进化算法

对一般的多目标投资决策问题给出了一种进化算法，并在微机上进行了大量试算，获得了良好的效果。     

Bayes Analysis and Comparison of Accelerated Weibull and Accelerated Birnbaum–Saunders Models

Several models are proposed in the literature for modeling fatigue data resulting from materials subject to cyclic stress and strain. Accelerated Weibull and accelerated Birnbaum–Saunders distributions are most commonly used models. Whereas the accelerated Weibull model is easier compared to accelerated Birnbaum–Saunders, it fails to represent the situation equally well. The present article focuses on Bayes analysis of the two models and provides a comparison based on some important Bayesian tools. Model compatibility study using predictive simulation ideas is preceded by the said comparison. Throughout, the posterior simulations are carried out by Markov chain Monte Carlo procedure.     

Extreme probabilities for contingency tables under row and column independence with application to fisher's exact test

Theorerms are proved for the maxima and minima of IIR_i!/IIC_j!/T!II_yij ! over r× c contingcncy tables Y=(y_ij) with row sums R₁,…,R_r, column sums C₁,…,C_c, and grand total T. These results are imlplemented into the network algorithm of Mehta and Patel (1983) for computing the P-value of Fisher's exact test for unordered r×c contingency tables. The decrease in the amount of computing time can be substantial when the column sums are very different.