Consistent deconvolution in density estimation

Suppose we have n observations from X = Y + Z, where Z is a noise component with known distribution, and Y has an unknown density f. When the characteristic function of Z is nonzero almost everywhere, we show that it is possible to construct a density estimate f_n such that for all f, Iim_n| |=0.     

记忆的测量模型

本文讨论了正态分布下的信号检测法，对数分布下的信号检测法，双高阈限模型法和非参数模型法等四种具有代表性的记忆测量模型并对以上模型的分辩力指标和反应倾向指标作了分析说明．     

Duffing-Holmes振子在刀具磨损检测中的应用

针对切削过程中刀具磨损程度难以识别的问题,文章根据混沌Duffing-Holmes振子对微弱周期信号极其敏感的 特点,提出将锋利和磨损的刀具在27种工作状态下采集的54组声发射数据作为外部的微弱摄动信号,分别输入到 Duffing-Holmes系统。为了解决混沌阈值求解时间的问题,研究了对分法最优算法来搜索Duffing-Holmes从周期态和混 沌态的Lyapunov指数阈值,首先,以0.1步长的Lyapunov指数确定一个粗略的阈值;然后根据对分法快速收索Duffing- Holmes振子混沌阈值的精确值,大大提高了阈值搜索速度,闽值大小对应了刀具磨损程度。     

转型与整合——90年代前期长篇小说叙事语境及策略

针对耦合非线性混沌振子复杂的动力学行为,本文将Duffing振子和Van der Pol振子进行耦合,建立了Duffing振子和Van der Pol振子的耦合模型。与单个振子相比,耦合Duffing振子和Van der Pol振子表现出了更加丰富的动力学特性,采用Simulink仿真的方法,通过不同策动力幅值、不同耦合系数、不同频率下耦合非线性振子的相图和庞加莱截面图分析了耦合非线性振子的动力学行为,研究了耦合振子对微弱周期信号的敏感性和对噪声的免疫力,并将此模型应用于微弱信号检测的研究中。     

Bayesian Variable Selection Under Collinearity

In this article, we highlight some interesting facts about Bayesian variable selection methods for linear regression models in settings where the design matrix exhibits strong collinearity. We first demonstrate via real data analysis and simulation studies that summaries of the posterior distribution based on marginal and joint distributions may give conflicting results for assessing the importance of strongly correlated covariates. The natural question is which one should be used in practice. The simulation studies suggest that posterior inclusion probabilities and Bayes factors that evaluate the importance of correlated covariates jointly are more appropriate, and some priors may be more adversely affected in such a setting. To obtain a better understanding behind the phenomenon, we study some toy examples with Zellner’s g-prior. The results show that strong collinearity may lead to a multimodal posterior distribution over models, in which joint summaries are more appropriate than marginal summaries. Thus, we recommend a routine examination of the correlation matrix and calculation of the joint inclusion probabilities for correlated covariates, in addition to marginal inclusion probabilities, for assessing the importance of covariates in Bayesian variable selection.     

Comparing search and estimation performances of designs based on a compound criterion

Since the introduction of the search design by Srivastava [Designs for searching non-negligible effects. In: Srivastava, editor. A survey of statistical design and linear models. Amsterdam: North-Holland, Elsevier; 1975. p. 507–519], construction of such designs has been considered by many researchers. The efficient performances of constructed search designs in terms of parameter estimation and search ability of parameters have also been investigated by several authors. They have proposed suitable optimality measures such as DD- and AD-optimality for estimation in the early stage of search design construction. Moreover, since 1990s, some criteria have been developed to evaluate search performance of a design. Although these criteria are useful none of them is able to evaluate both estimation and search efficiency of a design simultaneously. In this paper, we propose dual-task criteria to deal with searching and estimating performances of search designs. These compound criteria are weighted multiplication of estimation and search suitable criteria. They will be used for design comparison and the results will be presented.     

Evaluation of program success for programs with multiple trials in binary outcomes

A late‐stage clinical development program typically contains multiple trials. Conventionally, the program's success or failure may not be known until the completion of all trials. Nowadays, interim analyses are often used to allow evaluation for early success and/or futility for each individual study by calculating conditional power, predictive power and other indexes. It presents a good opportunity for us to estimate the probability of program success (POPS) for the entire clinical development earlier. The sponsor may abandon the program early if the estimated POPS is very low and therefore permit resource savings and reallocation to other products. We provide a method to calculate probability of success (POS) at an individual study level and also POPS for clinical programs with multiple trials in binary outcomes. Methods for calculating variation and confidence measures of POS and POPS and timing for interim analysis will be discussed and evaluated through simulations. We also illustrate our approaches on historical data retrospectively from a completed clinical program for depression. Copyright © 2015 John Wiley & Sons, Ltd.     

Notes on estimation of the intraclass correlation under the AB/BA crossover trial

Under the AB/BA crossover trial, we focus our attention on estimation of the intraclass correlation in normal data. We develop both point and interval estimators in closed form for the intraclass correlation. We employ Monte Carlo simulation to study the performance of these estimators in a variety of situations. We note that the estimators developed here for the intraclass correlation remain valid even when there are possibly unexpected carry-over effects.     

Construction of Simultaneous Confidence Intervals for Ratios of Means of Lognormal Distributions

For constructing simultaneous confidence intervals for ratios of means for lognormal distributions, two approaches using a two-step method of variance estimates recovery are proposed. The first approach proposes fiducial generalized confidence intervals (FGCIs) in the first step followed by the method of variance estimates recovery (MOVER) in the second step (FGCIs–MOVER). The second approach uses MOVER in the first and second steps (MOVER–MOVER). Performance of proposed approaches is compared with simultaneous fiducial generalized confidence intervals (SFGCIs). Monte Carlo simulation is used to evaluate the performance of these approaches in terms of coverage probability, average interval width, and time consumption.     

关于“概率论与数理统计”教学的几点新体会

提出改变传统的以教师为中心的教学结构,建立一种既能发挥教师的指导作用,又能充分体现学生主体作用的新型教学结构;采用中英文结合的教学模式,在以母语教学为主体的教学实践中贯穿双语教学,使学生能用英语进行数学方面的交流,并充分利用网络优势,扩大学生的知识面.