多元线性模型共同均值矩阵参数的线性估计的可容许性特征

讨论了一般多元线性模型共同均值矩阵参数的线性组合函数SXO的线性估计在一切估计类中的A－可容许性问题,并得到了它的充要条件。     

试解达尔文学说的五点争议

与生物的高级低级及其进化的必然性等问题的争论至今仍然没有定论。我们可以给高级和低级赋予客观的含义，即用复杂程度和有序程度作为评价物质系统高级和低级的标准。序参量应该是系统功能的总价值，只有当系统结构的变化导致新功能出现时，才会使有序度增大。生物进化具有必然性，因为高级生物可以利用上层资源。如果认为进化是一个先验的方向就错了，但是可以在演化结果出现以后把进化当成主流。对于进化有必要单独研究，不能在任何情况下都用演化代替进化。     

紧凑式换热器性能瞬变测试的非线性参数估计

提出了一种紧凑式换热器平均表面传热系数瞬变测试方法.只需通过测定流体出口温度变化,用Levenberg Marquardt非线性曲线拟合,同时对理论模型中的流体进口温度变化时间常数τ 和传热单元数NTU进行参数估计.敏感性分析和具有测量噪声的数值仿真实验表明,参数估计值具有良好的精度.     

Quadratic Artificial Likelihood Functions Using Estimating Functions

Abstract.  A vector-valued estimating function, such as the quasi-score, is typically not the gradient of any objective function. Consequently, an analogue of the likelihood function cannot be unambiguously defined by integrating the estimating function. This paper studies an analogue of the likelihood inference in the framework of optimal estimating functions. We propose a quadratic artificial likelihood function for an optimal estimating function. The objective function is uniquely identified as the potential function from the vector field decomposition by imposing some natural restriction on the divergence-free part. The artificial likelihood function is shown to resemble a genuine likelihood function in a number of respects. A bootstrap version of the artificial likelihood function is also studied, which may be used for selecting a root as an estimate from among multiple roots to an estimating equation.     

P507萃取色谱法分离稀土元素的数学模型研究

本文根据大量的实验数据和色谱理论，提出了P507-RECL3-HCL体系萃取色谱法分离稀土元素时峰宽W的数学模型。研究发现，影响峰宽的因素有树脂床高度H、柱截面积S、洗脱酸酸度C、进料量Q及树脂中P507百分含量P。本文综合影响峰宽的各种因素，提出峰宽的模型，利用参数设计法原理，对三种稀土元素Gd、Tb、Dy模型进行参数识别，检验结果表明，本文所建立的数学模型基本揭示各种因素对峰宽影响的规律。本文建立的峰宽W的数学模型（温度为50℃，线速度为1cm／min）为：当Q＜0．04％时，W＝KaHKhSKsPKp／CKc；当0．04＜Q＜1．5％时，W＝KaHKhSKsPKp／CKc＋K1Q-K2Q2。其中Kh＝0．04％、Ks＝0．9125、Kp＝0．65，Ka、K1、K2为随元素种类变化的常数。如要建立某元素的W模型，只需根据该元素的实验数据，对参数Ka、Kc、K1、K2进行估值，即可求得该元素准确性较高的W模型，用该模型能直接计算此元素在不同条件下的峰宽值。利用本文建立的W数学模型，结合已报道的保留作积Vr数学模型，可通过计算判断稀土元素的分离效果。     

4n-2阶发展方程的算子半群

针对高价发展方程的形式解,将二阶发展方程扩展为时滞分布参数系统标准型中的4n?2阶发展方程,同时构造内积形成4n?2维Hilbert空间。将4n?2阶发展方程转化为一阶发展方程组,求得4n?2阶发展方程的生成算子和在一定的条件下生成半群。构造出半群的结构式并证明其具有的基本特征。当n=1时为二阶发展方程型的Golstein算子半群。     

基于核方法的贝叶斯邮件分类网络研究

提出一种包含核函数的Bayesian参数估计方法,提高了Bayesian参数估计的实用性。结合邮件内容和报文格式两个方面分析和提取邮件的重要特征,建立了对应的Bayesian邮件分类网络。将包含核函数的Bayesian参数估计方法应用到邮件分类网络,在对不同邮件测试集的在线学习试验结果证明,这种新的分类模型能够有效地实现垃圾邮件的分类过滤。     

Option pricing under model and parameter uncertainty using predictive densities

The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the value of the underlying instrument at expiry time. This density depends on both the parametric model assumed for the behaviour of the underlying, and the values of parameters within the model, such as volatility. However neither the model, nor the parameter values are known. Common practice when pricing options is to assume a specific model, such as geometric Brownian Motion, and to use point estimates of the model parameters, thereby precisely defining a density function.We explicitly acknowledge the uncertainty of model and parameters by constructing the predictive density of the underlying as an average of model predictive densities, weighted by each model's posterior probability. A model's predictive density is constructed by integrating its transition density function by the posterior distribution of its parameters. This is an extension to Bayesian model averaging. Sampling importance-resampling and Monte Carlo algorithms implement the computation. The advantage of this method is that rather than falsely assuming the model and parameter values are known, inherent ignorance is acknowledged and dealt with in a mathematically logical manner, which utilises all information from past and current observations to generate and update option prices. Moreover point estimates for parameters are unnecessary. We use this method to price a European Call option on a share index.     

对混凝土弹性模量影响因素的探讨

本文探讨了影响混凝土弹性模量的各种因素,并对混凝土的抗压强度与弹性模量之间的关系进行了说明.     

Cryptosporidium Dose Response Studies: Variation Between Isolates

The infectivity of three different isolates of the waterborne protozoan parasite Cryptosporidium parvum has been tested in human feeding studies. These three isolates (Iowa, TAMU, and UCP) have different ID50s, indicating substantial variation in their infectivity for humans. This finding is of great importance for quantitative risk assessment as it provides strong evidence for heterogeneity in infectivity among isolates of the same species.