Rényi entropy of m-generalized order statistics

Abstract

Characterizing relations via Rényi entropy of m-generalized order statistics are considered along with examples and related stochastic orderings. Previous results for common order statistics are included.     

舟山灯塔历史概述

灯塔一般位于海岸、港口或河道，用以指引船只的航行方向。灯塔大都类似塔的形状，透过塔顶的透镜系统，将光芒射向海面或河面照明。舟山地处我国大陆海岸线中部，长江口南侧，杭州湾外缘东海洋面上，自古有“江浙之门户，四明之藩篱”之称，历史上就为中国重要的海上贸易通道。为保障海上航行安全，舟山很早就设立导航设施，到清晚期，随着航线的日益繁忙以及导航技术的发展，舟山设立了众多的近代灯塔，这些灯塔大多保留完整，其数量之多，密度之高，在全国首屈一指。     

社会主义精神富裕论

马克思主义经典作家的相关阐述 ,社会主义本质的实现和比较优势的获取 ,精神富裕和物质富裕特殊的关系均表明 ,精神富裕是建设社会主义的应有之义。而精神富裕的导向、认识、实践和凝聚作用 ,又反过来在促进社会主义事业快速、健康与持续发展中扮演着重要角色。同时 ,社会主义精神富裕还具有向度的特性 ,是一个动态开放的发展过程     

风险投资与地方政府财政的作用定位

发展风险投资是推动高新技术产业加快发展、实现产业结构优化升级的重要途径。鉴于风险投资业在我国刚刚起步的现实 ,强调地方政府介入风险投资意义重大。近期地方政府介入风险投资应在资本配置中发挥重要作用 ;从长远来讲 ,地方政府应致力于相关制度环境建设 ,这方面的内容包括政策引导、制度环境支持以及法律保障等 ,以此创造有利于风险投资业大发展的社会环境     

On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models

While much used in practice, latent variable models raise challenging estimation problems due to the intractability of their likelihood. Monte Carlo maximum likelihood (MCML), as proposed by Geyer & Thompson (1992 ), is a simulation-based approach to maximum likelihood approximation applicable to general latent variable models. MCML can be described as an importance sampling method in which the likelihood ratio is approximated by Monte Carlo averages of importance ratios simulated from the complete data model corresponding to an arbitrary value of the unknown parameter. This paper studies the asymptotic (in the number of observations) performance of the MCML method in the case of latent variable models with independent observations. This is in contrast with previous works on the same topic which only considered conditional convergence to the maximum likelihood estimator, for a fixed set of observations. A first important result is that when is fixed, the MCML method can only be consistent if the number of simulations grows exponentially fast with the number of observations. If on the other hand, is obtained from a consistent sequence of estimates of the unknown parameter, then the requirements on the number of simulations are shown to be much weaker.     

全球化与文明的冲突——在全球化语境下中国文化的困境及出路

“全球化”是一个历史发展的过程 ,其间包含着“文明的全球化”与“文明的本土化”的“二律背反”。文明和全球化只是创造了不同地域的本土文明进行交流的更大空间和更多契机。在积极参与国际文化交流的同时 ,要警惕“全球化”的陷井。     

Statistical and Combinatorial Aspects of Comparative Genomics*

Abstract. This document presents a survey of the statistical and combinatorial aspects of four areas of comparative genomics: gene order based measures of evolutionary distances between species, construction of phylogenetic trees, detection of horizontal transfer of genes, and detection of ancient whole genome duplications.     

女性高职教育课程设置定位的思考

女性职业技术教育课堂教学、课外教学以及自身活动的内容纲要和目标体系,是教师教学活动以及学生自学活动的总体规划.女性职业技术院校在课程设置上还存在一些需要完善的地方,要培养高素质的女性职业人才就必须在课程的设置上加以调整和改进.     

中东棋盘上的伊拉克战略地位浅析

地缘政治是一种战略地理学，属国际关系理论中现实主义学派的一个理论支派。布什上台后，美国对外政策表现出明显的现实主义和实用主义色彩。美国避开联合国、北约甚至欧洲盟友对伊动武有经济、政治、丈化、价值观等许多深层原因，但用地缘政治理论更能清楚地了解布什中东政策的本质。通过考察伊拉克的战略地位及其在中东棋盘中的作用，有助于研究美伊战争后中东格局的演变方向。     

HEAVY-TAILED-DISTRIBUTED THRESHOLD STOCHASTIC VOLATILITY MODELS IN FINANCIAL TIME SERIES

To capture mean and variance asymmetries and time‐varying volatility in financial time series, we generalize the threshold stochastic volatility (THSV) model and incorporate a heavy‐tailed error distribution. Unlike existing stochastic volatility models, this model simultaneously accounts for uncertainty in the unobserved threshold value and in the time‐delay parameter. Self‐exciting and exogenous threshold variables are considered to investigate the impact of a number of market news variables on volatility changes. Adopting a Bayesian approach, we use Markov chain Monte Carlo methods to estimate all unknown parameters and latent variables. A simulation experiment demonstrates good estimation performance for reasonable sample sizes. In a study of two international financial market indices, we consider two variants of the generalized THSV model, with US market news as the threshold variable. Finally, we compare models using Bayesian forecasting in a value‐at‐risk (VaR) study. The results show that our proposed model can generate more accurate VaR forecasts than can standard models.