用Powell法求颗粒尺寸分布

本文用最优化理论中的Powell直接法求激光粒度仪中的颗粒尺寸分布。数值模拟及对标准颗粒的实测表明,该算法的计算精度高,能较好地解决粒度仪通常存在的计算结果随初始设定值变化的多值性问题。     

A new metamodel-based method for solving semi-expensive simulation optimization problems

In this article, a new algorithm for rather expensive simulation problems is presented, which consists of two phases. In the first phase, as a model-based algorithm, the simulation output is used directly in the optimization stage. In the second phase, the simulation model is replaced by a valid metamodel. In addition, a new optimization algorithm is presented. To evaluate the performance of the proposed algorithm, it is applied to the (s,S) inventory problem as well as to five test functions. Numerical results show that the proposed algorithm leads to better solutions with less computational time than the corresponding metamodel-based algorithm.     

Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility

This paper develops a novel and efficient algorithm for Bayesian inference in inverse Gamma stochastic volatility models. It is shown that by conditioning on auxiliary variables, it is possible to sample all the volatilities jointly directly from their posterior conditional density, using simple and easy to draw from distributions. Furthermore, this paper develops a generalized inverse gamma process with more flexible tails in the distribution of volatilities, which still allows for simple and efficient calculations. Using several macroeconomic and financial datasets, it is shown that the inverse gamma and generalized inverse gamma processes can greatly outperform the commonly used log normal volatility processes with Student’s t errors or jumps in the mean equation.     

Particle swarm optimization based Liu-type estimator

In this study, a new method for the estimation of the shrinkage and biasing parameters of Liu-type estimator is proposed. Because k is kept constant and d is optimized in Liu’s method, a (k, d) pair is not guaranteed to be the optimal point in terms of the mean square error of the parameters. The optimum (k, d) pair that minimizes the mean square error, which is a function of the parameters k and d, should be estimated through a simultaneous optimization process rather than through a two-stage process. In this study, by utilizing a different objective function, the parameters k and d are optimized simultaneously with the particle swarm optimization technique.     

Computational methods for complex stochastic systems: a review of some alternatives to MCMC

We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situations they can be difficult to implement; and suffer from problems such as poor mixing, and the difficulty of diagnosing convergence. Here we review three alternatives to MCMC methods: importance sampling, the forward-backward algorithm, and sequential Monte Carlo (SMC). We discuss how to design good proposal densities for importance sampling, show some of the range of models for which the forward-backward algorithm can be applied, and show how resampling ideas from SMC can be used to improve the efficiency of the other two methods. We demonstrate these methods on a range of examples, including estimating the transition density of a diffusion and of a discrete-state continuous-time Markov chain; inferring structure in population genetics; and segmenting genetic divergence data.     

小议《风流歌》中的语气词和叹词

作者从语音学、读诵学、语用学、修辞学的角度,对《风流歌》中的语气词"呀"和"呵"及叹词"呵"的运用进行探讨, 目的在于强调诗歌的用词规范和语用意识,以提高读诵的音准率和作品的审美效果。     

Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics

Non-Gaussian processes of Ornstein–Uhlenbeck (OU) type offer the possibility of capturing important distributional deviations from Gaussianity and for flexible modelling of dependence structures. This paper develops this potential, drawing on and extending powerful results from probability theory for applications in statistical analysis. Their power is illustrated by a sustained application of OU processes within the context of finance and econometrics. We construct continuous time stochastic volatility models for financial assets where the volatility processes are superpositions of positive OU processes, and we study these models in relation to financial data and theory.     

一种新的求解离散型交通网络平衡设计问题的算法

本文提出了一种新的求解离散网络平衡设计二层规划模型的算法。模型求解中,上层问题采用粒子群算法,而下层问题则采用路径生成式logit非平衡交通分配算法。数值结果显示,本文提出的算法可以快速有效地求解这类网络平衡设计二层规划模型。     

2-D FIR数字滤波的一种新结构(英文)

对2-D FIR数字滤波提出了一种有效的VLSI算法和实现结构,该算法结构在实现上大大减少了乘法器和延迟器的数目,因而有着广泛的应用前景。     

基于模拟退火的进化算法性能对比研究

将模拟退火算法和遗传算法、粒子群优化算法分别进行结合,形成模拟退火—遗传算法以及模拟退火—粒子群优化算法,并作性能对比分析。研究结果表明,这两种算法都在进化代数和全局寻优能力方面有较大突破,在找寻最佳个体解的效率上,模拟退火—粒子群优化算法更突出。