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.     

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.     

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.     

江南古镇商业化倾向及其可持续发展对策——以浙北三镇为例

江南水乡古镇旅游业发展20多年以来,商业化现象日益严重,古镇沿街充斥着服务旅游者的各色同质化的商铺和商品,不仅冲淡古镇原真景观特征,形成古镇因利趋同格局,而且改变了居民生活方式并成为重要的生活基础,直接干扰居民日常生活,破坏古镇整体人文生态系统的和谐,破坏古镇原有自然风貌和景观环境。立足于古镇原真性保护,在商业化快速发展的过程中政府应淡出商业利益,严格控制商业发展;拓展和营造多样化社区参与旅游的方式和途径,调整利益分配体制,建立行业利益平衡机制;鼓励和发展传统手工艺,形成旅游体验与民间非物质文化遗产保护双赢格局。     

孔子学院的发展现状、问题及趋势

孔子学院是以教授汉语和传播中国文化为宗旨的非营利的公益机构，是海外朋友学习汉语了解中国的窗口，也是学习借鉴不同文化、促进多元文化交流发展而构建和谐世界的平台。作为汉语国际推广的龙头产品，孔子学院的建设已经初具规模，发展的势头引人瞩目。本文谨就孔子学院的发展现状、存在问题以及未来的趋势作一概括性的阐述和分析。     

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.     

The analysis of incomplete data using stochastic covariates

In the development of many diseases there are often associated random variables which continuously reflect the progress of a subject towards the final expression of the disease (failure). At any given time these processes, which we call stochastic covariates, may provide information about the current hazard and the remaining time to failure. Likewise, in situations when the specific times of key prior events are not known, such as the time of onset of an occult tumour or the time of infection with HIV-1, it may be possible to identify a stochastic covariate which reveals, indirectly, when the event of interest occurred. The analysis of carcinogenicity trials which involve occult tumours is usually based on the time of death or sacrifice and an indicator of tumour presence for each animal in the experiment. However, the size of an occult tumour observed at the endpoint represents data concerning tumour development which may convey additional information concerning both the tumour incidence rate and the rate of death to which tumour-bearing animals are subject. We develop a stochastic model for tumour growth and suggest different ways in which the effect of this growth on the hazard of failure might be modelled. Using a combined model for tumour growth and additive competing risks of death, we show that if this tumour size information is used, assumptions concerning tumour lethality, the context of observation or multiple sacrifice times are no longer necessary in order to estimate the tumour incidence rate. Parametric estimation based on the method of maximum likelihood is outlined and is applied to simulated data from the combined model. The results of this limited study confirm that use of the stochastic covariate tumour size results in more precise estimation of the incidence rate for occult tumours.     

当代中国文学思潮的特点与模式

文学思潮是一个时代的文学创作潮流中所表现出来的那个社会的时代精神和社会风尚,以及那个时代起主导作用的文学创作的理论和方法。文学思潮有以下几个特点一、深层性;二、理论性;三、群体性;四、时段性;五、实践性。对于划分和命名文学思潮,应该尽可能地宽容。然而,宽容并不是没有原则。当代中国文坛独特的结构和制度,决定了当代文学思潮的特点。主要表现在一、文学理论和创作极度密切的关系;二、文学思潮少有自发产生的,基本上是自觉的、自上而下提倡的;三、由于基本是自觉的,所以是理性的。     

随机型细胞神经网络的稳定性

借助于李雅谱洛夫理论、矩阵分析方法和It?公式,结合不等式分析技巧,研究了随机细胞神经网络系统的均方指数稳定性,给出了系统的解的二阶矩Liapunov指数估计式和均方指数稳定的充分条件。     

误码率与随机共振

用Maltab语言的Simulink软件，构成一面向结构，而且可以定量分析非线性双稳系统随机共振现象的计算机仿真实验系统，并对输入字符串信息的符号误码率随噪声振幅变化的实验数据进行了拟合，验证了非线性系统特有的随机共振现象的存在。