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1.
利用多元密度函数及其导数的核估计方法,建立了多元线性模型回归系数的经验Bayes估计,并给出了这种估计的一致收敛速度。  相似文献   

2.
本文首先讨论了广义线性模型Y=Xβ+ε(ε~(O,V))的系数β的最优线性无偏估计是用T2=XY作为伴随变量对最小二乘估计T1=(XX)-1X1Y进行改进而得到的协方差改进估计.并把所得结果用于经济领域中的线性相依回归方程系统(SeeminglyUnrelatedRegressionEqautionsSystem).然后关于一类线性相依混合效应回归方程系统,提出了一种优化估计方法。  相似文献   

3.
格上Ising模型的临界失真估计   总被引:1,自引:1,他引:0  
本文是我们先前工作「1」,「2」的继续,对格上Ising模型的临界失真dc的估计,Newman和Baker「6」证明了dc和Ising模型的Mayer级数之收敛半径R有以下关系:dc=R/(1+R),在「1」中匀提出了估计R及dc的新方法,并它计算了二维矩形格Z^2上Ising模型的临界失真dc,此文中我们继续应用此方法首次计算了定义在其它二维和三维格上Ising模型的临界失真dc,数值计算的结果  相似文献   

4.
史建清  韦博成 《应用数学》1995,8(2):237-245
本文从Bayes观点出发,利用Kullback-Leibler距离和微分几何方法,系统地讨论了微小扰对于Bayes统计推断的局部影响,给出了Bayes局部影响分析的一般公式,作为应用,具体讨论了线性回归模型的Bayes估计和Bayes预测的局部影响问题,数值计算的结果表明,本文的方法是比较有效的。  相似文献   

5.
回归系数的stein型主成分估计   总被引:4,自引:0,他引:4  
对于设计阵X呈病态的线性回归模型,本文提出了一种新的关于回归系数的有偏估计─stein型主成分估计,并在均方误差意义下,论证了在一定条件下stein型主成分估计优于主成分估计,因此也优于stein型OLS估计与OLS估计,最后,我们又对偏参数的存在性,最优性进行了讨论,并得出了一些重要结论.  相似文献   

6.
田金文  高谦 《应用数学》1996,9(4):429-432
本文利用线性经验Bayes估计的思想,对线性回归模型中未知参数向量构造了一类线性经验Bayes估计,并在一定条件下证明了其具有的a.o.收敛速度.  相似文献   

7.
本文讨论Belousov-Zabotinskii化学反应Field-Noyes模型整体吸引子的存在性,维数估计以及性流形的存在性。  相似文献   

8.
混合线性模型效应参数的影响分析   总被引:4,自引:2,他引:2  
该文考虑非平衡混合线性模型的影响分析及强影响点的探测问题.文中导出了在单点剔除模型下效应参数的经验Bayes估计与原模型下对应估计的相互关系.利用Cook距离和协方差比统计量,我们分别给出了剔除单个数据点对固定效应和随机效应参数估计以及估计精度的影响度量.最后,给出具体的计算方法,并对一实例进行分析.  相似文献   

9.
相依回归模型的参数估计的风险估计   总被引:1,自引:0,他引:1  
本文给出了相依回归模型的OLS估计,GLS估计和RGLS估计在二次损失和Fisher损失下的风险估计不等式。  相似文献   

10.
聚集数据的Gauss-Markoff模型中参数估计的相对效率   总被引:7,自引:0,他引:7  
文献[1]提出了聚集数据的Gauss-Markoff模型中未知参数的两种估计。本文又提出了关于最小二乘估计的三种估计新的相对效率,并研究了它们的性质以及与文献[2]讨论过的另一种相对效率的关系。  相似文献   

11.
We propose and analyze a mathematical model of the mechanics of gels, consisting of the laws of balance of mass and linear momentum of the polymer and liquid components of the gel. We consider a gel to be an immiscible and incompressible mixture of a nonlinearly elastic polymer and a fluid. The problems that we study are motivated by predictions of the life cycle of body‐implantable medical devices. Scaling arguments suggest neglecting inertia terms, and therefore, we consider the quasi‐static approximation to the dynamics. We focus on the linearized system about stress‐free states, uniform expansions, and compressions and derive sufficient conditions for the solvability of the time‐dependent problems. These turn out to be conditions that guarantee local stability of the equilibrium solutions. We also consider non‐stress free equilibria and states with residual stress and derive an energy law for the corresponding time‐dependent system. The conditions that guarantee stability of solutions provide a selection criteria of the material parameters of devices. The boundary conditions that we consider are of two types, displacement‐traction and permeability of the gel surface to the fluid. We address the cases of viscous and inviscid solvent, assume Newtonian dissipation for the polymer component, and establish existence of weak solutions for the different boundary permeability conditions and viscosity assumptions. We present two‐dimensional, finite element numerical simulations to study stress concentration on edges, this being the precursor to debonding of the gel from its substrate. Copyright © 2015 John Wiley & Sons, Ltd.  相似文献   

12.
颤振分析中判断颤振临界速度的重要依据是系统V-g和V-f图,即系统特征值随参数的变化曲线.在几乎所有商用软件及自编程序的输出结果中,有时会出现所谓的"窜支"现象,这给颤振临界速度和颤振穿越分支及耦合形式的判断带来很大不便.通过隐函数定理可以证明,除重特征值点以外,系统特征值连续依赖于系统参数变化.依据多元向量值函数连续性,建立对特征值的排列算法,给出系统特征根轨迹的正确曲线,再输出V-g和V-f图数据,从而避免"窜支"现象.编制应用程序,通过几个典型算例对算法进行了验证.该工作能够有效简化颤振分析的后处理工作,提高分析效率.  相似文献   

13.
The basic geometric and physical relations and resolving equations of the theory of thin and nonthin orthotropic composite shells with account of nonlinear properties and low shear rigidity of their materials are presented. They are derived based on two theories, namely the theory of anisotropic shells employing the Timoshenko or Kirchhoff-Love hypothesis and the nonlinear theory of elasticity and plasticity of anisotropic media in combination with the Lagrange variational principle. The procedure and algorithm for the numerical solution of nonlinear (linear) problems are based on the method of successive approximations, the difference-variational method, and the Lagrange multiplier method. Calculations of the stress-strain state for a spherical shell with a circular opening loaded with internal pressure are presented. The effect of transverse shear strains and physical nonlinearity of the material on the distribution of maximum deflections and circumferential stresses in the shell, obtained according to two variants of the shell theories, is studied. A comparison of the results of the problem solution in linear and nonlinear statements with and without account of the shell shear strains is given. The numerical data obtained for thin and nonthin (medium thick) composite shells are analyzed.  相似文献   

14.
The nonlinear response of an oscillatory bubble in a complex fluid is studied. The bubble is immersed in a Newtonian liquid, which may have a dilute volume fraction of anisotropic additives such as fibers or few ppm of macromolecules. The constitutive equation for the fluid is based on a Maxwell model with an extensional viscosity for the viscous contribution. The model is considered new in the study of bubble dynamics in complex fluids. The numerical computation solves a system of three first order ordinary differential equations, including the one associated with the solution of the convolution integral, using a fifth order Runge–Kutta scheme with appropriated time steps. Asymptotic solutions of governing equation are developed for small values of the pressure forcing amplitude and for small values of the elastic parameter. A study of the bubble collapse radius is also presented. We compare the results predicted by our model with other model in the literature and a good agreement is observed. The calculated asymptotic solutions are also used to test the results of the numerical simulations. In addition, the orientation of the additives is considered. The angular probability density function is assumed to be a normal distribution. The results show that the model based on the fully aligned additives with the radial direction overestimates the tendency of the additives to stabilize the bubble motion, since the effect of extensional viscosity occurs due to the particle resistance to the movement throughout its longitudinal direction.  相似文献   

15.
应急物资储备库选址问题是在近年世界灾害多发的现实背景下产生的,根据具体选址问题特点建立了多目标选址决策模型。该模型综合考虑了两种灾害风险下储备库的成本费用、覆盖效率以及对重点地区的备用覆盖,以使模型更加符合实际目标及约束情况。算法设计上,首次采用带精英策略的非支配排序遗传算法(Fast and elitist Non-dominated Sorting Genetic Algorithm Ⅱ,NSGA-Ⅱ)解决储备库多目标选址问题,得到了Pareto非劣解分布并同不带精英策略的常规NSGA算法下的仿真结果进行对比分析。验证了模型的可行性以及NSGA-Ⅱ在解决储备库多目标选址问题的有效性。  相似文献   

16.
区块链是新一代信息技术的重要组成部分,是分布式网络、加密技术、智能合约等多种技术集成的新型数据库软件。过去的十多年,区块链技术在全球范围内产生广泛影响。如今的区块链技术,已从最初的关注于解决货币和支付的去中心化问题,转入到解决市场的去中心化问题。智能合约的出现使得基于区块链技术的去中心化金融进入高速发展状态,也涌现出区块链环境下的各类拍卖场景。本文首次从机制设计角度,以区块链交易费机制,非同质化代币(Non-Fungible Token,NFT)拍卖和矿工可提取价值(Miner-Extractable Value,MEV)交易位置拍卖为主要对象,总结和剖析近些年来区块链上特有的拍卖机制;并针对区块链特性,提出区块链上拍卖机制设计所面临的挑战和未来亟待解决的问题。  相似文献   

17.
We give a new proof of the hyperbolicity of the fixed point for the period-doubling renormalization operator using the local dynamics near a semi-attractive fixed point (in a Banach space) and the theory of holomorphic motions. We also give a new proof of the exponential contraction of the Feigenbaum renormalization operator in the hybrid class of the period-doubling fixed point: our proof uses the non-existence of invariant line fields in the period-doubling tower (C. McMullen), the topological convergence (D. Sullivan), and a new infinitesimal argument.

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18.
We study a fractional reaction–diffusion system with two types of variables: activator and inhibitor. The interactions between components are modeled by cubical nonlinearity. Linearization of the system around the homogeneous state provides information about the stability of the solutions which is quite different from linear stability analysis of the regular system with integer derivatives. It is shown that by combining the fractional derivatives index with the ratio of characteristic times, it is possible to find the marginal value of the index where the oscillatory instability arises. The increase of the value of fractional derivative index leads to the time periodic solutions. The domains of existing periodic solutions for different parameters of the problem are obtained. A computer simulation of the corresponding nonlinear fractional ordinary differential equations is presented. For the fractional reaction–diffusion systems it is established that there exists a set of stable spatio-temporal structures of the one-dimensional system under the Neumann and periodic boundary conditions. The characteristic features of these solutions consist of the transformation of the steady-state dissipative structures to homogeneous oscillations or space temporary structures at a certain value of fractional index and the ratio of characteristic times of system.  相似文献   

19.
In this paper we study the confluence of two regular singular points of the hypergeometric equation into an irregular one. We study the consequence of the divergence of solutions at the irregular singular point for the unfolded system. Our study covers a full neighborhood of the origin in the confluence parameter space. In particular, we show how the divergence of solutions at the irregular singular point explains the presence of logarithmic terms in the solutions at a regular singular point of the unfolded system. For this study, we consider values of the confluence parameter taken in two sectors covering the complex plane. In each sector, we study the monodromy of a first integral of a Riccati system related to the hypergeometric equation. Then, on each sector, we include the presence of logarithmic terms into a continuous phenomenon and view a Stokes multiplier related to a 1-summable solution as the limit of an obstruction that prevents a pair of eigenvectors of the monodromy operators, one at each singular point, to coincide.  相似文献   

20.
Two polyester-based polymer concretes with various volume content of diabase as an extender and aggregate are tested in creep under compression at different stress levels. The phenomenological and structural approaches are both used to analyze the experimental data. Common features of changes in the instantaneous and creep compliances are clarified, and a phenomenological creep model which accounts for the changes in the instantaneous compliance and in the retardation spectrum depending on the stress level is developed. It is shown that the model can be used to describe the experimental results of stress relaxation and creep under repeated loading. Modeling of the composite structure and subsequent solution of the optimization problem confirm the possibility of the existence of an interphase layer more compliant than the binder. A direct correlation between the interphase volume content and the instantaneous compliance of the composite is revealed. It is found that the distinction in nonlinearity of the viscoelastic behavior of the two polymer concretes under investigation can be due to the difference in their porosity. Submitted to the 11th International Conference on Mechanics of Composite Materials (Riga, June 11–15, 2000.) Translated from Mekhanika Kompozitnykh Materialov, Vol. 36, No. 2, pp. 147–164, 2000.  相似文献   

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