用方法精密度检验钛合金光谱分析标准物质的均匀性

采用方差分析方案使用重复性(r)检验钛合金光谱分析标准物质均匀性的方法.结果表明:这种方法能较好地反映出受检样品的不均匀性,较之其他方法简单,方便,但要求比较严格.     

On the inner and outer radial density functions

Starting from the two-electron radial density D ₂(r ₁,r ₂), a generalized partitioning of the one-electron radial density function D(r) into two component densities D _a (r) and D _b (r) is discussed for many-electron systems. The literature partitioning (Koga and Matsuyama Theor Chem Acc 115:59, 2006) of D(r) into the inner D _<(r) and outer D _>(r) radial densities is shown to minimize the average variance of the two component density functions D _a (r) and D _b (r). It is also found that the average radial separation halved, , constitutes a lower bound to the standard deviation σ of D(r).     

A note on variance bounding for continuous time Markov Chains

In this paper the notion of variance bounding introduced by Roberts and Rosenthal (2008) is extended to continuous time Markov Chains. Moreover, it is proven that, as in the discrete time case, the notion of variance bounding for reversible Markov Chains is equivalent to the existence of a central limit theorem. A connection with the continuous time Peskun ordering, introduced by Leisen and Mira (2008), concludes the paper.     

A variance reduction technique for use with the extrapolated Euler method for numerical solution of stochastic differential equations

A simple, effective technique is described and tested for reducing the variation in estimated expectations of functions of functions of solutions of stochastic differential equations. The technique is implemented with extrapolated Euler method for numerical solution of stochastic differential equations     

偏最小二乘建模在R软件中的实现及实证分析

通过介绍偏最小二乘（PLS）的建模和显著性检验原理,解决了小样本多变量且变量间存在多重共线性的回归问题,建立了多变量对多变量的回归模型,并使用R软件（版本为Ri3862．15．1）实现了PLS建模;最后基于葡萄和葡萄酒理化指标数据进行了实证分析．     

Differentiation of the Cholesky Algorithm

Abstract

One way to estimate variance components is by restricted maximum likelihood. The log-likelihood function is fully defined by the Cholesky factor of a matrix that is usually large and sparse. In this article forward and backward differentiation methods are developed for calculating the first and second derivatives of the Cholesky factor and its functions. These differentiation methods are general and can be applied to either a full or a sparse matrix. Moreover, these methods can be used to calculate the derivatives that are needed for restricted maximum likelihood, resulting in substantial savings in computation.     

A Haar-Fisz Algorithm for Poisson Intensity Estimation

This article introduces a new method for the estimation of the intensity of an inhomogeneous one-dimensional Poisson process. The Haar-Fisz transformation transforms a vector of binned Poisson counts to approximate normality with variance one. Hence we can use any suitable Gaussian wavelet shrinkage method to estimate the Poisson intensity. Since the Haar-Fisz operator does not commute with the shift operator we can dramatically improve accuracy by always cycle spinning before the Haar-Fisz transform as well as optionally after. Extensive simulations show that our approach usually significantly outperformed state-of-the-art competitors but was occasionally comparable. Our method is fast, simple, automatic, and easy to code. Our technique is applied to the estimation of the intensity of earthquakes in northern California. We show that our technique gives visually similar results to the current state-of-the-art.     

Coupling control variates for Markov chain Monte Carlo

We show that Markov couplings can be used to improve the accuracy of Markov chain Monte Carlo calculations in some situations where the steady-state probability distribution is not explicitly known. The technique generalizes the notion of control variates from classical Monte Carlo integration. We illustrate it using two models of nonequilibrium transport.     

A simulation study for a class of central composite designs with nested sub-experiment

This article introduces a class of central composite designs with nested sub-experiment, which allow for the estimation of both response surface effects (fixed effects of crossed factors) and variance components arising from nested random effects. An iterated least squared method using sufficient statistics is given for obtaining maximum likelihood estimates of the parameters in a mixed model. Simulation results show that advantages for unbalanced designs are greatest when error variance is small.     

湍流大气中光束的相位不连续点数密度

基于Rytov近似和几何光学近似条件下,导出了对数振幅导数方差的解析表达式,证明了该参量主要取决于湍流内尺度、Rytov方差以及Fresnel尺寸大小.在此基础上,给出了光束相位不连续点数密度的修正表达式,分析了相位不连续点数密度随上述湍流参量变化的情况.分析表明在Rytov方差小于1的湍流条件下,不连续点数密度数随Rytov方差的增大而增大,而随湍流内尺度和Fresnel尺寸的增大而减小.