Smoothness in Bayesian Non-parametric Regression with Wavelets

Consider the classical nonparametric regression problem y_i = f(t_i) + _ii = 1,...,n where t_i = i/n, and _i are i.i.d. zero mean normal with variance ². The aim is to estimate the true function f which is assumed to belong to the smoothness class described by the Besov space B _pq ^q . These are functions belonging to L_p with derivatives up to order s, in L_p sense. The parameter q controls a further finer degree of smoothness. In a Bayesian setting, a prior on B _pq ^q is chosen following Abramovich, Sapatinas and Silverman (1998). We show that the optimal Bayesian estimator of f is then also a.s. in B _pq ^q if the loss function is chosen to be the Besov norm of B _pq ^q . Because it is impossible to compute this optimal Bayesian estimator analytically, we propose a stochastic algorithm based on an approximation of the Bayesian risk and simulated annealing. Some simulations are presented to show that the algorithm performs well and that the new estimator is competitive when compared to the more standard posterior mean.     

光学传递函数测定计算机仿真实验系统

在５８６微机上的Ｗｉｎ ９５／ＮＴ操作系统环境下实现了光学系统传递函数测定的仿真实验,克服了因缺少光学传递函数测定仪而无法开设实验的困难。本文阐述了光学传递函数测定实验计算机仿真系统的实验原理与步骤,以及软件结构与特点。     

Integrated squared error of kernel-type estimator of distribution function

Let X ₁ ,...,X _n be a random sample drawn from distribution function F(x) with density function f(x) and suppose we want to estimate X(x). It is already shown that kernel estimator of F(x) is better than usual empirical distribution function in the sense of mean integrated squared error. In this paper we derive integrated squared error of kernel estimator and compare the error with that of the empirical distribution function. It is shown that the superiority of kernel estimators is not necessarily true in the sense of integrated squared error.     

On Zagier’s cusp form and the Ramanujan τ function

Zagier constructed a cusp form for each weightk of the full modular group. We use this construction to estimate Fourier coefficients of cusp forms. In particular, we get a non-trivial estimate, by elementary methods and indicate a relationship with the Lindelof hypothesis for classical Dirichlet L-functions. Dedicated to the memory of Professor K G Ramanathan     

Box-Jenkins方法在银行业市盈率预测中的应用

试用比较先进的Box-Jenkins时间序列分析方法对上市银行市盈率的历史数据进行分析,建立银行业盈利预测的ARIMA模型对我国行业经济进行分析。     

关于积分上限函数的几个定理

变上限积分是积分学的一个重要理论，其运算结果仍以函数的形式体现．研究这类函数，得出几个颇有理论意义的定理。     

Extended Hyperbola Function Method and Its Application to Nonlinear Equations

An extended hyperbola function method is proposed to construct exact solitary wave solutions to nonlinear wave equation based upon a coupled Riccati equation. It is shown that more new solitary wave solutions can be found by this new method, which include kink-shaped soliton solutions, bell-shaped soliton solutions and new solitary wave.The new method can be applied to other nonlinear equations in mathematical physics.     

Waiting time problems for a sequence of discrete random variables

Let X ₁, X ₂,... be a sequence of nonnegative integer valued random variables.For each nonnegative integer i, we are given a positive integer k _i . For every i = 0, 1, 2,..., E _i denotes the event that a run of i of length k _i occurs in the sequence X ₁, X ₂,.... For the sequence X ₁, X ₂,..., the generalized pgf's of the distributions of the waiting times until the r-th occurrence among the events % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaiWabeaacaWGfbWaaSbaaSqaaiaadMgaaeqaaaGccaGL7bGaayzF% aaWaa0baaSqaaiaadMgacqGH9aqpcaaIWaaabaGaeyOhIukaaaaa!43D8!\[\left\{ {E_i } \right\}_{i = 0}^\infty\]are obtained. Though our situations are general, the results are very simple. For the special cases that X's are i.i.d. and {0, 1}-valued, the corresponding results are consistent with previously published results.This research was partially supported by the ISM Cooperative Research Program (90-ISM-CRP-11) of the Institute of Statistical Mathematics.     

A weakened asymptotic monogeny condition

Functions of one complex variable that satisfy a weakened asymptotic monogeny condition are proved to be holomorphic. Translated fromMatematicheskie Zametki, Vol. 60, No. 6, pp. 902–911, December, 1996. The author thanks Proffessor Dolzhenko for discussing the results of the paper. The research was supported by the Russian Foundation for Basic Research under grant No. 93-01-00236.     

HLS储存环束流发射度研究

 研究了合肥光源(HLS)储存环束流发射度与其长直线节消色散条件之间的关系；在考虑到H函数的匹配时，计算了储存环最低束流发射度；为光源多种运行模式提供了理论依据。