Estimation of entropy and other functionals of a multivariate density

For a multivariate density f with respect to Lebesgue measure , the estimation of % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% Waa8qaaeaacaWGkbGaaiikaiaadAgacaGGPaGaamOzaiaadsgacqaH% 8oqBaSqabeqaniabgUIiYdaaaa!4404!\[\int {J(f)fd\mu } \], and in particular % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% Waa8qaaeaacaWGMbWaaWbaaSqabeaacaaIYaaaaOGaamizaiabeY7a% TbWcbeqab0Gaey4kIipaaaa!41E4!\[\int {f^2 d\mu } \] and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% Waa8qaaeaacaWGMbGaciiBaiaac+gacaGGNbGaamOzaiaadsgacqaH% 8oqBaSqabeqaniabgUIiYdaaaa!44AC!\[\int {f\log fd\mu } \], is studied. These two particular functionals are important in a number of contexts. Asymptotic bias and variance terms are obtained for the estimators % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaybyaeqaleqabaGaey4jIKnaneaacaWGjbaaaOGaeyypa0Zaa8qa% aeaacaWGkbGaaiikamaawagabeWcbeqaaiabgEIizdqdbaGaamOzaa% aakiaacMcacaWGKbGaamOramaaBaaaleaacaWGobaabeaaaeqabeqd% cqGHRiI8aaaa!4994!\[\mathop I\limits^ \wedge = \int {J(\mathop f\limits^ \wedge )dF_N } \] and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaybyaeqaleqabaGaeSipIOdaneaacaWGjbaaaOGaeyypa0Zaa8qa% aeaacaWGkbGaaiikamaawagabeWcbeqaaiabgEIizdqdbaGaamOzaa% aakiaacMcadaGfGbqabSqabeaacqGHNis2a0qaaiaadAgaaaGccaWG% KbGaeqiVd0galeqabeqdcqGHRiI8aaaa!4C40!\[\mathop I\limits^ \sim = \int {J(\mathop f\limits^ \wedge )\mathop f\limits^ \wedge d\mu } \], where % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaybyaeqaleqabaGaey4jIKnaneaacaWGMbaaaaaa!3E9C!\[{\mathop f\limits^ \wedge }\] is a kernel density estimate of f and F _n is the empirical distribution function based on the random sample X ₁ ,..., X _n from f. For the two functionalsmentioned above, a first order bias term for Î can be made zero by appropriate choices of non-unimodal kernels. Suggestions for the choice of bandwidth are given; for % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% WaaybyaeqaleqabaGaey4jIKnaneaacaWGjbaaaOGaeyypa0Zaa8qa% aeaadaGfGbqabSqabeaacqGHNis2a0qaaiaadAgaaaGccaWGKbGaam% OramaaBaaaleaacaWGobaabeaaaeqabeqdcqGHRiI8aaaa!476C!\[\mathop I\limits^ \wedge = \int {\mathop f\limits^ \wedge dF_N } \], a study of optimal bandwidth is possible.This research was supported by an NSERC Grant and a UBC Killam Research Fellowship.     

Algorithms for flows with parametric capacities

We consider the problem of finding maximal flows with respect to capacities which are linear functions of a parametert [0,T]. Since this problem is a special case of a parametric linear program the classichorizontal approach can be applied in which optimal solutions are computed for successive subintervals of [0,T]. We discuss an alternative algorithm which approximates in each iteration the optimal solution for allt [0,T]. Thisvertical algorithm is a labeling type algorithm where the flow variables are piecewise linear functions. Flow augmentations are done alongconditional flow augmenting paths which can be found by modified path algorithms. The vertical algorithm can be used to solve the parametric flow problem optimally as well as to compute a good approximation for allt if the computation of the optimal solution turns out to be too time consuming.Partially supported by NSF Grants ECS-8412926 and INT-8521433, and NATO Grant RG 85/0240.     

On sequential procedures for the point estimation of the mean of a normal population

The sequential procedures developed by Starr (1966, Ann. Math. Statist., 37, 1173–1185) for estimating the mean of a normal population are further analyzed. Asymptotic properties of the regret and first two moments of the stopping rules are studied and second-order approximations are derived.     

用模糊综合评价值作为单纯形优化指标

本文介绍了一个模糊综合评价方法,讨论了模糊运算方法对运算结果即综合评价值的影响,并将模糊综合评价值用作单纯形优化指标。     

矿产品水分含量代表值Bootstrap模拟取样估计

在对矿产品水分含量基础统计学特征描述的基础上,采用内核密度估计对水分含量数据多态性进行了分析,根据双态分布的特点,使用Bootstrap模拟取样方法对试验样本值模拟重复取样,以多次Bootstrap模拟取样的均值与标准偏差作为矿产品水分含量有限样本代表值及标准偏差的稳健估计,实践证明Bootstrap模拟取样估计对矿产品水分含量代表值的估计是有效的,该项研究为矿产品水分含量代表值的准确评估提供了一种新方法.     

Lifetime prediction of ABS polymers based on thermoanalytical data

The service life of ABS polymer, stabilized by 2-(3,5-di-tert-butyl-4-hydroxyanilino)-4,6-bis(octylthio)-1,3,5-triazine and containing 50% of a modifying rubber component, was estimated from oxidative induction times measured by DSC in isothermal mode in the temperature interval 140–170°C. The lifetime of ABS powder at the actual temperature of drying was predicted by linear extrapolation according to Arrhenius. However, the extrapolated value was much longer than the real lifetime determined from the long-term oven aging tests at 70 and 90°C, simulating the industrial drying process. The effect of changes in the apparent activation energy of oxidation due to antioxidant consumption during polymer aging is discussed.     

Protein-ligand binding free energy estimation using molecular mechanics and continuum electrostatics. Application to HIV-1 protease inhibitors

A method is proposed for the estimation of absolute binding free energy of interaction between proteins and ligands. Conformational sampling of the protein-ligand complex is performed by molecular dynamics (MD) in vacuo and the solvent effect is calculated a posteriori by solving the Poisson or the Poisson-Boltzmann equation for selected frames of the trajectory. The binding free energy is written as a linear combination of the buried surface upon complexation, SASbur, the electrostatic interaction energy between the ligand and the protein, Eelec, and the difference of the solvation free energies of the complex and the isolated ligand and protein, deltaGsolv. The method uses the buried surface upon complexation to account for the non-polar contribution to the binding free energy because it is less sensitive to the details of the structure than the van der Waals interaction energy. The parameters of the method are developed for a training set of 16 HIV-1 protease-inhibitor complexes of known 3D structure. A correlation coefficient of 0.91 was obtained with an unsigned mean error of 0.8 kcal/mol. When applied to a set of 25 HIV-1 protease-inhibitor complexes of unknown 3D structures, the method provides a satisfactory correlation between the calculated binding free energy and the experimental pIC5o without reparametrization.     

Interval estimation of the critical value in a general linear model

Summary This paper concerns interval estimation of the critical value θ which satisfies under the general linear model,Y _i =μ(x _i )+ε _i (i=1,2,···), where for and the functional forms off _j ^′ s are known. From an asymptotic expansion it is shown that, under reasonable conditions, the limiting distribution of is normal. Thus in the large-sample case a confidence interval for θ can be obtained. Such a result is useful when one is interested in carrying out a retrospective analysis rather than designing the experiment (as in the Kiefer-Wolfowitz procedure). In Section 3 a sequential procedure is considered for confidence intervals with fixed width 2d. It is shown that, for a given stopping variableN, is also asymptotically normal asd→0. Thus the coverage probability converges to 1−α (preassigned) asd→0. An example of application in estimating the phase parameter in circadian rhythms is given for the purpose of illustration. Research partially supported by the NSF Grant DMS-8502346.     

Chemometric approach in optimization of micellar liquid chromatographic separation of some halogenated phenols

Simultaneous optimization of separation quality and analysis time of the micellar liquid chromatography of nine chlorophenol isomers was investigated. The effect on retention of three experimental parameters was studied using multivariate analysis. The factors studied were the concentration of sodium dodecyl sulfate, propanol content and pH of the mobile phase. The experiments were performed according to the face-centred cube central composite design and the inverse form of the experimental retention times for analytes were fitted to the polynomial models. The results of the analysis of variance showed that the models obtained explain greater than 99% of the variance observed in the chromatograms. Good predictive ability of the models was verified as high values of the statistics R² and F were obtained for the linear relationship between predicted cross-validated and experimental values of the dependent variable. The study showed that the use of Pareto-optimality method, an approach from multi-criteria decision-making, allows the selection of the best possible combinations of separation and analysis time in micellar liquid chromatography of chlorophenols.     

On-column injection onto capillary columns. Part 2: Study of sampling conditions; practical recommendations

During one year continuous use of on-column injection, the typical advantages described in our first report have fully been confirmed. In addition the analysis of large sample volumes has proved promising. Only minor modifications have been applied to the on-column injector device. Broad evidence has been gathered showing that full separation efficiency of the capillary columns after on-column injection is attained only when cold trapping or the solvent effect, as band shortening mechanisms, are working- While, under the conditions of on-column injection, cold trapping is less efficient than with other injection techniques, the opposite holds true for the solvent effect. Compared with splitless injection, the danger of excessive solvent condensation on the column is increased. A working rule is presented for establishing the optimal chromatographic conditions for handling large sample volumes while ensuring full separation efficiency yet avoiding harm to the column.