Automatic detection and identification of shocks in Gaussian state‐space models: a Bayesian approach

An automatic monitoring and intervention algorithm that permits the supervision of very general aspects in an univariate linear Gaussian state–space model is proposed. The algorithm makes use of a model comparison and selection approach within a Bayesian framework. In addition, this algorithm incorporates the possibility of eliminating earlier interventions when subsequent evidence against them comes to light. Finally, the procedure is illustrated with two empirical examples taken from the literature. Copyright © 2005 John Wiley & Sons, Ltd.     

非参数回归函数之改良基于分割的估计的强相合性（英）

设(X,Y),(X1,Y1),…,(XnYn)为取值于 Rd× R的 i．i．d．随机变量,E(|Y|) ＜∞．设mn(x)为回归函数m(x)=E(|Y|X=x)基于分割的估计,本文在对mn(x)进行改良的条件下得到改良的基于分割的强相合估计．     

Vector-Orthogonality and Lanczos-Type Methods

A method for solving a linear system is defined. It is a Lanczos-type method, but it uses formal vector orthogonality instead of scalar orthogonality. Moreover, the dimension of vector orthogonality may vary which gives a large freedom in leading the algorithm, and controlling the numerical problems. The ideas of truncated and restarted methods are revisited. The obtained residuals are exactly orthogonal to a space of increasing dimension. Some experiments are done, the problem of finding automaticaly good directions of projection remains partly open.     

Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors

Bayesian inference is considered for the seemingly unrelated regressions with an elliptically contoured error distribution. We show that the posterior distribution of the regression parameters and the predictive distribution of future observations under elliptical errors assumption are identical to those obtained under independently distributed normal errors when an improper prior is used. This gives inference robustness with respect to departures from the reference case of independent sampling from the normal distribution.     

Quotient normed cones

Given a normed cone (X, p) and a subconeY, we construct and study the quotient normed cone (X/Y,p) generated byY. In particular we characterize the bicompleteness of (X/Y, ‖·‖ ^p ,p) in terms of the bicompleteness of (X, p), and prove that the dual quotient cone ((X/Y)^*, || · ‖·‖^p,p) can be identified as a distinguished subcone of the dual cone (X ^*, || · ||_{p, u}). Furthermore, some parts of the theory are presented in the general setting of the spaceCL(X, Y) of all continuous linear mappings from a normed cone (X, p) to a normed cone (Y, q), extending several well-known results related to open continuous linear mappings between normed linear spaces.     

基于单纯形方法的双层线性规划全局优化算法

通过分析双层线性规划可行域的结构特征和全局最优解在约束域的极点上达到这一特性,对单纯形方法中进基变量的选取法则进行适当修改后,给出了一个求解双层线性规划局部最优解方法,然后引进上层目标函数对应的一种割平面约束来修正当前局部最优解,直到求得双层线性规划的全局最优解.提出的算法具有全局收敛性,并通过算例说明了算法的求解过程.     

Restorations of punctured languages and similarity of languages

Punctured languages are languages whose words are partial words in the sense that the letters at some positions are unknown. We investigate to which extent restoration of punctured languages is possible if the number of unknown positions or the proportion of unknown positions per word, respectively, is bounded, and we study their relationships for different boundings. The considered restoration classes coincide with similarity classes according to some kind of similarity for languages. Thus all results we can also formulate in the language of similarity. We show some hierarchies of similarity classes for each class from the Chomsky hierarchy and prove the existence of linear languages which are not δ ‐similar to any regular language for any δ < ½. For δ ≥ ½ this is unknown but it could only be possible in the case of non‐slender linear languages. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

线性方程组通解并行数值方法

1预备知识 线性方程组消息传递MIMD算法是20世纪90年代至今的活跃课题，但尚无此问题 的通用有效算法发表.用!.}.}表示矩阵列分块划分，记AX=b为[AI司.定理1、2是文 {l]、[s]成果综述和推广. 定理i[‘]设有线性方程组!e}己l，e〔尺”“m，d〔R”“‘，rank(e)=r.当且仅当rank(!     

多元线性回归应用于近代物理实验

本文介绍非线性方程转化直线性方程和多元线性回归法来分析近代物理实验中塞曼效应分裂干涉圆环多处选点测量的处理过程。     

上市公司兼并规律的实证分析

本应用因子分析方法和Logistic回归模型，对上市公司兼并规律作了实证分析，得出的结论对优化上市公司资产重组具有参考意义。