On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.     

The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data

In this work the Cauchy problem for the one-dimensional heat equation is considered. In contrast to existing literature it is assumed that the initial state f is unknown and that information regarding f is obtained by some process of measurement. To enhance realism, both measurement errors and missing data are allowed for. Under assumptions on f in the Fourier-domain first an approximation to f is derived from the data by means of a novel uncertainty principle. Then, it is studied how this perturbation in the initial state propagates with time.      

Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L ₂-estimates) and the least absolute deviation estimates (L ₁-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies of the above estimators.     

估计死亡率分布的一个最大熵模型

本文提出了一种估计死亡率分布的新模型一最大熵模型。该模型直接从样本信息出发，不需要对待估分布的概率密度函数或先验分布作任何假定，从而克服了极大似然估计和贝叶斯估计的不足。而且通过两个例子的计算结果，表明该方法与样本数据的拟合效果要好于其它两种方法。     

Fractional Brownian Heavy Traffic Approximations of Multiclass Feedforward Queueing Networks

We consider multiclass feedforward queueing networks under first in first out and priority service disciplines driven by long-range dependent arrival and service time processes. We show that in critical loading the normalized workload, queue length and sojourn time processes can converge to a multi-dimensional reflected fractional Brownian motion. This weak heavy traffic approximation is deduced from a deterministic pathwise approximation of the network behavior close to constant critical load in terms of the solution of a Skorokhod problem. Since we model the doubly infinite time interval, our results directly cover the stationary case.AMS subject classification: primary 90B15, secondary 60K25, 68M20     

光纤传感振动检测系统及其实验研究

实际工程结构中的振动检测是十分重要的，也是十分复杂的，常用的结构振动检测传感器易受工程现场恶劣环境的影响．而光纤传感器具有小巧、抗电磁干扰、灵敏度高、适合长期监测等优点。本文建立了基于马赫—曾德(Mech-Zehnder)干涉原理的光纤传感振动检测系统．研制了运用先进的数字信号处理技术采集和处理数据的专用软件，并在典型结构件——钢制悬臂梁结构上进行了外加信号作用下的强迫振动检测和冲击载荷作用下的自由衰减振动检测，测量了该结构件的频率及振幅，其结果与同时进行的成熟的电测结果相近，说明光纤传感器用于结构件的振动测量是可靠的。本文为光纤传感器应用于实际工程的振动检测提供了新的技术装置，具有工程应用前景。     

Measurements of Time-Varying Characteristics of Optical Signals and Inhomogeneities of Tested Substances with Additional Phase Modulation

The problem of investigation of the amplitude and phase structure of a time-varying probing optical signal and the structure of time-varying inhomogeneities of a substance tested by this signal is considered. The analysis is concerned, in particular, with determination of the structure of signals and processes with resolution in the pico- and femtosecond range. The scheme used for the analysis is based on registration of four spatially separated spectra of the studied radiation. The spectra are formed in a four-channel scheme with a twin-wave Michelson interferometer and a spectral device. Modulators based on electrooptical crystals (perovskites) are placed in the channels. The sum spectra are formed: without modulators, with the effect of either of the modulators, and with both of them affecting the radiation. The effect of the studied substance implies either modulating the radiation (in this case it is described by multiplication) or redistributing the radiation (then it is described by convolution).     

Labile Interactions Defined in Crystalline Metal Complexes

The problems involved in identifying and quantifying labile interactions considered to influence complex compound structures are highlighted through the assessment of four different families of metal complexes for which extensive crystallographic data are available. Modification of the charge distribution within a ligand molecule as a result of coordination is one factor with a number of ramifications. A detailed analysis of evidence for both intra- and inter-molecular attractions in dimethylsulfoxide complexes of metal perchlorates is used to provide a basis for the consideration of weak interactions between complex ions involving forces including phenyl-group attractions, hydrogen bonding and cavity inclusion.     

基于Apollo信号控制台的NQR炸药探测方法

介绍了一种基于Apollo信号控制台的核四极矩共振（NQR）炸药探测方法，描述了系统的结构组成、工作原理和实现方法，并给出了对RDX的测试试验结果. 试验表明该方法可实现对RDX信号的探测.     

高压增氧T′相R_2CuO_(4+δ)(R=Nd～Tm)低温磁性研究

T′相R2CuO4稀土铜氧化合物由于尺度效应而产生弱铁磁性行为已经被人们关注,报导了通过高温高氧压(6GPa,1000℃)合成稀土T′相R2CuO4(R=Nd,Sm,Eu,Gd,Tb,Dy,Ho,Er和Tm)化合物的结构和磁学性能。磁化率曲线显示,在低温下所有的高压增氧R2CuO4样品都出现新的低温弱铁磁性反常行为,转变温度在28K附近。新的低温弱铁磁性行为是由于CuO2面上微量氧空穴的掺入,使处于反铁磁有序CuO2面形成局域化的铁磁性团簇造成。实验证明新发现的低温弱铁磁性行为与尺度效应产生弱铁磁性行为属于完全不同的物理机制。结果还预示T′相R2CuO4稀土铜氧化合物很难通过空穴掺杂而实现超导。