Conditional independence models for seemingly unrelated regressions with incomplete data

We consider normal ≡ Gaussian seemingly unrelated regressions (SUR) with incomplete data (ID). Imposing a natural minimal set of conditional independence constraints, we find a restricted SUR/ID model whose likelihood function and parameter space factor into the product of the likelihood functions and the parameter spaces of standard complete data multivariate analysis of variance models. Hence, the restricted model has a unimodal likelihood and permits explicit likelihood inference. In the development of our methodology, we review and extend existing results for complete data SUR models and the multivariate ID problem.     

A nilpotent Roth theorem

Let T and S be invertible measure preserving transformations of a probability measure space (X, ℬ, μ). We prove that if the group generated by T and S is nilpotent, then exists in L ²-norm for any u, v∈L ^∞(X, ℬ, μ). We also show that for A∈ℬ with μ(A)>0 one has . By the way of contrast, we bring examples showing that if measure preserving transformations T, S generate a solvable group, then (i) the above limits do not have to exist; (ii) the double recurrence property fails, that is, for some A∈ℬ, μ(A)>0, one may have μ(A∩T _-n A∩S ^{- n} A)=0 for all n∈ℕ. Finally, we show that when T and S generate a nilpotent group of class ≤c, in L ²(X) for all u, v∈L ^∞(X) if and only if T×S is ergodic on X×X and the group generated by T ^-1 S, T ^-2 S ²,..., T ^-c S ^c acts ergodically on X. Oblatum 19-V-2000 & 5-VII-2001?Published online: 12 October 2001     

Rehabilitation of the Gauss-Jordan algorithm

Summary In this paper a Gauss-Jordan algorithm with column interchanges is presented and analysed. We show that, in contrast with Gaussian elimination, the Gauss-Jordan algorithm has essentially differing properties when using column interchanges instead of row interchanges for improving the numerical stability. For solutions obtained by Gauss-Jordan with column interchanges, a more satisfactory bound for the residual norm can be given. The analysis gives theoretical evidence that the algorithm yields numerical solutions as good as those obtained by Gaussian elimination and that, in most practical situations, the residuals are equally small. This is confirmed by numerical experiments. Moreover, timing experiments on a Cyber 205 vector computer show that the algorithm presented has good vectorisation properties.     

一种新型可调谐锁模光纤激光器

利用法布里-珀罗腔的激光二极管作为调制器件，实现环形腔光纤激光器的主动锁模。并利用法布里-珀罗腔的激光二极管的多纵模特性，把激光二极管当作一梳状滤波器，通过偏振控制器来调整入射到激光二极管内光的偏振态，同时均衡腔内增益，得到波长大范围可调谐的锁模激光，其脉冲宽度约为48ps，脉冲重复速率2GHz。     

Spatial design matrices and associated quadratic forms: structure and properties

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling intrinsically stationary and isotropic spatial processes. We give concise structural formulae for these matrices, and simple generating functions for them. The generating functions provide formulae for the cumulants of the quadratic forms of interest when the process is Gaussian, second-order stationary and isotropic. We use these to study the statistical properties of the associated quadratic forms, in particular those of the classical variogram estimator, under several assumptions about the actual variogram.     

Analysis of two-sample truncated data using generalized logistic models

Parallel to Cox's [JRSS B34 (1972) 187-230] proportional hazards model, generalized logistic models have been discussed by Anderson [Bull. Int. Statist. Inst. 48 (1979) 35-53] and others. The essential assumption is that the two densities ratio has a known parametric form. A nice property of this model is that it naturally relates to the logistic regression model for categorical data. In astronomic, demographic, epidemiological, and other studies the variable of interest is often truncated by an associated variable. This paper studies generalized logistic models for the two-sample truncated data problem, where the two lifetime densities ratio is assumed to have the form exp{α+φ(x;β)}. Here φ is a known function of x and β, and the baseline density is unspecified. We develop a semiparametric maximum likelihood method for the case where the two samples have a common truncation distribution. It is shown that inferences for β do not depend the nonparametric components. We also derive an iterative algorithm to maximize the semiparametric likelihood for the general case where different truncation distributions are allowed. We further discuss how to check goodness of fit of the generalized logistic model. The developed methods are illustrated and evaluated using both simulated and real data.     

Cochran's statistical theorem for outer inverses of matrices and matrix quadratic forms

We extend the matrix version of Cochran's statistical theorem to outer inverses of a matrix. As applications, we investigate the Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures.     

EPR and XPS measurements of polymeric catalysts doped with hereopolyacids in oxygen adsorption studies

The goal of our studies was to determine the nature of interactions between catalytic active samples, such as polypyrrole (PPy) doped with: chloride anions, heteropolyacids such as H₅PMo₁₀V₂O₄₀, or H₄SiW₁₂O₄₀, and oxygen particles. In order to reveal the mechanism of the linkage between the catalysts and oxygen we provided the electron paramagnetic resonance (EPR) measurements of synthesized samples in O₂ and N₂ flow. Moreover, the X-ray photoelectron spectroscopy (XPS) measurements were performed to show the properties of doped heteropolyacids and the state of nitrogen in polypyrrole matrix. The results of EPR studies of PPy(Cl), PPy(H₄SiW₁₂O₄₀), PPy(H₅PMo₁₀V₂O₄₀) samples, show that the polypyrrole doped with chloride anions interacts much easier with oxygen than polypyrrole doped with heteropolyacids (in the above given order, of preference with the most active polypyrrole system first). It correlates with XPS results, which show that a molybdenium-vanadium anion is more reduced than a silicon-tungsten one. The redox reactions of heteropolyacids involve the oxidation-reduction of the conjugated polymer chain, leaving no or little place for interactions with oxygen. Polypyrrole doped with H₄SiW₁₂O₄₀ shows some oxygen sensitivity as observed in the EPR studies, as opposed to polypyrrole doped with H₅PMo₁₀V₂O₄₀, which is in line with the XPS results.