Precision Matrix Estimation With ROPE

It is known that the accuracy of the maximum likelihood-based covariance and precision matrix estimates can be improved by penalized log-likelihood estimation. In this article, we propose a ridge-type operator for the precision matrix estimation, ROPE for short, to maximize a penalized likelihood function where the Frobenius norm is used as the penalty function. We show that there is an explicit closed form representation of a shrinkage estimator for the precision matrix when using a penalized log-likelihood, which is analogous to ridge regression in a regression context. The performance of the proposed method is illustrated by a simulation study and real data applications. Computer code used in the example analyses as well as other supplementary materials for this article are available online.     

Variational Bayes With Intractable Likelihood

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes their use in many interesting situations such as in state--space models and in approximate Bayesian computation (ABC), where application of VB methods was previously impossible. This article extends the scope of application of VB to cases where the likelihood is intractable, but can be estimated unbiasedly. The proposed VB method therefore makes it possible to carry out Bayesian inference in many statistical applications, including state--space models and ABC. The method is generic in the sense that it can be applied to almost all statistical models without requiring too much model-based derivation, which is a drawback of many existing VB algorithms. We also show how the proposed method can be used to obtain highly accurate VB approximations of marginal posterior distributions. Supplementary material for this article is available online.     

Some closed form robust moment‐based estimators for the MEM(1,1)

In this paper, we extend the closed form moment estimator (ordinary MCFE) for the autoregressive conditional duration model given by Lu et al (2016) and propose some closed form robust moment‐based estimators for the multiplicative error model to deal with the additive and innovational outliers. The robustification of the closed form estimator is done by replacing the sample mean and sample autocorrelation with some robust estimators. These estimators are more robust than the quasi‐maximum likelihood estimator (QMLE) often used to estimate this model, and they are easy to implement and do not require the use of any numerical optimization procedure and the choice of initial value. The performance of our proposal in estimating the parameters and forecasting conditional mean μ_t of the MEM(1,1) process is compared with the proposals existing in the literature via Monte Carlo experiments, and the results of these experiments show that our proposal outperforms the ordinary MCFE, QMLE, and least absolute deviation estimator in the presence of outliers in general. Finally, we fit the price durations of IBM stock with the robust closed form estimators and the benchmarks and analyze their performances in estimating model parameters and forecasting the irregularly spaced intraday Value at Risk.     

Semiparametric Bayesian inference for mean-covariance regression models

In this paper, we propose a Bayesian semiparametric mean-covariance regression model with known covariance structures. A mixture model is used to describe the potential non-normal distribution of the regression errors. Moreover, an empirical likelihood adjusted mixture of Dirichlet process model is constructed to produce distributions with given mean and variance constraints. We illustrate through simulation studies that the proposed method provides better estimations in some non-normal cases. We also demonstrate the implementation of our method by analyzing the data set from a sleep deprivation study.     

MPKin-YSTR: Interpretation of Y chromosome STR haplotypes for missing persons cases

Y chromosome Short Tandem Repeat (STR) haplotypes have been used in assisting forensic investigations primarily for identification and male lineage determination. The current SWGDAM interpretation guidelines for Y-STR typing provide helpful guidance on those purposes but do not address the issue of kinship analysis with Y-STR haplotypes. Because of the high mutation rate of Y-STRs, there are complex missing person cases in which inconsistent Y-STR haplotypes between true paternal lineage relatives will arise and cases with two or more male references in the same lineage and yet differ in their haplotypes. Therefore, more useful methods are needed for interpreting the Y-STR haplotype data. Computational methods and interpretation guidelines have been developed specifically addressing this issue, either using a mismatch-based counting method or a pedigree likelihood ratio method. In this study, a software program, MPKin-YSTR, was developed by implementing those more sophisticated methods. This software should be able to improve the interpretation of complex cases with Y-STR haplotype evidence. Thus, more biological evidence will be interpreted, which in turn will result in more investigation leads to help solve crimes.     

Ill-posed problems in rheology

Experimental data are always noisy and often incomplete. This leads to ambiguities if one wants to infer from the data some functions, which are related to the measured quantity through an integral equation of the first kind. In rheology many of such so-called ill-posed problems appear. Two techniques to treat such problems, the regularization method and the maximum entropy method, are applied to the determination of the relaxation spectrum from data of small oscillatory shear flow. With simulated data from a reference spectrum it is discussed how the inferred spectrum depends on the region, in which data are available. It turns out that information about the asymptotic behavior of the measured quantity can be of great help in determining the full spectrum also from incomplete data.Dedicated to Prof. Dr. J. Meissner on the occasion of his 60th birthday.     

流向强迫振荡圆柱绕流的涡脱落模态分析

通过求解采用ALE方法描述的运动坐标系Navier-Stokes方程组，分析均匀来流下雷诺 数为150的静止和流向振荡的圆柱绕流. 主要研究了强迫振荡频率和较大振幅比 (A/D=0.3-1.2)对圆柱升力、阻力变化特性以及涡脱落模态的影响. 研究表 明，流向振荡圆柱绕流存在多种涡脱落模态，如对称S以及反对称A-I, A-III, A-IV等多种形式；比较研究结果，拓展了各模态下对应的锁定区域，并将其分为5个 子区；A-I模态中圆柱受力较以前所知更复杂；通过分析计算结果，发现最大加速度 比Af_{c}^{2}/Df_{s0}^{2}可能是涡脱落模态(尤其是对称S模态)最有效的控制参数.     

接触力优化设计的熵正则化方法

包含单侧接触的机械和结构系统中,接触面间的局部接触力很大时,容易导致结构局部磨损和破坏。利用结构优化的手段极小化接触面上的最大接触力是调整接触面上接触力分布的一个有效途径。然而在数学上,目标函数的不可微和约束中的接触条件导致该结构优化问题属于非光滑和非凸优化问题,因而常用优化算法的优化结果是不可靠的。为此,本文提出接触力优化的一个熵正则化模型,并利用基于正则化过程的序列二次结构优化算法求解。所提的方法在数值上避免了处理不可微问题,而且正则化参数的调整还有助于获得更小的局部最优解。以离散结构为例的数值算例验证了本文的模型和算法。     

The Stress Response of Functionally Graded Isotropic Linearly Elastic Rotating Disks

The purpose of this research is to investigate the effects of material inhomogeneity on the response of linearly elastic isotropic solid circular disks or cylinders, rotating at constant angular velocity about a central axis. The work is motivated by the recent research activity on functionally graded materials (FGMs), i.e., materials with spatially varying properties tailored to satisfy particular engineering applications. The analog of the classic problem for a homogeneous isotropic rotating solid disk or cylinder is considered. The special case of a body with Young"s modulus depending on the radial coordinate only, and with constant Poisson"s ratio, is examined. For the case when the Young"s modulus has a power-law dependence on the radial coordinate, explicit exact solutions are obtained. It is shown that the stress response of the inhomogeneous disk (or cylinder) is significantly different from that of the homogeneous body. For example, the maximum radial and hoop stresses do not, in general, occur at the center as in the case for the homogeneous material. Furthermore, for the case where the Young"s modulus increases with radial distance from the center, it is shown that radially symmetric solutions exist provided the rate of growth of the Young"s modulus is, at most, cubic in the radial variable. It is also shown for the general inhomogeneous isotropic case how the material inhomogeneity may be tailored so that the radial and hoop stress are identical throughout the disk. This revised version was published online in August 2006 with corrections to the Cover Date.     

Optimal Transitions of a Spacecraft with an Energy Storage and a Low-Power Thruster

A solution is found to the problem on optimal transitions of a spacecraft with a low-power thruster and an energy storage between two close noncoplanar circular orbits. The maximum payload is chosen to be the optimality criterion. The optimal time-dependences of controls and optimal relationships among the mass parameters of the propulsion system are presented. Ranges of these parameters are found within which an energy storage would be appropriate for use. The results are compared with those for a constant-power thruster. The effect of the radial increment and the increment in the orbit inclination angle on the efficiency of the energy storage is studied