3种现场快速水质检测仪的性价对比

选择了市场上口碑好、占有率高的3款便携式水质现场应急检测设备,通过准确度、精密度、检测时长及价格等指标,以权重积分法对3款仪器进行了比选,结果表明德国MN公司的PF-12型便携式多参数分光光度计的综合性能最优.     

Positive Semidefinite Rank-Based Correlation Matrix Estimation With Application to Semiparametric Graph Estimation

Many statistical methods gain robustness and flexibility by sacrificing convenient computational structures. In this article, we illustrate this fundamental tradeoff by studying a semiparametric graph estimation problem in high dimensions. We explain how novel computational techniques help to solve this type of problem. In particular, we propose a nonparanormal neighborhood pursuit algorithm to estimate high-dimensional semiparametric graphical models with theoretical guarantees. Moreover, we provide an alternative view to analyze the tradeoff between computational efficiency and statistical error under a smoothing optimization framework. Though this article focuses on the problem of graph estimation, the proposed methodology is widely applicable to other problems with similar structures. We also report thorough experimental results on text, stock, and genomic datasets.     

Active wavelength selection for mixture identification with tunable mid-infrared detectors

This article presents a wavelength selection framework for mixture identification problems. In contrast with multivariate calibration, where the mixture constituents are known and the goal is to estimate their concentration, in mixture identification the goal is to determine which of a large number of chemicals is present. Due to the combinatorial nature of this problem, traditional wavelength selection algorithms are unsuitable because the optimal set of wavelengths is mixture dependent. To address this issue, our framework interleaves wavelength selection with the sensing process, such that each subsequent wavelength is determined on-the-fly based on previous measurements. To avoid early convergence, our approach starts with an exploratory criterion that samples the spectrum broadly, then switches to an exploitative criterion that selects increasingly more relevant wavelengths as the solution approaches the true constituents of the mixture. We compare this “active” wavelength selection algorithm against a state-of-the-art passive algorithm (successive projection algorithm), both experimentally using a tunable spectrometer and in simulation using a large spectral library of chemicals. Our results show that our active method can converge to the true solution more frequently and with fewer measurements than the passive algorithm. The active method also leads to more compact solutions with fewer false positives.     

On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

ABSTRACT

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.     

Change points in heavy‐tailed multivariate time series: Methods using precision matrices

We propose two robust data‐driven techniques for detecting network structure change points between heavy‐tailed multivariate time series for situations where both the placement and number of change points are unknown. The first technique utilizes the graphical lasso method to estimate the change points, whereas the second technique utilizes the tlasso method. The techniques not only locate the change points but also estimate an undirected graph (or precision matrix) representing the relationship between the time series within each interval created by pairs of adjacent change points. An inference procedure on the edges is used in the graphs to effectively remove false‐positive edges, which are caused by the data deviating from normality. The techniques are compared using simulated multivariate t‐distributed (heavy‐tailed) time series data and the best method is applied to two financial returns data sets of stocks and indices. The results illustrate the method's ability to determine how the dependence structure of the returns changes over time. This information could potentially be used as a tool for portfolio optimization.     

有效因子综合偏好强度与CVaR整合优化模型

本文从股票多维特征因子中选择有效因子,融合形成最大化有效因子综合偏好强度(IPS)的附加理性,构建并验证IPS-均值-CVaR投资组合优化模型。基于沪深300股2006~2015年数据分析显示:(1)有效因子IPS投资组合优越于单因子投资组合;(2)IPS方法相较于因子打分法,具有更优的多维数据整合功效;(3)IPS-均值-CVaR投资组合优化模型相对于均值-CVaR模型具有更优越的资产选择能力,也拓展了投资组合模型的多维数据处理能力和适用性。     

Group mobility assisted network selection framework in 5G vehicular cognitive radio networks

The heterogeneity nature of networks is the most eminent characteristic in 5G vehicular cognitive radio networks across complex radio environments. Since multiple communicating radios may be in motion at the same time in a vehicle. So, group mobility is the most prominent characteristic that requires to be a deep investigation. Therefore, different communication radios that are moving on a train/bus needed to select the networks simultaneously. Without considering the group mobility feature, there is a possibility that the same network may be selected by each moving node and cause congestion in a particular network. To overcome this problem, a novel network selection technique considering the group mobility feature is proposed to improve the throughput of the network. In this work, a 5G vehicular cognitive radio network scenario is also realized using USRP-2954 and LabVIEW communications system design suite testbed. The performance metrics like transmission delay, packet loss rate, reject rate and, channel utilization for vehicular nodes, are gained to analyze the proposed technique in vehicular cognitive radio networks environment. The proposed technique demonstrates a remarkable improvement in channel utilization for vehicular nodes and outperformed conventional schemes.     

Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons

Barlow and Gupta (1969) and Alam (1970) studied the monotonicity of two integrals, involving gamma distributions, that arise in certain ranking and selection problems. In this paper, we shall unify their results by studying the monotonicity of two generalized versions of integrals considered by them. We will also provide applications of derived results in study of certain multiple comparison procedures.     

A robust decentralized reputation management system for service selection

Reputation mechanism is a novel approach to automate QoS-aware service selection in service oriented computing. The reputation system collects ratings on QoS that consumers feedback and aggregates them to derive a reputation value, which can in turn assist other consumers in service selection in future. However, current approaches fail to combat the malicious ratings and hence the calculated reputation values can be biased severely or even manipulated. Moreover, the centralized management of rating data restricts its application to large open environment. In this paper, we present a robust decentralized reputation system which can resist various unfair ratings and manipulation behaviours. It can evolve and become more mature against malicious ratings with the system running continuously. At last, we experimentally verify the robustness of the proposed approach through a simulation study.