基于环境星CCD数据的环境植被指数及叶面积指数反演研究

利用PROSAIL前向模型模拟的植被冠层光谱,在植被指数构造时,引入修正大气、土壤背景影响的蓝、绿波段,构建了避免过早饱和的环境植被指数(environmental vegetation index,EVI)。基于多个典型冬小麦生育期的地面观测数据,建立基于EVI-LAI长时间序列反演模型,并对模型进行不同品种间的交叉检验。研究表明,EVI建立的叶面积指数(leaf area index,LAI)反演模型精度优于同类植被指数模型,并具有较好的普适性,能应用于冬小麦遥感多时相长势监测及LAI反演。     

Adaptive nonparametric estimation for Lévy processes observed at low frequency

This article deals with adaptive nonparametric estimation for Lévy processes observed at low frequency. For general linear functionals of the Lévy measure, we construct kernel estimators, provide upper risk bounds and derive rates of convergence under regularity assumptions.     

Optimal investment,consumption and proportional reinsurance under model uncertainty

This paper considers the optimal investment, consumption and proportional reinsurance strategies for an insurer under model uncertainty. The surplus process of the insurer before investment and consumption is assumed to be a general jump–diffusion process. The financial market consists of one risk-free asset and one risky asset whose price process is also a general jump–diffusion process. We transform the problem equivalently into a two-person zero-sum forward–backward stochastic differential game driven by two-dimensional Lévy noises. The maximum principles for a general form of this game are established to solve our problem. Some special interesting cases are studied by using Malliavin calculus so as to give explicit expressions of the optimal strategies.     

Black-Litterman投资组合模型的进一步推导分析

在理论上通过推导首次得出了Black-Litterman模型(B-L模型)最优权重与信心水平的公式.在各资产收益不相关及单一绝对观点的假设下,得出各资产的B-L模型最优权重与信心水平的简化表达式.借助于此,还对信心水平与最优权重公式的进一步理论分析,并以光大证券的"乌龙指"做实证,详细分析投资者在没有市场观点、拥有内幕信息、以及信心水平在某范围变化时,其所持各投资品权重的特点.     

Modal analysis reduction of multi-body systems with generic damping

Modal analysis of multi-body systems is broadly used to study the behavior and controller design of dynamic systems. In both cases, model reduction that does not degrade accuracy is necessary for the efficient use of these models. Previous work by the author addressed the reduction of modal representations by eliminating entire modes or individual modal elements (inertial, compliant, resistive). In that work, the bond graph formulation was used to model the system and the modal decomposition was limited to systems with proportional damping. The objective of the current work is to develop a new methodology such that model reduction can be implemented to modal analysis of multi-body systems with non-proportional damping that were not modeled using bond graphs. This extension also makes the methodology applicable to realistic systems where the importance of modal coupling terms is quantified and potentially eliminated. The new methodology is demonstrated through an illustrative example.     

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.     

Facetting and (n × 1) reconstructions of SrTiO3(1 1 0) surfaces

(n × 1) reconstructions and facetting of the (1 1 0) polar surface of SrTiO₃ are studied by means of a combination of shell model and density functional calculations. The polarity compensation can be achieved through the formation of {1 0 0} nano-facets, which play a crucial role in the reconstruction process. The behaviors of various possible terminations (Sr, Ti, and O) are analyzed, as well as their atomic structure and energetics. Their stability in different chemical environments is discussed, with respect to previous formulations and experimental results. The Sr-terminated surface tends to expose large facets, while the TiO and O terminations are marginally stabilized or even destabilized by (n × 1) reconstructions, respectively. Trend to facetting results from a subtle competition between the thermodynamic stability of the ideal non stoichiometric (n × 1) surfaces, and huge atomic relaxations that contribute to the lowering of the surface energy differently for each termination.     

Electrical resistivity of the alkaline earth metals Ca,Sr and Ba in the 50–300K temperature region

The computed values of the temperature dependent electrical resistivity is presented for the alkaline earth metals Ca, Sr and Ba. Numerical values of the mean free paths obtained using a finite mean free path approach is also reported. The structure factor has been evaluated using experimental values for the phonon spectra while local model potentials were used for the form factors. Our numerical results compare favourably with experiments.     

On regression model selection for the data with correlated errors

A class of regression model selection criteria for the data with correlated errors is proposed. The proposed class of selection criteria is an estimator of weighted prediction risk. In addition, the proposed selection criteria are the generalizations of several commonly used criteria in statistical analysis. The theoretical and asymptotic properties for the class of criteria are established. Further, in the medium-sample case, the results based on a simulation study are quite consistent with the theoretical ones. The proposed criteria perform well in the simulations. Several applications are also given for a variety of statistical models.     

Periodic Solutions of a Model of Mitosis in Prog Eggs

In this paper,we discuss a simplified model of mitosis in frog eggs proposed by M.T. Borisuk and J.J. Tyson in [1]. By using rigorous qualitative analysis, we prove the existence of the periodic solutions on a large scale and present the space region of the periodic solutions and the parameter region coresponding to the periodic solution. We also present the space region and the parameter region where there are no periodic solutions. The results are in accordance with the numerical results in [1] up to the qualitative property.