Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.     

改进的PNC方法及其在非线性偏微分方程多解问题中的应用

2017年，李昭祥等提出了一种偏牛顿-校正法（Partial Newton-Correction Method，简记为PNC方法），并利用它成功地计算出了三类非线性偏微分方程的多重不稳定解.本文在PNC方法的基础上，提出并发展了一种改进的PNC方法.首先，利用Nehari流形$\mathcal{N}$与零平凡解的可分离性，建立并证明了$\mathcal{N}$的某特殊子流形$\mathcal{M}$上的全局分离定理及其推广（即局部分离定理）.全局分离定理只跟非线性偏微分算子或相应的非线性泛函本身有关，而与具体的计算方法无关.对一些典型的非线性偏微分方程多解问题（比如，Henon方程问题），该全局分离定理的分离条件，经验证是成立的.另一个方面，通过修改或补充原辅助变换的定义，去掉了原辅助变换的奇异性；接着建立并证明了某些非线性偏微分方程问题的新未知解与该非线性偏微分算子零核空间的密切关系；在证明中，去掉了在原奇异变换下所需的标准收敛（standard convergence）假设.最后，计算实例与数值结果验证了改进的PNC方法的可行性和有效性；同时表明子流形$\mathcal{M}$与已知解的可分离性是PNC方法和本文新方法能成功找到多解的关键.     

Optimization of STEM-HAADF Electron Tomography Reconstructions by Parameter Selection in Compressed Sensing Total Variation Minimization-Based Algorithms

A novel procedure to optimize the 3D morphological characterization of nanomaterials by means of high angle annular dark field scanning-transmission electron tomography is reported and is successfully applied to the analysis of a metal- and halogen-free ordered mesoporous carbon material. The new method is based on a selection of the two parameters (μ and β) which are key in the reconstruction of tomographic series by means of total variation minimization (TVM). The parameter-selected TVM reconstructions obtained using this approach clearly reveal the porous structure of the carbon-based material as consisting of a network of parallel, straight channels of ≈6 nm diameter ordered in a honeycomb-type arrangement. Such an unusual structure cannot be retrieved from a TVM 3D reconstruction using default reconstruction values. Moreover, segmentation and further quantification of the optimized 3D tomographic reconstruction provide values for different textural parameters, such as pore size distribution and specific pore volume that match very closely with those determined by macroscopic physisorption techniques. The approach developed can be extended to other reconstruction models in which the final result is influenced by parameter choice.     

多种分布下选择后变量显著性分析及其在CEPS数据中的应用

在使用变量选择方法选出模型后,如何评价模型中变量系数的显著性是统计学重点关注的前沿问题之一.文章从适应性Lasso变量选择方法的选择结果出发,在考虑实践中误差分布多样性的前提下,基于选择事件构造了模型保留变量系数的条件检验统计量,并给出了该统计量的一致收敛性质的证明过程.模拟研究显示,在多种误差分布下所提方法均可进一步优化变量选择结果,有较强的实用价值.应用此方法对CEPS学生数据进行了实证分析,最终选取了学生认知能力等10个变量作为影响中学生成绩的主要因素,为相关研究提供了有益的参考.     

Diffraction mode selection in planar Bragg resonators of optical and microwave wavelength ranges

Using the coupled waves approach complemented by the time-domain quasi-optical approximation, we solve a 2D diffraction problem which allows to evaluate the eigenfrequencies, quality factors and spatial structures of eigenmodes in planar Bragg resonators with a finite length and width of the corrugated area. We find the values of the Fresnel parameter determined by the geometrical dimensions of the system which allows for efficient transverse mode discrimination due to the larger diffraction losses of the modes with higher transverse numbers.     

基于改进克隆选择算法的统一混沌系统同步控制与参数辨识

提出一种改进的克隆选择算法用于解决混沌系统的参数辨识问题.该算法利用抗体的高频变异和受体编辑两种机制有效平衡算法的全局探索与局部开发，并引入向精英抗体学习策略进一步提高算法的收敛质量.对10个优化问题的实验表明：所提出算法在求解精度、收敛速度以及稳定性方面具有更好的性能.以参数未知统一混沌系统的同步控制为研究对象，合理设计同步控制器，并对同步系统的稳定性进行理论分析.通过对同步比例因子的设置，实现统一混沌系统的完全同步、反同步、投影同步等多种同步方式.仿真实验结果表明该方法能够实现对未知系统参数的精确辨识以及驱动-响应系统的有效同步控制，验证了所提方法的可行性与有效性.     

Improved neural networks based on genetic algorithm for pulse recognition

Pulse diagnosis is an important part of Chinese medicine and has played an important role in the development of Chinese medical science. However, the pulse is traditionally determined by cutting it off, which leads to a lack of objective standard pulse identification methods and affects their accuracy and feasibility. This research has studied and discussed the processing and identification of four kinds of pulse: normal pulse, wiry pulse, smooth pulse, and thready pulse. Four frequency-domain characteristics of the pulse wave and six kinds of wavelet scale energy characteristic information were extracted, and a three-layer BP (backprocessing) neural network was established. The LM (Levenberg–Marquard) algorithm and a genetic algorithm were used to improve the BP neural network, to train on and predict experimental samples, and to obtain classification accuracies of 90% and 95% respectively. Moreover, improved BP neural network based on a genetic algorithm has shown highly superior performance in terms of convergence speed and low error rate.     

吸收峰混叠的太赫兹光谱区间组合特征提取算法

太赫兹光谱是物质识别的前沿方法之一。由于不同物质的分子组成或结构各异,许多物质的太赫兹吸收谱会在特定频率上出现吸收峰,可以作为混合物成分检测的重要特征。有效准确地提取这些吸收峰的参数,是提高识别率的关键。多峰拟合算法将光谱曲线拟合成若干个标准峰函数之和,能够同时提取到吸收峰的频率、峰高、峰宽等信息。但是该算法以寻峰算法结果为基础确定吸收峰的大致位置和数量,寻峰结果不一定是最优的拟合结果,而且很难准确识别定位混叠状态的吸收峰。为了提高混叠光谱中吸收峰的识别定位精度,提出以大幅度平滑后的曲线波谷为分界点,将预处理后的光谱分成若干个子区间。然后将子区间组合起来进行多峰拟合,通过遗传算法得到最优的拟合子区间组合和吸收峰频率近似值,拟合时每个子区间中通过峰数递增最优化方法确定拟合的吸收峰数,最后微调优化得到最优的吸收峰频率、峰高值。为了实现物质的识别,通过密度聚类算法得到同一类纯净物在多次测量中的共同吸收峰,以此作为标准数据,通过提出的基于吸收峰特征的光谱匹配算法实现了纯净物和不同含量混合物的快速识别。对10类纯净物的实际光谱数据进行拟合聚类,得到其吸收峰参数,结果与太赫兹光谱数据库一致。通过识别算法对纯净物测试集进行识别的识别率为100%,证明了特征提取和物质识别算法的有效性。对于含有混叠峰的混合物光谱,二阶导数法对葡萄糖-乳糖混合物光谱中被掩盖吸收峰(1.280 THz)的识别率仅为70%,提取到的频率平均值为1.316 THz;而该算法提高识别率至95%,频率平均值为1.281 THz,该算法提高了对混叠峰的分辨能力,能够精确定位混叠峰。对10类纯净物构成的6类不同程度混叠的二元混合物前二、三识别率分别达到90.8%和98.3%,提取到的特征能够有效应用于混合物的成分检测。该算法能够以纯净物数据为标准数据实现成分各异的混合物成分检测,对于太赫兹光谱混合物成分检测有重要意义。     

The Fundamental Equations of Change in Statistical Ensembles and Biological Populations

A recent article in Nature Physics unified key results from thermodynamics, statistics, and information theory. The unification arose from a general equation for the rate of change in the information content of a system. The general equation describes the change in the moments of an observable quantity over a probability distribution. One term in the equation describes the change in the probability distribution. The other term describes the change in the observable values for a given state. We show the equivalence of this general equation for moment dynamics with the widely known Price equation from evolutionary theory, named after George Price. We introduce the Price equation from its biological roots, review a mathematically abstract form of the equation, and discuss the potential for this equation to unify diverse mathematical theories from different disciplines. The new work in Nature Physics and many applications in biology show that this equation also provides the basis for deriving many novel theoretical results within each discipline.