基于贝叶斯参数优化的无模型自适应硅单晶直径控制

直拉硅单晶的生长过程涉及多场多相耦合与复杂的物理化学变化,其中工艺参数的波动是导致晶体直径不均匀的重要原因,如何实现工艺参数的控制以获得理想的、均匀的晶体直径具有重要的研究意义。本文分析现有控制方法存在不稳定以及控制效果不佳的问题后,提出基于贝叶斯参数优化的无模型自适应控制模型来控制硅单晶生长过程中的晶体直径。首先以坩埚上升速度与加热器的功率作为控制输入参数,晶体直径作为输出,搭建无模型自适应控制模型,并分析算法的稳定性。其次将控制模型进行仿真实验,发现硅单晶直径控制模型中不同的超参数设定会影响控制过程的迭代次数以及控制效果。最后,利用贝叶斯优化超参数的取值范围,并进行最终的仿真实验,结果表明,经贝叶斯参数优化后的控制模型计算快、迭代次数少,输出的晶体直径稳定,同时将生长工艺参数控制在实际生产要求范围内。因此,基于贝叶斯参数优化的无模型自适应控制实现了硅单晶直径均匀稳定的有效控制,具有结合工程背景的实际应用前景。     

基于贝叶斯网络的船舶港口国监督检查滞留风险研究

针对港口国监督(Port State Control, PSC)检查的复杂性和不确定性, 基于贝叶斯网络理论构建船舶PSC检查滞留风险分析模型. 以东京备忘录(Tokyo MOU)中2014~2017年船舶PSC检查样本数据为基础, 运用R语言bnlearn包进行贝叶斯网络的结构及参数学习. 同时分别执行贝叶斯网络的正向、逆向推理, 定量表示各风险因素与滞留结果之间的相互作用关系, 找出导致船舶滞留的高风险因素, 实现不确定环境下船舶PSC检查滞留风险的全面动态分析. 实证表明, 模型具有较高的精确度, 可为检查人员的滞留决策及航运公司的安全风险管理提供有效依据.     

贝叶斯优化卷积神经网络公共场所异常声识别*

针对公共场所异常声的感知和识别问题,提出一种基于贝叶斯优化卷积神经网络的识别方法。提取声信号的Gammatone倒谱系数、倍频程功率谱、短时能量和谱质心,组合成声信号的特征图。构建卷积神经网络作为分类器,利用递增的卷积核设置和池化操作处理不同尺度的特征。基于贝叶斯优化算法优化卷积神经网络的模型参数,对包括火苗噼啪声、婴儿啼哭声、烟花燃放声、玻璃破碎声和警报声的5种公共场所异常声进行识别。该方法的识别结果与基于不同的特征提取和分类器方案得到的识别结果进行比较,结果表明该方法的识别效果优于其他特征提取和分类器方案的识别效果。最后分析了该方法在不同信噪比噪声干扰下的识别结果,验证了该方法的有效性。     

Quantum theory as a description of robust experiments: Derivation of the Pauli equation

It is shown that the Pauli equation and the concept of spin naturally emerge from logical inference applied to experiments on a charged particle under the conditions that (i) space is homogeneous (ii) the observed events are logically independent, and (iii) the observed frequency distributions are robust with respect to small changes in the conditions under which the experiment is carried out. The derivation does not take recourse to concepts of quantum theory and is based on the same principles which have already been shown to lead to e.g. the Schrödinger equation and the probability distributions of pairs of particles in the singlet or triplet state. Application to Stern–Gerlach experiments with chargeless, magnetic particles, provides additional support for the thesis that quantum theory follows from logical inference applied to a well-defined class of experiments.     

Hellmann–Feynman connection for the relative Fisher information

The (i) reciprocity relations for the relative Fisher information (RFI, hereafter) and (ii) a generalized RFI–Euler theorem are self-consistently derived from the Hellmann–Feynman theorem. These new reciprocity relations generalize the RFI–Euler theorem and constitute the basis for building up a mathematical Legendre transform structure (LTS, hereafter), akin to that of thermodynamics, that underlies the RFI scenario. This demonstrates the possibility of translating the entire mathematical structure of thermodynamics into a RFI-based theoretical framework. Virial theorems play a prominent role in this endeavor, as a Schrödinger-like equation can be associated to the RFI. Lagrange multipliers are determined invoking the RFI–LTS link and the quantum mechanical virial theorem. An appropriate ansatz allows for the inference of probability density functions (pdf’s, hereafter) and energy-eigenvalues of the above mentioned Schrödinger-like equation. The energy-eigenvalues obtained here via inference are benchmarked against established theoretical and numerical results. A principled theoretical basis to reconstruct the RFI-framework from the FIM framework is established. Numerical examples for exemplary cases are provided.     

Bayesian Estimation and Statistical Analysis of Risk Measurements

The Bayesian model are established for the VaR and related risk measurements. The relationship between VaR and other risk measurements including expect shortfall, tail condition expectation and conditional value at risk are discussed. Furthermore, the Bayesian estimates and Bayesian predictors of these risk measurement are derived. Thirdly, the consistency and asymptotic normality in the exponential risk model are proved. Finally, the numerical simulation method is used to verify the convergence rate under different sample sizes.     

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.     

Separation between second price auctions with personalized reserves and the revenue optimal auction

When buyer valuations are drawn IID from a known regular distribution, a second price auction with a symmetric reserve price is the revenue-optimal single-item auction. When this distribution is irregular, we provide the first separation result showing that a second price auction with reserves earns at most 0.778 times the revenue of Myerson’s optimal auction, even when the reserves can be asymmetric. Since the lower bound is 0.745 for i.i.d. buyers, our result is nearly tight.     

Censored lifetime learning: Optimal Bayesian age-replacement policies

We consider a sequence of age-replacement problems with a general lifetime distribution parametrized by an a-priori unknown parameter. There is a trade-off: Preventive replacements are censored but cheap, whereas corrective replacements are uncensored but costly observations of the lifetime distribution. We first analyze the optimal policy for a finite sequence and establish some properties. We then propose a myopic Bayesian policy that almost surely learns the unknown parameter and converges to the optimal policy with full knowledge of the parameter.