On collapsibilities of Yule’s measure

Simpson’s paradox reminds people that the statistical inference in a low-dimensional space probably distorts the reality in a high one seriously.To study the paradox with respect to Yule’s measure, this paper discusses simple collapsibility, strong collapsibility and consecutive collapsibility, and presents necessary and sufficient conditions of them.In fact, these conditions are of great importance for observational and experimental designs, eliminating confounding bias, categorizing discrete variables and so on.     

Benders decomposition, Lagrangean relaxation and metaheuristic design

Large part of combinatorial optimization research has been devoted to the study of exact methods leading to a number of very diversified solution approaches. Some of those older frameworks can now be revisited in a metaheuristic perspective, as they are quite general frameworks for dealing with optimization problems. In this work, we propose to investigate the possibility of reinterpreting decompositions, with special emphasis on the related Benders and Lagrangean relaxation techniques. We show how these techniques, whose heuristic effectiveness is already testified by a wide literature, can be framed as a “master process that guides and modifies the operations of subordinate heuristics”, i.e., as metaheuristics. Obvious advantages arise from these approaches, first of all the runtime evolution of both upper and lower bounds to the optimal solution cost, thus yielding both a high-quality heuristic solution and a runtime quality certificate of that same solution.     

Stochastic programming for nurse assignment

We present a brief overview of four phases of nurse planning. For the last phase, which assigns nurses to patients, a stochastic integer programming model is developed. A Benders’ decomposition approach is proposed to solve this problem, and a greedy algorithm is employed to solve the recourse subproblem. To improve the efficiency of the algorithm, we introduce sets of valid inequalities to strengthen a relaxed master problem. Computational results are provided based upon data from Baylor Regional Medical Center in Grapevine, Texas. Finally, areas of future research are discussed.     

Time Change Approach to Generalized Excursion Measures, and Its Application to Limit Theorems

It is proved that generalized excursion measures can be constructed via time change of Itô’s Brownian excursion measure. A tightness-like condition on strings is introduced to prove a convergence theorem of generalized excursion measures. The convergence theorem is applied to obtain a conditional limit theorem, a kind of invariance principle where the limit is the Bessel meander.     

Kantorovich’s majorants principle for Newton’s method

We prove Kantorovich’s theorem on Newton’s method using a convergence analysis which makes clear, with respect to Newton’s method, the relationship of the majorant function and the non-linear operator under consideration. This approach enables us to drop out the assumption of existence of a second root for the majorant function, still guaranteeing Q-quadratic convergence rate and to obtain a new estimate of this rate based on a directional derivative of the derivative of the majorant function. Moreover, the majorant function does not have to be defined beyond its first root for obtaining convergence rate results. The research of O.P. Ferreira was supported in part by FUNAPE/UFG, CNPq Grant 475647/2006-8, CNPq Grant 302618/2005-8, PRONEX–Optimization(FAPERJ/CNPq) and IMPA. The research of B.F. Svaiter was supported in part by CNPq Grant 301200/93-9(RN) and by PRONEX–Optimization(FAPERJ/CNPq).     

On the Number of Birch Partitions

Birch and Tverberg partitions are closely related concepts from discrete geometry. We show two properties for the number of Birch partitions: Evenness and a lower bound. This implies the first nontrivial lower bound for the number of Tverberg partitions that holds for arbitrary q, where q is the number of partition blocks. The proofs are based on direct arguments and do not use the equivariant method from topological combinatorics.     

On alternating analogues of Tornheim’s double series II

In this paper, we evaluate the alternating analogues of Tornheim’s double series. This is an answer to the problem posed by Subbarao-Sitaramachandrarao, and can be regarded as an alternating analogue of the evaluation formula for Tornheim’s double series, given by Huard, Williams and Z. Nan-Yue. We also evaluate partial Tornheim’s double series.      

A Note on the Browder＇s and Weyl＇s Theorem

Let T be a Banach space operator, E（T） be the set of all isolated eigenvalues of T and π（T） be the set of all poles of T. In this work, we show that Browder＇s theorem for T is equivalent to the localized single-valued extension property at all complex numbers λ in the complement of the Weyl spectrum of T, and we give some characterization of Weyl＇s theorem for operator satisfying E（T） = π（T）. An application is also given.     

Ordering in mechanical geometry theorem proving

Ordering in mechanical geometry theorem proving is studied from geometric viewpoint and some new ideas are proposed. For Thebault’s theorem which is the most difficult theorem that has ever been proved by Wu’s method, a very simple proof using Wu’s method under a linear order is discovered. Project supported by the National Natural Science Foundation of China.     

Modified families of multi-point iterative methods for solving nonlinear equations

We further present some semi-discrete modifications to the cubically convergent iterative methods derived by Kanwar and Tomar (Modified families of Newton, Halley and Chebyshev methods, Appl. Math. Comput. http://dx.doi.org/10.1016/j.amc.2007.02.119) and derived a number of interesting new classes of third-order multi-point iterative methods free from second derivatives. Furthermore, several functions have been tested and all the methods considered are found to be effective and compared to the well-known existing third and fourth-order multi-point iterative methods.      

对应聚类分析在教学研究中的应用

本文简要介绍对应聚类分析的计算方法和主要特点；通过长春地质学院２９名学生及其２１门课程成绩的对应聚类分析，在对应聚类谱系图中清楚显示了不同的学生类型、课程类型及其对应关系；结果表明，数理化等基础课程在优秀学生的教育中起重要作用。     

A-Browder＇s Theorem and Generalized a-Weyl＇s Theorem

Two variants of the essential approximate point spectrum are discussed. We find for example that if one of them coincides with the left Drazin spectrum then the generalized a-Weyl＇s theorem holds, and conversely for a-isoloid operators. We also study the generalized a-Weyl＇s theorem for Class A operators.     

Mechanical theorem proving in differential geometry

An automated reasoning method, based on Wu’s method and calculus of differential forms, is proposed for mechanical theorem proving in local theory of space surfaces in differential geometry. The method has been used to simplify one of Chem’s theorems: “The non-trivial families of isometric surfaces having the same principal curvatures are W-surfaces.” Some other theorems are also tested by this method. The proofs are generally simpler than those in differential geometry textbooks. Project supported partially by the National Natural Science Foundation of China.     

Finitely Additive Supermartingales

The concept of finitely additive supermartingales, originally due to Bochner, is revived and developed. We exploit it to study measure decompositions over filtered probability spaces and the properties of the associated Doléans-Dade measure. We obtain versions of the Doob–Meyer decomposition and, as an application, we establish a version of the Bichteler and Dellacherie theorem with no exogenous probability measure. I am indebted to an anonymous referee for several helping suggestions.     

Approximating conditional density functions using dimension reduction

We propose to approximate the conditional density function of a random variable Y given a dependent random d-vector X by that of Y given θ^τX, where the unit vector θ is selected such that the average Kullback-Leibler discrepancy distance between the two conditional density functions obtains the minimum. Our approach is nonparametric as far as the estimation of the conditional density functions is concerned. We have shown that this nonparametric estimator is asymptotically adaptive to the unknown index θ in the sense that the first order asymptotic mean squared error of the estimator is the same as that when θ was known. The proposed method is illustrated using both simulated and real-data examples.     

Minimal length elements of Thompson’s groups <Emphasis Type="Italic">F</Emphasis>(<Emphasis Type="Italic">p</Emphasis>)

We describe a method for determining the minimal length of elements in the generalized Thompson’s groups F(p). We compute the length of an element by constructing a tree pair diagram for the element, classifying the nodes of the tree and summing associated weights from the pairs of node classifications. We use this method to effectively find minimal length representatives of an element.      

Polynomial Birth–Death Distribution Approximation in the Wasserstein Distance

The polynomial birth–death distribution (abbreviated, PBD) on ℐ={0,1,2,…} or ℐ={0,1,2,…,m} for some finite m introduced in Brown and Xia (Ann. Probab. 29:1373–1403, 2001) is the equilibrium distribution of the birth–death process with birth rates {α _i } and death rates {β _i }, where α _i ≥0 and β _i ≥0 are polynomial functions of i∈ℐ. The family includes Poisson, negative binomial, binomial, and hypergeometric distributions. In this paper, we give probabilistic proofs of various Stein’s factors for the PBD approximation with α _i =a and β _i =i+bi(i−1) in terms of the Wasserstein distance. The paper complements the work of Brown and Xia (Ann. Probab. 29:1373–1403, 2001) and generalizes the work of Barbour and Xia (Bernoulli 12:943–954, 2006) where Poisson approximation (b=0) in the Wasserstein distance is investigated. As an application, we establish an upper bound for the Wasserstein distance between the PBD and Poisson binomial distribution and show that the PBD approximation to the Poisson binomial distribution is much more precise than the approximation by the Poisson or shifted Poisson distributions.      

Conditional value at risk and related linear programming models for portfolio optimization

Many risk measures have been recently introduced which (for discrete random variables) result in Linear Programs (LP). While some LP computable risk measures may be viewed as approximations to the variance (e.g., the mean absolute deviation or the Gini’s mean absolute difference), shortfall or quantile risk measures are recently gaining more popularity in various financial applications. In this paper we study LP solvable portfolio optimization models based on extensions of the Conditional Value at Risk (CVaR) measure. The models use multiple CVaR measures thus allowing for more detailed risk aversion modeling. We study both the theoretical properties of the models and their performance on real-life data.     

On extensions of Nelson’s logic satisfying Dummett’s axiom

The class of extensions is completely described of the logic obtained by adding Dummett’s axiom to the paraconsistent Nelson logic. Moreover, we prove that every extension of this logic is finitely axiomatizable and decidable and, given a formula, it is possible to determine which extension is axiomatized by this formula.