Subset selection for the least probable multinomial cell

Summary An inverse sampling procedureR is proposed for selecting a randomsize subset which contains the least probable cell (i.e., the cell with the smallest cell probabilities) from a multinomial distribution withk cells. Type 2-Dirichlet integrals are used (i) to express the probability of a correct selection in terms of integrals with parameters only in the limits of integration, (ii) to prove that the least favorable configuration underR is the so-called slippage configuration withk equal cell probabilities, and (iii) to express exactly the expectation of the total number of observations required and the expectation of the subset size under the procedureR.     

An integrated formulation for selecting the most probable multinomial cell

We refer to the two classical approaches to multinomial selection as the indifference zone approach and the subset selection approach. This paper integrates these two approaches by separating the parameter space into two disjoint subspaces: the preference zone (PZ) and the indifference zone (IZ). In the PZ we insist on selecting the best (most probable) cell for a correct selection (CS ₁) but in the IZ we define any selected subset to be correct (CS ₂) if it contains the best cell. We then propose a single stage procedure R to achieve the selection goals CS ₁ and CS ₂ simultaneously with certain probability requirements. It is shown that both the probability of a correct selection under IZ, P(CS ₂ |PZ), and the probability of a correct selection under IZ, P(CS ₂ |IZ), satisfy some monotonicity properties and the least favorable configuration in PZ and the worst configuration in IZ can be found by these properties.     

k-Best constrained bases of a matroid

We propose a method for finding a set ofk-best bases of an arbitrary matroid where the bases are required to satisfy additional partitionlike constraints. An application of this problem is discussed.Research partly supported by Sonderforschungsbereich 303 der Deutschen Forschungsgemeinschaft and by the Austrian Science Foundation, Project P6004.     

Estimation of parameters in the discrete distributions of order k

This paper considers estimating parameters in the discrete distributions of order k such as the binomial, the geometric, the Poisson and the logarithmic series distributions of order k. It is discussed how to calculate maximum likelihood estimates of parameters of the distributions based on independent observations. Further, asymptotic properties of estimators by the method of moments are investigated. In some cases, it is found that the values of asymptotic efficiency of the moment estimators are surprisingly close to one.     

Sample selection procedure in daily trading volume processes

In this paper, we propose a procedure of selecting samples from a set of samples coming from Markovian processes of finite order and finite alphabet. Under the assumption of the existence of a law that prevails in at least q% of the samples of the collection, we show that the procedure allows to identify samples governed by the predominant law. The approach is based on a local metric between samples, which tends to zero when we compare samples of identical law and tends to infinity when comparing samples with different laws. The local metric allows to define a criterion which takes arbitrarily large values when the previous assumption about the existence of a predominant law does not hold. By means of this procedure, we map similarities and dissimilarities of some Brazilian stocks' daily trading volume dynamic.     

Fisher information in<Emphasis Type="Italic">k</Emphasis>-records

We derive some general results on the Fisher information (FI) contained in the upper (or lower)k-record values and associatedk-record times generated from an i.i.d. sample of fixed size from a continuous distribution. We apply the results to obtain the FI in both upper and lowerk-record data from an exponential distribution. We propose two estimators of the exponential mean, based on the upper and lowerk-record data, and discuss their small sample properties. We also considerk-record data from an inverse sampling plan, and present general formulas for the FI contained in it. Supported in part by Fonde Nacional de Desarrollo Cientifico y Tecnologico (FONDECYT) grant # 1020479 of Chile.     

Distributions of numbers of failures and successes until the first consecutivek successes

Exact distributions of the numbers of failures, successes and successes with indices no less thanl (1lk–1) until the first consecutivek successes are obtained for some {0, 1}-valued random sequences such as a sequence of independent and identically distributed (iid) trials, a homogeneous Markov chain and a binary sequence of orderk. The number of failures until the first consecutivek successes follows the geometric distribution with an appropriate parameter for each of the above three cases. When the {0, 1}-sequence is an iid sequence or a Markov chain, the distribution of the number of successes with indices no less thanl is shown to be a shifted geometric distribution of orderk - l. When the {0, 1}-sequence is a binary sequence of orderk, the corresponding number follows a shifted version of an extended geometric distribution of orderk - l.This research was partially supported by the ISM Cooperative Research Program (92-ISM-CRP-16) of the Institute of Statistical Mathematics.     

Approximations of pseudo-Boolean functions; applications to game theory

This paper studies the approximation of pseudo-Boolean functions by linear functions and more generally by functions of (at most) a specified degree. Here a pseudo-Boolean function means a real valued function defined on {0,1} ⁿ , and its degree is that of the unique multilinear polynomial that expresses it; linear functions are those of degree at most one. The approximation consists in choosing among all linear functions the one which is closest to a given function, where distance is measured by the Euclidean metric onR ²ⁿ . A characterization of the best linear approximation is obtained in terms of the average value of the function and its first derivatives. This leads to an explicit formula for computing the approximation from the polynomial expression of the given function. These results are later generalized to handle approximations of higher degrees, and further results are obtained regarding the interaction of approximations of different degrees. For the linear case, a certain constrained version of the approximation problem is also studied. Special attention is given to some important properties of pseudo-Boolean functions and the extent to which they are preserved in the approximation. A separate section points out the relevance of linear approximations to game theory and shows that the well known Banzhaf power index and Shapley value are obtained as best linear approximations of the game (each in a suitably defined sense).Supported by the Air Force Office of Scientific Research (under grant number AFOSR 89-0512 and AFOSR 90-0008 to Rutgers University), as well as the National Science Foundation (under grant number DMS 89-06870).     

The generalized de Rham-Hodge theory aspects of Delsarte-Darboux type transformations in multidimension

The differential-geometric and topological structure of Delsarte transmutation operators and their associated Gelfand-Levitan-Marchenko type eqautions are studied along with classical Dirac type operator and its multidimensional affine extension, related with selfdual Yang-Mills eqautions. The construction of soliton-like solutions to the related set of nonlinear dynamical system is discussed.     

On multiparameter distributions of order k

A multiparameter negative binomial distribution of order k is obtained by compounding the extended (or multiparameter) Poisson distribution of order k by the gamma distribution. A multiparameter logarithmic series distribution of order k is derived next, as the zero truncated limit of the first distribution. Finally a few genesis schemes and interrelationships are established for these three multiparameter distributions of order k. The present work extends several properties of distributions of order k.     

Feature selection for high-dimensional data

This paper focuses on feature selection for problems dealing with high-dimensional data. We discuss the benefits of adopting a regularized approach with L ₁ or L ₁–L ₂ penalties in two different applications—microarray data analysis in computational biology and object detection in computer vision. We describe general algorithmic aspects as well as architecture issues specific to the two domains. The very promising results obtained show how the proposed approach can be useful in quite different fields of application.     

Estimation in the Markov-Pólya scheme

The Markov-Pólya urn scheme is considered, in which the balls are sequentially and equiprobably drawn from an urn initially containing a given numberaj of balls of thejth color,j = 1,…,N, and after each draw the ball is returned into the urn together withs new balls of the same color. It is assumed that at the beginning only the total number of balls in the urn is known and one must estimate its structure ā = (a1, …,aN) by observing the frequencies inn trials of the balls of corresponding colors. Various approaches including the Bayes and minimax ones for estimatingā under a quadratic loss function are discussed. The connection of the obtained results with known ones for multinomial and multivariate hypergeometric distributions is also discussed. Translated fromMatematicheskie Zametki, Vol. 64, No. 3, pp. 373–382, September, 1998. This research was supported by the Russian Foundation for Basic Research under grant No. 97-01-00387.     

J. Simons' type integral formula for hypersurfaces in a unit sphere

In this paper, by investigating compact rotational hypersurfaces Mⁿ in a unit sphere Sⁿ⁺¹(1), we get some integral formulas and then apply the integral formulas to characterize torus .     

<Emphasis Type="Italic">k</Emphasis>-factors in regular graphs

Plesnik in 1972 proved that an （m - 1）-edge connected m-regular graph of even order has a 1-factor containing any given edge and has another 1-factor excluding any given m - 1 edges. Alder et al. in 1999 showed that if G is a regular （2n ＋ 1）-edge-connected bipartite graph, then G has a 1-factor containing any given edge and excluding any given matching of size n. In this paper we obtain some sufficient conditions related to the edge-connectivity for an n-regular graph to have a k-factor containing a set of edges and （or） excluding a set of edges, where 1 ≤ k ≤n/2. In particular, we generalize Plesnik＇s result and the results obtained by Liu et al. in 1998, and improve Katerinis＇ result obtained 1993. Furthermore, we show that the results in this paper are the best possible.     

Lifetime distribution and estimation problems of consecutive-k-out-of-n:F systems

Explicit formula is given for the lifetime distribution of a consecutive-k-out-of-n:F system. It is given as a linear combination of distributions of order statistics of the lifetimes of n components. We assume that the lifetimes are independent and identically distributed. The results should make it possible to treat the parametric estimation problems based on the observations of the lifetimes of the system. In fact, we take up, as some examples, the cases where the lifetimes of the components follow the exponential, the Weibull, and the Pareto distributions, and obtain feasible estimators by moment method. In particular, it is shown that the moment estimator is quite good for the exponential case in the sense that the asymptotic efficiency is close to one.This research was partially supported by the ISM Cooperative Research Program (94-ISM-CRP-5).     

Sooner and Later Waiting Time Problems Based on a Dependent Sequence

This paper introduces a new concept: a binary sequence of order (k,r), which is an extension of a binary sequence of order k and a Markov dependent sequence. The probability functions of the sooner and later waiting time random variables are derived in the binary sequence of order (k,r). The probability generating functions of the sooner and later waiting time distributions are also obtained. Extensions of these results to binary sequence of order (g,h) are also presented.     

On the complete monotonicity of the waiting time density in some GI/G/k systems

In this note the complete monotonicity of the waiting time density in GI/G/k queues is proved under the assumption that the service time density is completely monotone. This is an extension of Keilson's [3] result for M/G/1 queues. We also provide another proof of the result that complete monotonicity is preserved by geometric compounding.     

On convergence theory in fuzzy topological spaces and its applications

In this paper we introduce and study new concepts of convergence and adherent points for fuzzy filters and fuzzy nets in the light of the Q-relation and the Q-neighborhood of fuzzy points due to Pu and Liu [28]. As applications of these concepts we give several new characterizations of the closure of fuzzy sets, fuzzy Hausdorff spaces, fuzzy continuous mappings and strong Q-compactness. We show that there is a relation between the convergence of fuzzy filters and the convergence of fuzzy nets similar to the one which exists between the convergence of filters and the convergence of nets in topological spaces.     

Applications of k-covers

We investigate a role of k-covers in selection principles theory. Some results about relationships between Ramsey theory and game theory and selection principles that involve k-covers are also given.     

Two Paths Joining Given Vertices in 2k-Edge-Connected Graphs

Let k≥2 be an integer and G = (V(G), E(G)) be a k-edge-connected graph. For X⊆V(G), e(X) denotes the number of edges between X and V(G) − X. Let {s_i, t_i}⊆X_i⊆V(G) (i=1,2) and X₁∩X₂=∅. We here prove that if k is even and e(X_i)≤2k−1 (i=1,2), then there exist paths P₁ and P₂ such that P_i joins s_i and t_i, V(P_i)⊆X_i (i=1,2) and G − E(P₁∪P₂) is (k−2)-edge-connected (for odd k, if e(X₁)≤2k−2 and e(X₂)≤2k−1, then the same result holds [10]), and we give a generalization of this result and some other results about paths not containing given edges.