基于泛岭估计对岭估计过度压缩的改进方法

岭估计是解决多元线性回归多重共线性问题的有效方法,是有偏的压缩估计。与普通最小二乘估计相比,岭估计可以降低参数估计的均方误差,但是却增大残差平方和,拟合效果变差。本文提出一种基于泛岭估计对岭估计过度压缩的改进方法,可以改进岭估计的拟合效果,减小岭估计残差平方和的增加幅度。     

定时截尾场合指数分布表决系统产品的统计分析

本文针对指数分布2/3(G)表决系统产品,在截尾样本场合下给出了参数的拟矩估计、极大似然估计和近似区间估计,并通过大量的Monte-Carlo模拟分别考察了点估计和区间估计的精度。     

指数分布2/3(G)表决系统产品的统计分析

针对指数分布2/3(G)表决系统产品,本文给出了系统的寿命分布及数字特征,并在全样本场合下给出了参数的矩估计、极大似然估计和逆矩估计,通过大量Monte-Carlo模拟比较了三种点估计的精度。此外,还给出了求参数区间估计的两种方法,并通过大量Monte-Carlo模拟考察了区间估计的精度,得到参数的精确区间估计优于近似区间估计。     

An Estimate of the Odds Ratio That Always Exists

This article proposes an estimate of the odds ratio in a (2 × 2) table obtained from studies in which the row totals are fixed by design, such as a phase II clinical trial. Our estimate, based on the median unbiased estimate of the probabilities of success in the (2× 2) table, will always be in the interval (0, ∞). Another estimate of the odds ratio which has such properties is obtained when adding .5 to each cell of the table. Using simulations, we compared our proposed estimate to that obtained by adding .5 to every cell, and found that our estimate had smaller finite sample bias, and larger mean square error. We also propose the use of the bootstrap to form a confidence interval for the odds ratio based on our proposed estimate. Instead of a Monte Carlo bootstrap, one can easily calculate the “exact” bootstrap distribution of our estimate of the odds ratio, and use this distribution to calculate confidence intervals.     

Approximate Bayesian shrinkage estimation

A Bayesian shrinkage estimate for the mean in the generalized linear empirical Bayes model is proposed. The posterior mean under the empirical Bayes model has a shrinkage pattern. The shrinkage factor is estimated by using a Bayesian method with the regression coefficients to be fixed at the maximum extended quasi-likelihood estimates. This approach develops a Bayesian shrinkage estimate of the mean which is numerically quite tractable. The method is illustrated with a data set, and the estimate is compared with an earlier one based on an empirical Bayes method. In a special case of the homogeneous model with exchangeable priors, the performance of the Bayesian estimate is illustrated by computer simulations. The simulation result shows as improvement of the Bayesian estimate over the empirical Bayes estimate in some situations.     

A Kalman filter as a minimax estimator

A minimax terminal state estimation problem is posed for a linear plant and a generalized quadratic loss function. Sufficient conditions are developed to insure that a Kalman filter will provide a minimax estimate for the terminal state of the plant. It is further shown that this Kalman filter will not generally be a minimax estimate for the terminal state if the observation interval is arbitrarily long. Consequently, a subminimax estimate is defined, subject to a particular existence condition. This subminimax estimate is related to the Kalman filter, and it may provide a useful estimate for the terminal state when the performance of the Kalman filter is no longer satisfactory.     

On the estimation of a monotone conditional variance in nonparametric regression

A monotone estimate of the conditional variance function in a heteroscedastic, nonparametric regression model is proposed. The method is based on the application of a kernel density estimate to an unconstrained estimate of the variance function and yields an estimate of the inverse variance function. The final monotone estimate of the variance function is obtained by an inversion of this function. The method is applicable to a broad class of nonparametric estimates of the conditional variance and particularly attractive to users of conventional kernel methods, because it does not require constrained optimization techniques. The approach is also illustrated by means of a simulation study.     

指数分布串—并联混合系统产品的统计分析

给出单元寿命服从同一指数分布的串-并联混合系统产品参数的矩估计和极大似然估计,并通过大量Monte-Carlo模拟比较了估计的精度,得到在样本容量小于35时矩估计优于极大似然估计,而样本容量不小于35时极大似然估计优于矩估计.另外,还给出了参数的精确区间估计与近似区间估计,并通过大量Monte-Carlo模拟考察了区间估计的精度.     

A gradient estimate for all positive solutions of the conjugate heat equation under Ricci flow

We establish a point-wise gradient estimate for all positive solutions of the conjugate heat equation. This contrasts to Perelman's point-wise gradient estimate which works mainly for the fundamental solution rather than all solutions. Like Perelman's estimate, the most general form of our gradient estimate does not require any curvature assumption. Moreover, assuming only lower bound on the Ricci curvature, we also prove a localized gradient estimate similar to the Li-Yau estimate for the linear Schrödinger heat equation. The main difference with the linear case is that no assumptions on the derivatives of the potential (scalar curvature) are needed. A classical Harnack inequality follows.     

A longitudinal variation diminishing estimate for linear advection on arbitrary grids

We prove a new longitudinal variation diminishing (LVD) estimate for linear advection on arbitrary grids. This estimate seems to be a multidimensional equivalent of the well known 1D TVD estimate.     

Approximation of the differentiation operator by linear bounded operators on the class of twice differentiable functions in the space <Emphasis Type="Italic">L</Emphasis><Subscript>2</Subscript>(0,∞)

We give an upper estimate for the value of the best approximation of the (firstorder) differentiation operator by linear bounded operators on the class of twice differentiable functions in the space L ₂(0,∞). This upper estimate is close to a known lower estimate and improves previously known upper estimates. To prove the upper estimate, we consider a specific family of operators; in this family, we choose an operator that provides the least estimate for the value of the best approximation.     

Pólya分布在气候统计中的应用

Pólya分布在气候统计中常用来拟合雾、雷暴等.本文给出了Pólya分布总体在全样本场合下参数的矩估计和极大似然估计,并研究了估计的存在性,并通过大量的Monte Carlo模拟说明了估计的精度,认为在样本较大的情形下极大似然估计优于矩估计.最后通过具体的雾与雷暴等气候统计数据说明本文方法的可行性.     

Small Eigenvalues of the Low Temperature Linear Relaxation Boltzmann Equation with a Confining Potential

We study the linear relaxation Boltzmann equation, a simple semiclassical kinetic model. We provide a resolvent estimate for an associated non-selfadjoint operator as well as an estimate on the return to equilibrium. This is done using a scaling argument and non-semiclassical hypocoercive estimate.     

On solving a primal geometric program by partial dual optimization

The several published methods for mapping a dual solution estimate to a primal solution estimate in posynomial geometric programming provide no criteria for deciding how much deviation from primal feasibility, or discrepancy between the primal and dual objective function values, should be permitted before the primal solution estimate is accepted by the designer. This paper presents a new and simple dual-to-primal conversion method that uses the cost coefficients to provide a sound economic criterion for determining when to accept a primal solution estimate. The primal solution estimate generated is the exact solution to a modified primal obtained from the given primal by modifying the cost coefficients, with the exponent matrix left unchanged. The method is shown to have desirable properties when coupled with a convergent dual algorithm.     

On a sharp volume estimate for gradient Ricci solitons with scalar curvature bounded below

In this note, we obtain a sharp volume estimate for complete gradient Ricci solitons with scalar curvature bounded below by a positive constant. Using Chen-Yokota’s argument we obtain a local lower bound estimate of the scalar curvature for the Ricci flow on complete manifolds. Consequently, one has a sharp estimate of the scalar curvature for expanding Ricci solitons; we also provide a direct (elliptic) proof of this sharp estimate. Moreover, if the scalar curvature attains its minimum value at some point, then the manifold is Einstein.     

半线性Schr(o)dinger方程的生存时间

Based on the methods introduced by Klainerman and Ponce, and Cohn, a lower bounded estimate of the existence time for a kind of semilinear Schrdinger equation is obtained in this paper. The implementation of this method depends on the Lp-Lq estimate and the energy estimate.     

多元线性混合模型方差分量矩阵的非负估计

本文研究了带有两个方差分量矩阵的多元线性混合模型方差分量矩阵的估计问题.对于平衡模型,给出了基于谱分解估计的一个方差分量矩阵的非负估计类.对于非平衡模型,给出了方差分量矩阵的广义谱分解估计类,讨论了与ANOVA估计等价的充要条件.同时,在广义谱分解估计的基础上给出了一种非负估计类,并讨论了其优良性.当具有较小二次风险的非负估计不存在时,从估计为非负的概率的角度考虑,将Kelly和Mathew(1993)提出的构造具有更小取负值概率的估计类的方法推广到本文的多元模型下,给出了较谱分解估计相比有更小取负值概率和更小风险的估计类.最后,模拟研究和实例分析表明文中理论结果有很好的表现.     

Explicit error estimate for the nonconforming wilson's element

In this article, we study the explicit expressions of the constants in the error estimate of the nonconforming finite element method. We explicitly obtain the approximation error estimate and the consistency error estimate for the Wilson's element without the regular assumption, respectively, which implies the final finite element error estimate. Such explicit a priori error estimates can be used as computable error bounds.     

Carleman estimates for second-order hyperbolic systems in anisotropic cases and applications. Part II: an inverse source problem

In this paper, we consider Carleman-type estimate and consider an inverse problem for second order hyperbolic systems in an anisotropic case. In the previous Part I paper, we established a Carleman-type estimate for hyperbolic systems in which the coefficient matrices satisfy suitable conditions. We apply a Carleman estimate in the previous Part I paper to an inverse source problem for second-order hyperbolic systems in an anisotropic case and prove an estimate of the Hölder type.     

拟线性拋物方程半离散变网格有限元方法的误差估计

§1.导言近年来,变网格方法正日益为人们所重视与应用,但理论性分析文献仍不多见。文献[1]讨论了某些发展型方程变网格方法的误差估计,但未给出收敛阶估计;文献[2,3]仅对全离散方法讨论了收敛阶问题。本文对一类拟线性抛物问题,于第二节中给出了半离散Galerkin变网格计算格式及其可解性定理;第三节中建立了对称误差估计;第四节给