Depth notions for orthogonal regression

Global depth, tangent depth and simplicial depths for classical and orthogonal regression are compared in examples, and properties that are useful for calculations are derived. The robustness of the maximum simplicial depth estimates is shown in examples. Algorithms for the calculation of depths for orthogonal regression are proposed, and tests for multiple regression are transferred to orthogonal regression. These tests are distribution free in the case of bivariate observations. For a particular test problem, the powers of tests that are based on simplicial depth and tangent depth are compared by simulations.     

Numerical methods for Hamilton Jacobi functional differential equations

Initial and initial boundary value problems for first order partial functional differential equations are considered. Explicit difference schemes of the Euler type and implicit difference methods are investigated. The following theoretical aspects of the methods are presented. Sufficient conditions for the convergence of approximate solutions are given and comparisons of the methods are presented. It is proved that assumptions on the regularity of given functions are the same for both the methods. It is shown that conditions on the mesh for explicit difference schemes are more restrictive than suitable assumptions for implicit methods. There are implicit difference schemes which are convergent and corresponding explicit difference methods are not convergent. Error estimates for both the methods are construted.     

Mixtures of Global and Local Edgeworth Expansions and Their Applications

Edgeworth expansions which are local in one coordinate and global in the rest of the coordinates are obtained for sums of independent but not identically distributed random vectors. Expansions for conditional probabilities are deduced from these. Both lattice and continuous conditioning variables are considered. The results are then applied to derive Edgeworth expansions for bootstrap distributions, for Bayesian bootstrap distribution, and for the distributions of statistics based on samples from finite populations. This results in a unified theory of Edgeworth expansions for resampling procedures. The Bayesian bootstrap is shown to be second order correct for smooth positive “priors,” whenever the third cumulant of the “prior” is equal to the third power of its standard deviation. Similar results are established for weighted bootstrap when the weights are constructed from random variables with a lattice distribution.     

Determinant formulas with applications to designing when the observations are correlated

In the general linear model consider the designing problem for the Gauß-Markov estimator or for the least squares estimator when the observations are correlated. Determinant formulas are proved being useful for theD-criterion. They allow, for example, a (nearly) elementary proof and a generalization of recent results for an important linear model with multiple response. In the second part of the paper the determinant formulas are used for deriving lower bounds for the efficiency of a design. These bounds are applied in examples for tridiagonal covariance matrices. For these examples maximin designs are determined.Parts of the paper are based on a part of the author's Habilitationsschrift Bischoff (1993a).     

On contraction of nonlinear difference equations with time‐varying delays

General nonlinear difference equations with time‐varying delays are considered. Explicit criteria for contraction of such equations are presented. Then some simple sufficient conditions for global exponential stability of equilibria and for stability of invariant sets are derived. Furthermore, explicit criteria for existence, uniqueness and global exponential stability of periodic solutions are derived. Finally, the obtained results are applied to time‐varying discrete‐time neural networks with delay.     

B-vex Fuzzy Mappings and Its Application to Fuzzy Optimization Problems

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Invertibility and Spectrum of Hille–Tamarkin Matrices

Hille–Tamarkin matrices are investigated.Invertibility conditions and estimates for the norm of the inverse matrices are established. In addition, bounds for the spectrum are suggested. In particular, new estimates for the spectral radius are derived.     

Manufacturing flow line systems: a review of models and analytical results

The most important models and results of the manufacturing flow line literature are described. These include the major classes of models (asynchronous, synchronous, and continuous); the major features (blocking, processing times, failures and repairs); the major properties (conservation of flow, flow rate-idle time, reversibility, and others); and the relationships among different models. Exact and approximate methods for obtaining quantitative measures of performance are also reviewed. The exact methods are appropriate for small systems. The approximate methods, which are the only means available for large systems, are generally based on decomposition, and make use of the exact methods for small systems. Extensions are briefly discussed. Directions for future research are suggested.     

On Efficiency Conditions for Nonsmooth Vector Equilibrium Problems with Equilibrium Constraints

In this article, necessary conditions of Fritz John type for weak efficient solutions of a nonsmooth vector equilibrium problem involving equilibrium constraints (VEPEC) in terms of the Clarke subdifferentials are established. Under constraint qualifications which are suitable for (VEPEC), necessary conditions of Kuhn-Tucker type for efficiency are derived. Under assumptions on generalized convexity of data, sufficient conditions for efficiency are developed. Some applications to vector variational inequalities and vector optimization problems with equilibrium constraints are also given.     

On the boundedness of outer polyhedral estimates for reachable sets of linear systems

New properties of outer polyhedral (parallelepipedal) estimates for reachable sets of linear differential systems are studied. For systems with a stable matrix, it is determined what the orientation matrices are for which the estimates possessing the generalized semigroup property are bounded/unbounded on an infinite time interval. In particular, criteria are found (formulated in terms of the eigenvalues of the system’s matrix and the properties of bounding sets) that guarantee for previously mentioned tangent estimates and estimates with a constant orientation matrix that either there are initial orientation matrices for which the corresponding estimate tubes are bounded or all these tubes are unbounded. For linear stationary systems, a system of ordinary differential equations and algebraic relations is derived that determines estimates with constant orientation matrices for reachable sets that have no generalized semigroup property but are tangent and also bounded if the matrix of the system is stable.     

Logical regularities in pattern recognition (Parametric Approach)

The search for logical regularities of classes in the recognition by precedents problems and the use of logical regularities for solving recognition and prediction problems are considered. Logical regularities of classes are defined as conjunctions of one-place predicates that determine the membership of a value of a feature in a certain interval of the real axis. The conjunctions are true on the subsets of reference objects of a certain class and are optimal. Various optimality criteria are considered and the problem of finding logical regularities is formulated as an integer programming problem. A qualitative analysis of these problems is performed. Models for evaluating estimates on the basis of systems of logical regularities are considered. Modifications of linear decision rules for finding estimates of how close the reference objects are to classes are proposed that are based on the search for the maximum gap. Approximations of logical regularities of classes by smooth functions is proposed. The concept of the dynamic logical regularity of classes is introduced, an algorithm for finding dynamic logical regularities is proposed, and a prediction method is developed.     

SOR-like Methods for Augmented Systems

Several SOR-like methods are proposed for solving augmented systems. These have many different applications in scientific computing, for example, constrained optimization and the finite element method for solving the Stokes equation. The convergence and the choice of optimal parameter for these algorithms are studied. The convergence and divergence regions for some algorithms are given, and the new algorithms are applied to solve the Stokes equations as well.     

Constitutive Modelling of Resins in the Stiffness Domain

An analytic method for inverting the constitutive compliance equations of viscoelasticity for resins is developed. These equations describe the HWKK/H rheological model, which makes it possible to simulate, with a good accuracy, short-, medium- and long-term viscoelastic processes in epoxy and polyester resins. These processes are of first-rank reversible isothermal type. The time histories of deviatoric stresses are simulated with three independent strain history functions of fractional and normal exponential types. The stiffness equations are described by two elastic and six viscoelastic constants having a clear physic meaning (three long-term relaxation coefficients and three relaxation times). The time histories of axiatoric stresses are simulated as perfectly elastic.The inversion method utilizes approximate constitutive stiffness equations of viscoelasticity for the HWKK/H model. The constitutive compliance equations for the model are a basis for determining the exact complex shear stiffness, whereas the approximate constitutive stiffness equations are used for determining the approximate complex shear stiffness. The viscoelastic constants in the stiffness domain are derived by equating the exact and approximate complex shear stiffnesses. The viscoelastic constants are obtained for Epidian 53 epoxy and Polimal 109 polyester resins. The accuracy of the approximate constitutive stiffness equations are assessed by comparing the approximate and exact complex shear stiffnesses. The constitutive stiffness equations for the HWKK/H model are presented in uncoupled (shear/bulk) and coupled forms. Formulae for converting the constants of shear viscoelasticity into the constants of coupled viscoelasticity are given as well.     

Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics

New goodness-of-fit tests, based on bootstrap estimated expectations of probability integral transformed order statistics, are derived for the location-scale model. The resulting test statistics are location and scale invariant, and are sensitive to discrepancies at the tails of the hypothesized distribution. The limiting null distributions of the test statistics are derived in terms of functionals of a certain Gaussian process, and the tests are shown to be consistent against a broad family of alternatives. Critical points for all sample sizes are provided for tests of normality. A simulation study shows that the proposed tests are more powerful than established tests such as Shapiro-Wilk, Cramér-von Mises and Anderson-Darling, for a wide range of alternative distributions.     

Convergence of classes of subpramarts and games which become better with time

In this paper local convergence theorems for subpramarts and GBTs (games which become better with time) are presented. These results are also new for Martingales. Global convergence theorems for subpramarts and GBTs are also proved. These theorems are related to the theory of optimal stopping.     

Modeling mixed push and pull promotion flows in Manpower Planning

Manpower Planning is a useful tool for human resource management in large organizations. Classical Manpower Planning models are analytical time-discrete push and pull models. Push models are characterized by the same promotion and wastage probabilities for people within the same group. This assumption is suitable in organizations where for instance promotions are used for reasons of personnel motivation or employees are promoted after succeeding in an exam. In many organizations, people are only promoted when there are vacancies at other levels. In those cases, pull models can be used. Pull models only assume known wastage probabilities. In practice, both assumptions may occur simultaneously. In this paper, a mixed push-pull model is developed for organizations in which both types of flows are considered.     

双无限随机环境中的常返马氏链

对双无限随机环境中的马氏链,给出了常返的两种可能的定义,讨论了它们间的联系和基本性质,给出了状态或链为常返的判断准则.讨论了双无限随机环境中马氏链的不变测度的存在性,首次给出了双无限随机环境中马氏链的正常返及零常返的概念,并讨论了其相关性质.特别地,应用不变函数的性质,给出了状态具有正常返性或零常返性的判断准则.     

Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes

Summary In this note some asymptotically optimum tests for testing hypotheses concerning parameters when the observations are dependent are obtained. Test statistics based on the score functions, similar to the one proposed by Rao in the case when the observations are i.i.d. are proposed. Asymptotically UMP tests for one sided hypotheses against one sided alternatives and asymptotically UMP unbiased test for a simple hypothesis against two sided alternatives are derived. In the multiparameter case tests for simple hypotheses that have asymptotically best constant power on some family of surfaces in the parameter space are derived.     

The dual bases for the Bézier-Said-Wang type generalized Ball polynomial bases and their applications

A unifying representation for the existing generalized Ball bases and the Bernstein bases are given. Then the dual bases for the Bézier-Said-Wang type generalized bases (BSWGB for short) are presented. The Marsden identity and the mutual transformation formulas between Bézier curve and Bézier-Said-Wang type generalized curve (BSWGB curve) are also given. These results are very useful for the applications of BSWGB curves and their popularization in CAGD. Numerical examples are also given to show the effectiveness of our methods.     

Towards global bilevel dynamic optimization

The global solution of bilevel dynamic optimization problems is discussed. An overview of a deterministic algorithm for bilevel programs with nonconvex functions participating is given, followed by a summary of deterministic algorithms for the global solution of optimization problems with nonlinear ordinary differential equations embedded. Improved formulations for scenario-integrated optimization are proposed as bilevel dynamic optimization problems. Solution procedures for some of the problems are given, while for others open challenges are discussed. Illustrative examples are given.