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61.
Dominique Fourdrinier William E. Strawderman 《Annals of the Institute of Statistical Mathematics》2003,55(4):803-816
We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In
3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988,
On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual
estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized
Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly,
that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax
estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes
estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator
of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss.
Research supported by NSF Grant DMS-97-04524. 相似文献
62.
On effectiveness of wiretap programs in mapping social networks 总被引:1,自引:0,他引:1
Maksim Tsvetovat Kathleen M. Carley 《Computational & Mathematical Organization Theory》2007,13(1):63-87
Snowball sampling methods are known to be a biased toward highly connected actors and consequently produce core-periphery networks when these may not necessarily be present. This leads to a biased perception of the underlying network which can have negative policy consequences, as in the identification of terrorist networks. When snowball sampling is used, the potential overload of the information collection system is a distinct problem due to the exponential growth of the number of suspects to be monitored. In this paper, we focus on evaluating the effectiveness of a wiretapping program in terms of its ability to map the rapidly evolving networks within a covert organization. By running a series of simulation-based experiments, we are able to evaluate a broad spectrum of information gathering regimes based on a consistent set of criteria. We conclude by proposing a set of information gathering programs that achieve higher effectiveness then snowball sampling, and at a lower cost.
Maksim Tsvetovat is an Assistant Professor at the Center for Social Complexity and department of Public and International Affairs at George Mason University, Fairfax, VA. He received his Ph.D. from the Computation, Organizations and Society program in the School of Computer Science, Carnegie Mellon University. His dissertation was centered on use of artificial intelligence techniques such as planning and semantic reasoning as a means of studying behavior and evolution of complex social networks, such as these of terrorist organizations. He received a Master of Science degree from University of Minnesota with a specialization in Artificial Intelligence and design of Multi-Agent Systems, and has also extensively studied organization theory and social science research methods. His research is centered on building high-fidelity simulations of social and organizational systems using concepts from distributed artificial intelligence and multi-agent systems. Other projects focus on social network analysis for mapping of internal corporate networks or study of covert and terrorist orgnaizations. Maksim’s vita and publications can be found on
Kathleen M. Carley is a professor in the School of Computer Science at Carnegie Mellon University and the director of the center for Compuational Analysis of Social and Organizational Systems (CASOS) which has over 25 members, both students and research staff. Her research combines cognitive science, social networks and computer science to address complex social and organizational problems. Her specific research areas are dynamic network analysis, computational social and organization theory, adaptation and evolution, text mining, and the impact of telecommunication technologies and policy on communication, information diffusion, disease contagion and response within and among groups particularly in disaster or crisis situations. She and her lab have developed infrastructure tools for analyzing large scale dynamic networks and various multi-agent simulation systems. The infrastructure tools include ORA, a statistical toolkit for analyzing and visualizing multi-dimensional networks. ORA results are organized into reports that meet various needs such as the management report, the mental model report, and the intelligence report. Another tool is AutoMap, a text-mining systems for extracting semantic networks from texts and then cross-classifying them using an organizational ontology into the underlying social, knowledge, resource and task networks. Her simulation models meld multi-agent technology with network dynamics and empirical data. Three of the large-scale multi-agent network models she and the CASOS group have developed in the counter-terrorism area are: BioWar a city-scale dynamic-network agent-based model for understanding the spread of disease and illness due to natural epidemics, chemical spills, and weaponized biological attacks; DyNet a model of the change in covert networks, naturally and in response to attacks, under varying levels of information uncertainty; and RTE a model for examining state failure and the escalation of conflict at the city, state, nation, and international as changes occur within and among red, blue, and green forces. She is the founding co-editor with Al. Wallace of the journal Computational Organization Theory and has co-edited several books and written over 100 articles in the computational organizations and dynamic network area. Her publications can be found at: http://www.casos.cs.cmu.edu/bios/carley/publications.php 相似文献
63.
A new stochastic method of reconstructing porous media 总被引:1,自引:0,他引:1
We present a new stochastic method of reconstructing porous medium from limited morphological information obtained from two-dimensional
micro- images of real porous medium. The method is similar to simulated annealing method in the capability of reconstructing
both isotropic and anisotropic structures of multi-phase but differs from the latter in that voxels for exchange are not selected
completely randomly as their neighborhood will also be checked and this new method is much simpler to implement and program.
We applied it to reconstruct real sandstone utilizing morphological information contained in porosity, two-point probability
function and linear-path function. Good agreement of those references verifies our developed method’s powerful capability.
The existing isolated regions of both pore phase and matrix phase do quite minor harm to their good connectivity. The lattice
Boltzmann method (LBM) is used to compute the permeability of the reconstructed system and the results show its good isotropy
and conductivity. However, due to the disadvantage of this method that the connectivity of the reconstructed system’s pore
space will decrease when porosity becomes small, we suggest the porosity of the system to be reconstructed be no less than
0.2 to ensure its connectivity and conductivity. 相似文献
64.
Pascal Noble 《Archive for Rational Mechanics and Analysis》2007,186(1):53-76
The phenomenon of roll-waves occurs when shallow water flows down open inclined channels. This flow is described by the Saint
Venant’s equations with a friction term due to Chezy. In the case of a flat bottom, their existence (as entropic and periodic
travelling waves) follows from a classical work due to DRESSLER [6].
The aim of this paper is to prove the existence of roll-waves when the bottom is modulated by a small periodic perturbation.
Following JIN and KATSOULAKIS [15], we first compute a Burgers-type equation which possesses “pulsating” roll-waves (the wave
speed oscillates around an average velocity). We prove, in a mathematically rigorous fashion, the existence of these solutions. 相似文献
65.
Michael Struwe 《Calculus of Variations and Partial Differential Equations》2003,16(4):431-437
Extending our previous work [5] on this subject we show global existence of smooth solutions to the Cauchy problem for wave
maps from the (1 + 2)-dimensional Minkowski space to an arbitrary smooth, compact Riemannian manifold without boundary, for
arbitrary smooth, radially symmetric data.
Received: 14 December 2001 / Accepted: 1 March 2002 / Published online: 6 August 2002 相似文献
66.
We consider the differential operators Ψ
k
, defined by Ψ1(y) =y and Ψ
k+1(y)=yΨ
k
y+d/dz(Ψ
k
(y)) fork ∈ ℕ fork∈ ℕ. We show that ifF is meromorphic in ℂ and Ψ
k
F has no zeros for somek≥3, and if the residues at the simple poles ofF are not positive integers, thenF has the formF(z)=((k-1)z+a)/(z
2+β
z+γ) orF(z)=1/(az+β) where α, β, γ ∈ ℂ. If the residues at the simple poles ofF are bounded away from zero, then this also holds fork=2. We further show that, under suitable additional conditions, a family of meromorphic functionsF is normal if each Ψ
k
(F) has no zeros. These conditions are satisfied, in particular, if there exists δ>0 such that Re (Res(F, a)) <−δ for all polea of eachF in the family. Using the fact that Ψ
k
(f
′/f) =f
(k)/f, we deduce in particular that iff andf
(k) have no zeros for allf in some familyF of meromorphic functions, wherek≥2, then {f
′/f :f ∈F} is normal.
The first author is supported by the German-Israeli Foundation for Scientific Research and Development G.I.F., G-643-117.6/1999,
and INTAS-99-00089. The second author thanks the DAAD for supporting a visit to Kiel in June–July 2002. Both authors thank
Günter Frank for helpful discussions. 相似文献
67.
For ϕ a δ-subharmonic function, sharp results are obtained that connectA(r, ϕ), B(r, ϕ) andT(r, ϕ), whereA(r, ϕ)=inf|z|=r
ϕ(z),B(r, ϕ)=sup|z|=r
ϕ(z), andT(r, ϕ) is the Nevanlinna characteristics. 相似文献
68.
Lihong Wang 《Annals of the Institute of Statistical Mathematics》2004,56(2):251-264
The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L
2-estimates) and the least absolute deviation estimates (L
1-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which
has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies
of the above estimators. 相似文献
69.
70.