A survey of sampling-based Bayesian analysis of financial data

The capability of implementing a complete Bayesian analysis of experimental data has emerged over recent years due to computational advances developed within the statistical community. The objective of this paper is to provide a practical exposition of these methods in the illustrative context of a financial event study. The customary assumption of Gaussian errors underlying development of the model is later supplemented by considering Student-t errors, thus permitting a Bayesian sensitivity analysis. The supplied data analysis illustrates the advantages of the sampling-based Bayesian approach in allowing investigation of quantities beyond the scope of classical methods.     

用Gibbs抽样算法计算定数截尾时Weibull分布的贝叶斯估计

本文假设产品寿命服从两参数 Weibull分布 ,在定数截尾寿命试验的情况下 ,利用近年来发展起来的 Gibbs抽样算法 ,设计了计算参数贝叶斯估计的 Gibbs抽样方案 ,计算了一个实例并与经典的 BL UE和 BL IE估计结果进行比较。结果表明 ,较之传统的数值积分法 ,Gibbs抽样算法使用起来方便直接 ,更适合于计算可靠性指标的贝叶斯估计     

An improved terramechanics model for a robotic soil surface sampler

Robotic systems have been developed and deployed for sample collection and geotechnical measurements of soil characteristics. A custom scoop-type robotic soil sampler has been designed and built for sampling operations. An earlier terramechanics model for scoop samplers proposed by Mori et al. is limited to describing the interaction forces in loose sands. This paper proposes an extended model which captures the interaction of a scoop-type sampler with a wider range of soils, including cohesive and adhesive mediums, and accounts for the effects of surcharge. The proposed model was compared to the Mori model in both simulation and laboratory experiments. The forces predicted by each model agree closely for loose sand, but differ in cohesive and adhesive mediums. The proposed model was experimentally tested on dry sand and on centrifuged tailings, a cohesive and adhesive soil. In both cases, the proposed model showed close agreement between measured and predicted forces.     

A dynamical phase transition in a caricature of a spin glass

This paper studies the rate of convergence to equilibrium of Glauber dynamics (Gibbs Sampler) for a system ofN Ising spins with random energy (at inverse temperature >0). For each of the 2 ^N spin configurations the energy is drawn independently from the values 0 and-logN with probabilities 1-N ^–7, resp.N ^– (>0), and is kept fixed during the evolution. The main result is an estimate of the coupling time of two Glauber dynamics starting from different configurations and coupled via the same updating noise. AsN the system exhibits two dynamical phase transitions: (1) at =1 the coupling time changes from polynomial (>1) to stretched exponential (<1) inN; (2) if <1, then at = the almost coupling time [i.e., the first time that the two dynamics are within distanceo(N)] changes from polynomial (<) to stretched exponential (>) inN. The techniques used to control the randomness in the coupling are static and dynamic large-deviation estimates and stochastic domination arguments.     

复合薄膜的ATR-OMNI采样器的FTIR分析

使用OMNI采样器直接对复合薄膜进行单反射ATR傅里叶变换红外光谱分析，该方法快速、简便、不破坏样品，再与其他分析手段相配合，可以分析复合薄膜。     

FTIR-OMNI采样器的应用进展

OMNI采样器是一种单次反射ATR红外附件,它无需样品制备,可分析鉴定多种用传统红外技术难于测定的特殊样品。本文介绍了它的原理,评述了其在未知物分析、中药材无损鉴定与分类等方面的应用。     

HG—100型氢化物原位富集石墨炉自动进样器

作者根据氢化物原位富集分析方法,研制了一台原子吸收用的石墨炉自动进样器。该仪器与原子吸收仪相配合,适于分析As,Se等能形成氢化物的诸元素。     

Applications of polydimethylsiloxane in analytical chemistry: A review

Silicones have innumerable applications in many areas of life. Polydimethylsiloxane (PDMS), which belongs to the class of silicones, has been extensively used in the field of analytical chemistry owing to its favourable physicochemical properties. The use of PDMS in analytical chemistry gained importance with its application as a stationary phase in gas chromatographic separations. Since then it has been used in many sample preparation techniques such as solid phase microextraction (SPME), stir bar sorptive extraction (SBSE), thin-film extraction, permeation passive sampling, etc. Further, it is gaining importance in the manufacturing of lab-on-a-chip devices, which have revolutionized bio-analysis. Applications of devices containing PDMS and used in the field of analytical chemistry are reviewed in this paper.