Random frog: An efficient reversible jump Markov Chain Monte Carlo-like approach for variable selection with applications to gene selection and disease classification

The identification of disease-relevant genes represents a challenge in microarray-based disease diagnosis where the sample size is often limited. Among established methods, reversible jump Markov Chain Monte Carlo (RJMCMC) methods have proven to be quite promising for variable selection. However, the design and application of an RJMCMC algorithm requires, for example, special criteria for prior distributions. Also, the simulation from joint posterior distributions of models is computationally extensive, and may even be mathematically intractable. These disadvantages may limit the applications of RJMCMC algorithms. Therefore, the development of algorithms that possess the advantages of RJMCMC methods and are also efficient and easy to follow for selecting disease-associated genes is required. Here we report a RJMCMC-like method, called random frog that possesses the advantages of RJMCMC methods and is much easier to implement. Using the colon and the estrogen gene expression datasets, we show that random frog is effective in identifying discriminating genes. The top 2 ranked genes for colon and estrogen are Z50753, U00968, and Y10871_at, Z22536_at, respectively. (The source codes with GNU General Public License Version 2.0 are freely available to non-commercial users at: http://code.google.com/p/randomfrog/.)     

Global asymptotical stability of a unique almost periodic solution for enterprise clusters based on ecology theory with time-varying delays and feedback controls

This paper is concerned with some dynamic behavior of enterprises cluster constituted by n satellite enterprises and a dominant enterprise. We present a model involving time-varying delays and feedback controls based on ecology theory, which effectively describe the competition and cooperation of enterprises cluster in real economic environments. Applying the comparison theorem of differential equations and constructing a suitable Lyapunov functional, sufficient conditions which guarantee the existence of a unique globally asymptotically stable nonnegative almost periodic solution of the system are obtained. Finally, we present an example to explain the economical significance of mathematical results.     

A maximum-efficiency-first multi-path route selection strategy for optical burst switching networks

In this paper, the impact of a path selection on other existing paths in optical burst switching (OBS) networks is studied by analyzing the contention among different traffic streams and the interaction between the route selection and traffic load balance. The results show that there exists a mutual reinforcement interaction among the traffic load of a path, the path burst loss ratio and the contention ability of the path when burst loss ratio based multi-path selection strategies are adopted, which may increase the unbalance of traffic and lead to severe congestion further. A maximum-efficiency-first multi-path selection strategy, which considers the performance of the burst flows and the impact of a path selection on existing OBS paths at the same time by a combined metric of route efficiency, is proposed to maximize the utility of the burst flows and minimize the increment of lost throughput on the path. The performance of the proposed multi-path selection strategy is evaluated through simulation. The results show that the presented strategy obviously outperforms the least burst loss ratio strategy and shortest path first strategy in terms of the burst loss ratio in the practical unbalanced background traffic, especially when the network is heavily loaded.     

Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons

Barlow and Gupta (1969) and Alam (1970) studied the monotonicity of two integrals, involving gamma distributions, that arise in certain ranking and selection problems. In this paper, we shall unify their results by studying the monotonicity of two generalized versions of integrals considered by them. We will also provide applications of derived results in study of certain multiple comparison procedures.     

有效因子综合偏好强度与CVaR整合优化模型

本文从股票多维特征因子中选择有效因子,融合形成最大化有效因子综合偏好强度(IPS)的附加理性,构建并验证IPS-均值-CVaR投资组合优化模型。基于沪深300股2006~2015年数据分析显示:(1)有效因子IPS投资组合优越于单因子投资组合;(2)IPS方法相较于因子打分法,具有更优的多维数据整合功效;(3)IPS-均值-CVaR投资组合优化模型相对于均值-CVaR模型具有更优越的资产选择能力,也拓展了投资组合模型的多维数据处理能力和适用性。     

On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

ABSTRACT

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.     

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.     

On nonexistence of Kneser solutions of third-order neutral delay differential equations

The aim of this paper is to complement existing oscillation results for third-order neutral delay differential equations by establishing sufficient conditions for nonexistence of so-called Kneser solutions. Combining newly obtained results with existing ones, we attain oscillation of all solutions of the studied equations.