马氏调制费率复合Poisson-Geometric风险模型的预警区问题

考虑了一类具有马氏调制费率的复合Poisson-Geometric过程风险模型,充分利用盈余过程的强马氏性,得到第一个预警区的一个条件矩母函数所满足的微积分方程,并进一步在两状态情形下,当理赔额的分布为指数分布时得到了第一个预警区的一个条件矩母函数的具体表达式以解释结果.需要特别指出的是,所研究模型的盈余过程不具有平稳增量性,只能充分运用盈余过程的强马氏性,研究了一类具有马氏调制费率的复合Poisson-Geometric过程风险模型的预警区问题,丰富了保险公司对预警区问题的研究,对保险公司考虑财务预警系统以及保险监管部门设计某些监管指标系统具有一定的参考指导价值.     

A note on the random greedy independent set algorithm

Let r be a fixed constant and let be an r‐uniform, D‐regular hypergraph on N vertices. Assume further that for some . Consider the random greedy algorithm for forming an independent set in . An independent set is chosen at random by iteratively choosing vertices at random to be in the independent set. At each step we chose a vertex uniformly at random from the collection of vertices that could be added to the independent set (i.e. the collection of vertices v with the property that v is not in the current independent set I and contains no edge in ). Note that this process terminates at a maximal subset of vertices with the property that this set contains no edge of ; that is, the process terminates at a maximal independent set. We prove that if satisfies certain degree and codegree conditions then there are vertices in the independent set produced by the random greedy algorithm with high probability. This result generalizes a lower bound on the number of steps in the H‐free process due to Bohman and Keevash and produces objects of interest in additive combinatorics. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 49, 479–502, 2016     

从几何角度给予拉格朗日乘数法新的推导思路

拉格朗日乘数法是求条件极值的重要方法,该文通过数形结合给出定理推导的新路径,相比教材上纯代数推导更直观,体现了"几何意义"的重要性.     

The role of local partial independence in learning of Bayesian networks

Bayesian networks are one of the most widely used tools for modeling multivariate systems. It has been demonstrated that more expressive models, which can capture additional structure in each conditional probability table (CPT), may enjoy improved predictive performance over traditional Bayesian networks despite having fewer parameters. Here we investigate this phenomenon for models of various degree of expressiveness on both extensive synthetic and real data. To characterize the regularities within CPTs in terms of independence relations, we introduce the notion of partial conditional independence (PCI) as a generalization of the well-known concept of context-specific independence (CSI). To model the structure of the CPTs, we use different graph-based representations which are convenient from a learning perspective. In addition to the previously studied decision trees and graphs, we introduce the concept of PCI-trees as a natural extension of the CSI-based trees. To identify plausible models we use the Bayesian score in combination with a greedy search algorithm. A comparison against ordinary Bayesian networks shows that models with local structures in general enjoy parametric sparsity and improved out-of-sample predictive performance, however, often it is necessary to regulate the model fit with an appropriate model structure prior to avoid overfitting in the learning process. The tree structures, in particular, lead to high quality models and suggest considerable potential for further exploration.     

非线性结构向量自回归因果图的广义似然比辨识方法

利用图模型方法研究非线性结构向量自回归模型的因果性问题.构建了非线性结构向量自回归因果图模型,提出图模型因果性的广义似然比辨识方法.构造同期因果关系和滞后因果关系的广义似然比统计量,使用bootstrap方法来确定检验统计量的原分布,模拟研究论述了方法的有效性.     

Carbazole-Dendronized Luminescent Radicals

A series of carbazole-dendronized tris(2,4,6-trichlorophenyl)methyl (TTM) radicals have been synthesized. The photophysical properties of dendronized radicals up to the fourth generation were compared systematically to understand how structure–property relationships evolve with generation. The photoluminescence quantum yield (PLQY) was found to increase with the increasing generation, and the fourth generation (G4TTM) in cyclohexane solution showed a PLQY as high as 63 % at a wavelength of 627 nm (in the deep-red region) from the doublet state. The dendron modification strategy also showed a blue-shift of the emission on increasing the generation number, and the photostability was also increased compared to the bare TTM radical.     

Folate content in sea buckthorn berries and related products (Hippophaë rhamnoides L. ssp. rhamnoides): LC-MS/MS determination of folate vitamer stability influenced by processing and storage assessed by stable isotope dilution assay

A stable isotope dilution assay was adopted for quantitation of folate vitamers in sea buckthorn berries, juice, and concentrate using fourfold labeled folate isotopologues of the folate derivatives as the internal standards and reversed-phase liquid chromatography-tandem mass spectrometry with electrospray ionization (LC-ESI-MS/MS). Processing effects and storage stability were investigated during juice and concentrate production from sea buckthorn berries (Hippopha? rhamnoides). The technological processing of the berries caused a total degradation of tetrahydrofolate and 5-formyltetrahydrofolate in the generated juice. The content of the main folate vitamer 5-methyltetrahydrofolate remained approximately unchanged during the whole processing from the berries to the concentrate. Sea buckthorn juice was stored under two household storage conditions (6 degrees C, 25 degrees C), and also under accelerated aging conditions (40 degrees C) for up to 7 days to determine the effects of storage temperature on the stability of 5-methyltetrahydrofolate. The content of 5-methyltetrahydrofolate was nearly unchanged during the storage at 6 degrees C after 7 days. The juice showed almost identical degradation of 5-methyltetrahydrofolate of about 17-20% at 25 degrees C and 40 degrees C after 7 days of storage. [figure: see text]