Higher-order accurate polyspectral estimation with flat-top lag-windows

Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared to the classical estimators with second-order kernels. A simple, data-dependent algorithm for selecting the bandwidth is introduced and is shown to be consistent with estimating the optimal bandwidth. The combination of the specialized family of kernels with the new bandwidth selection algorithm yields a considerably improved polyspectral estimator surpassing the performances of existing estimators using second-order kernels. Bispectral simulations with several standard models are used to demonstrate the enhanced performance with the proposed methodology.     

Manifold Reconstruction in Arbitrary Dimensions Using Witness Complexes

It is a well-established fact that the witness complex is closely related to the restricted Delaunay triangulation in low dimensions. Specifically, it has been proved that the witness complex coincides with the restricted Delaunay triangulation on curves, and is still a subset of it on surfaces, under mild sampling conditions. In this paper, we prove that these results do not extend to higher-dimensional manifolds, even under strong sampling conditions such as uniform point density. On the positive side, we show how the sets of witnesses and landmarks can be enriched, so that the nice relations that exist between restricted Delaunay triangulation and witness complex hold on higher-dimensional manifolds as well. We derive from our structural results an algorithm that reconstructs manifolds of any arbitrary dimension or co-dimension at different scales. The algorithm combines a farthest-point refinement scheme with a vertex pumping strategy. It is very simple conceptually, and it does not require the input point sample to be sparse. Its running time is bounded by c(d)n ², where n is the size of the input point cloud, and c(d) is a constant depending solely (yet exponentially) on the dimension d of the ambient space. Although this running time makes our reconstruction algorithm rather theoretical, recent work has shown that a variant of our approach can be made tractable in arbitrary dimensions, by building upon the results of this paper. This work was done while S.Y. Oudot was a post-doctoral fellow at Stanford University. His email there is no longer valid.     

缺失数据下含几何分布的对数线性模型的EM算法

本文研究缺失数据下对数线性模型参数的极大似然估计问题.通过Monte-Carlo EM算法去拟合所提出的模型.其中,在期望步中利用Metropolis-Hastings算法产生一个缺失数据的样本,在最大化步中利用Newton-Raphson迭代使似然函数最大化.最后,利用观测数据的Fisher信息得到参数极大似然估计的渐近方差和标准误差.     

求解全局最优问题的多重点样本水平值估计的相对熵算法

研究有界闭箱约束下的全局最优化问题,利用相对熵及广义方差函数方程的最大根与全局最小值之间的等价关系,设计求解全局最优值的积分型水平值估计算法.对采用重点样本采样技巧产生的函数值按一定规则进行聚类,从而在各聚类中产生的若干新重点样本,结合相对熵算法,构造出多重点样本进行全局搜索的新算法.该算法的优点在于每次迭代选用当前较好的函数值信息,以达到随机搜索到更好的函数值信息.同时多重点样本可有利挖掘出更好的全局信息.一系列的数值实验表明该算法是非常有效的.     

Liouville theorem for weighted p-Lichnerowicz equation on smooth metric measure space

In this paper, let $(M^n,g,d\mu )$ be n-dimensional noncompact metric measure space which satisfies Poincaré inequality with some Ricci curvature condition. We obtain a Liouville theorem for positive weak solutions to weighted p-Lichnerowicz equation

${△}_{p,f}v+c{v}^{\sigma }=0,$

where $c\le 0,m>n\ge 1,1<p<\frac{m?1+\sqrt{(m?1)(m+3)}}{2},\sigma \le p?1$ are real constants.     

Joint Reducing Subspaces of Multiplication Operators and Weight of Multi-variable Bergman Spaces

This paper mainly concerns a tuple of multiplication operators defined on the weighted and unweighted multi-variable Bergman spaces, their joint reducing subspaces and the von Neumann algebra generated by the orthogonal projections onto these subspaces. It is found that the weights play an important role in the structures of lattices of joint reducing subspaces and of associated von Neumann algebras. Also, a class of special weights is taken into account. Under a mild condition it is proved that if those multiplication operators are defined by the same symbols, then the corresponding von Neumann algebras are $*$-isomorphic to the one defined on the unweighted Bergman space.     

条件泛函及其导数非参数估计的强一致收敛速度

研究了条件泛函及其导数的非参数估计,对随机与固定设计的条件泛函,分别利用核估计和非参数加权估计,在核函数及权函数满足一定条件下,证明了估计一致强收敛于待估函数的速度可达到最优。从而进一步推广和发展了Hrdle,etal.(1988)、Severini,etal.(1992)的许多结果。     

单位球上Dp到βμ的加权复合算子

讨论了单位球上D打ichlet型空间砩到μ-Bloch空间艮的加权复合算子的有界性和紧性问题,并给出了 Tψ,φ为有界算子和紧算子的充要条件．     

Weibull分布步进应力加速寿命试验的Bayes估计

本文研究了定时和定数截尾情形CE模型下Weibull分布场合步进应力加速寿命试验的Bayes估计.利用加速系数和加速方程将各种加速应力水平下的尺度参数换算为正常应力水平下的尺度参数,从而获得含正常应力下尺度参数的似然函数.在参数先验的选取时,尺度参数和加速系数分别取共轭先验和无信息先验,当形状参数m<1和m>1时分别取Beta分布和Gamma分布作为其先验.在平方损失下,利用Gibbs抽样和切片抽样给出了该模型参数的Bayes估计.最后,通过Monte Carlo模拟表明该Bayes估计是有效的.     

关于James-Stein估计的小样本性质

首先给出了Jam es-S te in估计优于岭估计的充分条件,随后在P itm an准则下给出了Jam es-S te in估计优于最小二乘估计的简短证明.