中国进口食品安全风险评估的统计学方法

近年来,随着对外贸易的快速发展和人民生活水平的不断提高,我国已经成为食品进口大国。运用科学的方法优化检验资源配置,强化对进口食品安全的风险管理,是一个关系到人民福社的重大问题。国际上通行的做法是对不同种类的食品和检测项目的潜在风险进行评估,并根据评估结果制定有针对性的监督抽检计划,使得更多的检验资源可以投入到对高风险产品和项目的监管中去。我国在这方面的管理实践才刚刚起步,急需建立一套符合我国食品进口自身特点和管理需求的风险评价模型和相应的估计方法。本文借鉴了其它国家的相关做法,并结合我国进口食品的管理需求和历史检测数据的特点,制定了一套完整的风险评价和估计方法。     

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.     

甲型H1N1流感的死亡率高吗——Bayes计量分析框架下的建模与估算

在全球甲型H1N1流感大流行背景下,本文在充分考虑各国甲流感死亡率可能存在个体混合效应、独立效应、相关效应及空间相关效应基础上,运用Bayes计量分析框架下的模型选择标准确定描述各国甲流感死亡率的最优模型,并基于该模型对不同国家甲流感死亡率进行估算。结果显示:个体独立、空间相关效应模型能很好拟合各国甲流感疫情统计数据,利用该模型估算的全球甲流感平均死亡率为0.577%。     

Time reversal acoustic communication receivers: DSP implementation and fast channel estimation

A communication system is implemented on digital signal processors (DSPs) for the underwater acoustic environment. The implemented receiver uses time reversal multi-channel combining followed by a single-channel decision feedback equalizer. Periodic channel estimation is employed to track the channel fluctuations. These techniques are used to mitigate time-varying inter-symbol interference, which is the main challenge in the underwater acoustic channel at operating frequencies greater than 10 kHz. Various optimization tasks are performed to reduce the receiver computational complexity. A fast implementation of the matching pursuit algorithm is tested on the DSP platform. Its performance, in terms of accuracy and run-time, is compared with that of the basic matching pursuit algorithm. Experimental results of the transmission and demodulation of binary phase-shift keying signals at three different symbol rates were obtained in the local Delaware Bay. The low bit error rates demonstrate the effectiveness of our implementation.     

Local Sensitivity Analysis in Estimation Problems

This article deals with the problem of local sensitivity analysis, that is, how sensitive are the results of a statistical analysis to changes in the data? A general methodology of sensitivity analysis is applied to some statistical problems. The proposed methods are applicable to any statistical problem that can be expressed as an optimization problem or that involves solving a system of equations. As some particular examples, the methodology is applied to the maximum likelihood method, the standard and constrained methods of moments and the standard and constrained probability weighted moments methods. Unlike the standard method of moments, the constrained method of moments ensures that the obtained estimates are always consistent with the data. Closed analytical formulas for the calculation of these local sensitivities are derived. The obtained sensitivities include: (a) the objective function sensitivities to data points and (b) the sensitivities of the estimated parameters to data points. The derived formulas for the sensitivities are based on recent results in the area of mathematical programming. Several examples of parameter estimation problems are used to illustrate the methodology.     

Gibbs Sampling with Diffuse Proper Priors: A Valid Approach to Data-Driven Inference?

Abstract

This article demonstrates by example that the use of the Gibbs sampler with diffuse proper priors can lead to inaccurate posterior estimates. Our results show that such inaccuracies are not merely limited to small sample settings.     

An empirical formula for scattered neutron components in fast neutron radiography

Scattering neutrons are one of the key factors that may affect the images of fast neutron radiog- raphy. In this paper, a mathematical model for scattered neutrons is developed on a cylinder sample, and an empirical formula for scattered neutrons is obtained. According to the results given by Monte Carlo methods, the parameters in the empirical formula are obtained with curve fitting, which confirms the logicality of the empirical formula. The curve-fitted parameters of common materials such as <'6>LiD are given.     

Computationally Efficient Changepoint Detection for a Range of Penalties

In the multiple changepoint setting, various search methods have been proposed, which involve optimizing either a constrained or penalized cost function over possible numbers and locations of changepoints using dynamic programming. Recent work in the penalized optimization setting has focused on developing an exact pruning-based approach that, under certain conditions, is linear in the number of data points. Such an approach naturally requires the specification of a penalty to avoid under/over-fitting. Work has been undertaken to identify the appropriate penalty choice for data-generating processes with known distributional form, but in many applications the model assumed for the data is not correct and these penalty choices are not always appropriate. To this end, we present a method that enables us to find the solution path for all choices of penalty values across a continuous range. This permits an evaluation of the various segmentations to identify a suitable penalty choice. The computational complexity of this approach can be linear in the number of data points and linear in the difference between the number of changepoints in the optimal segmentations for the smallest and largest penalty values. Supplementary materials for this article are available online.