核实数据下响应变量缺失的线性EV模型经验似然推断

考虑响应变量随机缺失而协变量带有误差的线性模型,借助于核实数据和借补方法,构造了回归系数的两种经验似然比,证明了所提出的估计的经验对数似然比渐近于一个自由度为1的独立χ2变量的加权和;而经调整后所得的调整经验对数似然比渐近于自由度为p的χ2分布,该结果可以用来构造未知参数的置信域.此外,我们也构造了响应均值的调整经验对数似然比统计量,并证明了所提出的统计量渐近于x2分布,可用此结果构造响应均值的置信域.通过模拟研究比较了置信域的精度及其平均区间长度.     

Empirical likelihood confidence intervals for the differences of quantiles with missing data

Suppose that there are two nonparametric populations x and y with missing data on both of them. We are interested in constructing confidence intervals on the quantile differences of x and y. Random imputation is used. Empirical likelihood confidence intervals on the differences are constructed. Supported by the National Natural Science Foundation of China (No. 10661003) and Natural Science Foundation of Guangxi (No. 0728092).     

微穿孔板几何参数估算及其对吸声性能的影响

不规则孔微穿孔板几何参数无法直接获知,造成吸声性能计算困难,故提出一种微穿孔板几何参数估算方法。将不规则孔等效处理为圆孔,利用马氏理论关于圆孔微穿孔板的基本理论,建立了微穿孔板几何参数估算模型;将参数估算结果用于吸声性能预测,理论计算与实验结果吻合。根据微穿孔板几何参数对高吸声性能区域的影响,探讨了马氏理论适用极限与微穿孔板几何参数的关系,以及微穿孔板受粉尘污染后吸声性能演变规律。将微穿孔板参数点取在面积较大的高吸声性能区域中间部位,可获得较大的马氏理论适用极限;微穿孔板参数点位于高吸声性能区域右上部位时,一定程度的粉尘污染不会降低吸声性能.     

基于深度约束的声速估算方法*

高精度的声速剖面数据是提高水下定位精度的关键。在无法精确获得声速剖面数据的情况下,该文提出了一种基于深度约束,同时根据浮标与水下目标的空间几何距离进行有效声速估算的方法。通过仿真模拟,将该文提出的方法与加权平均声速法、泰勒级数展开法和等效声速剖面法的定位结果进行对比分析。结果表明,新方法不需要依靠声速剖面数据,通过深度约束可有效地估算出声速值,其定位精度与等效声速结果相当,极大地提高了无声速剖面数据下的水下定位精度。     

利用拖线阵运动特性的阵形估计方法

有效估计阵形是提高机动条件下拖线阵声呐探测性能的关键,流体力学类阵形估计方法稳定性和可靠性欠佳,导致其难以应用于工程实际,该文针对此问题提出一种基于拖线阵运动特性的阵形估计方法。利用稳态振荡响应公式计算拖船回转机动时拖线阵稳态阵形特性,将转向机动过程中阵上各点运动状态划分为若干阶段,进而依据偏微分方程特征线理论计算各阶段的分界时刻,探究阵上相邻两点的沿阵切线方向差变化规律,最后通过计算当前阵上各点的沿阵方向实现阵形估计。计算机仿真和海上实验数据验证表明算法可行且有效,与传统的流体力学类阵形估计方法相比具有更高的稳定性和更好的工程应用前景。     

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.     

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.     

缺失数据下线性模型中回归参数的经验似然置信区域

在缺失样本下,构造了线性模型中参数的调整的经验似然置信域,数值模拟表明调整的经验似然置信域有较好的覆盖率和精度.     

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.     

Budget-constrained optimal insurance with belief heterogeneity

We re-examine the problem of budget-constrained demand for insurance indemnification when the insured and the insurer disagree about the likelihoods associated with the realizations of the insurable loss. For ease of comparison with the classical literature, we adopt the original setting of Arrow (1971), but allow for divergence in beliefs between the insurer and the insured; and in particular for singularity between these beliefs, that is, disagreement about zero-probability events. We do not impose the no sabotage condition on admissible indemnities. Instead, we impose a state-verification cost that the insurer can incur in order to verify the loss severity, which rules out ex post moral hazard issues that could otherwise arise from possible misreporting of the loss by the insured. Under a mild consistency requirement between these beliefs that is weaker than the Monotone Likelihood Ratio (MLR) condition, we characterize the optimal indemnity and show that it has a simple two-part structure: full insurance on an event to which the insurer assigns zero probability, and a variable deductible on the complement of this event, which depends on the state of the world through a likelihood ratio. The latter is obtained from a Lebesgue decomposition of the insured’s belief with respect to the insurer’s belief.