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131.
A note on smoothed estimating functions 总被引:1,自引:0,他引:1
A. Thavaneswaran Jagbir Singh 《Annals of the Institute of Statistical Mathematics》1993,45(4):721-729
The kernel estimate of regression function in likelihood based models has been studied in Staniswalis (1989,J. Amer. Statist. Assoc.,84, 276–283). The notion of optimal estimation for the nonparametric kernel estimation of semimartingale intensity (t) is proposed. The goal is to arrive at a nonparametric estimate
of 0=(t
0) for a fixed pointt
0 [0, 1]. We consider the estimator that is a solution of the smoothed optimal estimating equation
is the optimal estimating function as in Thavaneswaran and Thompson (1986,J. Appl. Probab.,23, 409–417). 相似文献
132.
We propose an algorithm for the computation ofL
1 (LAD) smoothing splines in the spacesW
M
(D), with
. We assume one is given data of the formy
i
=(f(t
i
) +
i
, i=1,...,N with {itti}
i=1
N D
, the
i
are errors withE(
i
)=0, andf is assumed to be inW
M
. The LAD smoothing spline, for fixed smoothing parameter0, is defined as the solution,s
, of the optimization problem
(1/N)
i=1
N
¦y
i
–g(t
i
¦+J
M
(g), whereJ
M
(g) is the seminorm consisting of the sum of the squaredL
2 norms of theMth partial derivatives ofg. Such an LAD smoothing spline,s
, would be expected to give robust smoothed estimates off in situations where the
i
are from a distribution with heavy tails. The solution to such a problem is a thin plate spline of known form. An algorithm for computings
is given which is based on considering a sequence of quadratic programming problems whose structure is guided by the optimality conditions for the above convex minimization problem, and which are solved readily, if a good initial point is available. The data driven selection of the smoothing parameter is achieved by minimizing aCV() score of the form
.The combined LAD-CV smoothing spline algorithm is a continuation scheme in 0 taken on the above SQPs parametrized in, with the optimal smoothing parameter taken to be that value of at which theCV() score first begins to increase. The feasibility of constructing the LAD-CV smoothing spline is illustrated by an application to a problem in environment data interpretation. 相似文献
133.
We introduce a new Monte Carlo algorithm for the self-avoiding walk (SAW), and show that it is particularly efficient in the critical region (long chains). We also introduce new and more efficient statistical techniques. We employ these methods to extract numerical estimates for the critical parameters of the SAW on the square lattice. We find=2.63820 ± 0.00004 ± 0.00030=1.352 ± 0.006 ± 0.025v=0.7590 ± 0.0062 ± 0.0042 where the first error bar represents systematic error due to corrections to scaling (subjective 95% confidence limits) and the second bar represents statistical error (classical 95% confidence limits). These results are based on SAWs of average length 166, using 340 hours CPU time on a CDC Cyber 170–730. We compare our results to previous work and indicate some directions for future research. 相似文献
134.
This paper describes the screening for metabolites of butoprozine, a new anti-anginal drug, in dog bile by means of reverse-phase HPLC. Although it does involve a simple clean-up step to remove a substantial amount of endogenous bile compounds, this screening method nevertheless avoids extraction of metabolites and thus allows all metabolites to be introduced into the chromatographic system. A single run of 100 minutes from 100% water to 100% methanol in a linear gradient effects adequate separation of the great majority of metabolites without interference from remaining endogenous compounds. Two methods of differentiating between metabolite peaks and endogenous peaks have been worked out. The first one makes use of 14C-labeled butoprozine by measuring the amount of radioactivity in the column effluent while simultaneously recording the UV absorbance. The second method compares continuous gradient chromatograms of bile recorded before and after butoprozine administration under very similar conditions. The latter method can be applied to both radioactive and non-radioactive materials. 相似文献
135.
The performance of 17 exchange-correlation functionals for molecules containing heavy elements are numerically examined through four-component relativistic density DFT calculations. The examined functionals show the similar accuracy as they do for the molecules containing light elements only except for bond lengths. LDA and OP86 produce good results for bond lengths and frequencies but bad bond energies. Different functionals do not show much different performance for bond energies except LDA. BP86 and GP86 produce results with average accuracy while LYP does not perform well. Although encouraging results are obtained with functional B97GGA-1, other heavily parameterized and meta-GGA functionals do not produce impressive results. 相似文献
136.
The problem of minimizing a nondifferential functionx f(x) (subject, possibly, to nondifferential constraints) is considered. Conventional algorithms are employed for minimizing a differential approximationf
off (subject to differentiable approximations ofg). The parameter is adaptively reduced in such a way as to ensure convergence to points satisfying necessary conditions of optimality for the original problem.This research was supported by the UK Science and Engineering Research Council, the National Science Foundation under Grant No. ECS-8121149, and the Joint Services Electronics Program, Contract No. F49620-79-C-0178. 相似文献
137.
A. Bihain 《Journal of Optimization Theory and Applications》1984,44(4):545-568
In this paper, we present an implementable algorithm to minimize a nonconvex, nondifferentiable function in
m
. The method generalizes Wolfe's algorithm for convex functions and Mifflin's algorithm for semismooth functions to a broader class of functions, so-called upper semidifferentiable. With this objective, we define a new enlargement of Clarke's generalized gradient that recovers, in special cases, the enlargement proposed by Goldstein. We analyze the convergence of the method and discuss some numerical experiments.The author would like to thank J. B. Hiriart-Urruty (Toulouse) for having provided him with Definition 2.1 and the referees for their constructive remarks about a first version of the paper. 相似文献
138.
Masumi?Sato Masahiro?Nobe Toshiaki?DobashiEmail author Takao?Yamamoto Akira?Konno 《Colloid and polymer science》2005,284(3):293-300
We have found that the dialysis of curdlan dissolved in alkaline solution into aqueous solutions of metal salts yielded multifold gel structures. Aqueous sodium chloride and potassium chloride as well as pure water induced isotropic gels. Aqueous calcium salts induced liquid crystalline gel with refractive index gradient/amorphous gel alternative structure. Aqueous salts of trivalent aluminum and ferric cations induced a rigid liquid crystalline gel, which shrank above a threshold concentration of each salt. On the other hand, Liesegang ring-like pattern was observed with aqueous solutions of mixed salts of calcium chloride and magnesium chloride. The patterns have been classified to discuss the mechanism of forming the variety of structures. 相似文献
139.
Electrostatic force microscopy (EFM) has become a powerful tool for investigating charges on surfaces. The use of phase measurement in EFM is a direct and fast way to detect electrostatic force gradients, but only qualitatively. With the dual‐pass scheme, the phase signal at lifted height is often assumed to exclude any influences from the topography, but it does not. We report the collection of both topography and phase data by EFM on charged, micron‐sized metal wires. In order to quantify the electrostatic force, a cone model and finite element analysis are provided to integrate the force gradient from the phase signal. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
140.