Sizer for smoothing splines

Smoothing splines are an attractive method for scatterplot smoothing. The SiZer approach to statistical inference is adapted to this smoothing method, named SiZerSS. This allows quick and sure inference as to “which features in the smooth are really there” as opposed to “which are due to sampling artifacts”, when using smoothing splines for data analysis. Applications of SiZerSS to mode, linearity, quadraticity and monotonicity tests are illustrated using a real data example. Some small scale simulations are presented to demonstrate that the SiZerSS and the SiZerLL (the original local linear version of SiZer) often give similar performance in exploring data structure but they can not replace each other completely. Marron’s research was supported by the Dept. of Stat. and Appl. Prob., National Univ. of Singapore, and by the National Science Foundation Grant DMS-9971649. Zhang’s research was supported by the National Univ. of Singapore Academic Research grant R-155-000-023-112. The Editor, the Associate Editor, and the referees are appreciated for their invaluable comments and suggestions that help improve the article significantly.     

中国金融结构与产业结构经济结构关系的实证研究

本文依据协整理论,利用向量误差修正模型,对中国金融结构与产业结构、经济结构之间的关系进行了实证研究.Granger因果检验的结果表明,中国正处于从转轨经济向成熟的市场经济过渡的发展阶段.同时,中国的金融结构与经济结构之间存在不协调.据此我们得出了相应的政策含义.     

A local realist model for correlations of the singlet state

Can quantum correlations of the singlet state be produced by two separate subsystems which have interacted in the past but do not communicate? We show that, using a locally causal realist model of the Einstein-Podolsky-Rosen-Bohm experiment, the answer is affirmative if coincidence in time is used to decide which detection events are stemming from a single two-particle system, the criterion employed in all experimental realizations of the Einstein-Podolsky-Rosen-Bohm gedanken experiment.     

Subquantum information and computation

It is argued that immense physical resources — for nonlocal communication, espionage, and exponentially-fast computation — are hidden from us by quantum noise, and that this noise is not fundamental but merely a property of an equilibrium state in which the universe happens to be at the present time. It is suggested that ‘non-quantum’ or nonequilibrium matter might exist today in the form of relic particles from the early universe. We describe how such matter could be detected and put to practical use. Nonequilibrium matter could be used to send instantaneous signals, to violate the uncertainty principle, to distinguish non-orthogonal quantum states without disturbing them, to eavesdrop on quantum key distribution, and to outpace quantum computation (solving NP-complete problems in polynomial time).     

Comments on Shimony’s “An Analysis of Stapp’s ‘A Bell-Type Theorem without Hidden Variables’ ”

The hidden-variable theorems of Bell and followers depend upon an assumption, namely the hidden-variable assumption, that conflicts with the precepts of quantum philosophy. Hence from an orthodox quantum perspective those theorems entail no faster-than-light transfer of information. They merely reinforce the ban on hidden variables. The need for some sort of faster-than-light information transfer can be shown by using counterfactuals instead of hidden variables. Shimony’s criticism of that argument fails to take into account the distinction between no-faster-than-light connection in one direction and that same condition in both directions. The argument can be cleanly formulated within the framework of a fixed past, open future interpretation of quantum theory, which neatly accommodates the critical assumptions that the experimenters are free to choose which experiments they will perform. The assumptions are compatible with the Tomonaga–Schwinger formulation of quantum field theory, and hence with orthodox quantum precepts, and with the relativistic requirement that no prediction pertaining to an outcome in one region can depend upon a free choice made in a region spacelike-separated from the first.     

基于SVt-EVT-Vine Copula的投资组合VaR研究

针对现有风险度量模型不能准确的模拟高维金融资产收益率风险,以上证指数、沪深300指数和股指期货指数为例,首先利用SVt和EVT对各序列的边缘分布进行建模,然后采用Vine Copula方法分析多序列之间的秩相关关系和极大似然值估计法估计参数,得到RVine,CVine和DVine三种不同树结构的分解模型,通过Monte Carlo模拟法计算出在同一边缘分布不同Vine Copula方法下和在不同边缘分布同一Vine Copula方法下单资产和投资组合的金融风险VaR.经实证检验并分析对比,VaR和返回式检验均表明SVt和EVT相结合对边缘分布有较好的拟合效果,再运用RVine描述资产间的相依结构在度量投资组合金融风险方面更准确合理.     

比值辐射计空间环境适应性设计及验证

结合卫星发射以及在轨运行过程中所处的环境条件,对"积分球+匀光板+电磁光开关"形式的比值辐射计进行空间环境适应性设计.对结构薄弱环节进行强化加固设计,通过降低器件功耗、表面热处理等方式保持比值辐射计在真空热环境下的温度稳定,采用航天级光学涂层辅以结构屏蔽设计保证抗辐照能力.通过力学试验、热真空试验以及积分球光学涂层辐照试验进行验证.力学试验结果显示比值辐射计基频约为540Hz,振动前后比值辐射计辐射比变化小于0.31%,证明比值辐射计具有良好的结构稳定性,空间力学条件下的结构强度和刚度均满足基频大于100 Hz的设计要求.热真空试验过程中比值辐射计遥测输出稳定,各功能模块均工作正常.辐照试验后,比值辐射计光学涂层方向-半球反射比在485nm波段的最大衰变小于2%,红外波段无明显变化,该衰变对定标器在轨应用性能的影响可以忽略.研究结果表明,比值辐射计具有良好的空间环境适应性,可在复杂空间环境下进行稳定、可靠的工作,满足航天应用需求.     

Entanglement in the three-qubit Heisenberg model with next nearest neighbor interaction and a nonuniform magnetic field

Pairwise thermal entanglement in the three-qubit XXX Heisenberg model with next nearest neighbor interaction and a nonuniform magnetic field has been studied. It's found that the next nearest neighbor interaction has a great effect on the entanglement between the next nearest neighbor sites, but has slight effect on the nearest neighbor entanglement (NNE). Applying a magnetic field at the middle site enhances the next nearest neighbor entanglement (NNNE) sharply when there is a small field at the side sites and the next nearest neighbor coupling constant is positive. A staggered magnetic field helps to maintain nearest neighbor entanglement obviously.     

Random delayed-choice quantum eraser via two-photon imaging

We report on a delayed-choice quantum eraser experiment based on a two-photon imaging scheme using entangled photon pairs. After the detection of a photon which passed through a double-slit, a random delayed choice is made to erase or not erase the which-path information by the measurement of its distant entangled twin; the particle-like and wave-like behavior of the photon are then recorded simultaneously and respectively by only one set of joint detection devices. The present eraser takes advantage of two-photon imaging. The complete which-path information of a photon is transferred to its distant entangled twin through a “ghost" image. The choice is made on the Fourier transform plane of the ghost image between reading “complete information" or “partial information" of the double-path.