一个线性约束优化问题的广义梯度投影法

本文对线性约束优化问题提出了一个新的广义梯度投影法，该算法采用了非精确线性搜索，并在每次迭代运算中结合了广义投影矩阵和变尺度方法的思想确定其搜索方向．在通常的假设条件下，证明了该算法的整体收敛性和超线性收敛速度．     

Estimation in the continuous time mover‐stayer model with an application to bond ratings migration

The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd.     

量子算法的NMR实现方法

量子计算机是一种以量子耦合方式进行信息处理的装置[1 ] 。原则上 ,它能利用量子相干干涉方法以比传统计算机更快的速度进行诸如大数的因式分解、未排序数据库中的数据搜索等工作[2 ] 。建造大型量子计算机的主要困难是噪音、去耦和制造工艺。一方面 ,虽然离子陷阱和光学腔实验方法大有希望 ,但这些方法都还没有成功实现过量子计算。另一方面 ,因为隔离于自然环境 ,核自旋可以成为很好的“量子比特” ,可能以非传统方式使用核磁共振 (NMR)技术实现量子计算。本文介绍一种用NMR方法实现量子计算的方法 ,该方法能够用比传统方法少的步骤解决一个纯数学问题。基于该方法的简单量子计算机使用比传统计算机使用更少的函数“调用”判断一未知函数的类别。     

A new distributed approximation algorithm for constructing minimum connected dominating set in wireless ad hoc networks

In recent years, constructing a virtual backbone by nodes in a connected dominating set (CDS) has been proposed to improve the performance of ad hoc wireless networks. In general, a dominating set satisfies that every vertex in the graph is either in the set or adjacent to a vertex in the set. A CDS is a dominating set that also induces a connected sub‐graph. However, finding the minimum connected dominating set (MCDS) is a well‐known NP‐hard problem in graph theory. Approximation algorithms for MCDS have been proposed in the literature. Most of these algorithms suffer from a poor approximation ratio, and from high time complexity and message complexity. In this paper, we present a new distributed approximation algorithm that constructs a MCDS for wireless ad hoc networks based on a maximal independent set (MIS). Our algorithm, which is fully localized, has a constant approximation ratio, and O(n) time and O(n) message complexity. In this algorithm, each node only requires the knowledge of its one‐hop neighbours and there is only one shortest path connecting two dominators that are at most three hops away. We not only give theoretical performance analysis for our algorithm, but also conduct extensive simulation to compare our algorithm with other algorithms in the literature. Simulation results and theoretical analysis show that our algorithm has better efficiency and performance than others. Copyright © 2005 John Wiley & Sons, Ltd.     

On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.     

解线性最小二乘问题的一个新并行算法

讨论了求解无约束线性最小二乘问题的一种并行单纯形法以及对它的改进算法并行共轭梯度—单纯形法 .算法本身具有很强的并行机制 ,能够充分地发挥并行机快速省时的特点 .本文也对算法做了理论分析 ,对算法的收敛性给予了证明 (在二维情形下 ) .最后做了数值实验 (由于软硬件条件的限制 ,并行算法未能在并行计算机上实现 ,鉴于这种情况 ,我们所做的数值实验均是在串行机上完成的 )     

基因组重排问题的一个近似算法

分子生物学中基因无方向的反向基因组重排问题在数学上已被证明是一个NP困难问题．基于断点图的概念，给出一个时间复杂性为O(max{b^(π)，nb(π)})，空间复杂性为0(n)的求其近似最优解的算法．其中n为基因组中基因个数，π=(π1,π2，…，πn)表示n个基因的一种排列，b(π)表示排列π中的断点数．数据实验的结果表明，该近似算法可以求得较好的结果．     

The Heat Equation with Initial Data Corrupted by Measurement Error and Missing Data

In this work the Cauchy problem for the one-dimensional heat equation is considered. In contrast to existing literature it is assumed that the initial state f is unknown and that information regarding f is obtained by some process of measurement. To enhance realism, both measurement errors and missing data are allowed for. Under assumptions on f in the Fourier-domain first an approximation to f is derived from the data by means of a novel uncertainty principle. Then, it is studied how this perturbation in the initial state propagates with time.      

计算机远程控制系统的设计与实现

介绍了一个计算机远程控制系统的设计与实现，该系统采用客户机／服务器模式，实现远程屏幕的实时传输，采用LZW压缩算法对图像进行压缩传输，在接受方进行解码并且实现了远程文件创建和删除、显示被控制端的主机信息、发送实时消息等功能。采用鼠标，键盘的模拟方式对计算机进行实时控制。     

CONVERGENCE OF CASCADE ALGORITHMS AND SMOOTHNESS OF REFINABLE DISTRIBUTIONS

In this paper, the author at first develops a method to study convergence of the cascade algorithm in a Banach space without stable assumption on the initial (see Theorem 2.1), and then applies the previous result on the convergence to characterizing compactly supported refinable distributions in fractional Sobolev spaces and Holder continuous spaces (see Theorems 3.1, 3.3, and 3.4). Finally the author applies the above characterization to choosing appropriate initial to guarantee the convergence of the cascade algorithm (see Theorem 4.2).