Quasi-Monte Carlo for Highly Structured Generalised Response Models

Highly structured generalised response models, such as generalised linear mixed models and generalised linear models for time series regression, have become an indispensable vehicle for data analysis and inference in many areas of application. However, their use in practice is hindered by high-dimensional intractable integrals. Quasi-Monte Carlo (QMC) is a dynamic research area in the general problem of high-dimensional numerical integration, although its potential for statistical applications is yet to be fully explored. We survey recent research in QMC, particularly lattice rules, and report on its application to highly structured generalised response models. New challenges for QMC are identified and new methodologies are developed. QMC methods are seen to provide significant improvements compared with ordinary Monte Carlo methods.      

Fuzzy格上的KKM定理

讨论定义和Ｆｕｚｚｙ格上的某类映射的性质,主要结果是定理２．１。近几攫来,国内外许多专家、学者热心研究的ＫＫＭ定理,广义ＫＫＭ定理等冼多结果,都是定理２．１的一些简单和推论。由此说明,Ｆｕｚｚｙ格理论具有广泛的应用性。     

Lattice-Boltzmann Models for heat transfer

A multispeed heat transfer lattice Boltzmann model is presented. The model possesses the perfect gas state equation with arbitrary special heat ratio. The macroscopic conservation equations are derived by the Chapman-Enskog method. The one dimensional simulation for the sinusoidal energy distributions are compared with the theoretical results, showing good agreement. The theoretical conductivity in the energy equation is in accordance with the simulations.     

格的凸子格格与幂格

研究格的凸子格的性质,建立格的非空凸子格组成的幂格与幂格的联系,证明在同构意义下,分配格的幂格都是它的非空凸子格组成的幂格的子格。     

Combinatorial interpretations of the q-Faulhaber and q-Salié coefficients

Recently, Guo and Zeng discovered two families of polynomials featuring in a q-analogue of Faulhaber's formula for the sums of powers and a q-analogue of Gessel-Viennot's formula involving Salié's coefficients for the alternating sums of powers. In this paper, we show that these are polynomials with symmetric, nonnegative integral coefficients by refining Gessel-Viennot's combinatorial interpretations.     

A generating function for all semi-magic squares and the volume of the Birkhoff polytope

We present a multivariate generating function for all n×n nonnegative integral matrices with all row and column sums equal to a positive integer t, the so called semi-magic squares. As a consequence we obtain formulas for all coefficients of the Ehrhart polynomial of the polytope B _n of n×n doubly-stochastic matrices, also known as the Birkhoff polytope. In particular we derive formulas for the volumes of B _n and any of its faces.     

Linear Optimization in C (Ω) and Portfolio Insurance

Suppose that X is a subspace of C ( z ) generated by n linearly independent positive elements of C ( z ). In this article we study the problem of minimization of a positive linear functional p of X in X , under a finite number of linear inequalities. This problem does not have always a solution and if a solution exists we cannot determine it. In this article we show that if X is contained in a finite dimensional minimal lattice-subspace Y of C ( z ) (or equivalently, if X is contained in a finite dimensional minimal subspace Y of C ( z ) with a positive basis) and m = dim Y , then the minimization problem has a solution and we determine the solutions by solving an equivalent linear programming problem in . Finally note that this minimization problem has an important application in the portfolio insurance which was the motivation for the preparation of this article.     

Repleteness and regular lattice measures

Let X be an abstract set and L a lattice of subsets of X. To each lattice regular measure µ, we associate two induced measures and on suitable lattices of the Wallman space IR(L) and another measure µ on the spaceIR(L). We will investigate the reflection of smoothness properties of p onto , and µ; and try to set some new criterion for repleteness and measure repleteness.