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Customized personal rate offering is of growing importance in the insurance industry. To achieve this, an important step is to identify subgroups of insureds from the corresponding heterogeneous claim frequency data. In this paper, a penalized Poisson regression approach for subgroup analysis in claim frequency data is proposed. Subjects are assumed to follow a zero-inflated Poisson regression model with group-specific intercepts, which capture group characteristics of claim frequency. A penalized likelihood function is derived and optimized to identify the group-specific intercepts and effects of individual covariates. To handle the challenges arising from the optimization of the penalized likelihood function, an alternating direction method of multipliers algorithm is developed and its convergence is established. Simulation studies and real applications are provided for illustrations. 相似文献
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本文提出了直接利用候选模型的估计方差的变化一曲线曲率,来选择真模型的阶数,这一方法异于传统的利用距离准则导出估计真模型阶数的准则的做法,文中还对这一新方法进行了模拟研究,发现当真模型的系数比较显著时,这个新准则具有很高的准确率。 相似文献
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The paper present a linear-time algorithm for solving the two machine open shop scheduling problem to minimize an arbitrary regular penalty function depending on the lengths of periods during which the machines are used. Both the preemptive and the nonpreemptive cases of the problem are considered. 相似文献
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We consider optimization problems with equality, inequality, and abstract set constraints, and we explore various characteristics of the constraint set that imply the existence of Lagrange multipliers. We prove a generalized version of the Fritz–John theorem, and we introduce new and general conditions that extend and unify the major constraint qualifications. Among these conditions, two new properties, pseudonormality and quasinormality, emerge as central within the taxonomy of interesting constraint characteristics. In the case where there is no abstract set constraint, these properties provide the connecting link between the classical constraint qualifications and two distinct pathways to the existence of Lagrange multipliers: one involving the notion of quasiregularity and the Farkas lemma, and the other involving the use of exact penalty functions. The second pathway also applies in the general case where there is an abstract set constraint. 相似文献
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神经网络技术最为成功的应用领域之一是用于求解优化问题,本文就近年来的求解优化问题的神经网络方法进行了综述 相似文献
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Henri Moereels Ludo De Bie Jan P. Tollenaere 《Journal of computer-aided molecular design》1990,4(2):131-145
Summary Today, more than 40 protein amino acid (AA) sequences of membrane receptors coupled to guanine nucleotide binding proteins (G-proteins) are available. For those working in the field of medicinal chemistry, these sequences present a new type of information that should be taken into consideration. To make maximal use of sequence data it is essential to be able to compare different protein sequences in a similar way to that used for small molecules. A prerequisite, however, is the availability of a processing environment that enables one to handle sequences in an easy way, both by hand and by computer. In order to meet these ends, the package CGEMA (Colour Graphics Editor for Multiple Alignment) was developed in our laboratory. The programme uses a user-definable colour coding for the different AAs. Sequences can be aligned by hand or by computer, using VGAP, and both approaches can be combined. VGAP is a novel in-house written alignment programme with a variable gap penalty that also handles consecutive alignments using one sequence as a probe. In addition, secondary structure prediction tools are available.From the 20 protein sequences, available for the muscarinic acetylcholine receptor, 13 different sequences were selected, covering the subtypes m1 to m5. By comparing the sequences, two major groups are revealed that correspond to those found by considering the transducing system coupled to the various receptor subtypes. Different parts of the protein sequences are identified as characterizing the subtype and binding the ligands, respectively. 相似文献