A Guide to Exact Simulation

Markov Chain Monte Carlo (MCMC) methods are used to sample from complicated multivariate distributions with normalizing constants that may not be computable in practice and from which direct sampling is not feasible. A fundamental problem is to determine convergence of the chains. Propp & Wilson (1996) devised a Markov chain algorithm called Coupling From The Past (CFTP) that solves this problem, as it produces exact samples from the target distribution and determines automatically how long it needs to run. Exact sampling by CFTP and other methods is currently a thriving research topic. This paper gives a review of some of these ideas, with emphasis on the CFTP algorithm. The concepts of coupling and monotone CFTP are introduced, and results on the running time of the algorithm presented. The interruptible method of Fill (1998) and the method of Murdoch & Green (1998) for exact sampling for continuous distributions are presented. Novel simulation experiments are reported for exact sampling from the Ising model in the setting of Bayesian image restoration, and the results are compared to standard MCMC. The results show that CFTP works at least as well as standard MCMC, with convergence monitored by the method of Raftery & Lewis (1992, 1996).     

Multi-period layout planning for hospital wards

Layout planning for hospitals is a long-term decision. Nevertheless, medical and organizational factors change over time. For example, demand for different-sized bed rooms varies based on medical requirements and patient preferences. In this paper, we consider the planning of ward layouts over multiple periods using different approaches. The fixed ward layout models aim at minimizing either the number of demand violations or costs for installing fixed patient rooms. In contrast, the variable ward layout model allows for layout adaptations to satisfy demand. Thus, additional costs for the movement of walls have to be considered. The application of the different approaches as a decision support tool for hospital planners is explained. Hence, it can be derived in which settings the costs for adapting a layout do not exceed the benefits of such a change. Computational experiments demonstrate the applicability of the models for realistic instances.     

注册会计师审计行为的优化研究——基于“审计文化”视角

注册会计师审计是市场经济发展到一定阶段的产物。随着市场经济的日益复杂化,经济利益和审计责任的冲突往往会影响注册会计师的审计行为,导致注册会计师审计舞弊现象屡见不鲜,注册会计师审计职业信誉受损。该文试图从会计师事务所这样一个特定的组织出发,探讨审计文化的内涵及其组成要素,并基于对审计文化与审计行为关系的理解,提出了优化审计行为的审计文化构建措施。     

高速公路施工作业区交通组织方案的探析

高速公路施工作业区交通组织方案中,总结高速公路施工作业区的具体划分、车道封闭方式和上游过渡区限速标志的布设等。在Vissim仿真下,对采取不同交通组织方案的施工作业区的平均延误时间、平均最大排队长度、仿真通过量三个指标进行比对,表明不同的交通组织方案对作业区行车安全水平和服务水平具有不同的影响程度。     

Search Engine Optimization and Pay-per-Click Marketing Strategies

Any e-commerce venture using a website as the main shop front should invest in marketing its website. In this study, the relationship between website owners having invested in search engine optimization (SEO) and pay-per-click (PPC), respectively, is investigated. The design used in this research involves an empirical field experimental approach in which implementation of both SEO and PPC are considered, with subsequent comparison of results. Data were gathered from Google search results after performing both Fat Head and Long Tail key-phrase searches based in various categories. Websites that were listed among the top 10 in the sponsored section of search results were recorded. These websites were then checked to see if they also had an SEO ranking within the top 100 for both the Fat Head and Long Tail key-phrases. It is found that website owners seldom invest in SEO as part of a search engine marketing (SEM) campaign. This seems to confirm some of the findings by other authors. This research has important implications for SEO and PPC practitioners, and for website owners. It should influence the way budgets on search engine marketing are applied. Finally, it could be used by marketing managers in better utilizing their limited SEM dollars. No evidence could be found that this kind of empirical research has been done, hence the results are considered to be unique.     

浅谈矿山优化采准设计

文章在分析矿山采准工程设计现状的基础上,运用工程经济分析的基本理论,提出了优化采准工程设计的方法和步骤。     

Stochastic optimization for transshipment problems with positive replenishment lead times

Transshipments, monitored movements of material at the same echelon of a supply chain, represent an effective pooling mechanism. Earlier papers dealing with transshipments either do not incorporate replenishment lead times into their analysis, or only provide a heuristic algorithm where optimality cannot be guaranteed beyond settings with two locations. This paper uses infinitesimal perturbation analysis by combining with a stochastic approximation method to examine the multi-location transshipment problem with positive replenishment lead times. It demonstrates the computation of optimal base stock quantities through sample path optimization. From a methodological perspective, this paper deploys a duality-based gradient computation method to improve computational efficiency. From an application perspective, it solves transshipment problems with non-negligible replenishment lead times. A numerical study illustrates the performance of the proposed approach.     

商品住宅开发与经营优化理念的研究

本文结合房地产市场的实际情况，从商品住宅建设的前期开发策划，规划设计，建设管理，经营销售，物业管理等全方位探讨商品住宅开发与经营的优化理念问题，以期给广大的房地产开发商提供一些参考，能及时把握机遇，确立符合市场需求及其趋势的科学开发、经营理念和策略，实现住宅开发与经营可持续发展战略。     

Regulators as ‘agents’: power and personality in risk regulation and a role for agent‐based simulation

We critically examine how evidence and knowledge are brokered between the various actors (agents) in regulatory decisions on risk. Following a précis of context and regulatory process, we explore the role power and personality might play as evidence is synthesised and used to inform risk decisions, providing a review of the relevant literature from applied psychology, agent‐based simulation and regulatory science. We make a case for the adoption of agent‐based tools for addressing the sufficiency of evidence and resolving uncertainty in regulatory decisions. Referring to other environmental applications of agent‐based decision‐making, we propose how an agent model might represent power structures and personality characteristics with the attending implications for the brokering of regulatory science. This critical review has implications for the structuring of evidence that informs environmental decisions and the personal traits required of modern regulators operating in facilitative regulatory settings.     

对数鲁棒优化投资组合策略有效性研究——基于中国股票市场的实证分析

结合中国股票市场实际特征,基于资产价格服从对数正态分布假设及引入最坏情景（即风险价值）,同时考虑各资产之间的关联性,提出三种资产关系对数鲁棒优化投资组合模型：最坏情景下独立资产对数鲁棒优化投资组合（WCIALRO）模型、最坏情景下特殊关联资产对数鲁棒优化（WCCASCLRO）模型和最坏情景下一般关联资产对数鲁棒优化（WCCAGCLRO）模型。运用新的求解方法对三种模型及相应改进模型进行实证比较分析,结果表明：对数鲁棒优化投资组合策略是有效、可行的。