Density estimation in the uniform deconvolution model

We consider the problem of estimating a probability density function based on data that are corrupted by noise from a uniform distribution. The (nonparametric) maximum likelihood estimator for the corresponding distribution function is well defined. For the density function this is not the case. We study two nonparametric estimators for this density. The first is a type of kernel density estimate based on the empirical distribution function of the observable data. The second is a kernel density estimate based on the MLE of the distribution function of the unobservable (uncorrupted) data.     

基于混合K-中心点的Web客户聚类

通过对Web日志文件进行分析，该文提出了一种改进的K-中心点聚类算法对Wweb用户的行为进行分析的方法。该算法利用模糊相似度，并模仿遗传算法中计算适应度思想，另加了一层循环迭代，每次比较适应度，保留最佳适应度，使之有较好的性能，改进了其易局部最优化的缺点。     

我国经济发展水平与劳动力就业数量关系研究——兼论我国劳动力资源是否过剩

我国劳动力对经济发展而言，其生产率高于资本，因而经济发展对劳动力就业的促进作用逐渐减弱（经济增长的就业弹性逐渐变小）。据测算，我国2013年以前劳动力就业压力很大，2015年以后劳动力又会供不应求。所以，我国未来经济发展中，2014年前后应采用不同的产业结构调整策略来充分满足劳动力就业的要求。     

基于粗糙集理论的决策树方法在贷款客户信用评估中的应用

决策树是数据挖掘中常用的分类技术，其生成的规则便于决策者理解和应用。然而面对较多的属性且含有冗余和噪声属性的记录集生成的决策树时，无法删除冗余属性，造成运算过程复杂。本文旨在通过应用粗糙集理论，将其与决策树方法进行结合，对属性进行约简，降低运算复杂度，并生成相对简化的规则形式，并将其应用到银行个人贷款客户信用评估之中。     

Lotus Domino/Notes的公开密钥加密机制

公开密钥加密技术在最近几年得到了极大的重视和发展。本文讨论了公钥加密技术的原理和实施技术，并结合公钥技术在Lotus Domino/Notes中的应用，着重探讨了Lotus系统内部用户校验和认证机制的建立和实施。     

Cost monotonicity, consistency and minimum cost spanning tree games

We propose a new cost allocation rule for minimum cost spanning tree games. The new rule is a core selection and also satisfies cost monotonicity. We also give characterisation theorems for the new rule as well as the much-studied Bird allocation. We show that the principal difference between these two rules is in terms of their consistency properties.     

控制费用为“取最大”形式的可控排序问题

本文讨论了一类新的加工时间可控的单机排序问题,其目标函数为正则函数与最大不满意程度函数之和,不满意函数刻划了对工件实际加工时间偏离其额定加工时间不满意的程度,本文对这类问题提出了几个多项式算法。     

Conditioning as disintegration

Conditional probability distributions seem to have a bad reputation when it comes to rigorous treatment of conditioning. Technical arguments are published as manipulations of Radon–Nikodym derivatives, although we all secretly perform heuristic calculations using elementary definitions of conditional probabilities. In print, measurability and averaging properties substitute for intuitive ideas about random variables behaving like constants given particular conditioning information.
One way to engage in rigorous, guilt-free manipulation of conditional distributions is to treat them as disintegrating measures—families of probability measures concentrating on the level sets of a conditioning statistic. In this paper we present a little theory and a range of examples—from EM algorithms and the Neyman factorization, through Bayes theory and marginalization paradoxes—to suggest that disintegrations have both intuitive appeal and the rigor needed for many problems in mathematical statistics.     

Asymptotically optimal estimation of smooth functionals for interval censoring, part 1

Estimation in the interval censoring model is considered. A class of smooth functionals is introduced, of which the mean is an example. The asymptotic information lower bound for such functionals can be represented as an inner product of two functions. In case 1, i.e. one observation time per unobservable event time, both functions can be given explicitly. We mainly consider case 2, with two observation times for each unobservable event time, in the situation that the observation times can not become arbitrarily close to each other. For case 2, one of the functions in the inner product can only be given implicitly as solution to a Fredholm integral equation. We study properties of this solution and, in a sequel to this paper, prove that the nonparametric maximum likelihood estimator of the functional asymptotically reaches the information lower bound.     

Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor

In this paper a multi-factor generalization of Ho–Lee model is proposed. In sharp contrast to the classical Ho–Lee, this generalization allows for those movements other than parallel shifts, while it still is described by a recombining tree, and is a process with stationary independent increments to be compatible with principal component analysis. Based on the model, generalizations of duration-based hedging are proposed. A continuous-time limit of the model is also discussed. This research was supported by Open Research Center Project for Private Universities: matching fund subsidy from MEXT, 2004–2008 and also by Grants-in-Aids for Scientific Research (No. 18540146) from the Japan Society for Promotion of Sciences.