Bayesian MCMC Mapping of Quantitative Trait Loci in a Half-sib Design: a Graphical Model Perspective

Graphical models provide a powerful and flexible approach to the analysis of complex problems in genetics. While task-specific software may be extremely efficient for any particular analysis, it is often difficult to adapt to new computational challenges. By viewing these genetic applications in a more general framework, many problems can be handled by essentially the same software. This is advantageous in an area where fast methodological development is essential. Once a method has been fully developed and tested, problem-specific software may then be required. The aim of this paper is to illustrate the potential use of a graphical model approach to genetic analyses by taking a very simple and well-understood problem by way of example.     

EMBEDDED MATRICES FOR FINITE MARKOV CHAINS

For an arbitrary subset A of the finite state space 5 of a Markov chain the so–called embedded matrix P _A is introduced. By use of these matrices formulas expressing all kinds of probabilities can be written down almost automatically, and calculated very easily on a computer. Also derivations can be given very systematically.     

基于Markov链的物流园区需求灰色预测模型改进

物流因区是一项大型基础设施投资项目，在规划与设计上需要有一定的超前意识，而需求预测则是园区规划超前意识的重要依据。目前。国内外对物流园区需求预测方法的研究和实践基本上还处于发展阶段．至今尚未形成完整科学、操作性强的方法体系，现有的需求预测大体上是借鉴史通运输规划的模型．进行研究的过程中灰色模型预测有局限性。其预测结果与真实值之间存在一定误差，因而可以考虑利用Markov链提出改进方案。     

基于顾客满意度的绿色采购决策研究

从提高顾客满意度(CS)的视角,研究了生态供应链(ESC)环境下绿色采购决策优化问题。利用两状态、时间离散的Markov链描述了CS的动态转移过程,以赋值形式引入利润变量,建立了ESC绿色采购决策的随机优化模型,体现了顾客导向的思想;并且给出了应用算法释例。     

Monitoring recessions: A Bayesian sequential quickest detection method

Monitoring business cycles faces two potentially conflicting objectives: accuracy and timeliness. To strike a balance between these dual objectives, we propose a Bayesian sequential quickest detection method to identify turning points in real time with a sequential stopping time as a solution. Using four monthly indexes of real economic activity in the United States, we evaluated the method’s real-time ability to date the past five recessions. The proposed method identified similar turning-point dates as the National Bureau of Economic Research (NBER), with no false alarms, but on average, it dated peaks four months faster and troughs 10 months faster relative to the NBER announcement. The timeliness of our method is also notable compared to the dynamic factor Markov-switching model: the average lead time was about five months when dating peaks and two months when dating troughs.     

Stakeholder management in sustainable supply chains: A case study of the bioenergy industry

Engaging with stakeholders and managing their issues when striving for a sustainable supply chain (SC) is a significant challenge. Although most studies on sustainable supply chain management (SSCM) consider stakeholder management necessary, little is known about related stakeholder management practices in SSCM. Thus, this paper seeks to enrich the theoretical debate on stakeholder management practices in SSCM through a case study approach to bioenergy SCs in Chile. Based on 28 interviews with SC actors and representatives from the surrounding stakeholder environment, the deductive–inductive analysis reveals that stakeholder management combines different practices to discuss stakeholder concerns, address them, and evaluate the process at the SC's external and internal levels. We propose structuring these practices based on two dimensions: “practices to address stakeholder requirements” and “practices whereby stakeholders are integrated.” The analysis' results indicate that although two-way communication with stakeholders can be seen as the core of stakeholder management, a certain willingness to learn and transform SC design is a prerequisite for true orientation toward stakeholder management in SSCM. Additionally, linkage development and local anchoring are practices used to obtain further legitimacy at the external level. Building on these findings, this study can guide practitioners in engaging with stakeholders and managing their issues across the SC.     

建立应急防控物资供应链模式设想

伴随紧急事件发生常会出现物资短缺、供应渠道不畅等问题,尤其对于一些像医疗用品等特殊物资的供给,因其规格标准具有严格要求,加之生产企业和供应商数量有限,短时间获得大量供应尤其存在困难。文章运用供应链管理模式结合医用物资的生产供应特点,提出了由政府层面组建应急防控物资供应链并发挥指挥协调作用的设想,通过集中整合政府各职能部门和社会分散资源,保障各类应急防控物资顺利获得并及时发送到位。     

On exact D-optimal designs with 2 two-level factors and n autocorrelated observations

In this paper we consider the exact D-optimal designs for estimation of the unknown parameters in the two factors, each at only two-level, main effects model with autocorrelated errors. The vector of the n random errors in the observed responses is assumed to follow a first-order autoregressive model (AR(1)). The exact D-optimal designs seek the optimal combinations of the design levels as well as the optimal run orders, so that the determinant of the information matrix of BLUEs for the unknown parameters is maximized. Bora-Senta and Moyssiadis (1999) gave some conjectures about the exact D-optimal designs based on their experience of several exhaustive searches. In this paper their conjectures are partially proved to be true.Received: January 2003 / Accepted: October 2003Partially supported by the National Science Council of Taiwan, R.O.C. under grant NSC 91-2115-M-008-013.Supported in part by the National Science Council of Taiwan, R.O.C. under grant NSC 89-2118-M-110-003.     

Estimation methods for stochastic volatility models: a survey

Abstract.  Although stochastic volatility (SV) models have an intuitive appeal, their empirical application has been limited mainly due to difficulties involved in their estimation. The main problem is that the likelihood function is hard to evaluate. However, recently, several new estimation methods have been introduced and the literature on SV models has grown substantially. In this article, we review this literature. We describe the main estimators of the parameters and the underlying volatilities focusing on their advantages and limitations both from the theoretical and empirical point of view. We complete the survey with an application of the most important procedures to the S&P 500 stock price index.     

动态比较优势与中国目标产业选择实证分析

通过动态比较优势的理论模型，可揭示后进国家政策介入的必要性和有效性；采用独立随机增量过程马尔可夫链方法，可对中国制造业动态比较优势进行经验验证和预测。结果显示，弱比较劣势产业是目标产业。该些产业的优势状态保持不变或上移的概率高达80％以上，表明它们具有较大的潜在比较优势。