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.     

各种指数基金模型的实证比较分析

在指数基金管理方面，存在着多种优化的指数投资组合的构建方法和绩效评估方法，本文以实证研究的形式，比较分析了由5种“选股”方法和5种“资金配置”方法所构成的25种投资组合在各种绩效评估方法下的表现。最终得出结论认为，在遗传算法下利用DMinMax模型配置资产权重将具有较好的投资绩效。     

求解工程机械传动轴刚度的新算法

利用奇异函数导出轴的弯矩和挠曲线的通用表达式，借助计算机编程和采用一维优化方法，探讨了轴在复杂载荷作用下最大变形的求解方法，并给出了计算实例。     

遗传算法及其在客户关系管理中的应用研究

遗传算法是一种宏观意义下的仿生优化算法，它模拟生物在自然环境中的遗传和进化过程而形成的一种自适应全局优化概率搜索算法。这种算法可以用于对海量的客户信息进行搜索，提取对决策有用的信息，让企业在激烈的市场竞争中处于有利地位，最终达到最高利润。本文还通过一个简单的实例研究将该算法应用在客户关系管理中。     

ML– and semiparametric estimation in logistic models with incomplete covariate data

ML–estimation of regression parameters with incomplete covariate information usually requires a distributional assumption regarding the concerned covariates that implies a source of misspecification. Semiparametric procedures avoid such assumptions at the expense of efficiency. In this paper a simulation study with small sample size is carried out to get an idea of the performance of the ML–estimator under misspecification and to compare it with the semiparametric procedures when the former is based on a correct assumption. The results show that there is only a little gain by correct parametric assumptions, which does not justify the possibly large bias when the assumptions are not met. Additionally, a simple modification of the complete case estimator appears to be nearly semiparametric efficient.     

基于微粒群优化算法的物流配送中心选址问题研究

结合物流配送中心选址的特点，建立数学模型．在此基础上研究了基于微粒群算法的物流多配送中心选址问题，得到一种新的多配送中心选址方法。仿真结果证明此方法比传统选址方法更适合多配送中心选址和非线性问题的优化，并且具有传统算法所不具备的灵活性，适用多样的物流配送模型。     

蚁群算法在物流配送路径优化问题上的应用

物流配送路径优化是现代物流配送服务的关键环节之一,需要一个快速而有效的求解算法,构建了物流配送路径优化问题的数学模型,并应用蚁群算法加以求解。在模拟试验基础上,得出了蚁群算法对物流配送路径优化问题十分有效的结论,探索出了一条高效求解物流配送路径优化问题的新途径。     

Numerical Maximisation of Likelihood: A Neglected Alternative to EM?

There is by now a long tradition of using the EM algorithm to find maximum‐likelihood estimates (MLEs) when the data are incomplete in any of a wide range of ways, even when the observed‐data likelihood can easily be evaluated and numerical maximisation of that likelihood is available as a conceptually simple route to the MLEs. It is rare in the literature to see numerical maximisation employed if EM is possible. But with excellent general‐purpose numerical optimisers now available free, there is no longer any reason, as a matter of course, to avoid direct numerical maximisation of likelihood. In this tutorial, I present seven examples of models in which numerical maximisation of likelihood appears to have some advantages over the use of EM as a route to MLEs. The mathematical and coding effort is minimal, as there is no need to derive and code the E and M steps, only a likelihood evaluator. In all the examples, the unconstrained optimiser nlm available in R is used, and transformations are used to impose constraints on parameters. I suggest therefore that the following question be asked of proposed new applications of EM: Can the MLEs be found more simply and directly by using a general‐purpose numerical optimiser?     

基于PSIM的新型电流源PMSM变频调速研究

车用大功率PMSM变频调速系统,由于行驶环境因素的影响,依靠霍尔传感器或光电编码器进行转速测量的可靠性不高,而无位置传感器技术能较好地解决这一问题。此外,传统的电压源逆变器不适合大功率变频调速,而反阻断IGBT器件不断降低的成本使电流源逆变器的应用成为趋势。现基于Powersim公司开发的PSIM软件,对采用自适应积分法进行转速和转子位置估算的新型电流源PMSM变频调速系统进行仿真研究。     

一种雷达回波数据的实时压缩算法

本文研究了脱靶量测量中的雷达回波数据的实时压缩问题，通过对作匀速直线运动目标的多普勒信号特征的分析，提出了一种基于离散余弦变换（DCT）的多普勒信号的变换域压缩算法，并讨论了根据重构信号由高分辨率谱估计及非线性最小二乘拟合进行脱靶量测量的问题。