This paper made a discuss on the relative efficiency of the generalized conditional root square estimation and the specific conditional root square estimation in paper [1,2] in inhomogeneous equality restricted linear...This paper made a discuss on the relative efficiency of the generalized conditional root square estimation and the specific conditional root square estimation in paper [1,2] in inhomogeneous equality restricted linear model. It is shown that the generalized conditional root squares estimation has not smaller the relative efficiency than the specific conditional root square estimation, by a constraint condition in root squares parameter, we compare bounds of them, thus, choose appropriate squares parameter, the generalized conditional root square estimation has the good performance on mean squares error.展开更多
The study of estimation of conditional extreme quantile in incomplete data frameworks is of growing interest. Specially, the estimation of the extreme value index in a censorship framework has been the purpose of many...The study of estimation of conditional extreme quantile in incomplete data frameworks is of growing interest. Specially, the estimation of the extreme value index in a censorship framework has been the purpose of many inves<span style="font-family:Verdana;">tigations when finite dimension covariate information has been considered. In this paper, the estimation of the conditional extreme quantile of a </span><span style="font-family:Verdana;">heavy-tailed distribution is discussed when some functional random covariate (</span><i><span style="font-family:Verdana;">i.e.</span></i><span style="font-family:Verdana;"> valued in some infinite-dimensional space) information is available and the scalar response variable is right-censored. A Weissman-type estimator of conditional extreme quantiles is proposed and its asymptotic normality is established under mild assumptions. A simulation study is conducted to assess the finite-sample behavior of the proposed estimator and a comparison with two simple estimations strategies is provided.</span>展开更多
Gaze estimation,a crucial non-verbal communication cue,has achieved remarkable progress through convolutional neural networks.However,accurate gaze prediction in uncon-strained environments,particularly in extreme hea...Gaze estimation,a crucial non-verbal communication cue,has achieved remarkable progress through convolutional neural networks.However,accurate gaze prediction in uncon-strained environments,particularly in extreme head poses,partial occlusions,and abnormal lighting,remains challenging.Existing models often struggle to effectively focus on discriminative ocular features,leading to suboptimal performance.To address these limitations,this paper proposes dual-branch gaze estimation with Gaussian mixture distribution heatmaps and dynamic adaptive loss function(DMGDL),a novel dual-branch gaze estimation algorithm.By introducing Gaussian mixture distribution heatmaps centered on pupil positions as spatial attention guides,the model is enabled to prioritize ocular regions.Additionally,a dual-branch network architecture is designed to separately extract features for yaw and pitch angles,enhancing flexibility and mitigating cross-angle interference.A dynamic adaptive loss function is further formulated to address discontinuities in angle estimation,improving robustness and convergence stability.Experimental evaluations on three benchmark datasets demonstrate that DMGDL outperforms state-of-the-art methods,achiev-ing a mean angular error of 3.98°on the Max-Planck institute for informatics face gaze(MPI-IFaceGaze)dataset,10.21°on the physically unconstrained gaze estimation in the wild(Gaze360)dataset and 6.14°on the real-time eye gaze estimation in natural environments(RT-Gene)dataset,exhibiting superior generalization and robustness.展开更多
Squeezed reservoir engineering is a powerful technique in quantum information that combines the features of squeezing and reservoir engineering to create and stabilize non-classical quantum states. In this paper, we f...Squeezed reservoir engineering is a powerful technique in quantum information that combines the features of squeezing and reservoir engineering to create and stabilize non-classical quantum states. In this paper, we focus on the previously neglected aspect of the impact of the squeezing phase on the precision of quantum phase and amplitude estimation based on a simple model of a two-level system(TLS) interacting with a squeezed reservoir. We derive the optimal squeezed phase-matching conditions for phase φ and amplitude θ parameters, which are crucial for enhancing the precision of quantum parameter estimation. The robustness of the squeezing-enhanced quantum Fisher information against departures from these conditions is examined, demonstrating that minor deviations from phase-matching can still result in remarkable precision of estimation. Additionally, we provide a geometric interpretation of the squeezed phase-matching conditions from the classical motion of a TLS on the Bloch sphere. Our research contributes to a deeper understanding of the operational requirements for employing squeezed reservoir engineering to advance quantum parameter estimation.展开更多
In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y|x) are studied. The results may be used to...In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y|x) are studied. The results may be used to construct the confidence interval of f(y|x) .展开更多
Due to the fact that semantic role labeling （SRL） is very necessary for deep natural language processing, a method based on conditional random fields （CRFs） is proposed for the SRL task. This method takes shallow ...Due to the fact that semantic role labeling （SRL） is very necessary for deep natural language processing, a method based on conditional random fields （CRFs） is proposed for the SRL task. This method takes shallow syntactic parsing as the foundation, phrases or named entities as the labeled units, and the CRFs model is trained to label the predicates＇ semantic roles in a sentence. The key of the method is parameter estimation and feature selection for the CRFs model. The L-BFGS algorithm was employed for parameter estimation, and three category features： features based on sentence constituents, features based on predicate, and predicate-constituent features as a set of features for the model were selected. Evaluation on the datasets of CoNLL-2005 SRL shared task shows that the method can obtain better performance than the maximum entropy model, and can achieve 80. 43 % precision and 63. 55 % recall for semantic role labeling.展开更多
This paper applies the fractal dimension as a characteristic to describe the engine抯 operating condition and its developmental trend. A correlation dimension is one of the quantities that are usually used to characte...This paper applies the fractal dimension as a characteristic to describe the engine抯 operating condition and its developmental trend. A correlation dimension is one of the quantities that are usually used to characterize a strange attractor. With the operation of the phase space reconstruction, respective correlation dimensions of a series of vibration signals obtained under different conditions are calculated to find the intrinsic relationship between the indicator and the operating condition. The experiment result shows that the correlation dimension is sensitive to the condition evolution and convenient for the identification of abnormal operational states. In advanced prognostic algorithm based on the BP neural network is then applied on the correlation dimensions to predict the short-term running conditions in order to avoid severe faults and realize in-time maintenance. Experimental results are presented to illustrate the proposed methodology.展开更多
A pre-selection space time model was proposed to estimate the traffic condition at poor-data-detector,especially non-detector locations.The space time model is better to integrate the spatial and temporal information ...A pre-selection space time model was proposed to estimate the traffic condition at poor-data-detector,especially non-detector locations.The space time model is better to integrate the spatial and temporal information comprehensibly.Firstly,the influencing factors of the "cause nodes" were studied,and then the pre-selection "cause nodes" procedure which utilizes the Pearson correlation coefficient to evaluate the relevancy of the traffic data was introduced.Finally,only the most relevant data were collected to compose the space time model.The experimental results with the actual data demonstrate that the model performs better than other three models.展开更多
This article proposes a simultaneous localization and mapping(SLAM) version with continuous probabilistic mapping(CPSLAM), i.e., an algorithm of simultaneous localization and mapping that avoids the use of grids, and ...This article proposes a simultaneous localization and mapping(SLAM) version with continuous probabilistic mapping(CPSLAM), i.e., an algorithm of simultaneous localization and mapping that avoids the use of grids, and thus, does not require a discretized environment. A Markov random field(MRF) is considered to model this SLAM version with high spatial resolution maps. The mapping methodology is based on a point cloud generated by successive observations of the environment, which is kept bounded and representative by including a novel recursive subsampling method. The CP-SLAM problem is solved via iterated conditional modes(ICM), which is a classic algorithm with theoretical convergence over any MRF. The probabilistic maps are the most appropriate to represent dynamic environments, and can be easily implemented in other versions of the SLAM problem, such as the multi-robot version. Simulations and real experiments show the flexibility and excellent performance of this proposal.展开更多
The method of condition number is commonly used to diagnose a normal matrix N whether it is ill conditioned state or not.For its shortcoming,a method to measure multi collinearity of a matrix was put forward.The metho...The method of condition number is commonly used to diagnose a normal matrix N whether it is ill conditioned state or not.For its shortcoming,a method to measure multi collinearity of a matrix was put forward.The method is that implement Gram Schmidt orthogonalizing process to column vectors of a design matrix A(αl),then calculate the norms of every vector before and after orthogonalization process and their corresponding ratio,and use the minimum ratio among the group of ratios to measure the multi collinearity of A.According to the corresponding relationship between the multi collinearity and the ill conditioned state of a matrix,the method also studies and offers reference indexes weighing the ill conditioned state of a matrix based on the relative norm.The remarkable characteristics of the method are that the measure of multi collinearity has idiographic geometry meaning and clear lower and upper limit,the size of the measure reflects the multi collinearity of column vectors objectively.It is convenient to study the reason that results in the matrix being multi collinearity and to put forward solving plan according to the method which is summarized as the method of minimum norm and abbreviated as F method.展开更多
In dense pedestrian tracking,frequent object occlusions and close distances between objects cause difficulty when accurately estimating object trajectories.In this study,a conditional random field tracking model is es...In dense pedestrian tracking,frequent object occlusions and close distances between objects cause difficulty when accurately estimating object trajectories.In this study,a conditional random field tracking model is established by using a visual long short term memory network in the three-dimensional(3D)space and the motion estimations jointly performed on object trajectory segments.Object visual field information is added to the long short term memory network to improve the accuracy of the motion related object pair selection and motion estimation.To address the uncertainty of the length and interval of trajectory segments,a multimode long short term memory network is proposed for the object motion estimation.The tracking performance is evaluated using the PETS2009 dataset.The experimental results show that the proposed method achieves better performance than the tracking methods based on the independent motion estimation.展开更多
Under the assumption of strictly stationary process, this paper proposes a nonparametric model to test the kurtosis and conditional kurtosis for risk time series. We apply this method to the daily returns of S＆P500 i...Under the assumption of strictly stationary process, this paper proposes a nonparametric model to test the kurtosis and conditional kurtosis for risk time series. We apply this method to the daily returns of S＆P500 index and the Shanghai Composite Index, and simulate GARCH data for verifying the efficiency of the presented model. Our results indicate that the risk series distribution is heavily tailed, but the historical information can make its future distribution light-tailed. However the far future distribution＇s tails are little affected by the historical data.展开更多
In this paper we give a priori estimates for the maximum modulus of generalizedsolulions of the quasilinear elliplic equations irith anisotropic growth condition.
A novel approach to the inverse problem of diffusively coupled map lattices is systematically investigated by utilizing the symbolic vector dynamics. The relationship between the performance of initial condition estim...A novel approach to the inverse problem of diffusively coupled map lattices is systematically investigated by utilizing the symbolic vector dynamics. The relationship between the performance of initial condition estimation and the structural feature of dynamical system is proved theoretically. It is found that any point in a spatiotemporal coupled system is not necessary to converge to its initial value with respect to sufficient backward iteration, which is directly relevant to the coupling strength and local mapping function. When the convergence is met, the error bound in estimating the initial condition is proposed in a noiseless environment, which is determined by the dimension of attractors and metric entropy of the system. Simulation results further confirm the theoretic analysis, and prove that the presented method provides the important theory and experimental results for better analysing and characterizing the spatiotemporal complex behaviours in an actual system.展开更多
A novel computationally efficient algorithm in terms of the time-varying symbolic dynamic method is proposed to estimate the unknown initial conditions of coupled map lattices （CMLs）. The presented method combines s...A novel computationally efficient algorithm in terms of the time-varying symbolic dynamic method is proposed to estimate the unknown initial conditions of coupled map lattices （CMLs）. The presented method combines symbolic dynamics with time-varying control parameters to develop a time-varying scheme for estimating the initial condition of multi-dimensional spatiotemporal chaotic signals. The performances of the presented time-varying estimator in both noiseless and noisy environments are analysed and compared with the common time-invariant estimator. Simulations are carried out and the obtained results show that the proposed method provides an efficient estimation of the initial condition of each lattice in the coupled system. The algorithm cannot yield an asymptotically unbiased estimation due to the effect of the coupling term, but the estimation with the time-varying algorithm is closer to the Cramer-Rao lower bound （CRLB） than that with the time-invariant estimation method, especially at high signal-to-noise ratios （SNRs）.展开更多
Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that th</span><span style="font-family:Verdana;">is...Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that th</span><span style="font-family:Verdana;">is technique resides in the structure of an inner product space. Th</span><span style="font-family:Verdana;">e technique uses conditioning </span></span><span style="font-family:Verdana;">of</span><span style="font-family:Verdana;"> an unbiased estimator </span><span style="font-family:Verdana;">on</span><span style="font-family:Verdana;"> a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process.展开更多
Let?denote a smooth,bounded domain in R^(N)(N≥2).Suppose that g is a nondecreasing C^(1)positive function and assume that b(x)is continuous and nonnegative inΩ,and that it may be singular on■Ω.In this paper,we pro...Let?denote a smooth,bounded domain in R^(N)(N≥2).Suppose that g is a nondecreasing C^(1)positive function and assume that b(x)is continuous and nonnegative inΩ,and that it may be singular on■Ω.In this paper,we provide sufficient and necessary conditions on the existence of boundary blow-up solutions to the p-Laplacian problem△_(p)u=b(x)g(u)for x∈Ω,u(x)→+∞as dist(x,■Ω)→0.The estimates of such solutions are also investigated.Moreover,when b has strong singularity,the nonexistence of boundary blow-up(radial)solutions and infinitely many radial solutions are also considered.展开更多
This paper uses the estimation of the Self-Excited Multi Fractal (SEMF) model, which holds theoretical promise but has seen mixed results in practice, as a case study to explore the impact of distributional assumption...This paper uses the estimation of the Self-Excited Multi Fractal (SEMF) model, which holds theoretical promise but has seen mixed results in practice, as a case study to explore the impact of distributional assumptions on the model fitting process. In the case of the SEMF model, this examination shows that incorporating reasonable distributional assumptions including a non-zero mean and the leptokurtic Student’s t distribution can have a substantial impact on the estimation results and can mean the difference between parameter estimates that imply unstable and potentially explosive volatility dynamics versus ones that describe more reasonable and realistic dynamics for the returns. While the original SEMF model specification is found to yield unrealistic results for most of the series of financial returns to which it is applied, the results obtained after incorporating the Student’s t distribution and a mean component into the model specification suggest that the SEMF model is a reasonable model, implying realistic return behavior, for most, if not all, of the series of stock and index returns to which it is applied in this study. In addition, reflecting the sensitivity of the sample mean to the types of characteristics that the SEMF model is designed to capture, the results of this study also illustrate the value of incorporating the mean component directly into the model and fitting it in conjunction with the other model parameters rather than simply centering the returns beforehand by subtracting the sample mean from them.展开更多
Crop yield is mainly affected by weather condition, inputs, and agriculture policies. In the crop yield estimation, farmers＇ perception on weather conditions lead to the assessment of how well yield would be compared...Crop yield is mainly affected by weather condition, inputs, and agriculture policies. In the crop yield estimation, farmers＇ perception on weather conditions lead to the assessment of how well yield would be compared to the previous seasons. This paper applies Bayesian estimation method to estimate crop yield with farmers＇ appraisal on weather condition. The paper shows that crop yield estimation with farmers＇ appraisal on weather condition takes into account risk proportionally to climate change. In light of the United Nations efforts aimed to build a consolidated agriculture statistical system across countries, the statistical model developed here should provide an important tool both for the crop yield estimation and food price analysis.展开更多
文摘This paper made a discuss on the relative efficiency of the generalized conditional root square estimation and the specific conditional root square estimation in paper [1,2] in inhomogeneous equality restricted linear model. It is shown that the generalized conditional root squares estimation has not smaller the relative efficiency than the specific conditional root square estimation, by a constraint condition in root squares parameter, we compare bounds of them, thus, choose appropriate squares parameter, the generalized conditional root square estimation has the good performance on mean squares error.
文摘The study of estimation of conditional extreme quantile in incomplete data frameworks is of growing interest. Specially, the estimation of the extreme value index in a censorship framework has been the purpose of many inves<span style="font-family:Verdana;">tigations when finite dimension covariate information has been considered. In this paper, the estimation of the conditional extreme quantile of a </span><span style="font-family:Verdana;">heavy-tailed distribution is discussed when some functional random covariate (</span><i><span style="font-family:Verdana;">i.e.</span></i><span style="font-family:Verdana;"> valued in some infinite-dimensional space) information is available and the scalar response variable is right-censored. A Weissman-type estimator of conditional extreme quantiles is proposed and its asymptotic normality is established under mild assumptions. A simulation study is conducted to assess the finite-sample behavior of the proposed estimator and a comparison with two simple estimations strategies is provided.</span>
基金supported by the Key Project of the NationalLanguage Commission(No.ZDI145-110)the AcademicResearch Projects of Beijing Union University(No.ZK20202514)+1 种基金the Key Laboratory Project(No.YYZN-2024-6)the Project for the Construction and Support of High-Level Innovative Teams in Beijing Municipal Institutions(No.BPHR20220121).
文摘Gaze estimation,a crucial non-verbal communication cue,has achieved remarkable progress through convolutional neural networks.However,accurate gaze prediction in uncon-strained environments,particularly in extreme head poses,partial occlusions,and abnormal lighting,remains challenging.Existing models often struggle to effectively focus on discriminative ocular features,leading to suboptimal performance.To address these limitations,this paper proposes dual-branch gaze estimation with Gaussian mixture distribution heatmaps and dynamic adaptive loss function(DMGDL),a novel dual-branch gaze estimation algorithm.By introducing Gaussian mixture distribution heatmaps centered on pupil positions as spatial attention guides,the model is enabled to prioritize ocular regions.Additionally,a dual-branch network architecture is designed to separately extract features for yaw and pitch angles,enhancing flexibility and mitigating cross-angle interference.A dynamic adaptive loss function is further formulated to address discontinuities in angle estimation,improving robustness and convergence stability.Experimental evaluations on three benchmark datasets demonstrate that DMGDL outperforms state-of-the-art methods,achiev-ing a mean angular error of 3.98°on the Max-Planck institute for informatics face gaze(MPI-IFaceGaze)dataset,10.21°on the physically unconstrained gaze estimation in the wild(Gaze360)dataset and 6.14°on the real-time eye gaze estimation in natural environments(RT-Gene)dataset,exhibiting superior generalization and robustness.
基金Project supported by the National Natural Science Foundation of China (Grant No. 12265004)Jiangxi Provincial Natural Science Foundation (Grant No. 20242BAB26010)+1 种基金the National Natural Science Foundation of China (Grant No. 12365003)Jiangxi Provincial Natural Science Foundation (Grant Nos. 20212ACB211004 and 20212BAB201014)。
文摘Squeezed reservoir engineering is a powerful technique in quantum information that combines the features of squeezing and reservoir engineering to create and stabilize non-classical quantum states. In this paper, we focus on the previously neglected aspect of the impact of the squeezing phase on the precision of quantum phase and amplitude estimation based on a simple model of a two-level system(TLS) interacting with a squeezed reservoir. We derive the optimal squeezed phase-matching conditions for phase φ and amplitude θ parameters, which are crucial for enhancing the precision of quantum parameter estimation. The robustness of the squeezing-enhanced quantum Fisher information against departures from these conditions is examined, demonstrating that minor deviations from phase-matching can still result in remarkable precision of estimation. Additionally, we provide a geometric interpretation of the squeezed phase-matching conditions from the classical motion of a TLS on the Bloch sphere. Our research contributes to a deeper understanding of the operational requirements for employing squeezed reservoir engineering to advance quantum parameter estimation.
基金Supported by Natural Science Foundation of Beijing City and National Natural Science Foundation ofChina(2 2 30 4 1 0 0 1 30 1
文摘In this paper, the normal approximation rate and the random weighting approximation rate of error distribution of the kernel estimator of conditional density function f(y|x) are studied. The results may be used to construct the confidence interval of f(y|x) .
基金The National Natural Science Foundation of China(No60663004)the PhD Programs Foundation of Ministry of Educa-tion of China (No20050007023)
文摘Due to the fact that semantic role labeling （SRL） is very necessary for deep natural language processing, a method based on conditional random fields （CRFs） is proposed for the SRL task. This method takes shallow syntactic parsing as the foundation, phrases or named entities as the labeled units, and the CRFs model is trained to label the predicates＇ semantic roles in a sentence. The key of the method is parameter estimation and feature selection for the CRFs model. The L-BFGS algorithm was employed for parameter estimation, and three category features： features based on sentence constituents, features based on predicate, and predicate-constituent features as a set of features for the model were selected. Evaluation on the datasets of CoNLL-2005 SRL shared task shows that the method can obtain better performance than the maximum entropy model, and can achieve 80. 43 % precision and 63. 55 % recall for semantic role labeling.
文摘This paper applies the fractal dimension as a characteristic to describe the engine抯 operating condition and its developmental trend. A correlation dimension is one of the quantities that are usually used to characterize a strange attractor. With the operation of the phase space reconstruction, respective correlation dimensions of a series of vibration signals obtained under different conditions are calculated to find the intrinsic relationship between the indicator and the operating condition. The experiment result shows that the correlation dimension is sensitive to the condition evolution and convenient for the identification of abnormal operational states. In advanced prognostic algorithm based on the BP neural network is then applied on the correlation dimensions to predict the short-term running conditions in order to avoid severe faults and realize in-time maintenance. Experimental results are presented to illustrate the proposed methodology.
基金Project(D101106049710005) supported by the Beijing Science Foundation Program,ChinaProject(61104164) supported by the National Natural Science Foundation,China
文摘A pre-selection space time model was proposed to estimate the traffic condition at poor-data-detector,especially non-detector locations.The space time model is better to integrate the spatial and temporal information comprehensibly.Firstly,the influencing factors of the "cause nodes" were studied,and then the pre-selection "cause nodes" procedure which utilizes the Pearson correlation coefficient to evaluate the relevancy of the traffic data was introduced.Finally,only the most relevant data were collected to compose the space time model.The experimental results with the actual data demonstrate that the model performs better than other three models.
基金Argentinean National Council for Scientific Research (CONICET)the National University of San Juan (UNSJ) of ArgentinaNVIDIA Corporation for their support
文摘This article proposes a simultaneous localization and mapping(SLAM) version with continuous probabilistic mapping(CPSLAM), i.e., an algorithm of simultaneous localization and mapping that avoids the use of grids, and thus, does not require a discretized environment. A Markov random field(MRF) is considered to model this SLAM version with high spatial resolution maps. The mapping methodology is based on a point cloud generated by successive observations of the environment, which is kept bounded and representative by including a novel recursive subsampling method. The CP-SLAM problem is solved via iterated conditional modes(ICM), which is a classic algorithm with theoretical convergence over any MRF. The probabilistic maps are the most appropriate to represent dynamic environments, and can be easily implemented in other versions of the SLAM problem, such as the multi-robot version. Simulations and real experiments show the flexibility and excellent performance of this proposal.
基金Project(40144018)supported by the National Natural Science Foundation of China
文摘The method of condition number is commonly used to diagnose a normal matrix N whether it is ill conditioned state or not.For its shortcoming,a method to measure multi collinearity of a matrix was put forward.The method is that implement Gram Schmidt orthogonalizing process to column vectors of a design matrix A(αl),then calculate the norms of every vector before and after orthogonalization process and their corresponding ratio,and use the minimum ratio among the group of ratios to measure the multi collinearity of A.According to the corresponding relationship between the multi collinearity and the ill conditioned state of a matrix,the method also studies and offers reference indexes weighing the ill conditioned state of a matrix based on the relative norm.The remarkable characteristics of the method are that the measure of multi collinearity has idiographic geometry meaning and clear lower and upper limit,the size of the measure reflects the multi collinearity of column vectors objectively.It is convenient to study the reason that results in the matrix being multi collinearity and to put forward solving plan according to the method which is summarized as the method of minimum norm and abbreviated as F method.
文摘In dense pedestrian tracking,frequent object occlusions and close distances between objects cause difficulty when accurately estimating object trajectories.In this study,a conditional random field tracking model is established by using a visual long short term memory network in the three-dimensional(3D)space and the motion estimations jointly performed on object trajectory segments.Object visual field information is added to the long short term memory network to improve the accuracy of the motion related object pair selection and motion estimation.To address the uncertainty of the length and interval of trajectory segments,a multimode long short term memory network is proposed for the object motion estimation.The tracking performance is evaluated using the PETS2009 dataset.The experimental results show that the proposed method achieves better performance than the tracking methods based on the independent motion estimation.
基金supported by the National Natural Science Foundation of China (Grant No.60773081)the Key Project of Shanghai Municipality (Grant No.S30104)
文摘Under the assumption of strictly stationary process, this paper proposes a nonparametric model to test the kurtosis and conditional kurtosis for risk time series. We apply this method to the daily returns of S＆P500 index and the Shanghai Composite Index, and simulate GARCH data for verifying the efficiency of the presented model. Our results indicate that the risk series distribution is heavily tailed, but the historical information can make its future distribution light-tailed. However the far future distribution＇s tails are little affected by the historical data.
文摘In this paper we give a priori estimates for the maximum modulus of generalizedsolulions of the quasilinear elliplic equations irith anisotropic growth condition.
基金Project supported by the National Natural Science Foundation of China (Grant Nos. 60571066,60271023 and 61072037)the Natural Science Foundation of Guangdong Province,China (Grant No. 07008126)
文摘A novel approach to the inverse problem of diffusively coupled map lattices is systematically investigated by utilizing the symbolic vector dynamics. The relationship between the performance of initial condition estimation and the structural feature of dynamical system is proved theoretically. It is found that any point in a spatiotemporal coupled system is not necessary to converge to its initial value with respect to sufficient backward iteration, which is directly relevant to the coupling strength and local mapping function. When the convergence is met, the error bound in estimating the initial condition is proposed in a noiseless environment, which is determined by the dimension of attractors and metric entropy of the system. Simulation results further confirm the theoretic analysis, and prove that the presented method provides the important theory and experimental results for better analysing and characterizing the spatiotemporal complex behaviours in an actual system.
基金supported by the National Natural Science Foundation of China(Grant Nos 60271023 and 60571066)the Natural Science Foundation of Guangdong Province,China(Grant Nos 5008317 and 7118382)
文摘A novel computationally efficient algorithm in terms of the time-varying symbolic dynamic method is proposed to estimate the unknown initial conditions of coupled map lattices （CMLs）. The presented method combines symbolic dynamics with time-varying control parameters to develop a time-varying scheme for estimating the initial condition of multi-dimensional spatiotemporal chaotic signals. The performances of the presented time-varying estimator in both noiseless and noisy environments are analysed and compared with the common time-invariant estimator. Simulations are carried out and the obtained results show that the proposed method provides an efficient estimation of the initial condition of each lattice in the coupled system. The algorithm cannot yield an asymptotically unbiased estimation due to the effect of the coupling term, but the estimation with the time-varying algorithm is closer to the Cramer-Rao lower bound （CRLB） than that with the time-invariant estimation method, especially at high signal-to-noise ratios （SNRs）.
文摘Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that th</span><span style="font-family:Verdana;">is technique resides in the structure of an inner product space. Th</span><span style="font-family:Verdana;">e technique uses conditioning </span></span><span style="font-family:Verdana;">of</span><span style="font-family:Verdana;"> an unbiased estimator </span><span style="font-family:Verdana;">on</span><span style="font-family:Verdana;"> a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process.
基金supported by the Beijing Natural Science Foundation(1212003)。
文摘Let?denote a smooth,bounded domain in R^(N)(N≥2).Suppose that g is a nondecreasing C^(1)positive function and assume that b(x)is continuous and nonnegative inΩ,and that it may be singular on■Ω.In this paper,we provide sufficient and necessary conditions on the existence of boundary blow-up solutions to the p-Laplacian problem△_(p)u=b(x)g(u)for x∈Ω,u(x)→+∞as dist(x,■Ω)→0.The estimates of such solutions are also investigated.Moreover,when b has strong singularity,the nonexistence of boundary blow-up(radial)solutions and infinitely many radial solutions are also considered.
文摘This paper uses the estimation of the Self-Excited Multi Fractal (SEMF) model, which holds theoretical promise but has seen mixed results in practice, as a case study to explore the impact of distributional assumptions on the model fitting process. In the case of the SEMF model, this examination shows that incorporating reasonable distributional assumptions including a non-zero mean and the leptokurtic Student’s t distribution can have a substantial impact on the estimation results and can mean the difference between parameter estimates that imply unstable and potentially explosive volatility dynamics versus ones that describe more reasonable and realistic dynamics for the returns. While the original SEMF model specification is found to yield unrealistic results for most of the series of financial returns to which it is applied, the results obtained after incorporating the Student’s t distribution and a mean component into the model specification suggest that the SEMF model is a reasonable model, implying realistic return behavior, for most, if not all, of the series of stock and index returns to which it is applied in this study. In addition, reflecting the sensitivity of the sample mean to the types of characteristics that the SEMF model is designed to capture, the results of this study also illustrate the value of incorporating the mean component directly into the model and fitting it in conjunction with the other model parameters rather than simply centering the returns beforehand by subtracting the sample mean from them.
文摘Crop yield is mainly affected by weather condition, inputs, and agriculture policies. In the crop yield estimation, farmers＇ perception on weather conditions lead to the assessment of how well yield would be compared to the previous seasons. This paper applies Bayesian estimation method to estimate crop yield with farmers＇ appraisal on weather condition. The paper shows that crop yield estimation with farmers＇ appraisal on weather condition takes into account risk proportionally to climate change. In light of the United Nations efforts aimed to build a consolidated agriculture statistical system across countries, the statistical model developed here should provide an important tool both for the crop yield estimation and food price analysis.
