Partially function linear error-in-response models with validation data

This paper considers partial function linear models of the form Y =∫X(t)β(t)dt + g(T)with Y measured with error. The authors propose an estimation procedure when the basis functions are data driven, such as with functional principal components. Estimators of β(t) and g(t) with the primary data and validation data are presented and some asymptotic results are given. Finite sample properties are investigated through some simulation study and a real data application.     

Approximate conditional likelihood for generalized linear models with general missing data mechanism

The generalized linear model is an indispensable tool for analyzing non-Gaussian response data, with both canonical and non-canonical link functions comprehensively used. When missing values are present, many existing methods in the literature heavily depend on an unverifiable assumption of the missing data mechanism, and they fail when the assumption is violated. This paper proposes a missing data mechanism that is as generally applicable as possible, which includes both ignorable and nonignorable missing data cases, as well as both scenarios of missing values in response and covariate. Under this general missing data mechanism, the authors adopt an approximate conditional likelihood method to estimate unknown parameters. The authors rigorously establish the regularity conditions under which the unknown parameters are identifiable under the approximate conditional likelihood approach. For parameters that are identifiable, the authors prove the asymptotic normality of the estimators obtained by maximizing the approximate conditional likelihood. Some simulation studies are conducted to evaluate finite sample performance of the proposed estimators as well as estimators from some existing methods. Finally, the authors present a biomarker analysis in prostate cancer study to illustrate the proposed method.     

Sieve least squares estimator for partial linear models with current status data

Current status data often arise in survival analysis and reliability studies, when a continuous response is reduced to an indicator of whether the response is greater or less than an observed random threshold value. This article considers a partial linear model with current status data. A sieve least squares estimator is proposed to estimate both the regression parameters and the nonparametric function. This paper shows, under some mild condition, that the estimators are strong consistent. Moreover, the parameter estimators are normally distributed, while the nonparametric component achieves the optimal convergence rate. Simulation studies are carried out to investigate the performance of the proposed estimates. For illustration purposes, the method is applied to a real dataset from a study of the calcification of the hydrogel intraocular lenses, a complication of cataract treatment.     

一种基于残差熵的动态模型检验方法

针对时间序列的模型检验与定阶问题,构造了一种新的统计量“残差熵”。该物理量融合了随机序列的相关性和信息论中信源熵的思想,综合反映了残差中所残留的信息量。在正态假设的基础上推导了模型“残差熵”的估算公式,并给出了具体的应用方法。实例计算表明:“残差熵”可用于模型的检验和定阶,极小化残差熵是一种有效的模型检验准则,并与经典的模型检验准则做了性能比较。     

Empirical likelihood confidence region for parameters in linear errors-in-variables models with missing data

The multivariate linear errors-in-variables model when the regressors are missing at random in the sense of Rubin (1976) is considered in this paper. A constrained empirical likelihood confidence region for a parameter β ₀ in this model is proposed, which is constructed by combining the score function corresponding to the weighted squared orthogonal distance based on inverse probability with a constrained region of β ₀. It is shown that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution. Simulations show that the coverage rate of the proposed confidence region is closer to the nominal level and the length of confidence interval is narrower than those of the normal approximation of inverse probability weighted adjusted least square estimator in most cases. A real example is studied and the result supports the theory and simulation’s conclusion.     

非全数据EV模型的参数辨识及可靠性分析

对于在测量系统(Ⅰ)下分别测到n个数据值的n件产品，在测量系统(Ⅱ)下只测到其中的n1件产品，未测到的n2(n1 n2=n)件产品在使用了t1h后，需要在测量系统(Ⅱ)下做无替换定期检测，要求对这n2件产品作出可靠性分类，分类标准是与使用前相比其改变量不超过一个额定值．论文使用期望最大(EM)算法，对这种非全数据的变量含误差(EV)模型的参数给出了一种辨识方法，并给出了估计标准、错分概率及相应的错分代价，用此方法解决了某飞机发动机公司的高压涡轮叶片的寿命分析问题。     

Inference on coefficient function for varying-coefficient partially linear model

One important model in handling the multivariate data is the varying-coemcient partially linear regression model.In this paper,the generalized likelihood ratio test is developed to test whether its coefficient functions are varying or not.It is showed that the normalized proposed test follows asymptoticallyχ~2-distribution and the Wilks phenomenon under the null hypothesis,and its asymptotic power achieves the optimal rate of the convergence for the nonparametric hypotheses testing.Some simulation studies illustrate that the test works well.     

Estimation in a semi-varying coefficient model for panel data with fixed effects

This paper considers a semi-varying coefficient model for panel data with fixed effects, proposes the profile-likelihood-based estimators for the parametric and nonparametric components, and establishes convergence rates and asymptotic normality properties for both estimators. Simulation results show that the proposed estimators behave well in finite sample cases.     

The ANOVA-type inference in linear mixed model with skew-normal error

Linear mixed effect models with skew-normal errors and distribution-free random effects are considered. The ANOVA-type F-tests are proposed to test the significance of random effects and the hypothesis on fixed effects of interest, respectively. Both tests are proved to be exact F-tests under this model, and the exact confidence interval for fixed effects of interest is derived. Simulation results are given to study the powers of ANOVA-type tests.     

Asymtotics of Dantzig selector for a general single-index model

As two popularly used variable selection methods, the Dantzig selector and the LASSO have been proved asymptotically equivalent in some scenarios. However, it is not the case in general for linear models, as disclosed in Gai, Zhu and Lin’s paper in 2013. In this paper, it is further shown that generally the asymptotic equivalence is not true either for a general single-index model with random design of predictors. To achieve this goal, the authors systematically investigate necessary and sufficient conditions for the consistent model selection of the Dantzig selector. An adaptive Dantzig selector is also recommended for the cases where those conditions are not satisfied. Also, different from existing methods for linear models, no distributional assumption on error term is needed with a trade-off that more stringent condition on the predictor vector is assumed. A small scale simulation is conducted to examine the performances of the Dantzig selector and the adaptive Dantzig selector.     

Enhanced two-loop model predictive control design for linear uncertain systems

Model predictive controllers(MPC)with the two-loop scheme are successful approaches practically and can be classified into two main categories,tube-based MPC and MPCbased reference governors(RG).In this paper,an enhanced twoloop MPC design is proposed for a pre-stabilized system with the bounded uncertainty subject to the input and state constraints.The proposed method offers less conservatism than the tube-based MPC methods by enlarging the restricted input constraint.Contrary to the MPC-based RGs,the investigated method improves tracking performance of the pre-stabilized system while satisfying the constraints.Additionally,the robust global asymptotic stability of the closed-loop system is guaranteed in a novel procedure with terminal constraint relaxation.Simulation of the proposed method on a servo system shows its effectiveness in comparison to the others.     

线性需求且耐烦期有限的生产——库存模型

在假设线性需求以及有限生产率的条件下,研究了耐烦期限的一类生产－库存模型的确定问题,提出可借助于计算机用一维搜索方式确定最优生产策略,并给出数字例子以进行说明,其结果为库存系统的管理决策提供了理论依据。     

Dependence Rayleigh competing risks model with generalized censored data

The inference for the dependent competing risks model is studied and the dependent structure of failure causes is modeled by a Marshall-Olkin bivariate Rayleigh distribution. Under generalized progressive hybrid censoring(GPHC), maximum likelihood estimates are established and the confidence intervals are constructed based on the asymptotic theory. Bayesian estimates and the highest posterior density credible intervals are obtained by using Gibbs sampling. Simulation and a real life electrical a...     

A linear programming model based on network flow for pathway inference

Signal transduction pathways play important roles in various biological processes such as cell cycle, apoptosis, proliferation, differentiation and responses to the external stimuli. Efficient computational methods are of great demands to map signaling pathways systematically based on the interactome and microarray data in the post-genome era. This paper proposes a novel approach to infer the pathways based on the network flow well studied in the operation research. The authors define a potentiality variable for each protein to denote the extent to which it contributes to the objective pathway. And the capacity on each edge is not a constant but a function of the potentiality variables of the corresponding two proteins. The total potentiality of all proteins is given an upper bound. The approach is formulated to a linear programming model and solved by the simplex method. Experiments on the yeast sporulation data suggest this novel approach recreats successfully the backbone of the MAPK signaling pathway with a low upper bound of the total potentiality. By increasing the upper bound, the approach successfully predicts all the members of the Mitogen-activated protein kinases (MAPK) pathway responding to the pheromone. This simple but effective approach can also be used to infer the genetic information processing pathways underlying the expression quantitative trait loci (eQTL) associations, illustrated by the second example.     

Testing inequality constraints in a linear regression model with spherically symmetric disturbances

This paper develops a Wald statistic for testing the validity of multivariate inequality constraints in linear regression models with spherically symmetric disturbances, and derive the distributions of the test statistic under null and nonnull hypotheses. The power of the test is then discussed. Numerical evaluations are also carried out to examine the power performances of the test for the case in which errors follow a multivariate student-t （Mt） distribution.     

Improved anovae of the covariance matrix in general linear mixed models

In this paper, the problem of estimating the covariance matrix in general linear mixed models is considered. A new class of estimators is proposed. It is shown that this new estimator dominates the analysis of variance estimate under two squared loss functions. Finally, some simulation results to compare the performance of the proposed estimator with that of the analysis of variance estimate are reported. The simulation results indicate that this new estimator provides a substantial improvement in risk under most situations.     

Combined model based on optimized multi-variable grey model and multiple linear regression

The construction method of background value is improved in the original multi-variable grey model (MGM(1,m)) from its source of construction errors.The MGM(1,m) with optimized background value is used to eliminate the random fluctuations or errors of the observational data of all variables,and the combined prediction model together with the multiple linear regression is established in order to improve the simulation and prediction accuracy of the combined model.Finally,a combined model of the MGM(1,2) with optimized background value and the binary linear regression is constructed by an example.The results show that the model has good effects for simulation and prediction.     

The data envelopment analysis model with intersection form production possibility set

The data envelopment analysis (DEA) model is used to evaluate the relative economic efficiency of a given set of decision making units (DMUs). In this paper, the DEA production possibility set is transferred from the conventional sum form into the intersection form which is represented by a linear inequality system. Although it is time consuming to obtain the intersection form of the production possibility set, it suggests a new angle to investigate the properties of DMUs and to extend the DEA research further beyond the efficiency measurement. Following the intersection form, the analytical formula of the efficiency indicator and projection is given. Various aspects of technical efficiency, returns to scale and evidence of congestion of the DMUs are studied. The relationship between the weak DEA efficiency and the weak Pareto solution is discussed. Finally, a procedure for DMU grouping is proposed to help the decision makers for better resource reallocation and strategy adjustment.     

产品数据管理中任务指派问题的模型和算法

产品数据管理(product data management,PDM)中的任务具有紧前约束、可拆分特性和时间窗.为了使有限的设计资源得到合理利用,建立了产品数据管理中任务指派问题的数学模型,其目标是总项目工期最短,任务拆分次数最少和任务中断时间最短.设计了一种基于贪婪准则的遗传算法对模型进行求解,对遗传算法的染色体编码方案和解码规则,适值函数和遗传算子等进行了详细说明.最后给出了一个应用实例,验证了模型和算法的有效性.     

A note on the model reference adaptive control of linear parabolic systems with constant coefficients

The problem of constructing a model reference adaptive control law for an uncertain 1-dimensional parabolic system with one constant coefficient is considered in this paper. Adaptive control law are obtained by Lyapunov redesign method. The energy method for parabolic systems and the Agmon’s inequality are applied in the analysis, which leads to a stronger result than that of Hong and Bentsman (Automatica, 1994).