Joint analysis of recurrent event data with a dependent terminal event

Recurrent event data frequently occur in many longitudinal studies, and the observation on recurrent events could be stopped by a terminal event such as death. This paper considers joint modeling and analysis of recurrent event and terminal event data through a common subject-specific frailty, in which the proportional intensity model is used for modeling the recurrent event process and the additive hazards model is used for modeling the terminal event time. Estimating equation approaches are developed for parameter estimation and asymptotic properties of the resulting estimators are established. In addition, some procedures are presented for model checking. The finite sample behavior of the proposed estimators is evaluated through simulation studies, and an application to a heart failure study is provided.     

截尾情形下基于屏蔽数据的部件可靠性分析

当系统具有屏蔽寿命数据时,研究了串联系统中BurrXⅡ部件的可靠性估计问题.在定数截尾情形下,利用极大似然估计法及Bayes方法给出了部件参数、可靠度函数和失效率函数的极大似然估计及Bayes估计.最后通过随机模拟比较两种估计的效果,给出了工程应用时选择的依据;同时研究屏蔽水平和截尾数对估计效果的影响,结果表明估计的精度随着屏蔽水平的增大而降低,随着截尾数的增大而增高.     

基于多层稀疏先验的回归样条变量选择算法

在计算机试验中,复杂现象的仿真拥有数目庞大的输入变量。因此,筛选出对输出有重大影响的输入变量显得至关重要。针对计算机试验的变量选择问题,提出一种基于贝叶斯多层稀疏先验的回归样条变量选择算法。新算法能够同时进行非重要输入变量的自动删除和重要输入变量系数的自适应估计。不同于计算机试验中已有的变量选择算法,新算法不需要调节控制稀疏性的超参数。通过快速算法进行数值求解,试验结果表明：新算法不仅能够更精确地实现变量选取,而且能够大大地降低计算复杂度。     

联合均值与方差模型的变量选择

在许多应用方面, 特别在经济领域和工业产品的质量改进试验中, 非常有必要对方差建模. 推广经典的正态回归模型, 对联合均值与方差模型提出一种同时对均值模型和方差模型的变量选择方法. 提出的惩罚极大似然估计具有相合性和oracle性质. 随机模拟和实例研究结果表明该模型和方法是有用和有效的.     

基于屏蔽数据多重定数截尾下系统部件的可靠性估计

利用屏蔽的系统寿命数据,在多重定数截尾样本下研究串联系统中部件的可靠性估计问题。首先利用概率元分析方法,推导样本似然函数。然后基于样本似然函数,给出部件参数和可靠度函数的极大似然估计,同时分别在平方损失、线性指数损失和广义熵损失下,得到了部件参数和可靠度函数的Bayes估计。最后通过数值仿真研究屏蔽水平和截尾因子对估计精度的影响,并对各种估计进行了比较。     

不等定时截尾试验指数分布情形下的可靠性评定

针对产品的可靠性评估问题,一般需要统计分析寿命试验中收集到的试验数据。假如所有试验样品都在不同时刻终止试验,这种方式就是不等定时截尾寿命试验。针对不等定时截尾数据,现有方法大多只能得到参数的点估计,缺乏针对参数置信区间的估计方法。针对这一问题,在指数分布下,根据样本空间排序法这一理论,推导得到一个比现有方法更简单的计算方法。作为对比,基于极大似然估计的性质和bootstrap方法,又提出两个置信下限的近似求解方法。然后,通过蒙特卡罗仿真实验和一个算例,比较了这3个方法。实验表明基于样本空间排序法的计算结果更优。     

变饱和状态柔性变结构控制系统设计

为了缩短控制系统的调节和整理时间,提出了变饱和状态柔性变结构控制系统设计方法。该方法在系统存在较大偏差时只通过线性控制器调节,在中等偏差时通过线性控制器和变饱和状态控制器一起调节,在小偏差时由线性控制器和由变饱和状态控制器转变的线性控制器一起调节,从而提高了对控制约束的利用。仿真结果表明:该方法在调节和整理时间以及跟踪精度上均优于滑模控制,而且控制信号平滑。     

Variable Selection for Structural Equation with Endogeneity

This paper studies variable selection problem in structural equation of a two-stage least squares (2SLS) model in presence of endogeneity which is commonly encountered in empirical economic studies. Model uncertainty and variable selection in the structural equation is an important issue as described in Andrews and Lu (2001) and Caner (2009). The authors propose an adaptive Lasso 2SLS estimator for linear structural equation with endogeneity and show that it enjoys the oracle properties, i.e., the consistency in both estimation and model selection. In Monte Carlo simulations, the authors demonstrate that the proposed estimator has smaller bias and MSE compared with the bridge-type GMM estimator (Caner, 2009). In a case study, the authors revisit the classic returns to education problem (Angrist and Krueger, 1991) using the China Population census data. The authors find that the education level not only has strong effects on income but also shows heterogeneity in different age cohorts.     

A statistical inference for generalized Rayleigh model under Type-Ⅱ progressive censoring with binomial removals

This paper considers the parameters and reliability characteristics estimation problem of the generalized Rayleigh distribution under progressively Type-Ⅱ censoring with random removals,that is,the number of units removed at each failure time follows the binomial distribution.The maximum likelihood estimation and the Bayesian estimation are derived.In the meanwhile,through a great quantity of Monte Carlo simulation experiments we have studied different hyperparameters as well as symmetric and asymmetric loss functions in the Bayesian estimation procedure.A real industrial case is presented to justify and illustrate the proposed methods.We also investigate the expected experimentation time and discuss the influence of the parameters on the termination point to complete the censoring test.     

Burr-XII分布在具有随机移走逐步增加截尾模型下可靠性指标的Bayes估计

在具有随机移走的逐步增加Type-II截尾模型下, 假定每一个失效时刻移走的未失效样本数都服从二项分布, 当Burr-XII分布中两个形状参数均未知时, 分别在q-对称损失函数和LINEX损失函数下给出了两个未知形状参数、移走概率以及可靠性指标的Bayes估计和Bayes后验区间估计, 并给出了参数估计的容许性证明. 最后利用Monte Carlo方法对各种估计结果进行了模拟分析.     

逐步增加I型混合截尾试验下B-S部件的可靠性分析

在逐步增加I型混合截尾试验下,利用最大期望(expectation maximization, EM)算法讨论了Birnbaum-Saunders(B-S)部件的参数及可靠度的估计问题。将B-S分布复杂的分布形式转换成较为简单的逆高斯分布和逆高斯分布倒数的等加权和形式,推导出逐步增加I型混合截尾中隐藏变量的后验密度,进而获得部件寿命参数和可靠度的极大似然估计和渐近置信区间。蒙特卡罗数值算例表明,简化后的B-S分布在逐步增加I型混合截尾试验方案中,EM算法经过较少迭代即达到收敛。同时,通过对数据情形I和情形Ⅱ下的估计结果分析,给出了较一般截尾试验方式更为丰富的结论,使得相应的统计结果更加全面和精确。     

Statistical analysis of generalized exponential distribution under progressive censoring with binomial removals

The estimation of generalized exponential distribution based on progressive censoring with binomial removals is presented,where the number of units removed at each failure time follows a binomial distribution.Maximum likelihood estimators of the parameters and their confidence intervals are derived.The expected time required to complete the life test under this censoring scheme is investigated.Finally,the numerical examples are given to illustrate some theoretical results by means of Monte-Carlo simulation.     

Variable selection in joint location,scale and skewness models of the skew-normal distribution

Variable selection is an important research topic in modern statistics, traditional variable selection methods can only select the mean model and (or) the variance model, and cannot be used to select the joint mean, variance and skewness models. In this paper, the authors propose the joint location, scale and skewness models when the data set under consideration involves asymmetric outcomes, and consider the problem of variable selection for our proposed models. Based on an efficient unified penalized likelihood method, the consistency and the oracle property of the penalized estimators are established. The authors develop the variable selection procedure for the proposed joint models, which can efficiently simultaneously estimate and select important variables in location model, scale model and skewness model. Simulation studies and body mass index data analysis are presented to illustrate the proposed methods.     

空时自适应处理中基于知识的训练 样本选择策略

针对空时自适应处理中样本协方差矩阵受干扰目标污染时检测性能下降的问题，提出了一种基于知识的空时自适应处理（knowledge aided space time adaptive processing, KA STAP）方法。该方法将待测距离单元杂波的先验知识与广义内积非同态检测器（general inner product nonhomogeneity detector, GIP NHD）结合，对训练样本进行有效选择。通过仿真证明该方法能有效剔除存在干扰目标的样本，提高训练样本被干扰目标污染时空时自适应处理的检测性能。     

变参数指数分布先验信息的折合

针对高可靠性复杂系统试验数据少、寿命试验中分布参数变动的特点,讨论了多阶段环境试验下,变参数指数分布先验信息的折合方法。提出了指数分布折合因子的概念,通过该折合因子将不同阶段试验数据折合为现场试验数据,以此作出指数分布中未知参数的折合区间估计和点估计。在寿命分布为指数分布的可靠性增长试验中,在现场样本量较小的情况下,将同分布的历史试验数据进行折合,进而运用Bayes方法评估系统失效率等有重要的意义。最后通过仿真实例验证了该方法的有效性。     

Non-Linear Proportional Default Model with Time-Dependent Variable for Retail Loan

In view of the operation rule of retail loans and the characteristics of default factors affecting default behavior, the authors put forward non-linear proportional default model with time-dependent variables based on the Cox model. This model takes into account the non-linear relationship among variables and time-dependent variables while calculating the retail loan default probability in China's commercial banks, which will make the model to be in line with its objective reality better. The result demonstrates this model is scientific and feasible in practical application in China's commercial banks through empirical analysis and example analysis.     

带有模糊收益率的投资组合选择模型

考虑了预期收益率为模糊数的投资组合选择问题,利用模糊约束简化方差约束,建立了投资组合选择的模糊线性规划模型,然后利用模糊数学知识把 模糊线性规划问题转化为多目标线性规划问题,并且设计了模糊算法对其求解,最后通过一个数值算例检验所提模型的可行性,并且对模糊数模型与清晰数模型进行了比较.     

不确定车辆数的有时间窗车辆路径问题的遗传算法

给出了不确定车辆数的有时间窗车辆路径问题(VRPTW)的数学模型,提出一种基于客户的编码表示方式,可以表示出不同的车辆数,实现VRPTW的路径长度和车辆数的同时优化,并用计算实例进行了验证,同时对计算中涉及的一些问题进行了讨论.     

多输入离散不确定时滞系统变结构控制设计

研究了多输入离散不确定时滞系统的变结构控制问题。首先对原离散时滞不确定系统进行了化简,将其归结为一个无时滞的不确定离散系统形式;在此基础上提出了一种新的变结构控制设计方法和控制律算法,并给出了动态性能比较。对于不确定性为慢变的情况,该算法能使空间任意点出发的运动,都在有限时间内到达滑动模态的设定邻域,渐近稳定的到达到原点,且抖振以指数速率衰减到零。仿真结果表明了方法的有效性。     

滞后不确定广义系统的稳定性与变结构控制

利用Lyapunov函数方法、变结构控制方法研究滞后广义不确定系统,得到两个主要结果,一是关于一类滞后广义非线性不确定系统的鲁棒性判据,二是对不确定的滞后广义系统利用变结构控制方法给出了鲁棒镇定的充分条件。