内照射小器官剂量计算中减方差技巧的比较和应用

在用人体模型计算内照射比吸收分数的Monte Carlo模拟中,对小尺寸、远距离器官的计算结果通常精度不够,可信度差,这就要求采用减方差技巧。该文采用一个简单模型比较了直接模拟和区域粒子分裂-轮盘赌、强迫碰撞与DXTRAN球、指向概率强迫碰撞3种减方差技巧的效果。结果表明指向概率强迫碰撞方法能更有效解决此类问题。利用中国人体数学模型,选择一组典型的源靶器官对,计算了一个实例,得到了可信度高的吸收分数值并体现了指向概率强迫碰撞方法的优越性。     

Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.     

MARKOV DECISION PROGRAMMING-THE FIRST PASSAGE MODEL WITH DENUMERABLE STATE SPACE

In this paper,we discuss MDP with discrete time parameter-the firstpassage model with denumerable state space.Under assumption A in this paper,we prove that an ε(>0)-optimal stationary policy exists.To find an ε-optimalstationary policy,an algorithm of policy improvement iteration and a method ofsuccessive approximations are given.     

Glauber和Kawasaki动力学下正方格子上伊辛模型居里温度的蒙特卡罗计算

利用蒙特卡罗方法研究正方格子上的伊辛模型的相变问题．讨论了不同翻转方式(随机翻转和顺序翻转)以及不同动力学规则(Glauber动力学和Kawasaki动力学)对正方格子上的伊辛模型的居里温度Tc的影响．结果表明，当Glauber动力学占主要地位时，在两种翻转方式下都可以计算出居里温度Tc的值，当Kawasaki动力学占主要地位时，只能用随机翻转的方法获得居里温度Tc．     

Error rates in quadratic discrimination with constraints on the covariance matrices

In multivariate discrimination of several normal populations, the optimal classification procedure is based on quadratic discriminant functions. We compare expected error rates of the quadratic classification procedure if the covariance matrices are estimated under the following four models: (i) arbitrary covariance matrices, (ii) common principal components, (iii) proportional covariance matrices, and (iv) identical covariance matrices. Using Monte Carlo simulation to estimate expected error rates, we study the performance of the four discrimination procedures for five different parameter setups corresponding to standard situations that have been used in the literature. The procedures are examined for sample sizes ranging from 10 to 60, and for two to four groups. Our results quantify the extent to which a parsimonious method reduces error rates, and demonstrate that choosing a simple method of discrimination is often beneficial even if the underlying model assumptions are wrong.The authors wish to thank the editor and three referees for their helpful comments on the first draft of this article. M. J. Schmid supported by grants no. 2.724-0.85 and 2.038-0.86 of the Swiss National Science Foundation.     

多类服务器计算机网络系统优化配置研究

采用马尔可夫排队网络,建立了具有多类服务器并考虑网络影响的基于Ｃｌｉｅｎｔ／Ｓｅｒｖｅｒ平台的计算机网络系统的数学模型,给出了有限源开环马尔可夫排队网络的稳态分布概率的一般解。在此基础上,推出系统负载指标的解析结果,分析、论证系统服务器负载均衡的条件,提出归一化的性能指标向量,建立系统优化目标函数,研究不同情形下的配置优化求解方法。     

多维OU型Markov过程的弱对偶半群及其无穷小算子

研究多维ＯＵ型Ｍａｒｋｏｖ过程的不变测度、参考测度、弱对偶半群及其无穷小算子．说明了ＯＵ型Ｍａｒｋｏｖ过程不变概率测度和弱对偶半群的存在唯一性,Ｌéｖｙ过程Ａｔ的不变测度不一定是由它产生的ＯＵ型Ｍａｒｋｏｖ过程的不变测度,以及Ｌｅｂｅｓｇｕｅ测度ｍ和极限分布ξ在ｓｕｐｐξ＝Ｒｄ的条件下都是ＯＵ型Ｍａｒｋｏｖ过程的参考测度．     

具有排除体积的两维高分子链的静态标度律

运用四位置模型对具有排除体积的两维高分子链进行ＭｏｎｔｅＣａｒｌｏ模拟和标度分析,为了提高长链的抽样效率,还提出了被称为“链段伸展法”的抽样方法。对单个自避行走链的模拟结果表明,两维ＳＡＷ链有育明显不同于夫规飞行链以及三维ＳＡＷ链的特点。     

一种高性能英文词性标注器的设计与实现

针对统计和规则方法各自的优点和局限,提出运用Viterbi和FTBL(fast transformation-based learning)算法相级联的算法,实现一种英文自动词性标注器.该级联方法以FTBL算法为整体算法,在它的规则学习和最终标注两个阶段,均以Viterbi算法作为其初始化过程.实验结果表明此算法优于其中任何一种单独的算法,达到了98%的高准确率,验证了自然语言处理中统计与规则并举的主流设计思想.     

角谷猜想的证明

应用马尔可夫链推导出角谷链的状态转移概率,从而得出角谷链中的奇数和偶数出现的概率,再以概率的大数定律为基础证明日本数学家角谷静夫提出的猜想.