A mixture likelihood approach for generalized linear models

A mixture model approach is developed that simultaneously estimates the posterior membership probabilities of observations to a number of unobservable groups or latent classes, and the parameters of a generalized linear model which relates the observations, distributed according to some member of the exponential family, to a set of specified covariates within each Class. We demonstrate how this approach handles many of the existing latent class regression procedures as special cases, as well as a host of other parametric specifications in the exponential family heretofore not mentioned in the latent class literature. As such we generalize the McCullagh and Nelder approach to a latent class framework. The parameters are estimated using maximum likelihood, and an EM algorithm for estimation is provided. A Monte Carlo study of the performance of the algorithm for several distributions is provided, and the model is illustrated in two empirical applications.     

超宽大表分解的理论分析

从理论上对超宽大表的分解进行了分析，给出了面向设计的数学模型；提出了一系列定理；结合人工智能技术在通用快速报表系统中实现了超宽大表自动分解。     

自回归谱估计算法的分类及应用

为了进一步使自回归谱估计算法系统化,为评价算法、选择算法和发展新算法提供参考,本文提出了一种自回归谱估计算法的分类法.文中还介绍了在此分类法的指导下研究出来的一种新的自回归谱估计算法.     

板料成形有限应变弹塑性有限元分析

本文依据Kirchhoff薄壳理论与J2塑性流动理论,提出了分析轴对称刚性冲头胀形成形的大变形弹塑性拉格朗日有限元分析的数学模型.文中采用改进的直接增量法,在Honeywell DPS 8/52计算机上成功地模拟了金属薄板的半球面刚性冲头的胀形成形过程.文中还运用网格技术进行了实验验证.     

椭圆回转面的精密加工制造模型

为了使椭圆线的光学性质在椭圆回转面精密加工中得到充分的应用，分别就椭圆回转面的加工给出了三种方案；并给出加工工具参数、数控加工中的行距确定的理论依据和相应几何模型及严格的理论证明；给出了为实现行距在水平进给、轴向进给及刀具轴线相应转角的控制方面的计算公式；最后用实例验证了方案的可行性与模型的可靠性。     

祁连山地区高分辨率气温降水量分布模型

充分利用气温、降水量空间统计分析的结果，通过在模型中引入坡度（SL）、坡向（SD）变量，对祁连山中东部地区气温、降水量空间变化模式进行尺度下移，得到了该地区具有多尺度特性的高空间分辨率气温、降水量的分析模型：T=a＋bH—kT cos SD sin SL，P=（a＋b ln H＋C ln y）（1＋kp sin SL）；进而计算了该地区7月份和年平均气温的分布式模型和年降水量分布式模型，得到了相应的栅格地图．验证结果表明这两个模型可以与山地冰川和森林分布区的气候分析资料很好地匹配．根据年降水量栅格地图的统计分析，将本区域内的最大降水高度带确定在4500m．     

割离井法渗流模型的数值解

割离井法渗流模型的解析解已经求得，其解析解虽然比较精确，但是解析解表达式过于复杂、计算难度很大，不便于在实际中应用，因而影响了割离井渗流模型的应用和割离井法的推广。笔者以无上、下补给、井内定水位、均质含水层中的割离井渗流模型为例，详细给出了求解割离井渗流模型数值解有限差分格式的建立，用追赶法对其进行求解，并把求得的数值解与解析解比较，进行了误差分析。     

具有随机缺失响应变量的广义半参数模型

本文在响应变量随机缺失条件下,研究了广义半参数模型的拟似然估计方法,给出了缺失数据下的未知参数与非参数回归函数的拟似然估计,进一步求出了估计的渐近偏差和渐近方差,并证明了所给出的拟似然估计具有渐近正态性。     

数字化集成水文测报站的研究与应用

在对当前的水情测报系统进行分析的基础上,提出了一种数字化集成无线水情测报站系统设计方案,介绍了测站系统设计的硬件与软件具体设计,并给出了测站系统的具体应用实例。     

Multivariate Bayesian regression applied to the problem of network security

An Erratum has been published for this article in Journal of Forecasting 23(6): 461 (2004) . This paper examines the problem of intrusion in computer systems that causes major breaches or allows unauthorized information manipulation. A new intrusion‐detection system using Bayesian multivariate regression is proposed to predict such unauthorized invasions before they occur and to take further action. We develop and use a multivariate dynamic linear model based on a unique approach leaving the unknown observational variance matrix distribution unspecified. The result is simultaneous forecasting free of the Wishart limitations that is proved faster and more reliable. Our proposed system uses software agent technology. The distributed software agent environment places an agent in each of the computer system workstations. The agent environment creates a user profile for each user. Every user has his or her profile monitored by the agent system and according to our statistical model prediction is possible. Implementation aspects are discussed using real data and an assessment of the model is provided. Copyright © 2002 John Wiley & Sons, Ltd.