基于MCMC的模糊自适应重要抽样法

针对传统的基于马尔可夫链蒙特卡罗 (Markov chain Monte Carlo,MCMC)的自适应重要抽样法只适用于失效边界确定的系统,而不适用于失效域模糊的渐变结构系统问题,提出基于MCMC的模糊自适应重要抽样法。首先从模糊失效域内的某个初始点出发,根据Metropolis准则构造马尔可夫模拟样本点;然后利用自适应核密度估计构建核抽样概率密度函数并进行重要抽样;最后离散化模糊失效域以计算系统的模糊失效概率。该方法合理地解决了以往渐变结构系统性能可靠性难以仿真分析及仿真效率低的难题,具有较高的仿真效率和精度。应用舵机案例对方法的适用性及高效性进行了验证。     

复杂面光源下实时绘制研究

对目前流行的面光源实时绘制算法进行综述。首先对面光源从相对距离、形状、光强分布和动态性四个方面进行分类,分析各类面光源的特点和处理方式。然后主要介绍三类面光源处理方法:解析方法、基于空间采样方法和预计算辐射传递方法,分析各类算法的主要思想、所针对的场景以及优缺点。最后阐述该领域的未来研究方向。     

变采样周期PI控制算法的仿真研究

使用ＭＡＴＬＡＢ中的ＳＩＭＵＬＩＮＫ仿真工具对变采样周期的全数字化直流调速系统的ＰＩ控制算法进行了仿真研究,并提出了变采样周期的ＰＩ控制新算法,应用此算法设计的直流调速系统具有良好的性能     

删失试验寿命的贝叶斯生存极值回归模型

针对删失寿命试验数据缺少随机变量尾部分布和常规删失数据分析对长寿命区高可靠度估计不准确的问题,构建了一个结构元件寿命分布的贝叶斯生存极值回归模型。运用MCMC方法与Gibbs抽样获得参数后验分布的基本原理,借助数据仿真说明了利用WinBUGS软件包进行建模分析的过程,证明了该模型在删失试验中的直观性和有效性。研究结果表明:利用Gibbs抽样进行模拟分析,能很方便地得到模型参数的相关估计。     

具有可变抽样区间的二维EWMA控制图

对二维EWMA控制图进行了可变抽样区间设计,利用Markov chain方法计算出了过程的平均报警时间,数据结果显示,所设计的控制图较常规的固定抽样区间控制图能更快更准确地发现过程的变化.     

波动率风险溢价——基于VIX的实证

波动率风险溢价是金融学文献关注的核心问题之一. 基于非仿射GARCH扩散模型,推导相应的VIX公式,继而采用S&P500与VIX 指数联合数据,给出模型客观与风险中性参数基于有效重要性抽样（EIS）的联合极大似然（ML）估计. 进一步利用粒子滤波 方法给出隐波动率的估计,推断VIX隐含的波动率风险溢价. 蒙特卡罗模拟实验表明,提出的估计方法是有效的. 采用实 际数据进行的实证研究表明,波动率风险被定价,且波动率风险溢价为负,隐含市场投资者整体表现为风险厌恶.     

基于EWB的数字电子钟设计

采用电子设计平台EWB512，设计了可实现24小时制具有调时、定闹钟功能的电子钟。综述了该电子钟的构成及功能，详细介绍了其各个构成模块的原理和具体电路的实现，提出了进一步改进和完善方案。     

基于信号稀疏性的EMT流型辨识

针对电磁层析成像流型识别率低的问题,提出基于信号稀疏性的EMT流型辨识方法.在Maxwell方程组电磁感应原理基础之上,用Comsol有限元仿真软件建立了带有8个电磁线圈的仿真模型.首先建立了几种不同流型的仿真模型并测量其电压值,将测量电压归一化后作为EMT流型辨识的判别依据;然后将其表示为稀疏性组合;最后通过信号稀疏性建立的数学模型求得最优解,从而实现流型归属.实验结果表明:本文方法能对环流、核心流等进行识别,且识别率较高,是一种值得进一步研究和推广的方法.     

Taming theory with thought experiments: Understanding and scientific progress

I claim that one way thought experiments contribute to scientific progress is by increasing scientific understanding. Understanding does not have a currently accepted characterization in the philosophical literature, but I argue that we already have ways to test for it. For instance, current pedagogical practice often requires that students demonstrate being in either or both of the following two states: 1) Having grasped the meaning of some relevant theory, concept, law or model, 2) Being able to apply that theory, concept, law or model fruitfully to new instances. Three thought experiments are presented which have been important historically in helping us pass these tests, and two others that cause us to fail. Then I use this operationalization of understanding to clarify the relationships between scientific thought experiments, the understanding they produce, and the progress they enable. I conclude that while no specific instance of understanding (thus conceived) is necessary for scientific progress, understanding in general is.     

Dynamic Latent Class Model Averaging for Online Prediction

We consider the problem of online prediction when it is uncertain what the best prediction model to use is. We develop a method called dynamic latent class model averaging, which combines a state‐space model for the parameters of each of the candidate models of the system with a Markov chain model for the best model. We propose a polychotomous regression model for the transition weights to assume that the probability of a change in time depends on the past through the values of the most recent time periods and spatial correlation among the regions. The evolution of the parameters in each submodel is defined by exponential forgetting. This structure allows the ‘correct’ model to vary over both time and regions. In contrast to existing methods, the proposed model naturally incorporates clustering and prediction analysis in a single unified framework. We develop an efficient Gibbs algorithm for computation, and we demonstrate the value of our framework on simulated experiments and on a real‐world problem: forecasting IBM's corporate revenue. Copyright © 2014 John Wiley & Sons, Ltd.