This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be ...This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.展开更多
The analysis of molecular variance(AMOVA)is a widely used statistical method in population genetics and molec-ular ecology.The classic framework of AMOVA only supports haploid and diploid data,in which the number of h...The analysis of molecular variance(AMOVA)is a widely used statistical method in population genetics and molec-ular ecology.The classic framework of AMOVA only supports haploid and diploid data,in which the number of hierarchies ranges from two to four.In practice,natural populations can be classified into more hierarchies,and polyploidy is frequently observed in extant species.The ploidy level may even vary within the same species,and/or within the same individual.We generalized the framework of AMOVA such that it can be used for any number of hierarchies and any level of ploidy.Based on this framework,we present four methods to account for data that are multilocus genotypic and allelic phenotypic(with unknown allele dosage).We use simulated datasets and an empirical dataset to evaluate the performance of our framework.We make freely available our methods in a new software package,polygene,which is freely available at https://github.com/huangkang1987/polygene.展开更多
Routine reliability index method, first order second moment (FOSM), may not ensure convergence of iteration when the performance function is strongly nonlinear. A modified method was proposed to calculate reliability ...Routine reliability index method, first order second moment (FOSM), may not ensure convergence of iteration when the performance function is strongly nonlinear. A modified method was proposed to calculate reliability index based on maximum entropy (MaxEnt) principle. To achieve this goal, the complicated iteration of first order second moment (FOSM) method was replaced by the calculation of entropy density function. Local convergence of Newton iteration method utilized to calculate entropy density function was proved, which ensured the convergence of iteration when calculating reliability index. To promote calculation efficiency, Newton down-hill algorithm was incorporated into calculating entropy density function and Monte Carlo simulations (MCS) were performed to assess the efficiency of the presented method. Two numerical examples were presented to verify the validation of the presented method. Moreover, the execution and advantages of the presented method were explained. From Example 1, after seven times iteration, the proposed method is capable of calculating the reliability index when the performance function is strongly nonlinear and at the same time the proposed method can preserve the calculation accuracy; From Example 2, the reliability indices calculated using the proposed method, FOSM and MCS are 3.823 9, 3.813 0 and 3.827 6, respectively, and the according iteration times are 5, 36 and 10 6 , which shows that the presented method can improve calculation accuracy without increasing computational cost for the performance function of which the reliability index can be calculated using first order second moment (FOSM) method.展开更多
Background: The Poisson and the Negative Binomial distributions are commonly used to model count data. The Poisson is characterized by the equality of mean and variance whereas the Negative Binomial has a variance lar...Background: The Poisson and the Negative Binomial distributions are commonly used to model count data. The Poisson is characterized by the equality of mean and variance whereas the Negative Binomial has a variance larger than the mean and therefore both models are appropriate to model over-dispersed count data. Objectives: A new two-parameter probability distribution called the Quasi-Negative Binomial Distribution (QNBD) is being studied in this paper, generalizing the well-known negative binomial distribution. This model turns out to be quite flexible for analyzing count data. Our main objectives are to estimate the parameters of the proposed distribution and to discuss its applicability to genetics data. As an application, we demonstrate that the QNBD regression representation is utilized to model genomics data sets. Results: The new distribution is shown to provide a good fit with respect to the “Akaike Information Criterion”, AIC, considered a measure of model goodness of fit. The proposed distribution may serve as a viable alternative to other distributions available in the literature for modeling count data exhibiting overdispersion, arising in various fields of scientific investigation such as genomics and biomedicine.展开更多
Orthogonal time-frequency space(OTFS),which exhibits beneficial advantages in high-mobility scenarios,has been considered as a promising technology in future wireless communication systems.In this paper,a universal mo...Orthogonal time-frequency space(OTFS),which exhibits beneficial advantages in high-mobility scenarios,has been considered as a promising technology in future wireless communication systems.In this paper,a universal model for OTFS systems with generalized waveform has been developed.Furthermore,the average bit error probability(ABEP)upper bounds of the optimal maximum likelihood(ML)detector are first derived for OTFS systems with generalized waveforms.Specifically,for OTFS systems with the ideal waveform,we elicit the ABEP bound by recombining the transmitted signal and the received signal.For OTFS systems with practical waveforms,a universal ABEP upper bound expression is derived using moment-generating function(MGF),which is further extended to MIMO-OTFS systems.Numerical results validate that our theoretical ABEP upper bounds are concur with the simulation performance achieved by ML detectors.展开更多
This study is connected with new Generalized Maximum Fuzzy Entropy Methods （GMax（F）EntM） in the form of MinMax（F）EntM and MaxMax（F）EntM belonging to us. These methods are based on primary maximizing Max（F）En...This study is connected with new Generalized Maximum Fuzzy Entropy Methods （GMax（F）EntM） in the form of MinMax（F）EntM and MaxMax（F）EntM belonging to us. These methods are based on primary maximizing Max（F）Ent measure for fixed moment vector function in order to obtain the special functional with maximum values of Max（F）Ent measure and secondary optimization of mentioned functional with respect to moment vector functions. Distributions, in other words sets of successive values of estimated membership function closest to （furthest from） the given membership function in the sense of Max（F）Ent measure, obtained by mentioned methods are defined as （MinMax（F）Ent）m which is closest to a given membership function and （MaxMax（F）Ent）m which is furthest from a given membership function. The aim of this study consists of applying MinMax（F）EntM and MaxMax（F）EntM on given wind speed data. Obtained results are realized by using MATLAB programme. The performances of distributions （MinMax（F）En0m and （MaxMax（F）Ent）m generated by using Generalized Maximum Fuzzy Entropy Methods are established by Chi-Square, Root Mean Square Error criterias and Max（F）Ent measure.展开更多
基金National Natural Science Foundation of China (No.70573077)
文摘This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.
基金funded by the Strategic Priority Research Program of the Chinese Academy of Sciences(XDB31020302)the National Natural Science Foundation of China(31770411,31730104,31572278,31770425)+2 种基金the Young Elite Scientists Sponsorship Program by CAST(2017QNRC001)the National Key Programme of Research and Development,Ministry of Science and Technology(2016YFC0503200)the Shaanxi Science and Technology Innovation Team(2019TD-012).
文摘The analysis of molecular variance(AMOVA)is a widely used statistical method in population genetics and molec-ular ecology.The classic framework of AMOVA only supports haploid and diploid data,in which the number of hierarchies ranges from two to four.In practice,natural populations can be classified into more hierarchies,and polyploidy is frequently observed in extant species.The ploidy level may even vary within the same species,and/or within the same individual.We generalized the framework of AMOVA such that it can be used for any number of hierarchies and any level of ploidy.Based on this framework,we present four methods to account for data that are multilocus genotypic and allelic phenotypic(with unknown allele dosage).We use simulated datasets and an empirical dataset to evaluate the performance of our framework.We make freely available our methods in a new software package,polygene,which is freely available at https://github.com/huangkang1987/polygene.
基金Project(50978112) supported by the National Natural Science Foundation of China
文摘Routine reliability index method, first order second moment (FOSM), may not ensure convergence of iteration when the performance function is strongly nonlinear. A modified method was proposed to calculate reliability index based on maximum entropy (MaxEnt) principle. To achieve this goal, the complicated iteration of first order second moment (FOSM) method was replaced by the calculation of entropy density function. Local convergence of Newton iteration method utilized to calculate entropy density function was proved, which ensured the convergence of iteration when calculating reliability index. To promote calculation efficiency, Newton down-hill algorithm was incorporated into calculating entropy density function and Monte Carlo simulations (MCS) were performed to assess the efficiency of the presented method. Two numerical examples were presented to verify the validation of the presented method. Moreover, the execution and advantages of the presented method were explained. From Example 1, after seven times iteration, the proposed method is capable of calculating the reliability index when the performance function is strongly nonlinear and at the same time the proposed method can preserve the calculation accuracy; From Example 2, the reliability indices calculated using the proposed method, FOSM and MCS are 3.823 9, 3.813 0 and 3.827 6, respectively, and the according iteration times are 5, 36 and 10 6 , which shows that the presented method can improve calculation accuracy without increasing computational cost for the performance function of which the reliability index can be calculated using first order second moment (FOSM) method.
文摘Background: The Poisson and the Negative Binomial distributions are commonly used to model count data. The Poisson is characterized by the equality of mean and variance whereas the Negative Binomial has a variance larger than the mean and therefore both models are appropriate to model over-dispersed count data. Objectives: A new two-parameter probability distribution called the Quasi-Negative Binomial Distribution (QNBD) is being studied in this paper, generalizing the well-known negative binomial distribution. This model turns out to be quite flexible for analyzing count data. Our main objectives are to estimate the parameters of the proposed distribution and to discuss its applicability to genetics data. As an application, we demonstrate that the QNBD regression representation is utilized to model genomics data sets. Results: The new distribution is shown to provide a good fit with respect to the “Akaike Information Criterion”, AIC, considered a measure of model goodness of fit. The proposed distribution may serve as a viable alternative to other distributions available in the literature for modeling count data exhibiting overdispersion, arising in various fields of scientific investigation such as genomics and biomedicine.
基金supported in part by the National Key Research and Development Program of China under Grant 2021YFB2900502the National Science Foundation of China under Grant 62001179the Fundamental Research Funds for the Central Universities under Grant 2020kfyXJJS111。
文摘Orthogonal time-frequency space(OTFS),which exhibits beneficial advantages in high-mobility scenarios,has been considered as a promising technology in future wireless communication systems.In this paper,a universal model for OTFS systems with generalized waveform has been developed.Furthermore,the average bit error probability(ABEP)upper bounds of the optimal maximum likelihood(ML)detector are first derived for OTFS systems with generalized waveforms.Specifically,for OTFS systems with the ideal waveform,we elicit the ABEP bound by recombining the transmitted signal and the received signal.For OTFS systems with practical waveforms,a universal ABEP upper bound expression is derived using moment-generating function(MGF),which is further extended to MIMO-OTFS systems.Numerical results validate that our theoretical ABEP upper bounds are concur with the simulation performance achieved by ML detectors.
文摘This study is connected with new Generalized Maximum Fuzzy Entropy Methods （GMax（F）EntM） in the form of MinMax（F）EntM and MaxMax（F）EntM belonging to us. These methods are based on primary maximizing Max（F）Ent measure for fixed moment vector function in order to obtain the special functional with maximum values of Max（F）Ent measure and secondary optimization of mentioned functional with respect to moment vector functions. Distributions, in other words sets of successive values of estimated membership function closest to （furthest from） the given membership function in the sense of Max（F）Ent measure, obtained by mentioned methods are defined as （MinMax（F）Ent）m which is closest to a given membership function and （MaxMax（F）Ent）m which is furthest from a given membership function. The aim of this study consists of applying MinMax（F）EntM and MaxMax（F）EntM on given wind speed data. Obtained results are realized by using MATLAB programme. The performances of distributions （MinMax（F）En0m and （MaxMax（F）Ent）m generated by using Generalized Maximum Fuzzy Entropy Methods are established by Chi-Square, Root Mean Square Error criterias and Max（F）Ent measure.
