Semiparametric GEE analysis in partially linear single-index models for longitudinal data

In this article, we study a partially linear single-index model for longitudinal data under a general framework which includes both the sparse and dense longitudinal data cases. A semiparametric estimation method based on a combination of the local linear smoothing and generalized estimation equations (GEE) is introduced to estimate the two parameter vectors as well as the unknown link function. Under some mild conditions, we derive the asymptotic properties of the proposed parametric and nonparametric estimators in different scenarios, from which we find that the convergence rates and asymptotic variances of the proposed estimators for sparse longitudinal data would be substantially different from those for dense longitudinal data. We also discuss the estimation of the covariance (or weight) matrices involved in the semiparametric GEE method. Furthermore, we provide some numerical studies including Monte Carlo simulation and an empirical application to illustrate our methodology and theory.Comment: Published at http://dx.doi.org/10.1214/15-AOS1320 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

First R and I Lights and Their Photometric Analyses of GSC 02393-00680

We obtained complete $R$ and $I$ light curves of GSC 02393-00680 in 2008 and analyzed them with the 2003 version of the W-D code. It is shown that GSC 02393-00680 is a W-type shallow contact binary system with a high mass ratio $q=1.600$ and a degree of contact factor $f=5.0$. It will be a good example to check up on the TRO theory. A period investigation based on all available data suggests that the system has a small-amplitude period oscillation ($A_3=0.^{d}0030$; $T_3=1.92$years). This may indicate it has a moderate mass close third body, which is similar to XY Leo

Solving the Bars-Green equation for moving mesons in two-dimensional QCD

The two-dimensional QCD in the large $N$ limit, generally referred to as the 't Hooft model, is numerically investigated in the axial gauge in a comprehensive manner. The corresponding Bethe-Salpeter equation for a bound $q\bar{q}$ pair, originally derived by Bars and Green in 1978, was first numerically tackled by Li and collaborators in late 1980s, yet only for the {\it stationary} mesons. In this paper, we make further progress by numerically solving the Bars-Green equation for {\it moving} mesons, ranging from the chiral pion to charmonium. By choosing several different quark masses, we computed the corresponding quark condensates, meson spectra and their decay constants for a variety of meson momenta, and found satisfactory agreement with their counterparts obtained using light-cone gauge, thus numerically verified the gauge and Poincar\'{e} invariance of the 't Hooft model. Moreover, we have explicitly confirmed that, as the meson gets more and more boosted, the large component of the Bars-Green wave function indeed approaches the corresponding 't Hooft light-cone wave function, while the small component of the wave function rapidly fades away.Comment: v2, 25 pages, 12 figures, and 1 table; Some figures updated, references added, typo corrrected; to appear in JHE

Financing Capture Ready Coal-Fired Power Plants in China by Issuing Capture Options

‘Capture Ready’ is a design concept enabling fossil fuel plants to be retrofitted more economically with carbon dioxide capture and storage (CCS) technologies, however financing the cost of capture ready can be problematic, especially in the developing world. We propose that fossil fuel plants issue tradable Capture Options to acquire financing. The Capture Option concept could move CCS forward politically in countries such as China, speed up CCS technology development, help Capture Ready investors diversify risk, and offer global warming investors an alternative investment opportunity. As a detailed case study, we assess the value of a Capture Option and Capture Ready plant for a 600 MW supercritical pulverized coal power plant in China, using a cash flow model with Monte-Carlo simulations. The gross value of Capture Ready varies from CNY3m ($0.4m) to CNY633m ($84.4m) at an 8% discount rate and the Capture Option is valued at CNY113m ($15.1m) to CNY1255m ($167.3m) for two of the four scenarios analyzed

Behavior Extraction from Examples Using Federate MCMC-Based Particle Filtering

AbstractData-driven methods of simulating a crowd of virtual humans that exhibit behaviors imitating real human crowds play an important role in crowd simulation. In this paper, we propose a Bayesian framework for the extraction of real human's behaviors which exhibit interactions in their daily life using multiple fixed cameras. The described Markov chain Monte Carlo particle filter can effectively deals with interacting targets which are influenced by the proximity and behaviors of other targets. In this paper, we use a Markov random field motion prior combing with a federate filter algorithm which treats the observations discriminatorily to substantially improve the tracking of a fixed number of interacting targets. Simultaneously, we replace the traditional importance sampling step with MCMC sampling step to get over the vast computational requirements for large numbers of targets. i.e., we focus on the data fusion and the behavior recognition process. Finally, experimental results demonstrate that the proposed Bayesian framework deals efficiently and effectively with extractions of interacting behavior