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Robust Sure Independence Screening for Ultrahigh Dimensional Non-normal Data

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Acta Mathematica Sinica,English Series 2014年第11期30卷 1885-1896页

作者： wei zhong Wang Yanan Institute for Studies in Economics Department of StatisticsSchool of EconomicsXiamen University

Sure independence screening（SIS） has been proposed to reduce the ultrahigh dimensionality down to a moderate scale and proved to enjoy the sure screening property under Gaussian linear ***,the observed response is often skewed or heavy-tailed with extreme values in practice,which may dramatically deteriorate the performance of *** this end,we propose a new robust sure independence screening（RoSIS） via considering the correlation between each predictor and the distribution function of the *** proposed approach contributes to the literature in the following three folds： First,it is able to reduce ultrahigh dimensionality ***,it is robust to heavy tails or extreme values in the ***,it possesses both sure screening property and ranking consistency property under milder ***,we demonstrate its excellent finite sample performance through numerical simulations and a real data example.

关键词： Robustness sure independence screening sure screening property ultrahigh dimensionality variable selection

Portfolio Optimization under Entropic Risk Management

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Acta Mathematica Sinica,English Series 2009年第7期25卷 1113-1130页

作者： wei zhong Department of Finance and Control Science School of Mathematical Sciences Fudan University Shanghai 200433 China

framework in the risk uniqueness In this paper, properties of the entropic risk measure are examined rigorously in a general This risk measure is then applied in a dynamic portfolio optimization problem, appearing management constraint. By considering the dual problem, we prove the existence and of the solution and obtain an analytic expression for the solution.

关键词： entropic risk measure portfolio optimization risk management

Variable Selection for Structural Equation with Endogeneity

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Journal of Systems Science & Complexity 2018年第3期31卷 787-803页

作者： FAN Qingliang zhong wei Wang Yanan Institute for Studies in Economics (WISE) Department of StatisticsSchool of Economics and Fujian Key Laboratory of Statistical ScienceXiamen University

This paper studies variable selection problem in structural equation of a two-stage least squares （2SLS） model in presence of endogeneity which is commonly encountered in empirical economic studies. Model uncertainty and variable selection in the structural equation is an important issue as described in Andrews and Lu （2001） and Caner （2009）. The authors propose an adaptive Lasso 2SLS estimator for linear structural equation with endogeneity and show that it enjoys the oracle properties, i.e., the consistency in both estimation and model selection. In Monte Carlo simulations, the authors demonstrate that the proposed estimator has smaller bias and MSE compared with the bridge-type GMM estimator （Caner, 2009）. In a case study, the authors revisit the classic returns to education problem （Angrist and Krueger, 1991） using the China Population census data. The authors find that the education level not only has strong effects on income but also shows heterogeneity in different age cohorts.

关键词： Endogeneity structural equation 2SLS variable selection.

A weighted fuzzy C-means clustering method for hardness prediction

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Journal of Iron and Steel Research International 2023年第1期30卷 176-191页

作者： Yuan Liu Shi-zhong wei School of Materials Science and Engineering Henan University of Science and TechnologyLuoyang 471003HenanChina School of Aerospace Engineering Zhengzhou University of AeronauticsZhengzhou 450015HenanChina National Joint Engineering Research Center for Abrasion Control and Molding of Metal Materials Henan University of Science and TechnologyLuoyang 471003HenanChina

The hardness prediction model was established by support vector regression(SVR).In order to avoid exaggerating the contribution of very tiny alloying elements,a weighted fuzzy C-means(WFCM)algorithm was proposed for data clustering using improved Mahalanobis distance based on random forest importance values,which could play a full role of important features and avoid clustering center *** samples were divided into two *** top 10 features of each class were selected to form two feature subsets for better performance of the *** dimension and dispersion of features decreased in such feature *** four machine learning algorithms,SVR had the best performance and was chosen to *** hyper-parameters of the SVR model were optimized by particle swarm *** samples in validation set were classified according to minimum distance of sample to clustering centers,and then the SVR model trained by feature subset of corresponding class was used for *** with the feature subset of original data set,the predicted values of model trained by feature subsets of classified samples by WFCM had higher correlation coefficient and lower root mean square *** indicated that WFCM was an effective method to reduce the dispersion of features and improve the accuracy of model.

关键词： Hardness prediction weighted fuzzy C-means algorithm Feature selection Particle swarm optimization Support vector regression Dispersion reduction

Discrete weighted Hardy Inequalities with Different Kinds of Boundary Conditions

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Acta Mathematica Sinica,English Series 2016年第9期32卷 993-1013页

作者： zhong wei LIAO School of Mathematical Sciences Beijing Normal University Beijing 100875 P. R. China

This paper studies the weighted Hardy inequalities on the discrete intervals with four different kinds of boundary conditions. The main result is the uniform expression of the basic estimate of the optimal constant with the corresponding boundary condition. Firstly, one-side boundary condition is considered, which means that the sequences vanish at the right endpoint （ND-case）. Based on the dual method, it can be translated into the case vanishing at left endpoint （DN-case）. Secondly, the condition is the case that the sequences vanish at two endpoints （DD-case）. The third type of condition is the generality of the mean zero condition （NN-case）, which is motivated from probability theory. To deal with the second and the third kinds of inequalities, the splitting technique is presented. Finally, as typical applications, some examples are included.

关键词： weighted Hardy inequality one-side boundary condition vanishing at two endpoints,mean zero basic estimates dual method splitting technique

EVALUATION OF THREE-DIMENSIONAL NUMERICAL MODEL FOR SALINE INTRUSION AND PURGING IN SEWAGE OUTFALLS

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Journal of Hydrodynamics 2007年第1期19卷 48-53页

作者： WU wei YAN zhong-min College of Water Conservancy and Hydropower Engineering Hohai University Nanjing 210098 China

Saline intrusion into sewage outfalls will greatly decrease the efficiency of the structures. The numerical model for this flow has been limited to one- and two-dimensional ones. In this article, a three-dimensional numerical model for saline intrusion and purging in sewage outfalls was developed. The flow was modeled in three dimensions under turbulent conditions with the RNG k-ε turbulence model. The numerical results provided quantitative evidence of the fundamental flow mechanisms that took place during saline intrusion and purging. The comparisons of the results with that of two-dimensional model and that of experiments indicate that the three-dimensional numerical model developed in this article is more effective in predicting the internal flow in outfalls.

关键词： saline intrusion sea ouffalls numericalsimulation three-dimensional numerical model

Correction Model for Stall Delay on Rotating Blades

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Transactions of Nanjing University of Aeronautics and Astronautics 2016年第1期33卷 60-66页

作者： zhong wei Wang Tongguang Jiangsu Key Laboratory of Hi-Tech Research for Wind Turbine Design Nanjing University of Aeronautics and Astronautics

Stall delay is an important phenomenon on wind turbine *** makes the maximum aerodynamic load of a rotating blade much higher than the one predicted without a correction.A new stall delay model is established here based on the investigation of the flow around a rotating *** investigation results indicate that the shrink of separation vortex caused by centrifugal force is the major reason for the stall *** factors related to the rotational effects are considered in the proposed model,such as rotating speed,inflow velocity,local chord length and radial ***,the model are validated on the NREL PhaseⅣ blade and the results demonstrate that the accuracy of the aerodynamic prediction for the blade is significantly improved as the model is applied.

关键词： wind turbine rotational effects stall delay computational fluid dynamics(CFD)

An Efficient Mapped WENO Scheme Using Approximate Constant Mapping

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Numerical Mathematics(Theory,Methods and Applications) 2022年第1期15卷 1-41页

作者： Ruo Li wei zhong CAPT LMAMPeking UniversityBeijing 100871China School of Mathematical Sciences Peking UniversityBeijing 100871China Northwest Institute of Nuclear Technology Xi’an 710024China

We present a novel mapping approach for WENO schemes through the use of an approximate constant mapping function which is constructed by employing an approximation of the classic signum *** new approximate constant mapping function is designed to meet the overall criteria for a proper mapping function required in the design of the WENO-PM6 *** WENO-PM6 scheme was proposed to overcome the potential loss of accuracy of the WENO-M scheme which was developed to recover the optimal convergence order of the WENO-JS scheme at critical *** new mapped WENO scheme,denoted as WENOACM,maintains almost all advantages of the WENO-PM6 scheme,including low dissipation and high resolution,while decreases the number of mathematical operations remarkably in every mapping process leading to a significant improvement of *** convergence rates of the WENO-ACM scheme have been shown through one-dimensional linear advection equation with various initial *** results of one-dimensional Euler equations for the Riemann problems,the Mach 3 shock-density wave interaction and the Woodward-Colella interacting blastwaves are improved in comparison with the results obtained by the WENO-JS,WENO-M and WENO-PM6 *** experiments with two-dimensional problems as the 2D Riemann problem,the shock-vortex interaction,the 2D explosion problem,the double Mach reflection and the forward-facing step problem modeled via the two dimensional Euler equations have been conducted to demonstrate the high resolution and the effectiveness of the WENO-ACM *** WENOACM scheme provides significantly better resolution than the WENO-M scheme and slightly better resolution than the WENO-PM6 scheme,and compared to the WENOM and WENO-PM6 schemes,the extra computational cost is reduced by more than 83%and 93%,respectively.

关键词： WENO approximate constant mapping hyperbolic problems high resolution low computational cost

Detecting Intensity Evolution of the Western North Pacific Super Typhoons in 2016 Using the Deviation Angle Variance Technique with FY Data

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Journal of Meteorological Research 2019年第1期33卷 104-114页

作者： Meng YUAN wei zhong Institute of Meteorology and Oceanography National University of Defense Technology

This paper analyzes the complete lifecycle of super typhoons in 2016 in the western North Pacific(WNP) using the deviation angle variance technique(DAV-T). Based on the infrared images from Fengyun(FY) satellites, the DAV-T enables quantification of the axisymmetry of tropical cyclones(TCs) by using the DAV values; and thus, it helps improve the capability of TC intensity estimation. Case analyses of Super Typhoons Lionrock and Meranti were performed to explore the distribution characteristics of the DAV values at the various stages of TC evolution. The results show that the minimum DAV values(i.e., map minimum values: MMVs) gradually decreased and their locations constantly approached the circulation center with enhancement of the TC organization; however, when a ring or disk structure was formed around a TC, significant changes in MMV locations were no longer observed. Nonetheless,when large-scale non-closed deep convective cloud clusters appeared at the early stage or the dissipation stage of the typhoon, the axisymmetry of the TC was poor and the MMV locations tended to lie in the most convective region rather than in the TC circulation center. Overall, the MMVs and their locations, respectively, exhibited a strong correlation with the TC intensity and circulation center, and the correlation increased as the TCs became stronger. Combined with the China Meteorological Administration BestTrack dataset(CMA-BestTrack), statistical analysis of all research samples reveals that the correlation coefficient between the MMVs and maximum surface wind speeds(Vmax) was –0.80; the root mean square error(RMSE) of relative distance between the MMV locations and TC centers was 140.3 km; and especially, when the samples below the tropical depression(TD) intensity were removed, the RMSE of the relative distance decreased dramatically to 95.0 km. The value and location of the MMVs could be used as important indicators for estimating TC intensity and center.

关键词： deviation angle variance technique(DAV-T) axisymmetry super typhoon Fengyun(FY) satellites