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A Mean-Field Game for a Forward-Backward Stochastic System With Partial Observation and Common Noise

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IEEE/CAA Journal of Automatica Sinica 2024年第3期11卷 746-759页

作者： Pengyan Huang Guangchen Wang Shujun Wang Hua Xiao the School of Control science and Engineering Shandong University the School of statistics and Mathematics Shandong University of Finance and Economics IEEE the School of management Shandong University the School of Mathematics and statistics Shandong University

This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals and observation ***,to reduce the complexity of solving the meanfield game,a limiting control problem is *** virtue of the decomposition approach,an admissible control set is *** a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also ***,we discuss an approximate Nash equilibrium property of the decentralized control ***,we work out a financial problem with some numerical simulations.

关键词： Decentralized control strategy ϵ-Nash equilibrium forward-backward stochastic system mean-field game partial observation

Impact of the Political Risk on Food Reserve Ratio:Evidence Across Countries

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Journal of Systems science & Complexity 2024年第5期37卷 2071-2103页

作者： XING Kai LI Shang YANG Xiaoguang School of Economics&management Nanchang University department of statistics and Data science National University of Singapore Academy of Mathematics and Systems science Chinese Academy of Sciences University of Chinese Academy of sciences

Using an unbalanced panel data covering 75 countries from 1991 to 2019, the authors explore how the political risk impacts on food reserve ratio. The empirical findings show that an increasing political risk negatively affects food reserve ratio, and the same effects hold for both internal risk and external risk. Moreover, the authors find that the increasing external or internal risks both negatively affect food production and food exports, but external risk does not significantly impact food imports and it positively impacts food consumption, while internal risk negatively impacts food imports and food consumption. The results suggest that most governments have difficulty raising subsequent food reserve ratios in face of an increasing political risk, no matter if it is an internal risk or an external risk although the mechanisms behind the impacts are different.

关键词： External risk food reserve ratio internal risk political risk

Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance

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science China Mathematics 2024年第1期67卷 163-186页

作者： Yang Yang Shaoying Chen Kam Chuen Yuen School of statistics and Data science Nanjing Audit UniversityNanjing 211815China department of statistics and Actuarial science The University of Hong KongHong Kong 999077China

This paper studies the joint tail behavior of two randomly weighted sums∑_(i=1)^(m)Θ_(i)X_(i)and∑_(j=1)^(n)θ_(j)Y_(j)for some m,n∈N∪{∞},in which the primary random variables{X_(i);i∈N}and{Y_(i);i∈N},respectively,are real-valued,dependent and heavy-tailed,while the random weights{Θi,θi;i∈N}are nonnegative and arbitrarily dependent,but the three sequences{X_(i);i∈N},{Y_(i);i∈N}and{Θ_(i),θ_(i);i∈N}are mutually *** two types of weak dependence assumptions on the heavy-tailed primary random variables and some mild moment conditions on the random weights,we establish some(uniformly)asymptotic formulas for the joint tail probability of the two randomly weighted sums,expressing the insensitivity with respect to the underlying weak dependence *** applications,we consider both discrete-time and continuous-time insurance risk models,and obtain some asymptotic results for ruin probabilities.

关键词： asymptotic joint tail behavior randomly weighted sum heavy-tailed distribution dependence insurance risk model

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Data-Driven Earthquake Multi-impact Modeling: A Comparison of Models

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International Journal of Disaster Risk science 2024年第3期15卷 421-433页

作者： Hamish Patten Max Anderson Loake David Steinsaltz Information management International Federation of Red Cross and Red Crescent Societies (IFRC) department of statistics University of Oxford

In this study, a broad range of supervised machine learning and parametric statistical, geospatial, and non-geospatial models were applied to model both aggregated observed impact estimate data and satellite image-derived geolocated building damage data for earthquakes, via regression-and classification-based models, respectively. For the aggregated observational data, models were ranked via predictive performance of mortality, population displacement, building damage, and building destruction for 375 observations across 161 earthquakes in 61 countries. For the satellite image-derived data, models were ranked via classification performance(damaged/unaff ected) of 369,813 geolocated buildings for 26 earthquakes in 15 countries. Grouped k-fold, 3-repeat cross validation was used to ensure out-of-sample predictive performance. Feature importance of several variables used as proxies for vulnerability to disasters indicates covariate utility. The 2023 Türkiye–Syria earthquake event was used to explore model limitations for extreme events. However, applying the AdaBoost model on the 27,032 held-out buildings of the 2023 Türkiye–Syria earthquake event, predictions had an AUC of 0.93. Therefore, without any geospatial, building-specific, or direct satellite image information, this model accurately classified building damage,with significantly improved performance over satellite image trained models found in the literature.

关键词： Disaster risk modeling Earthquake impact models Machine learning Disaster statistics Satellite image-derived building damage

Ambarzumyan's Theorem for the Dirac Operator on Equilateral Tree Graphs

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Acta Mathematicae Applicatae Sinica 2024年第2期40卷 568-576页

作者： Dong-Jie WU Xin-Jian XU Chuan-Fu YANG department of Mathematics School of Mathematics and StatisticsNanjing University of Science and TechnologyNanjing 210094China

The classical Ambarzumyan’s theorem states that if the Neumann eigenvalues of the Sturm-Liouville operator-d^(2)/dx^(2)+q with an integrable real-valued potential q on[0,π] are {n^(2):n≥0},then q=0 for almost all x∈[0,π].In this work,the classical Ambarzumyan’s theorem is extended to the Dirac operator on equilateral tree *** prove that if the spectrum of the Dirac operator on graphs coincides with the unperturbed case,then the potential is identically zero.

关键词： dirac operator quantum graph Ambarzumyan’s theorem inverse spectral problem

Toward Human-centered XAIin Practice:A survey

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Machine Intelligence Research 2024年第4期21卷 740-770页

作者： Xiangwei Kong Shujie Liu Luhao Zhu department of Data science and management Engineering School of ManagementZhejiang UniversityHangzhou 310058China

Human adoption of artificial intelligence(AI)technique is largely hampered because of the increasing complexity and opacity of AI *** AI(XAI)techniques with various methods and tools have been developed to bridge this gap between high-performance black-box AI models and human ***,the current adoption of XAI technique stil lacks"human-centered"guidance for designing proper solutions to meet different stakeholders'needs in XAI *** first summarize a human-centered demand framework to categorize different stakeholders into five key roles with specific demands by reviewing existing research and then extract six commonly used human-centered XAI evaluation measures which are helpful for validating the effect of *** addition,a taxonomy of XAI methods is developed for visual computing with analysis of method *** clearer human demands and XAI methods in mind,we take a medical image diagnosis scenario as an example to present an overview of how extant XAI approaches for visual computing fulfil stakeholders'human-centered demands in *** we check the availability of open-source XAI tools for stakeholders'*** survey provides further guidance for matching diverse human demands with appropriate XAI methods or tools in specific applications with a summary of main challenges and future work toward human-centered XAI in practice.

关键词： Artificial intelligence(AI)application explainable AI(XAI) human-centered design visual computing medical diagnosis.

Infinitely Many Solutions for a Class of Quasi-linear Elliptic Problem

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Acta Mathematicae Applicatae Sinica 2024年第3期40卷 728-743页

作者： Xiao-yao JIA Zhen-luo LOU School of Economics and management Zhongyuan University of TechnologyZhengzhou 450007China Mathematics and statistics School Henan University of Science and TechnologyLuoyang 471023China

In this paper,we study the following quasi-linear elliptic equation:■where Ω?R^(N) is a bounded domain,λ>0 is a *** function ψ(|t|)t is the subcritical term,and φ(|t|)t is the critical Orlicz-Sobolev growth term with respect to φ.Under appropriate conditions on φ,ψ and φ,we prove the existence of infinitely many weak solutions for quasi-linear elliptic equation,for λ∈(0,λ_(0)),where λ_(0)> 0 is a fixed constant.

关键词： quasi-linear elliptic equations variational methods Orlicz-Sobolev spaces

The Lambert-G Family:Properties,Inference,and Applications

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Computer Modeling in Engineering & sciences 2024年第7期140卷 513-536页

作者： Jamal N.Al Abbasi Ahmed Z.Afify Badr Alnssyan Mustafa S.Shama Accounting department Ashur UniversityBaghdad10011Iraq department of statistics Mathematics and InsuranceBenha UniversityBenha13511Egypt department of management Information Systems and Production management College of Business and EconomicsQassim UniversityBuraydah51452Saudi Arabia department of Basic sciences Common First Year(CFY)King Saud UniversityRiyadh11362Saudi Arabia department of Mathematics and statistics Osim Higher Institute of Administrative ScienceOsim12961Egypt

This study proposes a new flexible family of distributions called the Lambert-G *** Lambert family is very flexible and exhibits desirable *** three-parameter special sub-models provide all significantmonotonic and non-monotonic failure rates.A special sub-model of the Lambert family called the Lambert-Lomax(LL)distribution is *** expressions for the LL statistical properties are *** of the LL distribution are addressed mathematically based on its hazard *** estimation of the LL parameters is discussed using six estimation *** performance of this estimation method is explored through simulation *** usefulness and flexibility of the LL distribution are demonstrated empirically using two real-life data *** LL model better fits the exponentiated Lomax,inverse power Lomax,Lomax-Rayleigh,power Lomax,and Lomax distributions.

关键词： Lambert function Lomax distribution maximum likelihood hazard function statistical model simulation

SPARSE RECOVERY BASED ON THE GENERALIZED ERROR FUNCTION

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Journal of Computational Mathematics 2024年第3期42卷 679-704页

作者： Zhiyong Zhou department of statistics and Data science and Institute of Digital FinanceHangzhou City UniversityHangzhou 310015China

In this paper,we offer a new sparse recovery strategy based on the generalized error *** introduced penalty function involves both the shape and the scale parameters,making it extremely *** both constrained and unconstrained models,the theoretical analysis results in terms of the null space property,the spherical section property and the restricted invertibility factor are *** practical algorithms via both the iteratively reweighted■_(1)and the difference of convex functions algorithms are *** experiments are carried out to demonstrate the benefits of the suggested approach in a variety of *** practical application in magnetic resonance imaging(MRI)reconstruction is also investigated.

关键词： Sparse recovery Generalized error function Nonconvex regularization Itera-tive reweighted Li Difference of convex functions algorithms