Cross-validation (CV) is a very popular technique for model selection and model validation. The general procedure of leaveone-out CV (LOO-CV) is to exclude one observation from the data set, to construct the fit of th...
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Cross-validation (CV) is a very popular technique for model selection and model validation. The general procedure of leaveone-out CV (LOO-CV) is to exclude one observation from the data set, to construct the fit of the remaining observations and to evaluate that fit on the item that was left out. In classical procedures such as least-squares regression or kernel density estimation, easy formulas can be derived to compute this CV fit or the residuals of the removed observations. However, when high-breakdown resampling algorithms are used, it is no longer possible to derive such closed-form expressions. High-breakdown methods are developed to obtain estimates that can withstand the effects of outlying observations. fast algorithms are presented for LOO-CV when using a high-breakdown method based on resampling, in the context of robust covariance estimation by means of the MCD estimator and robust principal component analysis. A robust PRESS curve is introduced as an exploratory tool to select the number of principal components. Simulation results and applications on real data show the accuracy and the gain in computation time of these fast CV algorithms. (c) 2006 Elsevier B.V. All rights reserved.
作者:
Boag, ALetrou, CTel Aviv Univ
Dept Elect Engn Phys Elect IL-69978 Tel Aviv Israel CNRS
FRE 2310 GETINT Lab SAMOVAR F-91011 Evry France
A novel algorithm referred to as the fast physical optics (FPO) for computing the radiation patterns of nonplanar aperture antennas over a range of observation angles is presented. The computation is performed in the ...
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A novel algorithm referred to as the fast physical optics (FPO) for computing the radiation patterns of nonplanar aperture antennas over a range of observation angles is presented. The computation is performed in the framework of the conventional physical optics approximation appropriate for the high frequency regime. The proposed algorithm is directly applicable to reflector and lens antennas as well as to radomes. The method comprises two steps. First, a decomposition of the aperture into subdomains and computation of the pertinent radiation pattern of each subdomain. Second, interpolation, phase-correction and aggregation of the radiation patterns into the final pattern of the whole aperture. A multilevel algorithm is formulated via a recursive application of the domain decomposition and aggregation steps. The computational structure of the multilevel algorithm resembles that of the FFT while avoiding its limitations.
A new type of coded aperture configuration that enables fast decoding of the coded aperture shadowgram data is presented. Based on the products of incidence vectors generated from the Singer difference sets, we call t...
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A new type of coded aperture configuration that enables fast decoding of the coded aperture shadowgram data is presented. Based on the products of incidence vectors generated from the Singer difference sets, we call these Singer product apertures. For a range of aperture dimensions, we compare experimentally the performance of three decoding methods: standard decoding, induction decoding and direct vector decoding. In all cases the induction and direct vector methods are several orders of magnitude faster than the standard method, with direct vector decoding being significantly faster than induction decoding. For apertures of the same dimensions the increase in speed offered by direct vector decoding over induction decoding is better for lower throughput apertures.
In this work, we study the computational aspects of the algorithms for testing the strict sense and wide sense stability of discrete time systems. These algorithms are based on the computation of the reflection coeffi...
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In this work, we study the computational aspects of the algorithms for testing the strict sense and wide sense stability of discrete time systems. These algorithms are based on the computation of the reflection coefficients for a given real polynomial. The algorithms presented here require one-half the number of multiplications and the same number of additions as compared to the previously known similar algorithms. Zusammenfassung In dieser Arbeit werden Algorithmen untersucht, welche die Stabilität im weiteren und engeren Sinne für zeitdiskrete Systeme prüfen. Diese Algorithmen basieren auf der Bestimmung der Reflexionskoeffizienten für ein gegebenes reelles Polynom. Die hier vorgestellten Verfahren benötigen bei gleicher Anzahl von Additionen nur halb so viele Multiplikationen wie die bisher bekannten vergleichbaren Stabilitätstests.
A new two-dimensional (2D) Walsh transform scheme is presented based on a block splitting technique. The advantage of the proposed approach lies in the simple data flow architecture and the reduction in array accessin...
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A new two-dimensional (2D) Walsh transform scheme is presented based on a block splitting technique. The advantage of the proposed approach lies in the simple data flow architecture and the reduction in array accessing operations compared with the conventional row-column (RC) scheme. The new scheme exploits adequately two local accessing properties of the cache: the time local property and the space local property. The new 2D scheme is faster than the RC scheme when applying the same one-dimensional (ID) algorithm. (c) 2006 Elsevier B.V. All rights reserved.
Subspace methods have proven to be efficient for the identification of linear time-invariant systems, especially applied to mechanical, civil or aeronautical structures in operation conditions. Therein, system identif...
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Subspace methods have proven to be efficient for the identification of linear time-invariant systems, especially applied to mechanical, civil or aeronautical structures in operation conditions. Therein, system identification results are needed at multiple (over-specified) model orders in order to distinguish the true structural modes from spurious modes using the so-called stabilization diagrams. In this paper, new efficient algorithms are derived for this multi-order system identification with subspace-based identification algorithms and the closely related Eigensystem Realization Algorithm. It is shown that the new algorithms are significantly faster than the conventional algorithms in use. They are demonstrated on the system identification of a large-scale civil structure. (C) 2012 Elsevier Ltd. All rights reserved.
To solve the long training time in Waibel's time-delay neural networks (TDNNs) for phoneme recognition, several improved fast learning methods are put forward: (1) by a combination between the unsupervised Oja'...
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To solve the long training time in Waibel's time-delay neural networks (TDNNs) for phoneme recognition, several improved fast learning methods are put forward: (1) by a combination between the unsupervised Oja's rule learning method with the similar error backpropagation (BP) algorithm for initial weights training;(2) by improving of the error energy function with weights update according to the output error size;(3) by changing of BP error from along layers to frames and using the averaged overlapping part of frame-shift delta values in the weights of the bottom layer;(4) by training of the data from a small to large number of samples gradually;and (5) by using the optimal modular neural networks (OMNNs) with tree structure for multiple phonemes. Our experimental results indicate that the convergence speed is accelerated with orders of magnitude and in most cases the error function descends monotonically while the network complexity increases less and the recognition rates are almost the same among the different comparative experiments. (C) 2002 Elsevier Science Inc. All rights reserved.
In this brief, two different approaches to compute the 2-D discrete Hadamard transform (DHAT) of sizes 2(r) x 2(r), r > 1 are presented. The both are based on the so-caned 1-D discrete paired transforms, which spli...
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In this brief, two different approaches to compute the 2-D discrete Hadamard transform (DHAT) of sizes 2(r) x 2(r), r > 1 are presented. The both are based on the so-caned 1-D discrete paired transforms, which split the 2(r)-point DHAT into a set of smaller 2(r-z)-point transforms, i = 1 : r. The first approach is a column(rom)-wise algorithm which requires, on average, no more than 12 operations of additions per sample. The second approach is a splitting algorithm, in which the 2(r) x 2(r)-point DHAT is reduced to the computation of 2(r-1)3 1-D DHATs instead of 2(r+1) 1-D DHAT's in the column(rom)-wise algorithm, but requires more operations of additions. Examples and comparison of the proposed algorithms with the known algorithms are provided.
Modelling signals as being periodic is common in many applications. Such periodic signals can be represented by a weighted sum of sinusoids with frequencies being an integer multiple of the fundamental frequency. Due ...
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Modelling signals as being periodic is common in many applications. Such periodic signals can be represented by a weighted sum of sinusoids with frequencies being an integer multiple of the fundamental frequency. Due to its widespread use, numerous methods have been proposed to estimate the fundamental frequency, and the maximum likelihood (ML) estimator is the most accurate estimator in statistical terms. When the noise is assumed to be white and Gaussian, the ML estimator is identical to the non-linear least squares (NLS) estimator. Despite being optimal in a statistical sense, the NLS estimator has a high computational complexity. In this paper, we propose an algorithm for lowering this complexity significantly by showing that the NLS estimator can be computed efficiently by solving two Toeplitz-plus-Hankel systems of equations and by exploiting the recursive-in-order matrix structures of these systems. Specifically, the proposed algorithm reduces the time complexity to the same order as that of the popular harmonic summation method which is an approximate NLS estimator. The performance of the proposed algorithm is assessed via Monte Carlo and timing studies. These show that the proposed algorithm speeds up the evaluation of the NLS estimator by a factor of 50-100 for typical scenarios.
Sparse grid discretization of higher dimensional partial differential equations is a means to break the curse of dimensionality. For classical sparse grids based on the one-dimensional hierarchical basis, a sophistica...
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Sparse grid discretization of higher dimensional partial differential equations is a means to break the curse of dimensionality. For classical sparse grids based on the one-dimensional hierarchical basis, a sophisticated algorithm has been devised to calculate the application of a vector to the Galerkin matrix in linear complexity, despite the fact that the matrix is not sparse. However more general sparse grid constructions have been recently introduced, e.g. based on multilevel finite elements, where the specified algorithms only have a log-linear scaling. This article extends the idea of the linear scaling algorithm to more general sparse grid spaces. This is achieved by abstracting the algorithm given in (Balder and Zenger, SIAM J. Sci. Comput. 17:631, 1996) from specific bases, thereby identifying the prerequisites for performing the algorithm. In this way one can easily adapt the algorithm to specific discretizations, leading for example to an optimal linear scaling algorithm in the case of multilevel finite element frames.
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