检索结果-内蒙古大学图书馆

DOUBLE INERTIAL PROXIMAL GRADIENT algorithmS FOR CONVEX OPTIMIZATION PROBLEMS AND APPLICATIONS

Acta Mathematica Scientia 2023年第3期43卷 1462-1476页

作者： Kunrada KANKAM Prasit CHOLAMJIAK School of Science University of PhayaoPhayao56000Thailand

In this paper, we propose double inertial forward-backward algorithms for solving unconstrained minimization problems and projected double inertial forward-backward algorithms for solving constrained minimization problems. We then prove convergence theorems under mild conditions. Finally, we provide numerical experiments on image restoration problem and image inpainting problem. The numerical results show that the proposed algorithms have more efficient than known algorithms introduced in the literature.

关键词： weak convergence forward-backward algorithm convex minimization inertial technique

来源：评论

学校读者我要写书评

暂无评论

Zero Point Problem of Accretive Operators in Banach Spaces

引用

BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY 2019年第1期42卷 105-118页

作者： Chang, Shih-Sen Wen, Ching-Feng Yao, Jen-Chih China Med Univ Ctr Gen Educ Taichung 40402 Taiwan Kaohsiung Med Univ Ctr Fundamental Sci Kaohsiung 80708 Taiwan Kaohsiung Med Univ Res Ctr Nonlinear Anal & Optimizat Kaohsiung 80708 Taiwan Kaohsiung Med Univ Hosp Dept Med Res Kaohsiung 807 Taiwan

Splitting methods have recently received much attention due to the fact that many nonlinear problems arising in applied areas such as image recovery, signal processing and machine learning are mathematically modeled as a nonlinear operator equation and this operator is decomposed as the sum of two (possibly simpler) nonlinear operators. Most of the investigation on splitting methods is however carried out in the framework of Hilbert spaces. In this paper, we consider these methods in the setting of Banach spaces. We shall introduce a viscosity iterative forward-backward splitting method with errors to find zeros of the sum of two accretive operators in Banach spaces. We shall prove the strong convergence of the method under mild conditions. We also discuss applications of these methods to monotone variational inequalities, convex minimization problem and convexly constrained linear inverse problem.

关键词： Accretive operator Maximal monotone operator Banach space Splitting method forward-backward algorithm

来源：评论

学校读者我要写书评

暂无评论

Detecting structural breaks in multivariate financial time series: evidence from hedge fund investment strategies

引用

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 2014年第5期84卷 1115-1135页

作者： Meligkotsidou, Loukia Vrontos, Ioannis D. Univ Athens Dept Math Athens Greece Athens Univ Econ & Business Dept Stat Athens 10434 Greece

This paper extends the class of asset-based style factor models with multiple structural breaks to the multivariate setting. We propose a model that allows for the presence of common breaks in a system of factor models for individual hedge fund investment strategies, which share common investment characteristics. We develop a Bayesian approach to inference for the unknown number and positions of the structural breaks, based on a set of filtering recursions similar to those of the forward-backward algorithm. Furthermore, we identify relevant risk factors, common among the series of hedge funds, using a Bayesian model comparison approach. We apply our method to a set of correlated hedge fund strategies, which are mainly characterized by equity related bets. Multiple common breaks are identified, consistent with well-known market events, which reveal evidence for structural changes in the risk exposures as well as in the correlation structure of the analysed series.

关键词： Bayesian inference forward-backward algorithm multivariate models risk factors structural breaks

来源：评论

学校读者我要写书评

暂无评论

A Splitting algorithm for Coupled System of Primal-Dual Monotone Inclusions

引用

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 2015年第3期164卷 993-1025页

作者： Vu, Bang Cong Univ Paris 06 Lab Jacques Louis Lions UMR CNRS 7598 F-75005 Paris France

We propose a splitting algorithm for solving a coupled system of primal-dual monotone inclusions in real Hilbert spaces. The proposed algorithm has a structure identical to that of the forward-backward algorithm with variable metric. The operators involved in the problem formulation are used separately in the sense that single-valued operators are used individually and approximately in the forward steps and multi-valued operators are used individually via their generalization resolvent in the backward steps. The weak convergence of the algorithm proposed is proved. Applications to coupled system of monotone inclusions in duality and minimization problems, and multi-dictionary signal representation are demonstrated.

关键词： Coupled system Monotone inclusion Monotone operator Operator splitting Cocoercivity forward-backward algorithm Composite operator Duality Primal-dual algorithm

来源：评论

学校读者我要写书评

暂无评论

Automatic recognition and understanding of spoken language - A first step toward natural human-machine communication

引用

PROCEEDINGS OF THE IEEE 2000年第8期88卷 1142-1165页

作者： Juang, BH Furui, S Lucent Technol Inc Murray Hill NJ 07974 USA Tokyo Inst Technol Tokyo 1528552 Japan

The promise of a powerful computing device to help people in productivity as well as in recreation can only be realized with proper human-machine communication. Automatic recognition and understanding of spoken language is the first and probably the most important step toward natural human-machine interaction. Research in this fascinating field in the past few decades has produced remarkable results, leading to many exciting expectations as well as new challenges. In this paper, we summarize the development of the spoken language technology from both a vertical (the chronology) and a horizontal (the spectrum of technical approaches) perspective. We highlighted the introduction of statistical methods in dealing with language-related problems as it represents a paradigm shift in the research field of spoken language processing. Statistical methods are designed to allow the machine to learn, directly from data, structure regularities in the speech signal for the purpose of automatic speech recognition and understanding. Today, research results in spoken language processing have led to a number of successful applications ranging from dictation software for personal computers and telephone-call processing systems for automatic call routing to automatic subcaptioning for television broadcast. We analyze the technical successes that support these applications. Along with an assessment of the state-of-the-art in this board technical field, we also discuss the limitations of the current technology can be presented as the basis to inspire future advances.

关键词： acoustic modeling acoustic-phonetics articulation automatic recognition and understanding Bayes risk cepstral distance continuous speech recognition detection-based approach dialogue systems discriminative training dynamic programming finite state machine forward-backward algorithm generalized phone models grammar hidden Markov models human-machine communication isolated word recognition language modeling language structure linear prediction maximum a posteriori maximum-likelihood estimation noise perplexity probability distribution of speech pronunciation modeling robustness search algorithms short-time spectral analysis signal analysis speech dictation speech distortion speech representations spoken language processing technology statistical language processing statistical pattern recognition

来源：评论

学校读者我要写书评

暂无评论

ESTIMATION FOR PARTIALLY OBSERVED MARKOV-PROCESSES

引用

STOCHASTIC HYDROLOGY AND HYDRAULICS 1995年第1期9卷 33-47页

作者： THOMPSON, ME KASEKE, TN UNIV WATERLOO DEPT STAT & ACTUARIAL SCIWATERLOOON N2L 3G1CANADA

Many stochastic process models for environmental data sets assume a process of relatively simple structure which is in some sense partially observed. That is, there is an underlying process (X(n), n greater than or equal to 0) or (X(t), t greater than or equal to 0) for which the parameters are of interest and physically meaningful, and an observable process (Y-n, n greater than or equal to 0) or (Y-t, t greater than or equal to 0) which depends on the X process but not otherwise on those parameters. Examples are wide ranging: the Y process may be the X process with missing observations;the Y process may be the X process observed with a noise component;the X process might constitute a random environment for the Y process, as with hidden Markov models;the Y process might be a lower dimensional function or reduction of the X process. In principle, maximum likelihood estimation for the X process parameters can be carried out by some form of the EM algorithm applied to the Y process data. In the paper we review some current methods for exact and approximate maximum likelihood estimation. We illustrate some of the issues by considering how to estimate the parameters of a stochastic Nash cascade model for runoff. In the case of k reservoirs, the outputs of these reservoirs form a k dimensional vector Markov process, of which only the kth coordinate process is observed usually at a discrete sample of time points.

关键词： HIDDEN MARKOV MODELS MAXIMUM LIKELIHOOD ESTIMATION EM algorithm MARTINGALE ESTIMATING FUNCTION forward-backward algorithm MONTE CARLO FILTERING NASH CASCADE MODEL RAINFALL RUNOFF MODELING

来源：评论

学校读者我要写书评

暂无评论

Direct simulation for discrete mixture distributions

引用

STATISTICS AND COMPUTING 2005年第2期15卷 125-133页

作者： Fearnhead, P Univ Lancaster Dept Math & Stat Lancaster LA1 4YW England

We demonstrate how to perform direct simulation for discrete mixture models. The approach is based on directly calculating the posterior distribution using a set of recursions which are similar to those of the forward-backward algorithm. Our approach is more practicable than existing perfect simulation methods for mixtures. For example, we analyse 1096 observations from a 2 component Poisson mixture, and 240 observations under a 3 component Poisson mixture ( with unknown mixture proportions and Poisson means in each case). Simulating samples of 10,000 perfect realisations took about 17 minutes and an hour respectively on a 900 MHz ultraSPARC computer. Our method can also be used to perform perfect simulation from Markov-dependent mixture models. A byproduct of our approach is that the evidence of our assumed models can be calculated, which enables different models to be compared.

关键词： Bayesian model choice binomial mixture forward-backward algorithm genetic linkage Markov-dependent mixtures particle filters Poisson mixture

来源：评论

学校读者我要写书评

暂无评论

An exact Gibbs sampler for the Markov-modulated Poisson process

引用

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 2006年第5期68卷 767-784页

作者： Fearnhead, Paul Sherlock, Chris Univ Lancaster Lancaster LA1 4YW England

A Markov-modulated Poisson process is a Poisson process whose intensity varies according to a Markov process. We present a novel technique for simulating from the exact distribution of a continuous time Markov chain over an interval given the start and end states and the infinitesimal generator, and we use this to create a Gibbs sampler which samples from the exact distribution of the hidden Markov chain in a Markov-modulated Poisson process. We apply the Gibbs sampler to modelling the occurrence of a rare DNA motif (the Chi site) and to inferring regions of the genome with evidence of high or low intensities for occurrences of this site.

关键词： forward-backward algorithm genome segmentation Gibbs sampler

来源：评论

学校读者我要写书评

暂无评论

A splitting algorithm for dual monotone inclusions involving cocoercive operators

引用

ADVANCES IN COMPUTATIONAL MATHEMATICS 2013年第3期38卷 667-681页

作者： Bang Cong Vu Univ Paris 06 Lab Jacques Louis Lions UMR 7598 CNRS F-75005 Paris France

We consider the problem of solving dual monotone inclusions involving sums of composite parallel-sum type operators. A feature of this work is to exploit explicitly the properties of the cocoercive operators appearing... 详细信息

关键词： Cocoercivity forward-backward algorithm Composite operator Duality Monotone inclusion Monotone operator Operator splitting Primal-dual algorithm

来源：评论

学校读者我要写书评

暂无评论

A coupled hidden Markov model for disease interactions

引用

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS 2013年第4期62卷 609-627页

作者： Sherlock, Chris Xifara, Tatiana Telfer, Sandra Begon, Mike Univ Lancaster Lancaster LA1 4YF England Univ Aberdeen Aberdeen AB9 1FX Scotland Univ Liverpool Liverpool L69 3BX Merseyside England

To investigate interactions between parasite species in a host, a population of field voles was studied longitudinally, with presence or absence of six different parasites measured repeatedly. Although trapping sessions were regular, a different set of voles was caught at each session, leading to incomplete profiles for all subjects. We use a discrete time hidden Markov model for each disease with transition probabilities dependent on covariates via a set of logistic regressions. For each disease the hidden states for each of the other diseases at a given time point form part of the covariate set for the Markov transition probabilities from that time point. This allows us to gauge the influence of each parasite species on the transition probabilities for each of the other parasite species. Inference is performed via a Gibbs sampler, which cycles through each of the diseases, first using an adaptive Metropolis-Hastings step to sample from the conditional posterior of the covariate parameters for that particular disease given the hidden states for all other diseases and then sampling from the hidden states for that disease given the parameters. We find evidence for interactions between several pairs of parasites and of an acquired immune response for two of the parasites.

关键词： Adaptive Markov chain Monte Carlo sampling forward-backward algorithm Gibbs sampler Hidden Markov models Zoonosis

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：