检索结果-内蒙古大学图书馆

Poisson reduced-rank models with sparse loadings

JOURNAL OF THE KOREAN STATISTICAL SOCIETY 2021年第4期50卷 1079-1097页

作者： Lee, Eun Ryung Park, Seyoung Sungkyunkwan Univ Dept Stat Seoul South Korea

High-dimensional Poisson reduced-rank models have been considered for statistical inference on low-dimensional locations of the individuals based on the observations of high-dimensional count vectors. In this study, we assume sparsity on a so-called loading matrix to enhance its interpretability. The sparsity assumption leads to the use of L-1 penalty, for the estimation of the loading. We provide novel computational and theoretical analyses for the corresponding penalized Poisson maximum likelihood estimation. We establish theoretical convergence rates for the parameters under weak-dependence conditions;this implies consistency even in large-dimensional problems. To implement the proposed method involving several computational issues, including nonconvex log-likelihoods, L-1 penalty, and orthogonal constraints, we developed an iterative algorithm. Further, we propose a Bayesian-Information-Criteria-based penalty parameter selection, which works well in the implementation. Some numerical evidence is provided by conducting real-data-based simulation analyses and the proposed method is illustrated with the analysis of German party manifesto data.

关键词： Poisson reduced-rank models Interpretation Sparsity Rotation LASSO L-1 Orthogonal constraint iterative algorithm

来源：评论

学校读者我要写书评

暂无评论

A Heuristic algorithm for Arbitrary-criterion Optimization of Quantization Scales

引用

OPTICAL MEMORY AND NEURAL NETWORKS 2021年第2期30卷 140-145页

作者： Gashnikov, M., V Samara Natl Res Univ Samara 443086 Russia RAS IPSI RAS Branch FSRC Crystallog & Photon Samara 443001 Russia

The paper considers the generation of effective quantization scales which meet any quality criteria under any constrains. The analysis of work of available methods allows a concept of a heuristic iterative algorithm for generating near-optimal quantization scales. The concept uses a uniform scale as an initial approach followed by an iterative target-criterion-optimizing recalculation of quantization interval boundaries with adhering to the constrains at each iteration. The formal description of the algorithm is presented. The software implementation of the algorithm is incorporated into the hierarchical image-compression method. The numerical experiments are carried out to test the efficiency of the algorithm and substantiate the convergence of the algorithm to the best solution.

关键词： quantization optimization iterative algorithm uniform scale error

来源：评论

学校读者我要写书评

暂无评论

A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection

引用

SIAM JOURNAL ON FINANCIAL MATHEMATICS 2021年第1期12卷 410-445页

作者： Pun, Chi Seng Nanyang Technol Univ Sch Phys & Math Sci Singapore 637371 Singapore

This paper proposes a self-calibrated sparse learning approach for estimating a sparse target vector, which is a product of a precision matrix and a vector, and investigates its application to finance to provide an innovative construction of a relative-volatility-managed portfolio. The proposed iterative algorithm, called DECODE, jointly estimates a performance measure of the market and the effective parameter vector in the optimal portfolio solution, where the relative-volatility timing is introduced into the risk exposure of an efficient portfolio via the control of its sparsity. The portfolio's risk exposure level, which is linked to its sparsity in the proposed framework, is automatically tuned with the latest market condition without using cross validation. The algorithm is efficient as it costs only a few computations of quadratic programming. We prove that the iterative algorithm converges and show the oracle inequalities of the DECODE, which provide sufficient conditions for a consistent estimate of an optimal portfolio. The algorithm can also handle the curse of dimensionality in that the number of training samples is less than the number of assets. Our empirical studies of over-12-year backtest illustrate the relative-volatility timing feature of the DECODE and the superior out-of-sample performance of the DECODE portfolio, which beats the equally weighted portfolio and improves over the shrinkage portfolio.

关键词： direct estimation iterative algorithm self-calibrated regularization oracle inequality relative-volatility timing market-sensitive asset selection

来源：评论

学校读者我要写书评

暂无评论

Hierarchical Principle-Based iterative Parameter Estimation algorithm for Dual-Frequency Signals

引用

CIRCUITS SYSTEMS AND SIGNAL PROCESSING 2019年第7期38卷 3251-3268页

作者： Liu, Siyu Ding, Feng Xu, Ling Hayat, Tasawar Jiangnan Univ Sch Internet Things Engn Key Lab Adv Proc Control Light Ind Minist Educ Wuxi 214122 Jiangsu Peoples R China Hubei Univ Technol Sch Elect & Elect Engn Wuhan 430068 Hubei Peoples R China King Abdulaziz Univ Dept Math Fac Sci Jeddah 21589 Saudi Arabia

In this paper, we consider the parameter estimation problem of dual-frequency signals disturbed by stochastic noise. The signal model is a highly nonlinear function with respect to the frequencies and phases, and the gradient method cannot obtain the accurate parameter estimates. Based on the Newton search, we derive an iterative algorithm for estimating all parameters, including the unknown amplitudes, frequencies, and phases. Furthermore, by using the parameter decomposition, a hierarchical least squares and gradient-based iterative algorithm is proposed for improving the computational efficiency. A gradient-based iterative algorithm is given for comparisons. The numerical examples are provided to demonstrate the validity of the proposed algorithms.

关键词： iterative algorithm Signal modeling Hierarchical identification Least squares Newton search Gradient search

来源：评论

学校读者我要写书评

暂无评论

Identification of MISO Wiener systems using the LMI algorithm

引用

INTERNATIONAL JOURNAL OF MODELLING IDENTIFICATION AND CONTROL 2021年第3-4期37卷 285-291页

作者： Zhou, Lincheng Li, Xiangli Changshu Inst Technol Sch Elect Engn & Automat Changshu Jiangsu Peoples R China

This paper focuses on a new identification method for multiple-input single output (MISO) Wiener nonlinear systems, in which the static nonlinear block is assumed to be a polynomial. The basic idea is to establish a MISO Wiener nonlinear identification model with polynomial nonlinearities by means of the key term separation principle. Then, a new identification method based on Levenberg-Marquardt iterative (LMI) search techniques, which can make full use of all the measured input and output data, but also automatically change the search step-size according to the change values of the quadratic criterion function, is derived to obtain an accurate and fast parameter estimation of the model. Finally, the simulation results demonstrate the efficacy of this method.

关键词： LMI search parameter estimation iterative algorithm multiple-input single-output system Wiener nonlinear system

来源：评论

学校读者我要写书评

暂无评论

Frequency-Limited Reduced Models for Linear and Bilinear Systems on the Riemannian Manifold

引用

IEEE TRANSACTIONS ON AUTOMATIC CONTROL 2021年第9期66卷 3938-3951页

作者： Jiang, Yao-Lin Xu, Kang-Li Xi An Jiao Tong Univ Sch Math & Stat Xian 710049 Peoples R China

In this article, we propose two new iterative algorithms to solve the frequency-limited Riemannian optimization model order reduction problems of linear and bilinear systems. Different from the existing Riemannian optimization methods, we design a new Riemannian conjugate gradient scheme based on the Riemannian geometry notions on a product manifold, and then generate a new search direction. Theoretical analysis shows that the resulting search direction is always descent with depending neither on the line search used, nor on the convexity of the cost function. The proposed algorithms are also suitable for generating reduced systems over a frequency interval in bandpass form. Finally, two numerical examples are simulated to demonstrate the efficiency of our algorithms.

关键词： Manifolds Optimization Nonlinear systems Linear systems Frequency control Geometry Time-frequency analysis Finite frequency frequency-limited controllability and observability Gramians iterative algorithm model order reduction (MOR) product manifold Riemannian optimization

来源：评论

学校读者我要写书评

暂无评论

Extension of nonnegative constraints to difference-map algorithm on both real and imaginary parts of real space in phase retrieval

引用

OPTICAL ENGINEERING 2023年第3期62卷 033108-033108页

作者： Liu, Mengxin Cao, Wenke Wang, Yongteng Yang, Wenjing Yu, Yiming Yue, Qing Sun, Chuanshuo Zhang, Jian Shandong Jianzhu Univ Sch Sci Jinan Shandong Peoples R China

The difference-map (DM) algorithm is an iterative method to retrieve the image of an object from its diffraction pattern. Our study proposes the use of nonnegative constraints, reducing the number of unknown variables by half, on both the real and imaginary parts of the object space to reconstruct the image of a complex-valued object in the iterative process of the DM algorithm. The feasibility of the algorithm in biological cell applications was demonstrated using both simulations and optical laser coherent diffraction experiments. The results show that a more accurate image of the object can be retrieved using a loose support by nonnegative constraints than by the same support alone. The comparison indicates that the DM algorithm is superior to the hybrid input-output algorithm in the presence of nonnegative constraints. Therefore, during the execution of a DM algorithm, a loose support allows for more accurate reconstruction than a tight support, which can hardly be found in most cases because of the noise blurring of the retrieved image, and considerable reduction in the reconstruction errors. (c) 2023 Society of Photo-Optical Instrumentation Engineers (SPIE)

关键词： iterative algorithm coherent diffraction imaging nonnegative constraint difference map algorithm

来源：评论

学校读者我要写书评

暂无评论

Generation of phase-gradient optical beams with an iterative algorithm

引用

JOURNAL OF OPTICS 2014年第10期16卷 105701-105701页

作者： Yuan, Zhanzhong Tao, Shaohua Cent South Univ Sch Phys & Elect Changsha 410083 Hunan Peoples R China Cent South Univ Sch Phys & Elect Inst Super Microstruct & Ultrafast Proc Adv Mat Changsha 410083 Hunan Peoples R China

An iterative algorithm based on the Gerchberg-Saxton (GS) algorithm to control both the phase and amplitude of an optical beam in the output plane of a beam-shaping platform is proposed in this paper. In the proposed algorithm, both the phase and the amplitude in the non-zero optical intensity region of a beam in the output plane are constrained, whereas the phase in the other region in the output plane is constraint-free. Thus, both the amplitude and phase distributions in the desired region of the output beam can be controlled with a phase-only hologram. The effectiveness of the algorithm is verified with both the simulations and experiments. The algorithm converges fast and is easy to implement. With this algorithm, we can design various novel optical beams, specifically, the beams with a phase-gradient, which would have extensive applications in areas such as optical trapping.

关键词： iterative algorithm phase-only hologram the beams with phase-gradien GS algorithm optical trapping

来源：评论

学校读者我要写书评

暂无评论

A generalized precision measuring mechanism and efficient signal processing algorithm for the eccentricity of rotary parts

引用

MECHANICAL SYSTEMS AND SIGNAL PROCESSING 2023年 204卷

作者： Xin, Qing-Yuan Pei, Yong-Chen Luo, Meng-Yan Wang, Zhi-Qiong He, Ling Liu, Jian-Yao Wang, Bin Lu, Huiqi Jilin Univ Sch Mech & Aerosp Engn Nanling Campus Changchun 130025 Peoples R China Jilin Univ Coll Automobile Engn Nanling Campus Changchun 130025 Peoples R China Univ Oxford Inst Biomed Engn Dept Engn Sci Oxford OX3 7DQ England

Rotary parts are crucial to transmission equipment. Measuring and analyzing the eccentricity of rotary parts enables the monitoring of vibrations in machinery, ensures smooth operation, and reduces equipment maintenance costs. The accurate measurement and modification of eccentricity are the premise to ensure rotary parts' quality, however, existing measurement methods are computationally inefficient, complex, and expensive to implement, and limited in scope. In this paper, a novel and generalized precision measurement method is proposed to accurately and efficiently evaluate rotary parts' eccentricity parameters, including attitude angle, eccentricity, and eccentric angle. This precision measurement method includes a lever measuring mechanism with a spherical probe and a corresponding efficient signal processing algorithm. The measuring mechanism has a simple structure and can effectively measure arbitrary cross-sections, and its design and optimization principles are investigated and presented thoroughly. The signal processing algorithm can efficiently extract eccentricity parameters of measured cross-sections. This proposed method has proven to overcome the limitations of literacy methods and exhibits generality and anti-interference. Simulation calculation and experimental verification are used to evaluate the effectiveness, computation efficiency, applicability, and repeatability. The proposed method exhibits tremendous potential in a diverse range of applications, such as detecting eccentricity and correcting errors for mechanical measurements, aerospace, equipment manufacturing, and other related fields.

关键词： Contact precision measurement method Lever mechanism with a spherical probe Rotary parts iterative algorithm Eccentricity measurement

来源：评论

学校读者我要写书评

暂无评论

An iterative Method for Split Variational Inclusion Problem and Split Fixed Point Problem for Averaged Mappings

引用

Journal of Applied Mathematics and Physics 2023年第6期11卷 1541-1556页

作者： Kaiwen Wang Yali Zhao Ziru Zhao School of Mathematical Science Bohai University Jinzhou China

In this paper, we use resolvent operator technology to construct a viscosity approximate algorithm to approximate a common solution of split variational inclusion problem and split fixed point problem for an averaged mapping in real Hilbert spaces. Further, we prove that the sequences generated by the proposed iterative method converge strongly to a common solution of split variational inclusion problem and split fixed point problem for averaged mappings which is also the unique solution of the variational inequality problem. The results presented here improve and extend the corresponding results in this area.

关键词： Split Variational Inclusion Problem Split Fixed Point Problem iterative algorithm Averaged Mapping Convergence

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：