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Empirical Likelihood Test for Regression Coefficients in High Dimensional Partially Linear Models

Journal of Systems Science & Complexity 2021年第3期34卷 1135-1155页

作者： LIU Yan REN Mingyang ZHANG Sanguo School of Mathematical Sciences University of Chinese Academy of SciencesBeijing 100049China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of SciencesBeijing 100190China

This paper considers tests for regression coefficients in high dimensional partially linear *** authors first use the B-spline method to estimate the unknown smooth function so that it could be linearly ***,the authors propose an empirical likelihood method to test regression *** authors derive the asymptotic chi-squared distribution with two degrees of freedom of the proposed test statistics under the null *** addition,the method is extended to test with nuisance *** show that the proposed method have a good performance in control of type-I error rate and *** proposed method is also employed to analyze a data of Skin Cutaneous Melanoma(SKCM).

关键词： Empirical likelihood test high dimensional analysis partially linear models regression coefficients

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Scale Adaptive Distractor Aware Visual Object Tracker

Scale Adaptive Distractor Aware Visual Object Tracker

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IEEE Conference on Recent Advances in Intelligent Computational Systems (RAICS)

作者： Kurup, Arundhati Key Laboratory of Big Data Mining and Knowledge Management School of Economics and Management Chinese Academy of Sciences Beijing China

ISBN: (纸本)9781538673362

Images and Videos are everywhere. They are being extensively used in numerous industrial, scientific and entertainment *** overabundance of data is propelled by the multimedia revolution. Image processing revolves around the ability of an algorithm to describe and manipulate images. However, video processing gives us the ability, to not only process individual frames of a video sequence but also to derive information from a collection of highly correlated frames over a time sequence. Visual Object Tracking is one of the most active research areas in Computer Vision. The objective of Visual Object Tracking is to monitor an object's spatial and temporal changes during a video sequence. It is used for analyzing sequential video frames and generating the movement of target between frames as output. In this paper, the problem of scale variance which is a challenge to visual object trackers is addressed. By making the object tracker scale invariant, a more precise scale adaptive bounding box can be drawn to predict the target location in a video sequence. Moreover this tracker adopts a Distractor-Aware tracking approach which considerably reduces the problem of drifting. This approach is highly suitable for time-critical and embedded-vision applications due to its low computational complexity and simplicity in *** proposed approach also allows for an efficient implementation of online tracking in real time.

关键词： Target tracking Visualization Image color analysis Adaptation models Video sequences Object tracking

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Pyramid scheme model for consumption rebate frauds

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Chinese Physics B 2019年第7期28卷 549-556页

作者： Yong Shi Bo Li Wen Long School of Economics and Management University of Chinese Academy of Sciences Beijing 100190 China Research Center on Fictitious Economy and Data Science Chinese Academy of Sciences Beijing 100190 China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of Sciences Beijing 100190 China

There are various types of pyramid schemes that have inflicted or are inflicting losses on many people in the *** propose a pyramid scheme model which has the principal characters of many pyramid schemes that have appeared in recent years: promising high returns, rewarding the participants for recruiting the next generation of participants, and the organizer takes all of the money away when they find that the money from the new participants is not enough to pay the previous participants interest and *** assume that the pyramid scheme is carried out in the tree network, Erd?s–Réney(ER) random network, Strogatz–Watts(SW) small-world network, or Barabasi–Albert(BA) scale-free *** then give the analytical results of the generations that the pyramid scheme can last in these *** also use our model to analyze a pyramid scheme in the real world and we find that the connections between participants in the pyramid scheme may constitute a SW small-world network.

关键词： pyramid scheme complex networks small-world networks

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New Discoveries of Domination Between Traffic Matrices

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Acta Mathematicae Applicatae Sinica 2017年第3期33卷 561-566页

作者： Peng-fei LIU Wen-guo YANG Tian-de GUO School of Mathematics Sciences University of Chinese Academy of SciencesBeijing 100049China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of SciencesBeijing 100049China

In this paper the definition of domination is generalized to the case that the elements of the traffic matrices may have negative values. It is proved that D3 dominates D3 ＋ λ（D2 - D1） for any λ ≥0 if D1 dominates D2. Let u（D） be the set of all the traffic matrices that are dominated by the traffic matrix D. It is shown that u （ D∞） and u （D ∈） are isomorphic. Besides, similar results are obtained on multi-commodity flow problems. Fhrthermore, the results are the generalized to integral flows.

关键词： robust network design multi-commodity flows domination

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Convergence of Stochastic Gradient Descent in Deep Neural Network

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Acta Mathematicae Applicatae Sinica 2021年第1期37卷 126-136页

作者： Bai-cun ZHOU Cong-ying HAN Tian-de GUO School of Mathematical Sciences University of Chinese Academy of SciencesBeijing 100049China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of SciencesBeijing 100190China

Stochastic gradient descent(SGD) is one of the most common optimization algorithms used in pattern recognition and machine *** algorithm and its variants are the preferred algorithm while optimizing parameters of deep neural network for their advantages of low storage space requirement and fast computation *** studies on convergence of these algorithms were based on some traditional assumptions in optimization ***,the deep neural network has its unique *** assumptions are inappropriate in the actual optimization process of this kind of *** this paper,we modify the assumptions to make them more consistent with the actual optimization process of deep neural *** on new assumptions,we studied the convergence and convergence rate of SGD and its two common variant *** addition,we carried out numerical experiments with LeNet-5,a common network framework,on the data set MNIST to verify the rationality of our assumptions.

关键词： stochastic gradient descent deep neural network convergence

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ANALYSIS OF THE PREDICTION CAPABILITY OF WEB SEARCH data BASED ON THE HE-TDC METHOD - PREDICTION OF THE VOLUME OF DAILY TOURISM VISITORS

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Journal of Systems Science and Systems Engineering 2017年第2期26卷 163-182页

作者： Geng Peng Ying Liu Jiyuan Wang Jifa Gu School of Economic and Management University of Chinese Academy of Sciences Beijing 100190 China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of Sciences Beijing 100190 China Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China

Web search query data are obtained to reflect social spots and serve as novel economic indicators. When faced with high-dimensional query data, selecting keywords that have plausible predictive ability and can reduce dimensionality is critical. This paper presents a new integrative method that combines Hurst Exponent （HE） and Time Difference Correlation （TDC） analysis to select keywords with powerful predictive ability. The method is called the HE-TDC screening method and requires keywords with predictive ability to satisfy two characteristics, namely, high correlation and fluctuation memorability similar to the predicting target series. An empirical study is employed to predict the volume of tourism visitors in the Jiuzhai Valley scenic area. The study shows that keywords selected using HE-TDC method produce a model with better robustness and predictive ability.

关键词： Tourism visitor volume prediction web-search data HE-TDC method Jiuzhai Valley,time series Hurst exponent

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An Efficient Slap Fingerprint Segmentation Algorithm Based on Convnets and Knuckle Line 12th

An Efficient Slap Fingerprint Segmentation Algorithm Based o...

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12th Chinese Conference on Biometric Recognition, CCBR 2017

作者： Tang, Siqi Qin, Jin Liu, Yan Han, Congying Guo, Tiande Beijing China Key Laboratory of Big Data Mining and Knowledge Management School of Mathematical Science UCAS Beijing China

ISBN: (纸本)9783319699226

We propose a novel and efficient technique to extract individual fingerprints from a slap-image and identify them into their corresponding indices i.e. index, middle, ring or little finger of left/right hand. We pose the orientation of the hand to a classification problem, and present an approach based on Convolutional Neural Networks (ConvNets) to address the angle of the hand. Geometrical and spatial properties of hand are applied to split a single finger and detect the knuckle line. The proposed algorithm solves the challenges of segmentation like the large rotational angles of the hand and non-elliptical shape of components. Extensive experimental evaluations demonstrate the success of this approach. © 2017, Springer International Publishing AG.

关键词： Convolution

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Determination and(Re)Parametrization of Rational Developable Surfaces

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Journal of Systems Science & Complexity 2015年第6期28卷 1426-1439页

作者： SHEN Liyong PREZ-DíAZ Sonia School of Mathematical Sciences University of Chinese Academy of Sciences Key Laboratory of Mathematics Mechanization Academy of Mathematics and Systems Science Chinese Academy of Sciences Key Laboratory of Big Data Mining and Knowledge management Chinese Academy of Sciences Dpto de Física y Matemáticas Universidad de Alcalá

The developable surface is an important surface in computer aided design, geometric modeling and industrial manufactory. It is often given in the standard parametric form, but it can also be in the implicit form which is commonly used in algebraic geometry. Not all algebraic developable surfaces have rational parametrizations. In this paper, the authors focus on the rational developable surfaces. For a given algebraic surface, the authors first determine whether it is developable by geometric inspection, and then give a rational proper parametrization in the affrmative case. For a rational parametric surface, the authors also determine the developability and give a proper reparametrization for the developable surface.

关键词： Parametrization proper rational developable surface reparametrization

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Who knows more? The role of structural hole spanners in accurate information identification on social media

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Pacific-Basin Finance Journal 2025年

作者： Man Guo Wen Long Yanqiang Zhong Wei Zhang School of Economics and Management University of Chinese Academy of Sciences Beijing 100190 PR China Research Center on Fictitious Economy & Data Science Chinese Academy of Sciences Beijing 100190 PR China Key Laboratory of Big Data Mining & Knowledge Management Chinese Academy of Sciences Beijing 100190 PR China Department of Information Systems and Management Engineering Southern University of Science and Technology Shenzhen 518055 PR China

Based on structural hole theory, this study explores the differences in the ability of Chinese social media users with different characteristics to provide accurate information. Using over 20 million interactive data from 2.19 million users, we construct a social network and identify structural hole spanners and ordinary users. As key players in a network, structural hole spanners are typically located at the intersections of different groups or information sources. They differ from ordinary users in the way they gather and disseminate information. The empirical results indicate that the accuracy of market judgements by structural hole spanners is at least 12.38 % higher than that of ordinary users. Strategy simulations show that using information from structural hole spanners to make investment decisions can achieve a 116 % cumulative return during the backtesting period, nearly four times that of ordinary users. This information advantage occurs primarily because opinion distance and information uniqueness play significant roles in improving information accuracy. This study not only helps deepen understanding of information dissemination characteristics among heterogeneous users on social media but also provides empirical support for the application of structural hole theory in finance, with important theoretical and practical implications.

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Trade credit or credit insurance? A green supply chain finance design scheme with multi-objective programming

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Journal of Intelligent and Fuzzy Systems 2023年第2期45卷 2707-2721页

作者： Zhang, Linzi Shi, Yong School of Economics and Management University of Chinese Academy of Sciences Beijing China University of Birmingham Edgbaston Birmingham United Kingdom Research Center on Fictitious Economy Data Science Chinese Academy of Science Beijing China Key Laboratory of Big Data Mining and Knowledge Management Chinese Academy of Sciences Beijing China

Classical supply chain finance (SCF) primarily focuses on the financial service among all upstream and downstream supply chain participants. Due to the continuously deteriorating of the ecological environment, an environmental-friendly SCF system is urgently needed. In this paper, we propose a novel SCF design scheme with environmental concerns, i.e., green supply chain finance (GSCF), consider the financing channels both from banks and from consumers, and design a bi-objective optimization model that depicts the trade-off between the benefit and the emission. Further, an improved normalized normal constraint (INNC) Pareto method is developed to address the optimal financing strategy of the bi-objective model. We then conduct a numerical case of a Taiwanese steel firm to verify the effectiveness and efficiency of our method. Results show that our model provides a portfolio of optimal solutions on Pareto frontier which can be applied as an effective decision support system when designing a GSCF. Furthermore, the sensitivity analysis also presents the impact of environmental investment cost, technological ratio of companies and the interest rate of trade credit on the optimal configuration of the GSCF. © 2023 - IOS Press. All rights reserved.

关键词： Multiobjective optimization

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