• Title/Summary/Keyword: Data matrix

Search Result 2,924, Processing Time 0.03 seconds

A Cholesky Decomposition of the Inverse of Covariance Matrix

  • Park, Jong-Tae;Kang, Chul
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.1007-1012
    • /
    • 2003
  • A recursive procedure for finding the Cholesky root of the inverse of sample covariance matrix, leading to a direct solution for the inverse of a positive definite matrix, is developed using the likelihood equation for the maximum likelihood estimation of the Cholesky root under normality assumptions. An example of the Hilbert matrix is considered for an illustration of the procedure.

  • PDF

A Novel Redundant Data Storage Algorithm Based on Minimum Spanning Tree and Quasi-randomized Matrix

  • Wang, Jun;Yi, Qiong;Chen, Yunfei;Wang, Yue
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.12 no.1
    • /
    • pp.227-247
    • /
    • 2018
  • For intermittently connected wireless sensor networks deployed in hash environments, sensor nodes may fail due to internal or external reasons at any time. In the process of data collection and recovery, we need to speed up as much as possible so that all the sensory data can be restored by accessing as few survivors as possible. In this paper a novel redundant data storage algorithm based on minimum spanning tree and quasi-randomized matrix-QRNCDS is proposed. QRNCDS disseminates k source data packets to n sensor nodes in the network (n>k) according to the minimum spanning tree traversal mechanism. Every node stores only one encoded data packet in its storage which is the XOR result of the received source data packets in accordance with the quasi-randomized matrix theory. The algorithm adopts the minimum spanning tree traversal rule to reduce the complexity of the traversal message of the source packets. In order to solve the problem that some source packets cannot be restored if the random matrix is not full column rank, the semi-randomized network coding method is used in QRNCDS. Each source node only needs to store its own source data packet, and the storage nodes choose to receive or not. In the decoding phase, Gaussian Elimination and Belief Propagation are combined to improve the probability and efficiency of data decoding. As a result, part of the source data can be recovered in the case of semi-random matrix without full column rank. The simulation results show that QRNCDS has lower energy consumption, higher data collection efficiency, higher decoding efficiency, smaller data storage redundancy and larger network fault tolerance.

Nonnegative Matrix Factorization with Orthogonality Constraints

  • Yoo, Ji-Ho;Choi, Seung-Jin
    • Journal of Computing Science and Engineering
    • /
    • v.4 no.2
    • /
    • pp.97-109
    • /
    • 2010
  • Nonnegative matrix factorization (NMF) is a popular method for multivariate analysis of nonnegative data, which is to decompose a data matrix into a product of two factor matrices with all entries restricted to be nonnegative. NMF was shown to be useful in a task of clustering (especially document clustering), but in some cases NMF produces the results inappropriate to the clustering problems. In this paper, we present an algorithm for orthogonal nonnegative matrix factorization, where an orthogonality constraint is imposed on the nonnegative decomposition of a term-document matrix. The result of orthogonal NMF can be clearly interpreted for the clustering problems, and also the performance of clustering is usually better than that of the NMF. We develop multiplicative updates directly from true gradient on Stiefel manifold, whereas existing algorithms consider additive orthogonality constraints. Experiments on several different document data sets show our orthogonal NMF algorithms perform better in a task of clustering, compared to the standard NMF and an existing orthogonal NMF.

Data De-weighting in Matrix Pencil Method (매트릭스 팬슬 방법의 데이터 불균형 제거 기법)

  • Koh, Jin-Hwan;Xu, Xiaowen;Ryu, Beong-Ju;Lee, Jae-Hun;Lee, Jung-Sup
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.36 no.8A
    • /
    • pp.741-747
    • /
    • 2011
  • Matrix Pencil method is one of the promising method to estimate DOA in non-stationary, multi-path coherent environment. Not only the Matrix Pencil Method offers better resolution than the conventional approach using covariance matrix, but also it is computationally very efficient. In this paper, we presented an effect of unbalanced data weighting in the formulation of the Matrix Pencil method. A new formulation has been suggested to mitigate the effect of unbalanced data weighting. Numerical simulation demonstrated that the proposed method can successfully eliminate the problem of unbalanced data weighting.

Development of the KnowledgeMatrix as an Informetric Analysis System (계량정보분석시스템으로서의 KnowledgeMatrix 개발)

  • Lee, Bang-Rae;Yeo, Woon-Dong;Lee, June-Young;Lee, Chang-Hoan;Kwon, Oh-Jin;Moon, Yeong-Ho
    • The Journal of the Korea Contents Association
    • /
    • v.8 no.1
    • /
    • pp.68-74
    • /
    • 2008
  • Application areas of Knowledge Discovery in Database(KDD) have been expanded to many R&D management processes including technology trends analysis, forecasting and evaluation etc. Established research field such as informetrics (or scientometrics) has utilized techniques or methods of KDD. Various systems have been developed to support works of analyzing large-scale R&D related databases such as patent DB or bibliographic DB by a few researchers or institutions. But extant systems have some problems for korean users to use. Their prices is not moderate, korean language processing is impossible, and user's demands not reflected. To solve these problems, Korea Institute of Science and Technology Information(KISTI) developed stand-alone type information analysis system named as KnowledgeMatrix. KnowledgeMatrix system offer various functions to analyze retrieved data set from databases. KnowledgeMatrix's main operation unit is composed of user-defined lists and matrix generation, cluster analysis, visualization, data pre-processing. Matrix generation unit help extract information items which will be analyzed, and calculate occurrence, co-occurrence, proximity of the items. Cluster analysis unit enable matrix data to be clustered by hierarchical or non-hierarchical clustering methods and present tree-type structure of clustered data. Visualization unit offer various methods such as chart, FDP, strategic diagram and PFNet. Data pre-processing unit consists of data import editor, string editor, thesaurus editor, grouping method, field-refining methods and sub-dataset generation methods. KnowledgeMatrix show better performances and offer more various functions than extant systems.

Incremental Multi-classification by Least Squares Support Vector Machine

  • Oh, Kwang-Sik;Shim, Joo-Yong;Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.965-974
    • /
    • 2003
  • In this paper we propose an incremental classification of multi-class data set by LS-SVM. By encoding the output variable in the training data set appropriately, we obtain a new specific output vectors for the training data sets. Then, online LS-SVM is applied on each newly encoded output vectors. Proposed method will enable the computation cost to be reduced and the training to be performed incrementally. With the incremental formulation of an inverse matrix, the current information and new input data are used for building another new inverse matrix for the estimation of the optimal bias and lagrange multipliers. Computational difficulties of large scale matrix inversion can be avoided. Performance of proposed method are shown via numerical studies and compared with artificial neural network.

  • PDF

Inversion of Resistivity Tomography Data Using EACB Approach (EACB법에 의한 전기비저항 토모그래피 자료의 역산)

  • Cho In-Ky;Kim Ki-Ju
    • Geophysics and Geophysical Exploration
    • /
    • v.8 no.2
    • /
    • pp.129-136
    • /
    • 2005
  • The damped least-squares inversion has become a most popular method in finding the solution in geophysical problems. Generally, the least-squares inversion is to minimize the object function which consists of data misfits and model constraints. Although both the data misfit and the model constraint take an important part in the least-squares inversion, most of the studies are concentrated on what kind of model constraint is imposed and how to select an optimum regularization parameter. Despite that each datum is recommended to be weighted according to its uncertainty or error in the data acquisition, the uncertainty is usually not available. Thus, the data weighting matrix is inevitably regarded as the identity matrix in the inversion. We present a new inversion scheme, in which the data weighting matrix is automatically obtained from the analysis of the data resolution matrix and its spread function. This approach, named 'extended active constraint balancing (EACB)', assigns a great weighting on the datum having a high resolution and vice versa. We demonstrate that by applying EACB to a two-dimensional resistivity tomography problem, the EACB approach helps to enhance both the resolution and the stability of the inversion process.

Rank of the Model Matrix for Linear Compartmental Models

  • Lee, Jea-Young
    • Journal of the Korean Data and Information Science Society
    • /
    • v.7 no.1
    • /
    • pp.79-85
    • /
    • 1996
  • This paper will show that the rank of the model matrix of a closed, n compartmental model with k sinks is n-k. This statement will be extended to include open compartmental models as a part of theorem.

  • PDF

DUAL REGULARIZED TOTAL LEAST SQUARES SOLUTION FROM TWO-PARAMETER TRUST-REGION ALGORITHM

  • Lee, Geunseop
    • Journal of the Korean Mathematical Society
    • /
    • v.54 no.2
    • /
    • pp.613-626
    • /
    • 2017
  • For the overdetermined linear system, when both the data matrix and the observed data are contaminated by noise, Total Least Squares method is an appropriate approach. Since an ill-conditioned data matrix with noise causes a large perturbation in the solution, some kind of regularization technique is required to filter out such noise. In this paper, we consider a Dual regularized Total Least Squares problem. Unlike the Tikhonov regularization which constrains the size of the solution, a Dual regularized Total Least Squares problem considers two constraints; one constrains the size of the error in the data matrix, the other constrains the size of the error in the observed data. Our method derives two nonlinear equations to construct the iterative method. However, since the Jacobian matrix of two nonlinear equations is not guaranteed to be nonsingular, we adopt a trust-region based iteration method to obtain the solution.

Modeling of random effects covariance matrix in marginalized random effects models

  • Lee, Keunbaik;Kim, Seolhwa
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.3
    • /
    • pp.815-825
    • /
    • 2016
  • Marginalized random effects models (MREMs) are often used to analyze longitudinal categorical data. The models permit direct estimation of marginal mean parameters and specify the serial correlation of longitudinal categorical data via the random effects. However, it is not easy to estimate the random effects covariance matrix in the MREMs because the matrix is high-dimensional and must be positive-definite. To solve these restrictions, we introduce two modeling approaches of the random effects covariance matrix: partial autocorrelation and the modified Cholesky decomposition. These proposed methods are illustrated with the real data from Korean genomic epidemiology study.