• Genomics & Informatics
• /
• v.17 no.2
• /
• pp.18.1-18.10
• /
• 2019

Prediction of the relations among drug and other molecular or social entities is the main knowledge discovery pattern for the purpose of drug-related knowledge discovery. Computational approaches have combined the information from different sources and levels for drug-related knowledge discovery, which provides a sophisticated comprehension of the relationship among drugs, targets, diseases, and targeted genes, at the molecular level, or relationships among drugs, usage, side effect, safety, and user preference, at a social level. In this research, previous work from the BioNLP community and matrix or matrix decomposition was reviewed, compared, and concluded, and eventually, the BioNLP open-shared task was introduced as a promising case study representing this area.

• 한국데이터정보과학회:학술대회논문집
• /
• 2005.10a
• /
• pp.47-48
• /
• 2005

Multidimensional scaling is a multivariate technique for constructing a configuration of n points in Euclidean space using information about the distances between the objects. This can be done by the singular value decomposition of the data matrix. But it is known that the singular value decomposition is not resistant. In this study, we provide a resistant version of the multidimensional scaling.

• Journal of applied mathematics & informatics
• /
• v.26 no.3_4
• /
• pp.471-479
• /
• 2008

Let $R\;{\in}\;C^{m{\times}m}$ and $S\;{\in}\;C^{n{\times}n}$ be nontrivial unitary involutions, i.e., $R^*\;=\;R\;=\;R^{-1}\;{\neq}\;I_m$ and $S^*\;=\;S\;=\;S^{-1}\;{\neq}\;I_m$. We say that $G\;{\in}\;C^{m{\times}n}$ is a generalized reflexive matrix if RGS = G. The set of all m ${\times}$ n generalized reflexive matrices is denoted by $GRC^{m{\times}n}$. In this paper, an efficient method for the least squares solution $X\;{\in}\;GRC^{m{\times}n}$ of the matrix equation AXB = D with arbitrary coefficient matrices $A\;{\in}\;C^{p{\times}m}$, $B\;{\in}\;C^{n{\times}q}$and the right-hand side $D\;{\in}\;C^{p{\times}q}$ is developed based on the canonical correlation decomposition(CCD) and, an explicit formula for the general solution is presented.

• Journal of Institute of Control, Robotics and Systems
• /
• v.14 no.12
• /
• pp.1270-1277
• /
• 2008

A Haar wavelet based numerical method for solving singularly perturbed linear time invariant system is presented in this paper. The reduced pure slow and pure fast subsystems are obtained by decoupling the singularly perturbed system and differential matrix equations are converted into algebraic Sylvester matrix equations via Haar wavelet technique. The operational matrix of integration and its inverse matrix are utilized to reduce the computational time to the solution of algebraic matrix equations. Finally a numerical example is given to demonstrate the validity and applicability of the proposed method.

• Journal of applied mathematics & informatics
• /
• v.14 no.1_2
• /
• pp.51-67
• /
• 2004

A matrix pair $(X_0,\;Y_0)$ is called a Hermitian nonnegative-definite(respectively, positive-definite) solution to the matrix equation $GXG^*\;+\;HYH^*\;=\;C$ with unknown X and Y if $X_{0}$ and $Y_{0}$ are Hermitian nonnegative-definite (respectively, positive-definite) and satisfy $GX_0G^*\;+\;HY_0H^*\;=\;C$. Necessary and sufficient conditions for the existence of at least a Hermitian nonnegative-definite (respectively, positive-definite) solution to the matrix equation are investigated. A representation of the general Hermitian nonnegative-definite (respectively positive-definite) solution to the equation is also obtained when it has such solutions. Two presented examples show these advantages of the proposed approach.

• Communications for Statistical Applications and Methods
• /
• v.23 no.6
• /
• pp.575-585
• /
• 2016

Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.

• Communications for Statistical Applications and Methods
• /
• v.27 no.2
• /
• pp.201-210
• /
• 2020

Baseline-category logit random effects models have been used to analyze longitudinal nominal data. The models account for subject-specific variations using random effects. However, the random effects covariance matrix in the models needs to explain subject-specific variations as well as serial correlations for nominal outcomes. In order to satisfy them, the covariance matrix must be heterogeneous and high-dimensional. However, it is difficult to estimate the random effects covariance matrix due to its high dimensionality and positive-definiteness. In this paper, we exploit the modified Cholesky decomposition to estimate the high-dimensional heterogeneous random effects covariance matrix. Bayesian methodology is proposed to estimate parameters of interest. The proposed methods are illustrated with real data from the McKinney Homeless Research Project.

• Wind and Structures
• /
• v.16 no.5
• /
• pp.517-540
• /
• 2013

This paper presents applications of proper orthogonal decomposition in both the time and frequency domains based on both cross spectral matrix and covariance matrix branches to analyze multi-variate unsteady pressure fields on prisms and to study spanwise and chordwise pressure distribution. Furthermore, modification of proper orthogonal decomposition is applied to a rectangular spanwise coherence matrix in order to investigate the spanwise correlation and coherence of the unsteady pressure fields. The unsteady pressure fields have been directly measured in wind tunnel tests on some typical prisms with slenderness ratios B/D=1, B/D=1 with a splitter plate in the wake, and B/D=5. Significance and contribution of the first covariance mode associated with the first principal coordinates as well as those of the first spectral eigenvalue and associated spectral mode are clarified by synthesis of the unsteady pressure fields and identification of intrinsic events inside the unsteady pressure fields. Spanwise coherence of the unsteady pressure fields has been mapped the first time ever for better understanding of their intrinsic characteristics.

• ETRI Journal
• /
• v.42 no.6
• /
• pp.922-931
• /
• 2020

A hierarchical iterative algorithm for the canonical polyadic decomposition (CPD) of tensors is proposed by improving the traditional conjugate gradient least squares (CGLS) method. Methods based on algebraic operations are investigated with the objective of estimating the direction of arrival (DoA) and polarization parameters of signals impinging on an array with electromagnetic (EM) vector-sensors. The proposed algorithm adopts a hierarchical iterative strategy, which enables the algorithm to obtain a fast recovery for the highly collinear factor matrix. Moreover, considering the same accuracy threshold, the proposed algorithm can achieve faster convergence compared with the alternating least squares (ALS) algorithm wherein the highly collinear factor matrix is absent. The results reveal that the proposed algorithm can achieve better performance under the condition of fewer snapshots, compared with the ALS-based algorithm and the algorithm based on generalized eigenvalue decomposition (GEVD). Furthermore, with regard to an array with a small number of sensors, the observed advantage in estimating the DoA and polarization parameters of the signal is notable.

• Communications for Statistical Applications and Methods
• /
• v.17 no.6
• /
• pp.803-810
• /
• 2010

The singular value decomposition of a rectangular matrix is a basic tool to understand the structure of the data and particularly the relationship between row and column factors. However, conventional singular value decomposition used the least squares method and is not robust to outliers. We propose a simple robust singular value decomposition algorithm based on the weighted least absolute deviation which is not sensitive to leverage points. Its implementation is easy and the computation time is reasonably low. Numerical results give the data structure and the outlying information.