• 제목/요약/키워드: Minimax methods

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Two Uncertain Programming Models for Inverse Minimum Spanning Tree Problem

  • Zhang, Xiang;Wang, Qina;Zhou, Jian
    • Industrial Engineering and Management Systems
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    • 제12권1호
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    • pp.9-15
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    • 2013
  • An inverse minimum spanning tree problem makes the least modification on the edge weights such that a predetermined spanning tree is a minimum spanning tree with respect to the new edge weights. In this paper, the concept of uncertain ${\alpha}$-minimum spanning tree is initiated for minimum spanning tree problem with uncertain edge weights. Using different decision criteria, two uncertain programming models are presented to formulate a specific inverse minimum spanning tree problem with uncertain edge weights involving a sum-type model and a minimax-type model. By means of the operational law of independent uncertain variables, the two uncertain programming models are transformed to their equivalent deterministic models which can be solved by classic optimization methods. Finally, some numerical examples on a traffic network reconstruction problem are put forward to illustrate the effectiveness of the proposed models.

SCALARIZATION METHODS FOR MINTY-TYPE VECTOR VARIATIONAL INEQUALITIES

  • Lee, Byung-Soo
    • East Asian mathematical journal
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    • 제26권3호
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    • pp.415-421
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    • 2010
  • Many kinds of Minty's lemmas show that Minty-type variational inequality problems are very closely related to Stampacchia-type variational inequality problems. Particularly, Minty-type vector variational inequality problems are deeply connected with vector optimization problems. Liu et al. [10] considered vector variational inequalities for setvalued mappings by using scalarization approaches considered by Konnov [8]. Lee et al. [9] considered two kinds of Stampacchia-type vector variational inequalities by using four kinds of Stampacchia-type scalar variational inequalities and obtain the relations of the solution sets between the six variational inequalities, which are more generalized results than those considered in [10]. In this paper, the author considers the Minty-type case corresponding to the Stampacchia-type case considered in [9].

Non-convex penalized estimation for the AR process

  • Na, Okyoung;Kwon, Sunghoon
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.453-470
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    • 2018
  • We study how to distinguish the parameters of the sparse autoregressive (AR) process from zero using a non-convex penalized estimation. A class of non-convex penalties are considered that include the smoothly clipped absolute deviation and minimax concave penalties as special examples. We prove that the penalized estimators achieve some standard theoretical properties such as weak and strong oracle properties which have been proved in sparse linear regression framework. The results hold when the maximal order of the AR process increases to infinity and the minimal size of true non-zero parameters decreases toward zero as the sample size increases. Further, we construct a practical method to select tuning parameters using generalized information criterion, of which the minimizer asymptotically recovers the best theoretical non-penalized estimator of the sparse AR process. Simulation studies are given to confirm the theoretical results.

평면도의 최소 영역 평가에서 유전자 알고리듬과 심플렉스 방법의 비교 (Comparison between Genetic Algorithm and Simplex Method in the Evaluation of Minimum Zone for Flatness)

  • 현창헌;신상철
    • 산업기술연구
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    • 제20권B호
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    • pp.27-34
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    • 2000
  • The definition of flatness is given by ISO, ANSI, KS, etc. but those standards don't mention about the specific methods for the flatness. So various solution models that are based on the Minimum Zone Method have been proposed as an optimization problem for the minimax curve fitting. But it has been rare to compare some optimization algorithms to make a guideline for choosing better algorithms in this field. Hence this paper examined and compared Genetic Algorithm and Simplex Method to the evaluation of flatness. As a result, Genetic Algorithm gave the better or equal flatness than Simplex Method but it has the inefficiency caused from the large number of iteration. Therefore, in the future, another researches about alternative algorithms including Hybrid Genetic Algorithm should be achieved to improve the efficiency of Genetic Algorithm for the evaluation of flatness.

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On Convex Combination of Local Constant Regression

  • Mun, Jung-Won;Kim, Choong-Rak
    • Communications for Statistical Applications and Methods
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    • 제13권2호
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    • pp.379-387
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    • 2006
  • Local polynomial regression is widely used because of good properties such as such as the adaptation to various types of designs, the absence of boundary effects and minimax efficiency Choi and Hall (1998) proposed an estimator of regression function using a convex combination idea. They showed that a convex combination of three local linear estimators produces an estimator which has the same order of bias as a local cubic smoother. In this paper we suggest another estimator of regression function based on a convex combination of five local constant estimates. It turned out that this estimator has the same order of bias as a local cubic smoother.

Moderately clipped LASSO for the high-dimensional generalized linear model

  • Lee, Sangin;Ku, Boncho;Kown, Sunghoon
    • Communications for Statistical Applications and Methods
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    • 제27권4호
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    • pp.445-458
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    • 2020
  • The least absolute shrinkage and selection operator (LASSO) is a popular method for a high-dimensional regression model. LASSO has high prediction accuracy; however, it also selects many irrelevant variables. In this paper, we consider the moderately clipped LASSO (MCL) for the high-dimensional generalized linear model which is a hybrid method of the LASSO and minimax concave penalty (MCP). The MCL preserves advantages of the LASSO and MCP since it shows high prediction accuracy and successfully selects relevant variables. We prove that the MCL achieves the oracle property under some regularity conditions, even when the number of parameters is larger than the sample size. An efficient algorithm is also provided. Various numerical studies confirm that the MCL can be a better alternative to other competitors.

High-dimensional linear discriminant analysis with moderately clipped LASSO

  • Chang, Jaeho;Moon, Haeseong;Kwon, Sunghoon
    • Communications for Statistical Applications and Methods
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    • 제28권1호
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    • pp.21-37
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    • 2021
  • There is a direct connection between linear discriminant analysis (LDA) and linear regression since the direction vector of the LDA can be obtained by the least square estimation. The connection motivates the penalized LDA when the model is high-dimensional where the number of predictive variables is larger than the sample size. In this paper, we study the penalized LDA for a class of penalties, called the moderately clipped LASSO (MCL), which interpolates between the least absolute shrinkage and selection operator (LASSO) and minimax concave penalty. We prove that the MCL penalized LDA correctly identifies the sparsity of the Bayes direction vector with probability tending to one, which is supported by better finite sample performance than LASSO based on concrete numerical studies.

Estimating the AUC of the MROC curve in the presence of measurement errors

  • G, Siva;R, Vishnu Vardhan;Kamath, Asha
    • Communications for Statistical Applications and Methods
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    • 제29권5호
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    • pp.533-545
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    • 2022
  • Collection of data on several variables, especially in the field of medicine, results in the problem of measurement errors. The presence of such measurement errors may influence the outcomes or estimates of the parameter in the model. In classification scenario, the presence of measurement errors will affect the intrinsic cum summary measures of Receiver Operating Characteristic (ROC) curve. In the context of ROC curve, only a few researchers have attempted to study the problem of measurement errors in estimating the area under their respective ROC curves in the framework of univariate setup. In this paper, we work on the estimation of area under the multivariate ROC curve in the presence of measurement errors. The proposed work is supported with a real dataset and simulation studies. Results show that the proposed bias-corrected estimator helps in correcting the AUC with minimum bias and minimum mean square error.

뜸치료가 뇌졸중 편마비의 요골동맥 혈류변화에 대해 미치는 영향 (Noninvasive Estimation of Moxibustion Effect on Peripheral Blood Flow by Doppler Ultrasound in Stroke Patients with Hemiplegia: Case Series)

  • 윤승규;이상훈;정우상;배영민
    • 대한한의학회지
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    • 제31권4호
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    • pp.178-186
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    • 2010
  • Objectives: This study was to investigate the effect of moxibustion on peripheral blood flow by Doppler ultrasound in post-stroke hemiplegia patients. Methods: Moxibustion was applied on the points of LI4, TE3, TE5 and LI11 on the affected side, and blood flow of the radial artery was measured using the Minimax-Doppler-K device. Blood flow velocity and pulsation index were analyzed before, during, and after moxibustion. Results: The mean value of blood flow velocity in 13 patients showed a tendency of increase during moxibustion, but there was no significant difference in blood flow velocity before and after moxibustion, or pulsation index during and after moxibustion. In addition, among the five patients who showed marked increase tendency on the blood velocity graph, there was significant increase in blood velocity during, and after moxibustion compared with before moxibustion. Conclusions: This study suggests that moxibustion has an effect on peripheral blood flow in stroke patients with hemiplegia. Further validity tests with a larger scale sample are needed for the evidence of its practical use.

개선된 MSVQ 인식 시스템을 이용한 단독어 인식에 관한 연구 (A Study on Isolated Word Recognition using Improved Multisection Vector Quantization Recognition System)

  • 안태옥;김남중;송철;김순협
    • 한국통신학회논문지
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    • 제16권2호
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    • pp.196-205
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    • 1991
  • 본 논문은 화자 독립의 단독이 언직에 관한 연구로 기존의 MSVQ(multisection vector quantization) 일질시스템을 개선한 새로운 MSVQ 시스템을 제안한다. 제안된 내용은 기존의 시스템과는 달리 인식시 시험패턴의 구간 수를 표준패턴의 구간 수보다 한 구간 더 늘리는 것이다. 이 방법에 의한 실험시 인식 대상으로는 146개의 DDD 지역망을 선택했으며, 특징 파라베타로는 12사 LPC 스트럼(cepstrum) 계수를 사용했고 코드북 지정석 중심점 구하는 방법으로 MINSUM과 MINIMAX기법을 사용하였다. 실험 결과에 의하면 DTW(dynamic time warping) 패턴 매칭 방법, VQ(vector quantization)에 의한 방법은 물론 기존의 MSVQ 방법보다 계산량이 감소함과 동시에 더 높은 인식율을 얻을 수 있었다. 수 있었다.

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