• Title/Summary/Keyword: Sparse

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Multivariate Volatility Analysis via Canonical Correlations for Financial Time Series (정준상관분석을 통한 다변량 금융시계열의 변동성 분석)

  • Lee, Seung Yeon;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1139-1149
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    • 2014
  • Multivariate volatility is summarized through canonical correlation analysis (CCA). Along with the standard CCA, non-negative and sparse canonical correlation analysis (NSCCA) is introduced to make sure that volatility coefficients are non-negative and the number of coefficients in the volatility CCA is as small as possible. Various multivariate financial time series are analyzed to illustrate the main contribution of the paper.

Face recognition using a sparse population coding model for receptive field formation of the simple cells in the primary visual cortex (주 시각피질에서의 단순세포 수용영역 형성에 대한 성긴 집단부호 모델을 이용한 얼굴이식)

  • 김종규;장주석;김영일
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.10
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    • pp.43-50
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    • 1997
  • In this paper, we present a method that can recognize face images by use of a sparse population code that is a learning model about a receptive fields of the simple cells in the primary visual cortex. Twenty front-view facial images form twenty persons were used for the training process, and 200 varied facial images, 20 per person, were used for test. The correct recognition rate was 100% for only the front-view test facial images, which include the images either with spectacles or of various expressions, while it was 90% in average for the total input images that include rotated faces. We analyzed the effect of nonlinear functon that determine the sparseness, and compared recognition rate using the sparese population code with that using eigenvectors (eigenfaces), which is compact code that makes contrast with the sparse population code.

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Robust Non-negative Matrix Factorization with β-Divergence for Speech Separation

  • Li, Yinan;Zhang, Xiongwei;Sun, Meng
    • ETRI Journal
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    • v.39 no.1
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    • pp.21-29
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    • 2017
  • This paper addresses the problem of unsupervised speech separation based on robust non-negative matrix factorization (RNMF) with ${\beta}$-divergence, when neither speech nor noise training data is available beforehand. We propose a robust version of non-negative matrix factorization, inspired by the recently developed sparse and low-rank decomposition, in which the data matrix is decomposed into the sum of a low-rank matrix and a sparse matrix. Efficient multiplicative update rules to minimize the ${\beta}$-divergence-based cost function are derived. A convolutional extension of the proposed algorithm is also proposed, which considers the time dependency of the non-negative noise bases. Experimental speech separation results show that the proposed convolutional RNMF successfully separates the repeating time-varying spectral structures from the magnitude spectrum of the mixture, and does so without any prior training.

Relocation of a Mobile Robot Using Sparse Sonar Data

  • Lim, Jong-Hwan
    • Journal of Mechanical Science and Technology
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    • v.15 no.2
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    • pp.217-224
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    • 2001
  • In this paper, the relocation of a mobile robot is considered such that it enables the robot to determine its position with respect to a global reference frame without any $\alpha$ priori position information. The robot acquires sonar range data from a two-dimensional model composed of planes, corners, edges, and cylinders. Considering individual range as data features, the robot searches the best position where the data features of a position matches the environmental model using a constraint-based search method. To increase the search efficiency, a hypothesize and-verify technique is employed in which the position of the robot is calculated from all possible combinations of two range returns that satisfy the sonar sensing model. Accurate relocation is demonstrated with the results from sets of experiments using sparse sonar data in the presence of unmodeled objects.

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Hybrid DCT/DFflWavelet Architecture Based on Jacket Matrix

  • Chen, Zhu;Lee, Moon-Ho
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.281-282
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    • 2007
  • We address a new representation of DCT/DFT/Wavelet matrices via one hybrid architecture. Based on an element inverse matrix factorization algorithm, we show that the OCT, OFT and Wavelet which based on Haar matrix have the similarrecursive computational pattern, all of them can be decomposed to one orthogonal character matrix and a special sparse matrix. The special sparse matrix belongs to Jacket matrix, whose inverse can be from element-wise inverse or block-wise inverse. Based on this trait, we can develop a hybrid architecture.

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Human Activities Recognition Based on Skeleton Information via Sparse Representation

  • Liu, Suolan;Kong, Lizhi;Wang, Hongyuan
    • Journal of Computing Science and Engineering
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    • v.12 no.1
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    • pp.1-11
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    • 2018
  • Human activities recognition is a challenging task due to its complexity of human movements and the variety performed by different subjects for the same action. This paper presents a recognition algorithm by using skeleton information generated from depth maps. Concatenating motion features and temporal constraint feature produces feature vector. Reducing dictionary scale proposes an improved fast classifier based on sparse representation. The developed method is shown to be effective by recognizing different activities on the UTD-MHAD dataset. Comparison results indicate superior performance of our method over some existing methods.

Fast Data Assimilation using Kernel Tridiagonal Sparse Matrix for Performance Improvement of Air Quality Forecasting (대기질 예보의 성능 향상을 위한 커널 삼중대각 희소행렬을 이용한 고속 자료동화)

  • Bae, Hyo Sik;Yu, Suk Hyun;Kwon, Hee Yong
    • Journal of Korea Multimedia Society
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    • v.20 no.2
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    • pp.363-370
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    • 2017
  • Data assimilation is an initializing method for air quality forecasting such as PM10. It is very important to enhance the forecasting accuracy. Optimal interpolation is one of the data assimilation techniques. It is very effective and widely used in air quality forecasting fields. The technique, however, requires too much memory space and long execution time. It makes the PM10 air quality forecasting difficult in real time. We propose a fast optimal interpolation data assimilation method for PM10 air quality forecasting using a new kernel tridiagonal sparse matrix and CUDA massively parallel processing architecture. Experimental results show the proposed method is 5~56 times faster than conventional ones.

An Efficient Parallel Algorithm for Solving Large Sparse Linear Systems of Equations (대형 Sparse 선형시스템 방정식을 풀기위한 효과적인 병렬 알고리즘)

  • Chae, Soo-Hoan;Lee, Jin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.14 no.4
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    • pp.388-397
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    • 1989
  • This paper describes an intelligent iterative parallel algorithm for solving large sparse linear systems of equations, and proposes a ststic dataflow computer architechture for the implementation of the algorithm. Implemented with the Jacobi interative method, the intelligent algorithm reduces the parallel execution time by reducing the individual inner product operation time.

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3D Deinterlacing Algorithm Based on Wide Sparse Vector Correlations

  • Kim, Yeong-Taeg
    • Journal of Broadcast Engineering
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    • v.1 no.1
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    • pp.44-54
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    • 1996
  • In this paper, we propose a new 3-D deinterlacing algorithm based on wide sparse vector correlations and a vertical edge based motion detection algorithm. which is an extension of the deinterlacing algorithm proposed in [10. llJ by the authors. The prooised algorithm is developed mainly for the format conversion problem encountered in current HDTV system, but can also be aplicable to the double scan conversion problesm frequently encountered in ths NTSC systems. By exploiting the edge oriented spatial interpolation based on the wide vector correlations, visually annoying artifiacts caused by interlacing such as a serrate line. line crawling, a line flicker, and a large area flicker can be remarkably reduced since the use of the wide vectors increases the range of the edge orientations that can be detected, and by exploiting sparse vectors correlations the HjW complexity for realizing the algorithm in applications cam be significantly simplified. Simulations are provided indicating thet the proposed algorithm results in a high performance comparable to the performance of the deinterlacing algorithm. based on the wide vector correlations.

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Non-convex penalized estimation for the AR process

  • Na, Okyoung;Kwon, Sunghoon
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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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.