• Title/Summary/Keyword: weighted least absolute deviation

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Robust Singular Value Decomposition BaLsed on Weighted Least Absolute Deviation Regression

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.803-810
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    • 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.

Weighted Least Absolute Deviation Lasso Estimator

  • Jung, Kang-Mo
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.733-739
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    • 2011
  • The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • v.26 no.6
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

Trimmed LAD Estimators for Multidimensional Contingency Tables (분할표 분석을 위한 절사 LAD 추정량과 최적 절사율 결정)

  • Choi, Hyun-Jip
    • The Korean Journal of Applied Statistics
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    • v.23 no.6
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    • pp.1235-1243
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    • 2010
  • This study proposes a trimmed LAD(least absolute deviation) estimators for multi-dimensional contingency tables and suggests an algorithm to estimate it. In addition, a method to determine the trimming quantity of the estimators is suggested. A Monte Carlo study shows that the propose method yields a better trimming rate and coverage rate than the previously suggest method based on the determinant of the covariance matrix.

Comparison of Correlations of Saturated Vapor Density for Some Refrigerants (냉매의 포화증기밀도 상관식 비교)

  • Park, Kyoung-Kuhn;Kang, Byung-Ha;Jang, Si-Youl
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.19 no.6
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    • pp.457-463
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    • 2007
  • Various correlations of saturated vapor density in a truncated power series form are tested and compared in this study. Saturated vapor density correlation can be expressed relating logarithmic reduced density to the reduced temperature. Five types of correlation has been investigated using saturated vapor density data for 22 pure substance refrigerants from ASHRAE (American Society of Heating, Reftigerating and Air-Conditioning Engineers, Inc.) property tables and NIST (National Institute of Standards and Technology) Chemistry Webbook. Correlations are fitted to the data points by least squares method. Data points are equally weighted. The best type of correlation among the five types is suggested. The results obtained indicate that the best correlations with 3, 4, and 5 terms yield average AAD's (Average Absolute Deviation) of 0.27%, 0.04%, and 0.02%, respectively, while widely used conventional correlations with 3, 4, and 5 terms yield those of 1.19%, 0.61%, and 0.17%. The suggested type of correlation could reduce the number of terms while improving performance.

Online analysis of iron ore slurry using PGNAA technology with artificial neural network

  • Haolong Huang;Pingkun Cai;Xuwen Liang;Wenbao Jia
    • Nuclear Engineering and Technology
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    • v.56 no.7
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    • pp.2835-2841
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    • 2024
  • Real-time analysis of metallic mineral grade and slurry concentration is significant for improving flotation efficiency and product quality. This study proposes an online detection method of ore slurry combining the Prompt Gamma Neutron Activation Analysis (PGNAA) technology and artificial neural network (ANN), which can provide mineral information rapidly and accurately. Firstly, a PGNAA analyzer based on a D-T neutron generator and a BGO detector was used to obtain a gamma-ray spectrum dataset of ore slurry samples, which was used to construct and optimize the ANN model for adaptive analysis. The evaluation metrics calculated by leave-one-out cross-validation indicated that, compared with the weighted library least squares (WLLS) approach, ANN obtained more precise and stable results, with mean absolute percentage errors of 4.66% and 2.80% for Fe grade and slurry concentration, respectively, and the highest average standard deviation of only 0.0119. Meanwhile, the analytical errors of the samples most affected by matrix effects was reduced to 0.61 times and 0.56 times of the WLLS method, respectively.

Development and Validation of a Model Using Radiomics Features from an Apparent Diffusion Coefficient Map to Diagnose Local Tumor Recurrence in Patients Treated for Head and Neck Squamous Cell Carcinoma

  • Minjae Kim;Jeong Hyun Lee;Leehi Joo;Boryeong Jeong;Seonok Kim;Sungwon Ham;Jihye Yun;NamKug Kim;Sae Rom Chung;Young Jun Choi;Jung Hwan Baek;Ji Ye Lee;Ji-hoon Kim
    • Korean Journal of Radiology
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    • v.23 no.11
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    • pp.1078-1088
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    • 2022
  • Objective: To develop and validate a model using radiomics features from apparent diffusion coefficient (ADC) map to diagnose local tumor recurrence in head and neck squamous cell carcinoma (HNSCC). Materials and Methods: This retrospective study included 285 patients (mean age ± standard deviation, 62 ± 12 years; 220 male, 77.2%), including 215 for training (n = 161) and internal validation (n = 54) and 70 others for external validation, with newly developed contrast-enhancing lesions at the primary cancer site on the surveillance MRI following definitive treatment of HNSCC between January 2014 and October 2019. Of the 215 and 70 patients, 127 and 34, respectively, had local tumor recurrence. Radiomics models using radiomics scores were created separately for T2-weighted imaging (T2WI), contrast-enhanced T1-weighted imaging (CE-T1WI), and ADC maps using non-zero coefficients from the least absolute shrinkage and selection operator in the training set. Receiver operating characteristic (ROC) analysis was used to evaluate the diagnostic performance of each radiomics score and known clinical parameter (age, sex, and clinical stage) in the internal and external validation sets. Results: Five radiomics features from T2WI, six from CE-T1WI, and nine from ADC maps were selected and used to develop the respective radiomics models. The area under ROC curve (AUROC) of ADC radiomics score was 0.76 (95% confidence interval [CI], 0.62-0.89) and 0.77 (95% CI, 0.65-0.88) in the internal and external validation sets, respectively. These were significantly higher than the AUROC values of T2WI (0.53 [95% CI, 0.40-0.67], p = 0.006), CE-T1WI (0.53 [95% CI, 0.40-0.67], p = 0.012), and clinical parameters (0.53 [95% CI, 0.39-0.67], p = 0.021) in the external validation set. Conclusion: The radiomics model using ADC maps exhibited higher diagnostic performance than those of the radiomics models using T2WI or CE-T1WI and clinical parameters in the diagnosis of local tumor recurrence in HNSCC following definitive treatment.

Feasibility of a Clinical-Radiomics Model to Predict the Outcomes of Acute Ischemic Stroke

  • Yiran Zhou;Di Wu;Su Yan;Yan Xie;Shun Zhang;Wenzhi Lv;Yuanyuan Qin;Yufei Liu;Chengxia Liu;Jun Lu;Jia Li;Hongquan Zhu;Weiyin Vivian Liu;Huan Liu;Guiling Zhang;Wenzhen Zhu
    • Korean Journal of Radiology
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    • v.23 no.8
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    • pp.811-820
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    • 2022
  • Objective: To develop a model incorporating radiomic features and clinical factors to accurately predict acute ischemic stroke (AIS) outcomes. Materials and Methods: Data from 522 AIS patients (382 male [73.2%]; mean age ± standard deviation, 58.9 ± 11.5 years) were randomly divided into the training (n = 311) and validation cohorts (n = 211). According to the modified Rankin Scale (mRS) at 6 months after hospital discharge, prognosis was dichotomized into good (mRS ≤ 2) and poor (mRS > 2); 1310 radiomics features were extracted from diffusion-weighted imaging and apparent diffusion coefficient maps. The minimum redundancy maximum relevance algorithm and the least absolute shrinkage and selection operator logistic regression method were implemented to select the features and establish a radiomics model. Univariable and multivariable logistic regression analyses were performed to identify the clinical factors and construct a clinical model. Ultimately, a multivariable logistic regression analysis incorporating independent clinical factors and radiomics score was implemented to establish the final combined prediction model using a backward step-down selection procedure, and a clinical-radiomics nomogram was developed. The models were evaluated using calibration, receiver operating characteristic (ROC), and decision curve analyses. Results: Age, sex, stroke history, diabetes, baseline mRS, baseline National Institutes of Health Stroke Scale score, and radiomics score were independent predictors of AIS outcomes. The area under the ROC curve of the clinical-radiomics model was 0.868 (95% confidence interval, 0.825-0.910) in the training cohort and 0.890 (0.844-0.936) in the validation cohort, which was significantly larger than that of the clinical or radiomics models. The clinical radiomics nomogram was well calibrated (p > 0.05). The decision curve analysis indicated its clinical usefulness. Conclusion: The clinical-radiomics model outperformed individual clinical or radiomics models and achieved satisfactory performance in predicting AIS outcomes.