带有缺失数据的结构方程模型中的模型选择问题

结构方程模型在社会学、教育学、医学、市场营销学和行为学中有很广泛的应用。在这些领域中,缺失数据比较常见,很多学者提出了带有缺失数据的结构方程模型,并对此模型进行过很多研究。在这一类模型的应用中,模型选择非常重要,本文将一个基于贝叶斯准则的统计量,称为L_v测度,应用到此类模型中进行模型选择。最后,本文通过一个模拟研究及实例分析来说明L_v测度的有效性及应用,并在实例分析中给出了根据贝叶斯因子进行模型选择的结果,以此来进一步说明该测度的有效性。     

测量误差模型的自适应LASSO变量选择方法研究

本文研究测量误差模型的自适应LASSO(least absolute shrinkage and selection operator)变量选择和系数估计问题.首先分别给出协变量有测量误差时的线性模型和部分线性模型自适应LASSO参数估计量,在一些正则条件下研究估计量的渐近性质,并且证明选择合适的调整参数,自适应LASSO参数估计量具有oracle性质.其次讨论估计的实现算法及惩罚参数和光滑参数的选择问题.最后通过模拟和一个实际数据分析研究了自适应LASSO变量选择方法的表现,结果表明,变量选择和参数估计效果良好.     

线性回归模型中变量选择方法综述

变量选择是统计分析与推断中的重要内容,也是当今研究的热点课题。本文系统介绍了线性回归模型中变量选择的研究概况和最新进展,并指出了有待进一步研究的问题。     

智能网联下无人车配送路径优化

结合智能网联无人车实时信息共享与路径选择的特点,研究其配送路径优化问题。通过引进关键点更新策略,制定路径预规划阶段和路径实时调整阶段无人车路径选择策略,提出智能网联环境下基于实时交通信息的车辆路径问题两阶段模型。其中,路径预规划阶段模型确定初始路径与每辆车服务的客户点,路径实时调整阶段模型对每辆车的路径实时调整。对于该优化模型设计遗传算法进行求解,并通过算例验证了模型与算法的可行性。研究结果表明,本文构建的无人车配送优化模型,有效的结合了无人车实时通信与路径选择的特点,节省了无人车配送时间。研究对于无人车在第三方物流配送领域的推广应用具有一定的探索意义。     

固定设计与随机设计下模型选择的简单方法及其相合性研究

本文研究了固定设计和随机设计下线性回归模型的选择问题,建立了两种模型通用的选择准则,该准则计算简单,并且在一定的条件下具有强相合性.     

响应变量删失情况下线性模型的FIC模型选择和模型平均

本文给出了响应变量随机右删失情况下线性模型的FIC (focused information criterion) 模型选择方法和光滑FIC 模型平均估计方法, 证明了兴趣参数的FIC 模型选择估计和光滑FIC 模型平均估计的渐近正态性, 通过随机模拟研究了估计的有限样本性质, 模拟结果显示, 从均方误差和一定置信水平置信区间的经验覆盖概率看, 兴趣参数的光滑FIC 模型平均估计均优于FIC, AIC (Akaikeinformation criterion) 和BIC (Bayesian information citerion) 等模型选择估计; 而FIC 模型选择估计与AIC 和BIC 等模型选择估计相比, 也表现出了一定的优越性. 通过分析原发性胆汁性肝硬化数据集, 说明了本文方法在实际问题中的应用.     

基于Vague集的虚拟企业伙伴选择研究

在虚拟企业的组建过程中,伙伴选择的优化组合是最重要的管理过程,合理的伙伴组合可以使利益最大化.为了解决选择过程中信息不对称问题,本文在研究vague集的基础上,建立了适合虚拟制造企业选择合作伙伴的模型,并提出了利用改进粒子群算法来解此模型,通过具体实例的剖析,验证了模型的合理性以及运用改进的粒子群算法解决虚拟企业伙伴选择的优越性.     

删失回归模型中的变量选择

在一个删失回归模型("Tobit"模型)中,我们常常要研究如何选择重要的预报变量.本文提出了基于信息理论准则的两种变量选择程序,并建立了它们的相合性.     

我国省域人口的时序预测模型的选择——基于预测精度、偏差和不确定性的分析

人口预测作为区域规划和政策决策的依据对于区域经济社会可持续发展有重要理论价值和现实意义.目前已有不少学者使用时序模型进行了人口预测,但从预测精度、偏差和不确定性角度考虑时序模型选择的研究几乎没有.利用ARIMA模型对我国部分具有代表性的省域进行人口预测的基础上,探讨了不同基区间、临界年及预测区间等条件下人口最优时序预测模型选择的一般性规律.研究发现,一些ARIMA模型能提供相对精确的结果,另一些则不能;线性与非线性模型在预测精度上有较大差异;历史数据长短可能导致选择不同的模型;不同精度视角下的模型选择有较强一致性,但也有一定程度的不确定性.     

基于径向基函数网络的虚拟物流企业伙伴选择方法研究

在对虚拟物流企业系统研究的基础上 ,针对虚拟物流企业伙伴选择问题的特点 ,给出了一个面对虚拟物流企业伙伴选择问题的较为全面的选择过程框架 .并提出了一个基于径向基函数网络算法的虚拟物流企业伙伴选择模型 ,实例仿真说明了该算法和模型的有效性 .     

Sparse Penalized Forward Selection for Support Vector Classification

We propose a new binary classification and variable selection technique especially designed for high-dimensional predictors. Among many predictors, typically, only a small fraction of them have significant impact on prediction. In such a situation, more interpretable models with better prediction accuracy can be obtained by variable selection along with classification. By adding an ?₁-type penalty to the loss function, common classification methods such as logistic regression or support vector machines (SVM) can perform variable selection. Existing penalized SVM methods all attempt to jointly solve all the parameters involved in the penalization problem altogether. When data dimension is very high, the joint optimization problem is very complex and involves a lot of memory allocation. In this article, we propose a new penalized forward search technique that can reduce high-dimensional optimization problems to one-dimensional optimization by iterating the selection steps. The new algorithm can be regarded as a forward selection version of the penalized SVM and its variants. The advantage of optimizing in one dimension is that the location of the optimum solution can be obtained with intelligent search by exploiting convexity and a piecewise linear or quadratic structure of the criterion function. In each step, the predictor that is most able to predict the outcome is chosen in the model. The search is then repeatedly used in an iterative fashion until convergence occurs. Comparison of our new classification rule with ?₁-SVM and other common methods show very promising performance, in that the proposed method leads to much leaner models without compromising misclassification rates, particularly for high-dimensional predictors.     

Supervised Sparse and Functional Principal Component Analysis

Principal component analysis (PCA) is an important tool for dimension reduction in multivariate analysis. Regularized PCA methods, such as sparse PCA and functional PCA, have been developed to incorporate special features in many real applications. Sometimes additional variables (referred to as supervision) are measured on the same set of samples, which can potentially drive low-rank structures of the primary data of interest. Classical PCA methods cannot make use of such supervision data. In this article, we propose a supervised sparse and functional principal component (SupSFPC) framework that can incorporate supervision information to recover underlying structures that are more interpretable. The framework unifies and generalizes several existing methods and flexibly adapts to the practical scenarios at hand. The SupSFPC model is formulated in a hierarchical fashion using latent variables. We develop an efficient modified expectation-maximization (EM) algorithm for parameter estimation. We also implement fast data-driven procedures for tuning parameter selection. Our comprehensive simulation and real data examples demonstrate the advantages of SupSFPC. Supplementary materials for this article are available online.     

Using thresholding difference-based estimators for variable selection in partial linear models

A commonly used semiparametric model is considered. We adopt two difference based estimators of the linear component of the model and propose corresponding thresholding estimators that can be used for variable selection. For each thresholding estimator, variable selection in the linear component is developed and consistency of the variable selection procedure is shown. We evaluate our method in a simulation study and implement it on a real data set.     

Overview of Feature Screening Methods for Ultra-high Dimensional Data

With the improvement of data collection and storage capacity, ultra-high dimensional data\ucite{9}, that is, dimensionality with the exponential growth of samples appears in many scientific neighborhoods. At this time, penalized variable selection methods generally encounter three challenges: computational expediency, statistical accuracy, and algorithmic stability, which are limited in handling ultra-high dimensional problems. Fan and Lv\ucite{9} proposed the method of ultra-high dimensional feature screening, and achieved a lot of research results in the past ten years, which has become the most popular field of research in statistics. This paper mainly introduces the related work of ultra-high dimensional screening method from four aspects: the screening methods with model hypothesis, including parametric, non-parametric and semi-parametric model hypothesis, model-free hypothesis, and screening methods for special data. Finally, we briefly discuss the existing problems of ultra-high dimensional screening methods and some future directions.     

高维数据变量选择方法综述

变量选择是统计学知识结构中不可或缺的一部分。本文归纳梳理了近二十年多来的变量选择方法,着重介绍了处理高维数据以及超高维数据的变量选择方法。最后我们通过一个实例比较了不同变量选择方法的差异性。     

粗糙面分形计算理论研究进展

为提出一种工程上适用可靠的粗糙面分形维数计算方法,在分形曲线的维数计算方法(码尺法,盒维法)基础上,先后提出了星积分形曲面的维数计算方法、三角形棱柱表面积法、投影覆盖法、立方体覆盖法、改进的立方体覆盖法、分形的增变量描述法等曲面分形维数理论.鉴于上述方法的共有缺陷——获取三维坐标的激光表面仪器的扫描尺度限制,研究者提出了粗糙面图像维数计算理论,包括二值化图像维数、灰度图像维数、RGB图像维数计算理论.最后,本文展望了分形维数计算理论领域内亟待解决的三大问题.     

Trace optimization and eigenproblems in dimension reduction methods

This paper gives an overview of the eigenvalue problems encountered in areas of data mining that are related to dimension reduction. Given some input high‐dimensional data, the goal of dimension reduction is to map them to a low‐dimensional space such that certain properties of the original data are preserved. Optimizing these properties among the reduced data can be typically posed as a trace optimization problem that leads to an eigenvalue problem. There is a rich variety of such problems and the goal of this paper is to unravel relationships between them as well as to discuss effective solution techniques. First, we make a distinction between projective methods that determine an explicit linear mapping from the high‐dimensional space to the low‐dimensional space, and nonlinear methods where the mapping between the two is nonlinear and implicit. Then, we show that all the eigenvalue problems solved in the context of explicit linear projections can be viewed as the projected analogues of the nonlinear or implicit projections. We also discuss kernels as a means of unifying linear and nonlinear methods and revisit some of the equivalences between methods established in this way. Finally, we provide some illustrative examples to showcase the behavior and the particular characteristics of the various dimension reduction techniques on real‐world data sets. Copyright © 2010 John Wiley & Sons, Ltd.     

Post selection shrinkage estimation for high‐dimensional data analysis

In high‐dimensional data settings where p  ? n , many penalized regularization approaches were studied for simultaneous variable selection and estimation. However, with the existence of covariates with weak effect, many existing variable selection methods, including Lasso and its generations, cannot distinguish covariates with weak and no contribution. Thus, prediction based on a subset model of selected covariates only can be inefficient. In this paper, we propose a post selection shrinkage estimation strategy to improve the prediction performance of a selected subset model. Such a post selection shrinkage estimator (PSE) is data adaptive and constructed by shrinking a post selection weighted ridge estimator in the direction of a selected candidate subset. Under an asymptotic distributional quadratic risk criterion, its prediction performance is explored analytically. We show that the proposed post selection PSE performs better than the post selection weighted ridge estimator. More importantly, it improves the prediction performance of any candidate subset model selected from most existing Lasso‐type variable selection methods significantly. The relative performance of the post selection PSE is demonstrated by both simulation studies and real‐data analysis. Copyright © 2016 John Wiley & Sons, Ltd.     

Combining models in longitudinal data analysis

Model selection uncertainty in longitudinal data analysis is often much more serious than that in simpler regression settings, which challenges the validity of drawing conclusions based on a single selected model when model selection uncertainty is high. We advocate the use of appropriate model selection diagnostics to formally assess the degree of uncertainty in variable/model selection as well as in estimating a quantity of interest. We propose a model combining method with its theoretical properties examined. Simulations and real data examples demonstrate its advantage over popular model selection methods.     

Statistical Significance of Clustering Using Soft Thresholding

Clustering methods have led to a number of important discoveries in bioinformatics and beyond. A major challenge in their use is determining which clusters represent important underlying structure, as opposed to spurious sampling artifacts. This challenge is especially serious, and very few methods are available, when the data are very high in dimension. Statistical significance of clustering (SigClust) is a recently developed cluster evaluation tool for high-dimensional low sample size (HDLSS) data. An important component of the SigClust approach is the very definition of a single cluster as a subset of data sampled from a multivariate Gaussian distribution. The implementation of SigClust requires the estimation of the eigenvalues of the covariance matrix for the null multivariate Gaussian distribution. We show that the original eigenvalue estimation can lead to a test that suffers from severe inflation of Type I error, in the important case where there are a few very large eigenvalues. This article addresses this critical challenge using a novel likelihood based soft thresholding approach to estimate these eigenvalues, which leads to a much improved SigClust. Major improvements in SigClust performance are shown by both mathematical analysis, based on the new notion of theoretical cluster index (TCI), and extensive simulation studies. Applications to some cancer genomic data further demonstrate the usefulness of these improvements.