共查询到20条相似文献,搜索用时 31 毫秒
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借助优势比信息识别不可忽略缺失数据的模型参数 总被引:1,自引:0,他引:1
由不可忽略缺失机制引起的缺失数据,常使得模型变得不可识别。对于那些不可识别的模型,可以通过添加协变量和借助其他来源的外部数据来达到识别的目的。本文探讨不可忽略缺失机制下,利用外部获得的优势比估计,来达到识别联合概率的方法。 相似文献
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结构VAR的有向非循环图模型 总被引:1,自引:0,他引:1
研究用图模型方法辨识结构向量自回归(VAR)模型,图中的结点表示不同时刻的随机变量,结点间的边表示其所表示的随机变量之间存在的因果相依关系.针对建立有向非循环图的问题,提出了一种基于回归分析的判断方法,用回归方程的回归平方和之差作为统计量,确定当前变量之间相依关系的方向.与R ea le的逐一判别法和A lessio的图搜索方法相比,文中提出的基于统计分析的方法简单易行,且可获得唯一的当前变量有向非循环图.最后以两组模拟序列为例,验证了所提出的方法是可行且有效的. 相似文献
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图模型及其在统计建模中的应用 总被引:1,自引:0,他引:1
图模型是近年来兴起的一个新的统计研究方向,主要借助拓扑图的直观形式对多维概率分布进行统计推断和因果分析。本文对图模型的基本概念、原理、建模及应用进行了简单介绍。 相似文献
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不等式约束下线性模型中线性估计的可容许性 总被引:6,自引:0,他引:6
研究了线性模型在不等式约束条件下齐次和非齐次线性估计的可容许性,刻画了两者之间的关系,得到了不等式约束条件下非齐次线性估计可容许性的充要条件. 相似文献
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提出了适用于—般Gauss-Markoff模型的平衡损失函数,并在该平衡损失下,研究了模型中回归系数的非齐次线性估计在非齐次线性估计类中的可容许性,得到了充要条件. 相似文献
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桑波 《数学年刊A辑(中文版)》2014,35(6):729-740
对于一类具有1:-4共振奇点的复三次Lotka-Volterra系统,通过前12阶广义奇点量的计算,给出系统可积的充分条件.这些条件通过构造积分因子或形式积分得以证明. 相似文献
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《Journal of Discrete Algorithms》2003,1(3-4):255-280
The subsequence matching problem is to decide, for given strings S and T, whether S is a subsequence of T. The string S is called the pattern and the string T the text. We consider the case of multiple texts and show how to solve the subsequence matching problem in time linear in the length of the pattern. For this purpose we build an automaton that accepts all subsequences of given texts. This automaton is called the Directed Acyclic Subsequence Graph (DASG). We prove an upper bound for its number of states. Furthermore, we consider a modification of the subsequence matching problem: given a string S and a finite language L, we are to decide whether S is a subsequence of any string in L. We suppose that a finite automaton accepting L is given and present an algorithm for building the DASG for language L. We also mention applications of the DASG to some problems related to subsequences. 相似文献
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Modeling dependence in high-dimensional systems has become an increasingly important topic. Most approaches rely on the assumption of a multivariate Gaussian distribution such as statistical models on directed acyclic graphs (DAGs). They are based on modeling conditional independencies and are scalable to high dimensions. In contrast, vine copula models accommodate more elaborate features like tail dependence and asymmetry, as well as independent modeling of the marginals. This flexibility comes however at the cost of exponentially increasing complexity for model selection and estimation. We show a novel connection between DAGs with limited number of parents and truncated vine copulas under sufficient conditions. This motivates a more general procedure exploiting the fast model selection and estimation of sparse DAGs while allowing for non-Gaussian dependence using vine copulas. By numerical examples in hundreds of dimensions, we demonstrate that our approach outperforms the standard method for vine structure selection. Supplementary material for this article is available online. 相似文献
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In this paper, we focus on the directed minimum degree spanning tree problem and the minimum time broadcast problem. Firstly, we propose a polynomial time algorithm for the minimum degree spanning tree problem in directed acyclic graphs. The algorithm starts with an arbitrary spanning tree, and iteratively reduces the number of vertices of maximum degree. We can prove that the algorithm must reduce a vertex of the maximum degree for each phase, and finally result in an optimal tree. The algorithm terminates in O(mnlogn) time, where m and n are the numbers of edges and vertices of the graph, respectively. Moreover, we apply the new algorithm to the minimum time broadcast problem. Two consequences for directed acyclic graphs are: (1) the problem under the vertex-disjoint paths mode can be approximated within a factor of of the optimum in O(mnlogn)-time; (2) the problem under the edge-disjoint paths mode can be approximated within a factor of O(Δ*/logΔ*) of the optimum in O(mnlogn)-time, where Δ* is the minimum k such that there is a spanning tree of the graph with maximum degree k. 相似文献
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Wavelets on graphs have been studied for the past few years, and in particular, several approaches have been proposed to design wavelet transforms on hierarchical graphs. Although such methods are computationally efficient and easy to implement, their frames are highly restricted. In this paper, we propose a general framework for the design of wavelet transforms on hierarchical graphs. Our design is guaranteed to be a Parseval tight frame, which preserves the norm of any input signals. To demonstrate the potential usefulness of our approach, we perform several experiments, in which we learn a wavelet frame based on our framework, and show, in inpainting experiments, that it performs better than a Haar-like hierarchical wavelet transform and a learned treelet. We also show with category theory that the algebraic properties of the proposed transform have a strong relationship with those of the hierarchical graph that represents the structure of the given data. 相似文献
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We show that the problem of searching for v-structures in a directed acyclic graph can be decomposed into searches in its decomposed subgraphs. This result simplifies the search for v-structures and the recovery of local causal relationships. 相似文献
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《Annals of Pure and Applied Logic》2019,170(9):975-992
Directed acyclic graphs (DAGs) constitute a qualitative representation for conditional independence (CI) properties of a probability distribution. It is known that every CI statement implied by the topology of a DAG is witnessed over it under a graph-theoretic criterion of d-separation. Alternatively, all such implied CI statements are derivable from the local independencies encoded by a DAG using the so-called semi-graphoid axioms. We consider Labeled Directed Acyclic Graphs (LDAGs) modeling graphically scenarios exhibiting context-specific independence (CSI). Such CSI statements are modeled by labeled edges, where labels encode contexts in which the edge vanishes. We study the problem of identifying all independence statements implied by the structure and the labels of an LDAG. We show that this problem is coNP-hard for LDAGs and formulate a sound extension of the semi-graphoid axioms for the derivation of such implied independencies. Finally we connect our study to certain qualitative versions of independence ubiquitous in database theory and teams semantics. 相似文献
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Palash Sarkar 《Discrete Applied Mathematics》2009,157(5):1086-1097
We study the problem of securely extending the domain of a collision resistant compression function. A new construction based on directed acyclic graphs is described. This generalizes the usual iterated hashing constructions. Our main contribution is to introduce a new technique for hashing arbitrary length strings. Combined with DAG-based hashing, this technique yields a new hashing algorithm. The amount of padding and the number of invocations of the compression function required by the new algorithm is smaller than the general Merkle-Damgård algorithm. 相似文献
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An acyclic edge coloring of a graph G is a proper edge coloring such that there are no bichromatic cycles.The acyclic edge chromatic number of a graph G is the minimum number k such that there exists an acyclic edge coloring using k colors and is denoted by χ’ a(G).In this paper we prove that χ ’ a(G) ≤(G) + 5 for planar graphs G without adjacent triangles. 相似文献
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We discuss the discovery of causal mechanisms and identifiability of intermediate variables on a causal path. Different from variable selection, we try to distinguish intermediate variables on the causal path from other variables. It is also different from ordinary model selection approaches which do not concern the causal relationships and do not contain unobserved variables. We propose an approach for selecting a causal mechanism depicted by a directed acyclic graph (DAG) with an unobserved variable. We consider several causal networks, and discuss their identifiability by observed data. We show that causal mechanisms of linear structural equation models are not identifiable. Furthermore, we present that causal mechanisms of nonlinear models are identifiable, and we demonstrate the identifiability of causal mechanisms of quadratic equation models. Sensitivity analysis is conducted for the identifiability. 相似文献