共查询到20条相似文献,搜索用时 187 毫秒
1.
Brian R. Gaines Juhyun Kim Hua Zhou 《Journal of computational and graphical statistics》2013,22(4):861-871
We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely used lasso to handle linear constraints, which allow the user to incorporate prior information into the model. In addition to quadratic programming, we employ the alternating direction method of multipliers (ADMM) and also derive an efficient solution path algorithm. Through both simulations and benchmark data examples, we compare the different algorithms and provide practical recommendations in terms of efficiency and accuracy for various sizes of data. We also show that, for an arbitrary penalty matrix, the generalized lasso can be transformed to a constrained lasso, while the converse is not true. Thus, our methods can also be used for estimating a generalized lasso, which has wide-ranging applications. Code for implementing the algorithms is freely available in both the Matlab toolbox SparseReg and the Julia package ConstrainedLasso. Supplementary materials for this article are available online. 相似文献
2.
Piotr Sobczyk Małgorzata Bogdan 《Journal of computational and graphical statistics》2017,26(4):826-839
We discuss the problem of estimating the number of principal components in principal components analysis (PCA). Despite the importance of the problem and the multitude of solutions proposed in literature, it comes as a surprise that there does not exist a coherent asymptotic framework, which would justify different approaches depending on the actual size of the dataset. In this article, we address this issue by presenting an approximate Bayesian approach based on Laplace approximation and introducing a general method of developing criteria for model selection, called PEnalized SEmi-integrated Likelihood (PESEL). Our general framework encompasses a variety of existing approaches based on probabilistic models, like the Bayesian Information Criterion for Probabilistic PCA (PPCA), and enables the construction of new criteria, depending on the size of the dataset at hand and additional prior information. Specifically, we apply PESEL to derive two new criteria for datasets where the number of variables substantially exceeds the number of observations, which is out of the scope of currently existing approaches. We also report results of extensive simulation studies and real data analysis, which illustrate the desirable properties of our proposed criteria as compared to state-of-the-art methods and very recent proposals. Specifically, these simulations show that PESEL-based criteria can be quite robust against deviations from the assumptions of a probabilistic model. Selected PESEL-based criteria for the estimation of the number of principal components are implemented in the R package pesel, which is available on github (https://github.com/psobczyk/pesel). Supplementary material for this article, with additional simulation results, is available online. The code to reproduce all simulations is available at https://github.com/psobczyk/pesel_simulations. 相似文献
3.
Eric F. Lock 《Journal of computational and graphical statistics》2018,27(3):638-647
I propose a framework for the linear prediction of a multiway array (i.e., a tensor) from another multiway array of arbitrary dimension, using the contracted tensor product. This framework generalizes several existing approaches, including methods to predict a scalar outcome from a tensor, a matrix from a matrix, or a tensor from a scalar. I describe an approach that exploits the multiway structure of both the predictors and the outcomes by restricting the coefficients to have reduced PARAFAC/CANDECOMP rank. I propose a general and efficient algorithm for penalized least-squares estimation, which allows for a ridge (L2) penalty on the coefficients. The objective is shown to give the mode of a Bayesian posterior, which motivates a Gibbs sampling algorithm for inference. I illustrate the approach with an application to facial image data. An R package is available at https://github.com/lockEF/MultiwayRegression. 相似文献
4.
V. V. Chaynikov 《代数通讯》2013,41(6):1981-1995
We consider a Birman, Ko, and Lee (BKL) presentation (defined by Vershinin, 2003) for the semigroup of singular braids SB n . We prove the embedding property for the monoid of positive singular braids and give a solution to the word and conjugacy problems in BKL generators. 相似文献
5.
Jeremy Marzuola 《偏微分方程通讯》2013,38(5):775-790
In this note, we further develop the methods of Burq and Zworski (2005) to study eigenfunctions for billiards which have rectangular components: these include the Bunimovich billiard, the Sinai billiard, and the recently popular pseudointegrable billiards (Bogomolny et al., 1999). The results are an application of a “black-box” point of view as presented in Burq and Zworski (2004). 相似文献
6.
ABSTRACT We study self-dual coradically graded pointed Hopf algebras with a help of the dual Gabriel theorem for pointed Hopf algebras (van Oystaeyen and Zhang, 2004). The co-Gabriel Quivers of such Hopf algebras are said to be self-dual. An explicit classification of self-dual Hopf quivers is obtained. We also prove that finite dimensional pointed Hopf algebras with self-dual graded versions are generated by group-like and skew-primitive elements as associative algebras. This partially justifies a conjecture of Andruskiewitsch and Schneider (2000) and may help to classify finite dimensional self-dual coradically graded pointed Hopf algebras. 相似文献
7.
Andrew Majda 《偏微分方程通讯》2013,38(9):1305-1314
ABSTRACT We rigorously justify the so-called one and one-half layer quasi-geostrophic model from the two layer model as the ratio of the depth of the bottom layer over that of the top layer approaches infinity. The effective dynamics is given by the classical barotropic quasi-geostrophic dynamics for the bottom layer without topography, and the one layer quasi-geostrophic dynamics with the stream function of the bottom layer serving as an effective (possibly time-dependent) topography for the the top layer. Such a one and one-half layer model is utilized in successful quantitative prediction of the Great Red Spot on Jupiter (see Turkington et al., 2001). 相似文献
8.
Ada Peluso 《代数通讯》2013,41(9):3017-3025
ABSTRACT We study conditions on an ideal A of a self-injective R such that the factor ring R/ A is again self-injective, extending certain of our results for PF rings (Faith, 2006). We also consider the same question for p -injective, and for CS -rings. For the CS -rings we consider conditions under which A splits off as a ring direct factor, equivalently, when A is generated by a central idempotent. Definitive results are obtained for an ideal A which is semiprime as a ring, that is, has no nilpotent ideals except zero, and which is a right annihilator ideal. Then A is said to be an r -semiprime right annulet ideal, and is generated by a central idempotent in the following cases: (1) whenever A is generated by an idempotent as a right (or left) ideal (Theorems 3.4, 3.6); (2) in any Baer ring R (Theorem 3.5); (3) in any right and left CS -ring R (Theorem 4.2), and (4) in any right nonsingular right CS -ring R (Theorem 5.5). These results also generalize results of the author in Faith (1985), where it is proven that the maximal regular ideal M( R) splits off in any right and left continuous ring. The results are applied in Section 6 to extend theorems of Faith (1996) characterizing VNR rings, and, as the title of Faith (1996) suggests, extend the conjecture of Shamsuddin. 相似文献
9.
ABSTRACT By direct interpolation of a family of smooth energy estimates for solutions near Maxwellian equilibrium and in a periodic box to several Boltzmann type equations in Guo (2002 2003a b) and Strain and Guo (2004), we show convergence to Maxwellian with any polynomial rate in time. Our results not only resolve the important open problem for both the Vlasov-Maxwell-Boltzmann system and the relativistic Landau-Maxwell system for charged particles, but also lead to a simpler alternative proof of recent decay results (Desvillettes and Villani, 2005) for soft potentials as well as the Coulombic interaction, with precise decay rate depending on the initial conditions. 相似文献
10.
Yunchuan Yin 《代数通讯》2013,41(2):547-565
ABSTRACT The “W-graph” concept was introduced by Kazhdan and Lusztig in their influential article Kazhdan and Lusztig (1979). If W is a Coxeter group, then a W-graph provides a method for constructing a matrix representation of the Hecke algebra ? associated with W (the degree of the representation being the number of vertices of the W-graph). The aim of this note is to explicitly construct all the irreducible representations of ? when W is of type D 4 and D 5. 相似文献
11.
El Hassan Essaky 《随机分析与应用》2013,31(2):277-301
Abstract We study the limit of the solutions of systems of semi-linear partial differential equations (PDEs) of second order of parabolic type, with rapidly oscillating periodic coefficients, a singular drift, and singular coefficients of the zero and second order terms. Our basic tool is the approach given by Pardoux [14]. In particular, we use the weak convergence of an associated backward stochastic differential equation (BSDE). 相似文献
12.
It is well known that every serial Noetherian ring satisfies the restricted minimum condition. In particular, following Warfield (1975), such a ring is a direct sum of an Artinian ring and hereditary prime rings. The aim of this note is to show that every serial ring having the restricted minimum condition is Noetherian. 相似文献
13.
A. Van Daele 《代数通讯》2013,41(6):2235-2249
We extend the Larson–Sweedler theorem to group-cograded multiplier Hopf algebras introduced in Abd El-hafez et al. (2004), by showing that a group-cograded multiplier bialgebra with finite-dimensional unital components is a group-cograded multiplier Hopf algebra if and only if it possesses a nondegenerate left cointegral. We also generalize the theory of multiplier Hopf algebras of discrete type in Van Daele and Zhang (1999) to group-cograded multiplier Hopf algebras. Our results are applicable to Hopf group-coalgebras in the sense of Turaev (2000). Finally, we study regular multiplier Hopf algebras of η -discrete type. 相似文献
14.
We study the long time behavior of solutions of the Cauchy problem for semilinear parabolic equations with the Ornstein–Uhlenbeck operator in ? N . The long time behavior in the main results is stated with help of the corresponding to ergodic problem, which complements, in the case of unbounded domains, the recent developments on long time behaviors of solutions of (viscous) Hamilton–Jacobi equations due to Namah (1996), Namah and Roquejoffre (1999), Roquejoffre (1998), Fathi (1998), Barles and Souganidis (2000 2001). We also establish existence and uniqueness results for solutions of the Cauchy problem and ergodic problem for semilinear parabolic equations with the Ornstein–Uhlenbeck operator. 相似文献
15.
L. F. Price C. C. Drovandi A. Lee D. J. Nott 《Journal of computational and graphical statistics》2018,27(1):1-11
Having the ability to work with complex models can be highly beneficial. However, complex models often have intractable likelihoods, so methods that involve evaluation of the likelihood function are infeasible. In these situations, the benefits of working with likelihood-free methods become apparent. Likelihood-free methods, such as parametric Bayesian indirect likelihood that uses the likelihood of an alternative parametric auxiliary model, have been explored throughout the literature as a viable alternative when the model of interest is complex. One of these methods is called the synthetic likelihood (SL), which uses a multivariate normal approximation of the distribution of a set of summary statistics. This article explores the accuracy and computational efficiency of the Bayesian version of the synthetic likelihood (BSL) approach in comparison to a competitor known as approximate Bayesian computation (ABC) and its sensitivity to its tuning parameters and assumptions. We relate BSL to pseudo-marginal methods and propose to use an alternative SL that uses an unbiased estimator of the SL, when the summary statistics have a multivariate normal distribution. Several applications of varying complexity are considered to illustrate the findings of this article. Supplemental materials are available online. Computer code for implementing the methods on all examples is available at https://github.com/cdrovandi/Bayesian-Synthetic-Likelihood. 相似文献
16.
Kenichi Ito 《偏微分方程通讯》2013,38(12):1735-1777
Given a scattering metric on the Euclidean space. We consider the Schrödinger equation corresponding to the metric, and study the propagation of singularities for the solution in terms of the “homogeneous wavefront set”. We also prove that the notion of the homogeneous wavefront set is essentially equivalent to that of the quadratic scattering wavefront set introduced by Wunsch (1999). One of the main results in Wunsch (1999) follows on the Euclidean space with a weaker, almost optimal condition on the potential. 相似文献
17.
We investigate the long-time behavior of solutions to the classical mean-field model for coarsening by Lifshitz–Slyozov and Wagner (LSW). In the original work (Lifshitz and Slyozov, 1961; Wagner 1961) convergence of solutions to a uniquely determined self-similar solution was predicted. However, it is by now well known (Giron et al., 1998; Niethammer and Pego 1999 2001) that the long-time behavior of solutions depends sensitively on the initial data. In Niethammer and Pego (1999 2001) a necessary criterion for convergence to any self-similar solution which behaves like a finite power at the end of its (compact) support is given. It says that the data have to be regularly varying at the end of their support with the same power. This criterion is also shown to be sufficient if the power is sufficiently small and for data which are close to self-similar. In this article we extend the local stability result to the whole range of self-similar solutions with compact support. Our first main result establishes global stability of self-similar solutions with not too large power. The proof relies on a global contraction argument for the spreading of characteristics. In addition, we also establish upper and lower bounds for the coarsening rates of the system for a suitable class of initial data whose variation is bounded at the end of the support but not necessarily regular. 相似文献
18.
James Peirce 《偏微分方程通讯》2013,38(8):1139-1149
The anisotropic Lagrangian averaged Navier–Stokes (LANS-α) equations are a coupled system of nonlinear partial differential equations designed to capture both the large scale motion of an incompressible fluid and the covariance tensor. There are two choices for the divergence-free projection of the viscosity term. One choice is the classical L 2-orthogonal Leray projector. In this case, Marsden and Shkoller (2003) show that strong solutions exist and are unique in the three-dimensional periodic box for a finite time interval. We extend this result by considering the second choice of projector, the generalized Stokes projector. 相似文献
19.
ABSTRACT Let ? be a complete set of Sylow subgroups of a finite group G, that is, ? contains exactly one and only one Sylow p-subgroup of G for each prime p. A subgroup H of a finite group G is said to be ?-permutable if H permutes with every member of ?. The purpose of this article is to study the influence of ?-permutability of all maximal subgroups of the Sylow subgroups of the generalized Fitting subgroup of some normal subgroup of a finite group G on the structure of G. Our results improve and extend the main results of Asaad (1998), Asaad and Heliel (2003), Asaad et al. (1991), Li et al. (2003), Ramadan (1992), and Srinivasan (1980). 相似文献
20.
ABSTRACT All the 62 monomial elements in the canonical basis B of the quantized enveloping algebra for type A 4 have been determined in Hu et al. (2003). According to Lusztig's idea (Lusztig, 1992), the elements in the canonical basis B consist of monomials and linear combinations of monomials (for convenience, we call them polynomials). In this note, we compute all the 144 polynomial elements in one variable in the canonical basis B of the quantized enveloping algebra for type A 4 based on our joint note Hu et al. (2003). We conjecture that there are other polynomial elements in two or three variables in the canonical basis B, which include independent variables and dependent variables. Moreover, it is conjectured that there are no polynomial elements in the canonical basis B with four or more variables. 相似文献