A self‐adaptive intelligence gray prediction model with the optimal fractional order accumulating operator and its application

The self‐adaptive intelligence gray predictive model (SAIGM) has an alterable‐flexible model structure, and it can build a dynamic structure to fit different external environments by adjusting the parameter values of SAIGM. However, the order number of the raw SAIGM model is not optimal, which is an integer. For this, a new SAIGM model with the fractional order accumulating operator (SAIGM_FO) was proposed in this paper. Specifically, the final restored expression of SAIGM_FO was deduced in detail, and the parameter estimation method of SAIGM_FO was studied. After that, the Particle Swarm Optimization algorithm was used to optimize the order number of SAIGM_FO, and some steps were provided. Finally, the SAIGM_FO model was applied to simulate China's electricity consumption from 2001 to 2008 and forecast it during 2009 to 2015, and the mean relative simulation and prediction percentage errors of the new model were only 0.860% and 2.661%, in comparison with the ones obtained from the raw SAIGM model, the GM(1, 1) model with the optimal fractional order accumulating operator and the GM(1, 1) model, which were (1.201%, 5.321%), (1.356%, 3.324%), and (2.013%, 23.944%), respectively. The findings showed both the simulation and the prediction performance of the proposed SAIGM_FO model were the best among the 4 models.     

A new robust DEA model and super-efficiency measure

Applications of traditional data envelopments analysis (DEA) models require knowledge of crisp input and output data. However, the real-world problems often deal with imprecise or ambiguous data. In this paper, the problem of considering uncertainty in the equality constraints is analyzed and by using the equivalent form of CCR model, a suitable robust DEA model is derived in order to analyze the efficiency of decision-making units (DMUs) under the assumption of uncertainty in both input and output spaces. The new model based on the robust optimization approach is suggested. Using the proposed model, it is possible to evaluate the efficiency of the DMUs in the presence of uncertainty in a fewer steps compared to other models. In addition, using the new proposed robust DEA model and envelopment form of CCR model, two linear robust super-efficiency models for complete ranking of DMUs are proposed. Two different case studies of different contexts are taken as numerical examples in order to compare the proposed model with other approaches. The examples also illustrate various possible applications of new models.     

高维约束矩阵回归问题

高维约束矩阵回归是指高维情况下带非凸约束的多响应多预测统计回归问题,其数学模型是一个NP-难的矩阵优化,它在机器学习与人工智能、医学影像疾病诊疗、基因表达分析、脑神经网络、风险管理等领域有广泛应用.从高维约束矩阵回归的优化理论和算法两方面总结和评述这些新成果,同时,列出了相应的重要文献.     

应用图论分析与最优化理论来数据挖掘大规模水牛普里昂蛋白结构数据

图论、最优化理论显然在蛋白质结构的研究中大有用场. 首先, 调查/回顾了研究蛋白质结构的所有图论模型. 其后, 建立了一个图论模型: 让蛋白质的侧链来作为图的顶点, 应用图论的诸如团、 $k$-团、 社群、 枢纽、聚类等概念来建立图的边. 然后, 应用数学最优化的现代摩登数据挖掘算法/方法来分析水牛普里昂蛋白结构的大数据. 成功与令人耳目一新的数值结果将展示给朋友们.     

Convergent sequences of sparse graphs: A large deviations approach

Models based on sparse graphs are of interest to many communities: they appear as basic models in combinatorics, probability theory, optimization, statistical physics, information theory, and more applied fields of social sciences and economics. Different notions of similarity (and hence convergence) of sparse graphs are of interest in different communities. In probability theory and combinatorics, the notion of Benjamini‐Schramm convergence, also known as left‐convergence, is used quite frequently. Statistical physicists are interested in the the existence of the thermodynamic limit of free energies, which leads naturally to the notion of right‐convergence. Combinatorial optimization problems naturally lead to so‐called partition convergence, which relates to the convergence of optimal values of a variety of constraint satisfaction problems. The relationship between these different notions of similarity and convergence is, however, poorly understood. In this paper we introduce a new notion of convergence of sparse graphs, which we call Large Deviations or LD‐convergence, and which is based on the theory of large deviations. The notion is introduced by “decorating” the nodes of the graph with random uniform i.i.d. weights and constructing corresponding random measures on and . A graph sequence is defined to be converging if the corresponding sequence of random measures satisfies the Large Deviations Principle with respect to the topology of weak convergence on bounded measures on . The corresponding large deviations rate function can be interpreted as the limit object of the sparse graph sequence. In particular, we can express the limiting free energies in terms of this limit object. We then establish that LD‐convergence implies the other three notions of convergence discussed above, and at the same time establish several previously unknown relationships between the other notions of convergence. In particular, we show that partition‐convergence does not imply left‐ or right‐convergence, and that right‐convergence does not imply partition‐convergence. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 51, 52–89, 2017     

矩阵优化扰动性分析的若干进展

由于近年来实际问题特别是大数据应用的发展,矩阵优化问题越来越得到优化研究者,甚至是其他领域的研究者的高度关注,成为热点问题.优化问题的扰动性分析是优化理论研究的基础与核心,为包括算法设计在内的优化研究提供重要的理论基础.由于矩阵优化问题的非多面体性,使得相应扰动分析理论的研究本质上与经典的多面体优化问题(非线性规划)不同.结合文献[1,2],简要介绍矩阵优化扰动性分析方面取得的若干最新进展.     

天然气稳态运行优化的混合整数模型及其算法

天然气稳态运行优化问题的难点在于网络结构复杂、规模大、目标函数及约束高度非线性.针对其混合整数非线性规划模型,基于网络约简和线性化技术,建立了线性近似模型,并提出一种新的求解算法.将新算法用于优化我国西部天然气管网系统,结果表明所提算法是有效的.     

Variational Bayes With Intractable Likelihood

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes their use in many interesting situations such as in state--space models and in approximate Bayesian computation (ABC), where application of VB methods was previously impossible. This article extends the scope of application of VB to cases where the likelihood is intractable, but can be estimated unbiasedly. The proposed VB method therefore makes it possible to carry out Bayesian inference in many statistical applications, including state--space models and ABC. The method is generic in the sense that it can be applied to almost all statistical models without requiring too much model-based derivation, which is a drawback of many existing VB algorithms. We also show how the proposed method can be used to obtain highly accurate VB approximations of marginal posterior distributions. Supplementary material for this article is available online.     

Low rank matrix recovery from rank one measurements

We study the recovery of Hermitian low rank matrices $X\in {\mathbb{C}}^{n\times n}$ from undersampled measurements via nuclear norm minimization. We consider the particular scenario where the measurements are Frobenius inner products with random rank-one matrices of the form $a_j{a}_j^{?}$ for some measurement vectors $a_1,\dots ,a_m$, i.e., the measurements are given by $b_j=\mathrm{tr}(X{a}_j{a}_j^{?})$. The case where the matrix $X=x{x}^{?}$ to be recovered is of rank one reduces to the problem of phaseless estimation (from measurements $b_j=|〈x,a_j〉{|}^2$) via the PhaseLift approach, which has been introduced recently. We derive bounds for the number m of measurements that guarantee successful uniform recovery of Hermitian rank r matrices, either for the vectors $a_j$, $j=1,\dots ,m$, being chosen independently at random according to a standard Gaussian distribution, or $a_j$ being sampled independently from an (approximate) complex projective t-design with $t=4$. In the Gaussian case, we require $m\ge Crn$ measurements, while in the case of 4-designs we need $m\ge \mathit{Cr}n\log ?(n)$. Our results are uniform in the sense that one random choice of the measurement vectors $a_j$ guarantees recovery of all rank r-matrices simultaneously with high probability. Moreover, we prove robustness of recovery under perturbation of the measurements by noise. The result for approximate 4-designs generalizes and improves a recent bound on phase retrieval due to Gross, Krahmer and Kueng. In addition, it has applications in quantum state tomography. Our proofs employ the so-called bowling scheme which is based on recent ideas by Mendelson and Koltchinskii.     

Tensor Decomposition With Generalized Lasso Penalties

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multiway data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our approach presents many nontrivial challenges at the intersection of modeling and computation, which are studied in detail. An efficient coordinate-wise optimization algorithm for PTD is presented, and its convergence properties are characterized. The method is applied both to simulated data and real data on flu hospitalizations in Texas and motion-capture data from video cameras. These results show that our penalized tensor decomposition can offer major improvements on existing methods for analyzing multiway data that exhibit smooth spatial or temporal features.