Optimal construction of a selection of a subpopulation

Summary The problem of selecting a subpopulation from a given populationII is to be, on the basis of measurements of members ofII, achieved by choosing those members ofII who satisfy the standards determined by a given selection cirterion and rejecting those who do not. Since the optimum selection depends on the unknown parameter of the probability distribution ofII, it is here considered how to construct a decision function from the space of subsidiary sample having infor-mation on θ to the space of selections. Thus the existence of Bayes and minimax decision functions under the constraint defined by the selection criterion is proved. A necessary and sufficient condition for a decision function satisfying the constraint to be a Bayes decision function is also obtained. The Institute of Statistical Mathematics     

ψ-correct decision for selection and elimination

Summary The selection oft out ofk populations with parameters θ _i (i=1, ...,k) is said to result in an ψ-correct decision provided ψ (minimum selected θ)>maximum non-selected θ where ψ(θ) (>θ) is an increasing function. For the cases of location or scale parameters the minimum probability of ψ-correct decision over the entire parameter space is shown to be no less than the minimum probability of correct selection over a preference zone determined by ψ(θ). For other types of parameters this result is shown to be true under certain conditions linking the distribution function and the ψ function.     

On the LASSO and its Dual

Abstract

Proposed by Tibshirani, the least absolute shrinkage and selection operator (LASSO) estimates a vector of regression coefficients by minimizing the residual sum of squares subject to a constraint on the l ¹-norm of the coefficient vector. The LASSO estimator typically has one or more zero elements and thus shares characteristics of both shrinkage estimation and variable selection. In this article we treat the LASSO as a convex programming problem and derive its dual. Consideration of the primal and dual problems together leads to important new insights into the characteristics of the LASSO estimator and to an improved method for estimating its covariance matrix. Using these results we also develop an efficient algorithm for computing LASSO estimates which is usable even in cases where the number of regressors exceeds the number of observations. An S-Plus library based on this algorithm is available from StatLib.     

基于对偶犹豫模糊语言变量的多属性决策方法

首先定义了对偶犹豫模糊语言变量,然后给出其运算规则、得分值函数、精确值函数、比较规则以及对偶犹豫模糊语言变量的加权算术平均算子、有序加权算术平均算子和混合平均算子。针对属性值为对偶犹豫模糊语言变量的多属性决策问题,提出了一种基于对偶犹豫模糊语言变量集结算子的多属性决策方法。最后,结合国家电网公司合作单位选择问题,验证了该方法的有效性和可行性。     

Ensemble learning for the partial label ranking problem

The partial label ranking problem is a general interpretation of the preference learning scenario known as the label ranking problem, the goal of which is to learn preference classifiers able to predict a complete ranking with ties over the finite set of labels of the class variable. In this paper, we use unsupervised discretization techniques (equal-frequency and equal-width binning) to heuristically select the threshold for the numerical features in the algorithms based on induction of decision trees (partial label ranking trees algorithm). Moreover, we adapt the most well-known averaging (bootstrap aggregating and random forests) and boosting (adaptive boosting) ensemble methods to the partial label ranking problem, in order to improve the robustness of the built classifiers. We compare the proposed methods with the nearest neighbors-based algorithm (instance based partial label ranking) over the standard benchmark datasets, showing that our versions of the ensemble methods are superior in terms of accuracy. Furthermore, they are affordable in terms of computational efficiency.     

Selecting distances in arrangements of hyperplanes spanned by points

In this paper we consider a problem of distance selection in the arrangement of hyperplanes induced by n given points. Given a set of n points in d-dimensional space and a number k, , determine the hyperplane that is spanned by d points and at distance ranked by k from the origin. For the planar case we present an O(nlog²n) runtime algorithm using parametric search partly different from the usual approach [N. Megiddo, J. ACM 30 (1983) 852]. We establish a connection between this problem in 3-d and the well-known 3SUM problem using an auxiliary problem of counting the number of vertices in the arrangement of n planes that lie between two sheets of a hyperboloid. We show that the 3-d problem is almost 3SUM-hard and solve it by an O(n²log²n) runtime algorithm. We generalize these results to the d-dimensional (d4) space and consider also a problem of enumerating distances.     

Transportation problems which can be solved by the use of hirsch-paths for the dual problems

Balinski uses his signature method for the proof of the Hirsch-conjecture for dual transportation polyhedra to obtain an efficient algorithm for the assignment problem. We will show how to extend this method to other primal transportation problems, including transportation problems with unit demands. We then prove that Balinski's assignment algorithm is equivalent, cycle by cycle, to that of Hung and Rom. We demonstrate that, under some assumptions for our probability model, a modification of the latter algorithm has an average complexity of O(n ²logn) and present some computational results confirming this. We also present results that indicate that this modification compares favorably with Balinski's algorithm and other codes. Research of both authors supported, in part, by grants of the Alexander von Humboldt-Stiftung. Supported, in part, by NSF grant DMS-8504050.     

Multi-criteria decision making approaches for supplier evaluation and selection: A literature review

Supplier evaluation and selection problem has been studied extensively. Various decision making approaches have been proposed to tackle the problem. In contemporary supply chain management, the performance of potential suppliers is evaluated against multiple criteria rather than considering a single factor-cost. This paper reviews the literature of the multi-criteria decision making approaches for supplier evaluation and selection. Related articles appearing in the international journals from 2000 to 2008 are gathered and analyzed so that the following three questions can be answered: (i) Which approaches were prevalently applied? (ii) Which evaluating criteria were paid more attention to? (iii) Is there any inadequacy of the approaches? Based on the inadequacy, if any, some improvements and possible future work are recommended. This research not only provides evidence that the multi-criteria decision making approaches are better than the traditional cost-based approach, but also aids the researchers and decision makers in applying the approaches effectively.     

Duality for optimization and best approximation over finite intersections

Recently Deutsch, Li and Swetits [2] have studied, in Hilbert space, a dual problem (Q_m ) to the primal problem (P) of minimization of a special class of convex functions f over the intersection of m closed convex sets, where m is finite. In the first part of this paper we obtain, in a locally convex space, some results on problem (Q_m ) and on its relations with the usual Lagrangian dual problem (Q) to (P) (studied in [9]), in the case when (P) has a solution. In the second part we give some applications to duality for the distance to the intersection of m closed convex sets in a normed linear space, in the case when a nearest point exists. Most of our results seem to be new even in the particular cases studied in [9] (the case m = 1), [l] (duality formulas for the distance to the intersection of m closed half-spaces in a normed linear space) and [2].     

A uniqueness theorem from partial transmission eigenvalues and potential on a subdomain

It is well known that a spherically symmetric wave speed problem in a bounded spherical region may be reduced, by means of Liouville transform, to the Sturm–Liouville problem L(q) in a finite interval. In this work, a uniqueness theorem for the potential q of the derived Sturm–Liouville problem L(q) is proved when the data are partial knowledge of the given spectra and the potential. Copyright © 2016 John Wiley & Sons, Ltd.     

基于模糊的创新动态联盟伙伴选择多属性决策模型

针对开放式创新合作伙伴选择过程中决策者判断模糊性的特点,考虑到不同的决策者其决策可信性的不同,提出了开放式创新合作伙伴选择的模糊多属性群决策模型。首先描述了开放式创新合作伙伴选择的多属性群决策问题;然后依据该种方法比较突出的特点,考虑到决策者对评价指标权重的不同,对TOPSIS方法加以改进;最后,通过算例说明了该方法的有效性和可行性。     

Portfolio selection for individual passive investing

This paper considers passive fund selection from an individual investor's perspective. The growth of the passive fund market over the past decade is staggering. Individual investors who wish to buy these funds for their retirement and brokerage accounts have many options and are faced with a difficult selection problem. Which funds do they invest in, and in what proportions? We develop a novel statistical methodology to address this problem by adapting recent advances in posterior summarization. A Bayesian decision‐theoretic approach is presented to construct optimal sparse portfolios for individual investors over time.     

External selection

Sequential selection has been solved in linear time by Blum et al. [M.B. Blum, R.W. Floyd, V.R. Pratt, R.L. Rivest, R.E. Tarjan, Time bounds for selection, J. Comput. System Sci. 7 (4) (1972) 448–461]. Running this algorithm on a problem of size N with N>M, the size of the main-memory, results in an algorithm that reads and writes O(N) elements, while the number of comparisons is also bounded by O(N). This is asymptotically optimal, but the constants are so large that in practice sorting is faster for most values of M and N.This paper provides the first detailed study of the external selection problem. A randomized algorithm of a conventional type is close to optimal in all respects. Our deterministic algorithm is more or less the same, but first the algorithm builds an index structure of all the elements. This effort is not wasted: the index structure allows the retrieval of elements so that we do not need a second scan through all the data. This index structure can also be used for repeated selections, and can be extended over time. For a problem of size N, the deterministic algorithm reads N+o(N) elements and writes only o(N) elements and is thereby optimal to within lower-order terms.     

指派问题在供应商选优决策中的应用

通常供应链中供应商选优问题为多指标决策问题,本将此问题视为指派问题。指派问题中的关键是确定“效率”矩阵,本充分利用供应商单排序结果,评价指标权重以及供应商指标评价值构造了“效率”矩阵,建立了供应商综合选优指派问题模型,案例试算表明该方法合理、有效,为多指标方案决策提供了又一种可行的决策方法。     

Selections and hyperspaces of finite sets

It is demonstrated that the hyperspace of at most (n+1)-point sets has a Vietoris continuous selection if both the hyperspace of at most n-point sets and that of exactly (n+1)-point sets have Vietoris continuous selections. This result is applied to demonstrate that the hyperspace of at most (2n+2)-point sets has a Vietoris continuous selection provided that one of at most (2n+1)-point sets has such a selection. This settles some open questions.     

A maximumb-matching problem arising from median location models with applications to the roommates problem

We consider maximumb-matching problems where the nodes of the graph represent points in a metric space, and the weight of an edge is the distance between the respective pair of points. We show that if the space is either the rectilinear plane, or the metric space induced by a tree network, then theb-matching problem is the dual of the (single) median location problem with respect to the given set of points. This result does not hold for the Euclidean plane. However, we show that in this case theb-matching problem is the dual of a median location problem with respect to the given set of points, in some extended metric space. We then extend this latter result to any geodesic metric in the plane. The above results imply that the respective fractionalb-matching problems have integer optimal solutions. We use these duality results to prove the nonemptiness of the core of a cooperative game defined on the roommate problem corresponding to the above matching model. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Corresponding author.     

A Note on Equilibrium Problems with Properly Quasimonotone Bifunctions

In this paper, we consider some well-known equilibrium problems and their duals in a topological Hausdorff vector space X for a bifunction F defined on K x K,where K is a convex subset of X. Some necessary conditions are investigated, proving different results depending on the behaviour of F on the diagonal set. The concept of proper quasimonotonicity for bifunctions is defined, and the relationship with generalized monotonicity is investigated. The main result proves that the condition of proper quasimonotonicity is sharp in order to solve the dual equilibrium problem on every convex set.     

Portfolio theory for the recourse certainty equivalent maximizing investor

The portfolio selection problem with one safe andn risky assets is analyzed via a new decision theoretic criterion based on the Recourse Certainty Equivalent (RCE). Fundamental results in portfolio theory, previously studied under the Expected Utility criterion (EU), such as separation theorems, comparative static analysis, and threshold values for inclusion or exclusion of risky assets in the optimal portfolio, are obtained here. In contrast to the EU model, our results for the RCE maximizing investor do not impose restrictions on either the utility function or the underlying probability laws. We also derive a dual portfolio selection problem and provide it with a concrete economic interpretation.Research partly supported by ONR Contracts N0014-81-C-0236 and N00014-82-K-0295, and NSF Grant SES-8408134 with the Center for Cybernetic Studies, The University of Texas at Austin.Partly supported by NSF Grant DDM-8896112.Partly supported by AFOSR Grant 0218-88 and NSF Grant ECS-8802239 at the University of Maryland, Baltimore Campus.     

Sufficiency and Jensen's inequality for conditional expectations

For finite sets of probability measures, sufficiency is characterized by means of certain positively homogeneous convex functions. The essential tool is a discussion of equality in Jensen's inequality for conditional expectations. In particular, it is shown that characterizations of sufficiency by Csiszár's f-divergence (1963, Publ. Math. Inst. Hung. Acad. Sci. Ser. A, 8, 85–107) and by optimal solutions of a Bayesian decision problem used by Morse and Sacksteder (1966, Ann. Math. Statist., 37, 203–214) can be proved by the same method.