Statistics, optimization & information computing最新文献

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Interior-point methods for monotone linear complementarity problems based on the new kernel function with applications to control tabular adjustment problem. 基于新核函数的单调线性互补问题的内点法及其在控制表格平差问题中的应用。

Statistics, optimization & information computing

Pub Date : 2025-01-01 DOI: 10.19139/soic-2310-5070-2322

Goran Lesaja, Anna Oganian, Tifani Williams, Ionut Iacob, Mehtab Iqbal

We present a feasible kernel-based interior point method (IPM) to solve the monotone linear complementarity problem (LCP) which is based on an eligible kernel function with a new logarithmic barrier term. This kernel function defines the new search direction and the neighborhood of the central path. We show the global convergence of the algorithm and derive the iteration bounds for short- and long-step versions of the algorithm. We applied the method to solve a continuous Control Tabular Adjustment (CTA) problem which is an important Statistical Disclosure Limitation (SDL) model for protection of tabular data. Numerical results on a test example show that this algorithm is a viable option to the existing methods for solving continuous CTA problems. We also apply the algorithm to the set of randomly generated monotone LCPs showing that the initial implementation performs well on these instances of LCPs. However, this limited numerical testing is done for illustration purposes; an extensive numerical study is necessary to draw more definite conclusions on the behavior of the algorithm.

针对单调线性互补问题，提出了一种可行核内点法（IPM），该方法基于一个具有新的对数障碍项的核函数。这个核函数定义了新的搜索方向和中心路径的邻域。我们证明了该算法的全局收敛性，并推导了该算法的短步和长步版本的迭代界。我们应用该方法解决了一个连续的控制表格调整（CTA）问题，这是一个重要的统计披露限制（SDL）模型，用于表格数据的保护。算例的数值结果表明，该算法是求解连续CTA问题的可行选择。我们还将该算法应用于随机生成的单调lcp集，表明初始实现在这些lcp实例上表现良好。然而，这个有限的数值测试是为了说明目的；为了对该算法的行为得出更明确的结论，需要进行广泛的数值研究。

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引用次数: 0

Extreme Value Stable Mixture Modelling with applications to South African stock market indices and exchange rate. 极值稳定混合模型与应用到南非股票市场指数和汇率。

Statistics, optimization & information computing

Pub Date : 2025-01-01 Epub Date: 2024-08-08 DOI: 10.19139/soic-2310-5070-1863

Kimera Naradh, Knowledge Chinhamu, Retius Chifurira

In recent times, there is a vested interest in the research and applications of extreme value mixture models in the stock market and insurance as well as medical industries. This study aims to evaluate the fit of two extreme value mixture models namely Stable-Normal-Stable (SNS) and Stable-KDE-Stable (SKS), where KDE represents the Kernel density estimator, for three FTSE/JSE indices namely All Share Index (ALSI), Banks Index, Mining Index and the USD/ZAR currency exchange rate. These novel models aim to capture the characteristics of South African financial data as compared to the existing commonly fitted extreme value mixture models. The results highlight the robustness of the SNS and SKS mixed model for each daily returns when conducting a graphical bulk model and comprehensive tail model analysis. Financial practitioners looking to curb losses and study alternatives for financial modeling in the South African financial industry using an extreme value mixed model approach may find the SNS and SKS model application beneficial.

近年来，极端价值混合模型在股票市场、保险业和医疗行业的研究和应用受到了极大的关注。本研究旨在评估两个极值混合模型，即稳定-正常-稳定（SNS）和稳定-KDE-稳定（SKS），其中KDE代表核密度估计量，三个FTSE/JSE指数，即所有股票指数（ALSI），银行指数，矿业指数和美元/ZAR货币汇率。这些新颖的模型旨在捕捉南非金融数据的特点，与现有的普遍拟合的极值混合模型相比。在进行图形批量模型和综合尾部模型分析时，结果突出了SNS和SKS混合模型对每个日收益的鲁棒性。金融从业者希望在南非金融行业中使用极端值混合模型方法来控制损失和研究金融建模的替代方案，他们可能会发现SNS和SKS模型的应用是有益的。

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引用次数: 0

Statistical Analysis Based on Adaptive Progressive Hybrid Censored Data From Lomax Distribution 基于Lomax分布的自适应渐进式混合截尾数据的统计分析

Statistics, optimization & information computing

Pub Date : 2021-11-30 DOI: 10.19139/soic-2310-5070-1330

Amal Helu, Hani Samawi

In this article, we consider statistical inferences about the unknown parameters of the Lomax distribution basedon the Adaptive Type-II Progressive Hybrid censoring scheme, this scheme can save both the total test time and the cost induced by the failure of the units and increases the efficiency of statistical analysis. The estimation of the parameters is derived using the maximum likelihood (MLE) and the Bayesian procedures. The Bayesian estimators are obtained based on the symmetric and asymmetric loss functions. There are no explicit forms for the Bayesian estimators, therefore, we propose Lindley’s approximation method to compute the Bayesian estimators. A comparison between these estimators is provided by using extensive simulation. A real-life data example is provided to illustrate our proposed estimators.

本文在自适应型渐进式混合滤波方案的基础上，考虑了Lomax分布中未知参数的统计推断，该方案既节省了总试验时间，又节省了机组故障引起的成本，提高了统计分析的效率。利用极大似然法和贝叶斯方法推导了参数的估计。给出了基于对称和非对称损失函数的贝叶斯估计量。由于贝叶斯估计量没有显式形式，因此，我们提出了Lindley近似法来计算贝叶斯估计量。通过广泛的仿真，对这些估计进行了比较。提供了一个实际数据示例来说明我们提出的估计器。

引用次数: 4

A Berry-Esseen Bound for Nonlinear Statistics with Bounded Differences 具有有界差分的非线性统计量的Berry-Esseen界

Statistics, optimization & information computing

Pub Date : 2021-11-29 DOI: 10.19139/soic-2310-5070-1305

Nguyen Tien Dung, Hoang Thi Phuong Thao, Pham Trung Hieu

In this paper, we obtain an explicit Berry-Esseen bound in the central limit theorem for nonlinear statistics with bounded differences. Some examples are provided as well.

在具有有界差分的非线性统计量的中心极限定理中，我们得到了一个显式的Berry-Esseen界。还提供了一些示例。

引用次数: 0

The Weibull Distribution: Reliability Characterization Based on Linear and Circular Consecutive Systems 威布尔分布:基于线性和圆形连续系统的可靠性表征

Statistics, optimization & information computing

Pub Date : 2021-09-24 DOI: 10.19139/SOIC-2310-5070-1132

M. S. Eliwa, M. El-Damcese, A. H. El-Bassiouny, Abhishek Tyag, M. El-Morshedy

Linear and circular consecutive models play a vital role to study the mechanical systems emerging in various fields including survival analysis, reliability theory, biological disciplines, and other lifetime sciences. As a result, analysis of reliability properties of consecutive k − out − of − n : F systems has gained a lot of attention in recent years from a theoretical and practical point of view. In the present article, we have studied some important stochastic and aging properties of residual lifetime of consecutive k − out − of − n : F systems under the condition n − k + 1, k ≤ n and all components of the system are working at time t. The mean residual lifetime (MRL) and its hazard rate function are proposed for the linear consecutive k − out − of − n : F (lin/con/k/n:F) and circular consecutive k − out − of − n : F (cir/con/k/n:F) systems. Furthermore, several mathematical properties of the proposed MRL are examined. Finally, the Weibull distribution with two parameters is used as an example to explain the theoretical results.

线性和圆形连续模型在生存分析、可靠性理论、生物学科和其他生命周期科学等各个领域对机械系统的研究起着至关重要的作用。因此，对连续k−out−(n: F)系统的可靠性特性的分析近年来从理论和实践的角度得到了广泛的关注。在本文中,我们研究了一些重要的随机的剩余寿命和老化特性连续k−−−n: F系统条件下n−k + 1, k≤n和系统的所有组件在时间t工作。(推广)及其剩余寿命平均故障率函数提出了连续线性k−−−n: F(林/反对/ k / n: F)和循环连续k−−−n: F(圆形/反对/ k / n: F)系统。此外，本文还研究了所提出的MRL的几个数学性质。最后，以双参数威布尔分布为例对理论结果进行了解释。

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引用次数: 2

Infinity Substitute in Finding Exact Minimum of Total Weighted Tardiness in Tight-Tardy Progressive 1-machine Scheduling by Idling-free Preemptions 无空转抢占紧延迟渐进单机调度中总加权延迟精确最小值的无穷代入

Statistics, optimization & information computing

Pub Date : 2021-08-01 DOI: 10.19139/soic-2310-5070-1256

Vadim Romanuke

A job schedule ensuring the exact minimum of total weighted tardiness can be found with the respective integer linear programming problem model, in which the infinity showing that the respective states are either forbidden or impossible is substituted with a sufficiently great positive integer. An open question is whether the substitute can be selected so that the computation time would be decreased. Thus, it is ascertained that, whichever job lengths and its priority weights are, substituting the infinity with just “a sufficiently great positive integer” is never recommended. To decrease the computation time on average, it is strongly recommended to select the infinity substitute as multiple maximum over finite decision variable weights in the exact model. It is sufficient to take 2 to 5 such maxima as the infinity substitute. However, the shortened computation time is not guaranteed for solving a single or few scheduling problems. It is only an expected benefit, which builds up as a few hundred scheduling problems are solved at least.

利用相应的整数线性规划问题模型，用一个足够大的正整数代替表示各自状态为禁止状态或不可能状态的无穷大，可以找到保证总加权延迟时间精确最小的作业调度。一个悬而未决的问题是，是否可以选择替代，以减少计算时间。因此，可以确定的是，无论作业长度及其优先级权重是什么，都不建议将无穷大替换为“一个足够大的正整数”。为了减少平均计算时间，强烈建议在精确模型中选择无限代入作为有限决策变量权重的多重最大值。取2到5这样的最大值作为无穷代换是足够的。然而，缩短的计算时间并不能保证解决单个或几个调度问题。这只是一个预期的好处，因为至少有几百个调度问题得到了解决。

引用次数: 0

Full Content-based Web Page Classification Methods by using Deep Neural Networks 基于全内容的深度神经网络网页分类方法

Statistics, optimization & information computing

Pub Date : 2021-07-30 DOI: 10.19139/soic-2310-5070-1056

Suleyman Suleymanzade, F. Abdullayeva

The quality of the web page classification process has a huge impact on information retrieval systems. In this paper, we proposed to combine the results of text and image data classifiers to get an accurate representation of the web pages. To get and analyse the data we created the complicated classifier system with data miner, text classifier, and aggregator. The process of image and text data classification has been achieved by the deep learning models. In order to represent the common view onto the web pages, we proposed three aggregation techniques that combine the data from the classifiers.

网页分类过程的质量对信息检索系统有着巨大的影响。在本文中，我们提出将文本和图像数据分类器的结果结合起来，以获得网页的准确表示。为了获取和分析数据，我们创建了包含数据挖掘器、文本分类器和聚合器的复杂分类器系统。通过深度学习模型实现了图像和文本数据的分类过程。为了在网页上表示公共视图，我们提出了三种聚合技术，将来自分类器的数据组合在一起。

引用次数: 3

Robust Filtering of Sequences with Periodically Stationary Multiplicative Seasonal Increments 周期平稳乘性季节增量序列的鲁棒滤波

Statistics, optimization & information computing

Pub Date : 2021-07-30 DOI: 10.19139/SOIC-2310-5070-1197

M. Luz, M. Moklyachuk

We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the filtering problem for linear functionals constructed from unobserved values of a stochastic sequence of this type based on observations of the sequence with a periodically stationary noise sequence. For sequences with known matrices of spectral densities, we obtain formulas for calculating values of the mean square errors and the spectral characteristics of the optimal filtering of the functionals. Formulas that determine the least favourable spectral densities and the minimax (robust) spectral characteristics of the optimal linear filtering of the functionals are proposed in the case where spectral densities of the sequence are not exactly known while some sets of admissible spectral densities are given.

我们考虑周期平稳广义分数阶多增量随机序列，它结合了周期平稳、多季节、积分和分数积分模式。我们解决了由这种类型的随机序列的未观测值构造的线性泛函的滤波问题，该线性泛函基于周期性平稳噪声序列的序列观测值。对于已知谱密度矩阵的序列，我们得到了均方误差的计算公式和函数最优滤波的谱特性。在序列的谱密度不完全已知的情况下，给出了一些可接受谱密度集，提出了确定最不有利谱密度和最优线性滤波的最小(鲁棒)谱特性的公式。

引用次数: 1

Testing the Validity of Lindley Model Based on Informational Energy with Application to Real Medical Data 基于信息能量的Lindley模型有效性检验及其在实际医疗数据中的应用

Statistics, optimization & information computing

Pub Date : 2021-07-30 DOI: 10.19139/soic-2310-5070-1238

H. Alizadeh Noughabi

In this article, a test statistic for testing the validity of the Lindley model based on the informational energy is proposed. Consistency of our test is shown. Through a simulation study, we obtain the critical values of the test statistic and then the power of the test is computed by Monte Carlo method against various alternatives. The performance of the proposed test with some competing tests is compared. Our results show that our test is superior to the classical nonparametric tests and can apply to a testing problem in practice. A real medical data set is presented and analyzed.

本文提出了一种基于信息能量检验林德利模型有效性的检验统计量。结果表明，我们的试验结果具有一致性。通过仿真研究，得到了检验统计量的临界值，然后用蒙特卡罗方法对各种备选方案计算了检验的幂。将所提出的测试方法与一些竞争测试方法的性能进行了比较。结果表明，该方法优于经典的非参数检验方法，可以应用于实际的检验问题。给出并分析了一个真实的医疗数据集。

引用次数: 1

Bayesian Estimation of The Ex-Gaussian Distribution 前高斯分布的贝叶斯估计

Statistics, optimization & information computing

Pub Date : 2021-07-30 DOI: 10.19139/soic-2310-5070-1251

Abir El Haj, Y. Slaoui, Clara Solier, C. Perret

Fitting of the exponential modified Gaussian distribution to model reaction times and drawing conclusions from its estimated parameter values is one of the most popular method used in psychology. This paper aims to develop a Bayesian approach to estimate the parameters of the ex-Gaussian distribution. Since the chosen priors yield to posterior densities that are not of known form and that they are not always log-concave, we suggest to use the adaptive rejection Metropolis sampling method. Applications on simulated data and on real data are provided to compare this method to the standard maximum likelihood estimation method as well as the quantile maximum likelihood estimation. Results shows the effectiveness of the proposed Bayesian method by computing the root mean square error of the estimated parameters using the three methods.

拟合指数修正高斯分布来模拟反应时间并从其估计的参数值中得出结论是心理学中最常用的方法之一。本文旨在发展一种贝叶斯方法来估计前高斯分布的参数。由于所选择的先验产生的后验密度不是已知的形式，而且它们并不总是对数凹的，因此我们建议使用自适应拒绝Metropolis抽样方法。通过模拟数据和实际数据的应用，将该方法与标准极大似然估计方法和分位数极大似然估计方法进行了比较。通过计算三种方法估计参数的均方根误差，验证了所提贝叶斯方法的有效性。

引用次数: 1

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