2022-01-21T16:24:27Z
http://www.iapress.org/index.php/soic/oai
oai:ojs.localhost:article/6
2022-01-21T16:24:05Z
soic:ART
Mixture models of geometric distributions in genomic analysis of inter-nucleotide distances
Freitas, Adelaide Valente
Afreixo, Vera
Cruz, Sara Escudeiro
The mapping defined by inter-nucleotide distances (InD) provides a reversible numerical representation of the primary structure of DNA. If nucleotides were independently placed along the genome, a finite mixture model of four geometric distributions could be fitted to the InD where the four marginal distributions would be the expected distributions of the four nucleotide types. We analyze a finite mixture model of geometric distributions (f_2), with marginals not explicitly addressed to the nucleotide types, as an approximation to the InD. We use BIC in the composite likelihood framework for choosing the number of components of the mixture and the EM algorithm for estimating the model parameters. Based on divergence profiles, an experimental study was carried out on the complete genomes of 45 species to evaluate f_2. Although the proposed model is not suited to the InD, our analysis shows that divergence profiles involving the empirical distribution of the InD are also exhibited by profiles involving f_2. It suggests that statistical regularities of the InD can be described by the model f_2. Some characteristics of the DNA sequences captured by the model f_2 are illustrated. In particular, clusterings of subgroups of eukaryotes (primates, mammalians, animals and plants) are detected.
International Academic Press
2013-12-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/2013.12.2
10.19139/soic.v1i1.6
Statistics, Optimization & Information Computing; Vol 1 No 1 (2013); 8-28
2310-5070
2311-004X
10.19139/soic.v1i1
eng
http://www.iapress.org/index.php/soic/article/view/2013.12.2/217
oai:ojs.localhost:article/8
2022-01-21T16:24:05Z
soic:ART
A primal-dual large-update interior-point algorithm for semi-definite optimization based on a new kernel function
Zhao, Dequan
Zhang, Mingwang
Based on a new parametric kernel function, this paper presents a primal-dual large-update interior-point algorithm (IPM) for semi-definite optimization (SDO) problems. The new parametric function is neither self-regular function nor the usual logarithmic barrier function. It is strongly convex and possesses some novel analytic properties. We analyse this new parametric kernel function and show that the proposed algorithm has favorable complexity bound in terms of the analytic properties of the kernel function. Moreover, the complexity bound for our large-update IPM is shown to be O(\sqrt{n}(\log n)^2 \log\frac{n}{\epsilon}). Some numerical results are reported to illustrate the feasibility of the proposed algorithm.
International Academic Press
2013-12-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/2013.12.4
10.19139/soic.v1i1.8
Statistics, Optimization & Information Computing; Vol 1 No 1 (2013); 41-61
2310-5070
2311-004X
10.19139/soic.v1i1
eng
http://www.iapress.org/index.php/soic/article/view/2013.12.4/219
oai:ojs.localhost:article/10
2022-01-21T16:24:05Z
soic:ART
Absence of pure Nash equilibria in a class of co-ordination games
Cannings, Chris
Cannings, Rob
We prove that for a certain class of co-ordination games with increasing payoffs for co-ordination there are not necessarily pure Nash equilibria. This is achieved by introducing a particular model for the payoffs. This result is in contrast to the congestion game with decreasing payoff. We discuss a generalization of the model introduced which is of independent interest.
International Academic Press
2013-12-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/2013.12.1
10.19139/soic.v1i1.10
Statistics, Optimization & Information Computing; Vol 1 No 1 (2013); 1-7
2310-5070
2311-004X
10.19139/soic.v1i1
eng
http://www.iapress.org/index.php/soic/article/view/2013.12.1/216
oai:ojs.localhost:article/16
2022-01-21T16:24:05Z
soic:ART
A new interpretation of the WZ factorization using block scaled ABS algorithms
Golpar-Raboky, Effat
Mahdavi-Amiri, Nezam
The WZ factorization suitable for parallel computing, was introduced by Evans. A block generalization of the ABS class of methods for the solution of linear system of equations is given and it is shown that it covers the whole class of conjugate direction methods dened by Stewart. The methods produce a factorization of the coecient matrix implicitly, generating well known matrix factorizations. Here, we show how to set the parameters of a block ABS algorithm to compute the WZ and ZW fac- torizations of a nonsingular matrix as well as the WTW and ZTZ factorizations of a symmetric positives denite matrix. We also show how to appropriate the pa- rameters to construct algorithms for computing the QZ and the QW factorizations, where QTQ is an X-matrix. We also provide a new interpretation of the necessary and sucient condition for the existence of the WZ and the ZW factorizations of a nonsingular matrix.
International Academic Press
2014-08-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140906
10.19139/soic.v2i3.16
Statistics, Optimization & Information Computing; Vol 2 No 3 (2014); 243-256
2310-5070
2311-004X
10.19139/soic.v2i3
eng
http://www.iapress.org/index.php/soic/article/view/20140906/201
oai:ojs.localhost:article/17
2022-01-21T16:24:05Z
soic:ART
Two sample Bayes prediction scenario under right censored repairable system
Prakash, Gyan
Kumar, Sarvesh
The objective of the present article is to study the behavior of the Bayes predeiction length of interval based on Two-Sample Bayes prediction scenario. A repairable system is considered here with the assumption that repair hazard rate increases monotonically as the time parameter increases. Under the right censoring criterion, the Bayes prediction length of interval and HPD intervals have been obtain here for the underlying model.
International Academic Press
2013-12-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/2013.12.3
10.19139/soic.v1i1.17
Statistics, Optimization & Information Computing; Vol 1 No 1 (2013); 29-40
2310-5070
2311-004X
10.19139/soic.v1i1
eng
http://www.iapress.org/index.php/soic/article/view/2013.12.3/218
oai:ojs.localhost:article/19
2022-01-21T16:24:05Z
soic:ART
Some Estimation Approaches of Intensities for a Two Stage Open Queueing Network
Pathare, Suresh B
Gedam, Vinayak K
In this paper we propose a consistent and asymptotically normal estimator (CAN) for intensity parameters for a queueing network with distribution-free inter-arrival and service times. Using this estimator and its estimated variance, some asymptotic confidence interval of intensities are constructed. Exact- t, Bootstrap-t, Variance-stabilized bootstrap-t, Standard bootstrap, Bayesian bootstrap, Percentile bootstrap and Bias-corrected and accelerated bootstrap are also applied to develop the confidence intervals of intensities. A comparative analysis is conducted to demonstrate performances of the confidence intervals of intensities for a queueing network with short run.
International Academic Press
2014-02-22
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140304
10.19139/soic.v2i1.19
Statistics, Optimization & Information Computing; Vol 2 No 1 (2014); 33-46
2310-5070
2311-004X
10.19139/soic.v2i1
eng
http://www.iapress.org/index.php/soic/article/view/20140304/213
oai:ojs.localhost:article/20
2022-01-21T16:24:05Z
soic:ART
Mean-Variance Portfolio Selection Problem with Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework
Nkeki, Charles
This paper examines a mean-variance portfolio selection problem with stochastic salary and inflation protection strategy in the accumulation phase of a defined contribution (DC) pension plan. The utility function is assumed to be quadratic. It was assumed that the flow of contributions made by the PPM are invested into a market that is characterized by a cash account, an inflation-linked bond and a stock. In this paper, inflationlinked bond is traded and used to hedge inflation risks associated with the investment. The aim of this paper is to maximize the expected final wealth and minimize its variance. Efficient frontier for the three classes of assets (under quadratic utility function) that will enable pension plan members (PPMs) to decide their own wealth and risk in their investment profile at retirement was obtained.
International Academic Press
2013-12-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/2013.12.5
10.19139/soic.v1i1.20
Statistics, Optimization & Information Computing; Vol 1 No 1 (2013); 62-81
2310-5070
2311-004X
10.19139/soic.v1i1
eng
http://www.iapress.org/index.php/soic/article/view/2013.12.5/220
oai:ojs.localhost:article/21
2022-01-21T16:24:05Z
soic:ART
A weighted full-Newton step primal-dual interior point algorithm for convex quadratic optimization
Mohamed, Achache
In this paper a new weighted short-step primal-dual interior point algorithm to solve convex quadratic optimization (CQO) problems. The algorithm uses at each interior iteration afull-Newton step and the strategy of the central to obtain an epsilon-optimal solution of CQO. The algorithm yields the best currently best known theoretical complexity bound namely O(\sqrt(n) log n/epsilon).
International Academic Press
2014-02-22
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140303
10.19139/soic.v2i1.21
Statistics, Optimization & Information Computing; Vol 2 No 1 (2014); 21-32
2310-5070
2311-004X
10.19139/soic.v2i1
eng
http://www.iapress.org/index.php/soic/article/view/20140303/212
oai:ojs.localhost:article/27
2022-01-21T16:24:05Z
soic:ART
Which is better? Regularization in RKHS vs R^m on Reduced SVMs
Zhou, Shuisheng
In SVMs community, the learning results are always a combination of the selected functions. SVMs have two mainly regularization models to solve the combination coefficients. The most popular model with m input samples is norm-regularized the classification function in a reproducing kernel Hilbert space(RKHS), and it is converted to an optimization problem in R^m by duality or representer theorem. Another important model is generalized support vector machine(GSVM), in which the coefficients of the classification function is norm-regularized in a Euclidean space R^m. In this work, we analyze the difference between them on computing stability, computational complexity and the efficiency of the Newton type algorithms, especially on the reduced SVMs for large scale training problems. Many typical loss functions are considered. Our studies show that the model of GSVM has more advantages than the other model. Some experiments are given to support our analysis.
International Academic Press
2013-11-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/2013.12.6
10.19139/soic.v1i1.27
Statistics, Optimization & Information Computing; Vol 1 No 1 (2013); 82-106
2310-5070
2311-004X
10.19139/soic.v1i1
eng
http://www.iapress.org/index.php/soic/article/view/2013.12.6/221
oai:ojs.localhost:article/28
2022-01-21T16:24:05Z
soic:ART
Stable families of coalitions for network resource allocation problems
Gurvich, Vladimir
Schreider, Sergei
A very common question appearing in resource management is: what is the optimal way of behaviour of the agents and distribution of limited resources. Is any form of cooperation more preferable strategy than pure competition? How cooperation can be treated in the game theoretic framework: just as one of a set of Pareto optimal solutions or cooperative game theory is a more promising approach? This research is based on results proving the existence of a non-empty K -core, that is, the set of allocations acceptable for the family K of all feasible coalitions, for the case when this family is a set of subtrees of a tree. A wide range of real situations in resource management, which include optimal water, gas and electricity allocation problems, can be modeled using this class of games. Thus, the present research is pursuing two goals: 1. optimality and 2. stability.Firstly, we suggest to players to unify their resources and then we optimize the total payoff using some standard LP technique. The same unification and optimization can be done for any coalition of players, not only for the total one. However, players may object unification of resources. It may happen when a feasible coalition can guarantee a better result for every coalitionist. Here we obtain some stability conditions which ensure that this cannot happen for some family K. Such families were characterized by Boros, Gurvich and Vasin [4] as Berge’s normal hypergraphs. Thus, we obtain a solution which is optimal and stable. From practical point of view, we suggest a distribution of profit that would cause no conflict between players.
International Academic Press
2014-02-22
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140301
10.19139/soic.v2i1.28
Statistics, Optimization & Information Computing; Vol 2 No 1 (2014); 1-9
2310-5070
2311-004X
10.19139/soic.v2i1
eng
http://www.iapress.org/index.php/soic/article/view/20140301/210
oai:ojs.localhost:article/30
2022-01-21T16:24:05Z
soic:SR
The Weight of Health Expenditures on Household Income in Cameroon
OWOUNDI, Joseph Parfait
African leaders pledged at the Abuja conference in 2001, to mobilize more financial resources to allocate at least 15% of their national budgets to the health sector to achieve the Millennium Development Goals (MDGs), seem to have difficulty meeting this commitment because of weakness and fragmentation of health systems. These commitments were renewed in Gaborone, Botswana in 2005 and in Ouagadougou, Burkina Faso in 2006. Indeed, donor funding is still a large part of public health spending on the continent. In some countries, 50% or more of their budgets come from foreign or private assistance. In about half the countries, the private health financing is equal to or exceeds largely public funding, up to 70% in some states like Sudan, Côte d'Ivoire, Cameroon, Chad, Liberia and Uganda. Only five countries (Rwanda, Malawi, Zambia, Burkina Faso, and Togo) have so far respected the promise made to the Abuja conference. In Cameroon, where 51% of the population lives on less than two dollars per day, the average propensity of the total medical consumption is very high. Indeed, 32% of households spend less than half of income on health, while 16% of households spend more than half of the income and 52% spend more than the total income. This corresponds to a weight of 68% in health care spending.
International Academic Press
2014-02-22
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140306
10.19139/soic.v2i1.30
Statistics, Optimization & Information Computing; Vol 2 No 1 (2014); 56-78
2310-5070
2311-004X
10.19139/soic.v2i1
eng
http://www.iapress.org/index.php/soic/article/view/20140306/215
oai:ojs.localhost:article/33
2022-01-21T16:24:05Z
soic:ART
Approximated Function Based Spectral Gradient Algorithm for Sparse Signal Recovery
Wang, Weifeng
Wang, Qiuyu
Numerical algorithms for the l0-norm regularized non-smooth non-convex minimization problems have recently became a topic of great interest within signal processing, compressive sensing, statistics, and machine learning. Nevertheless, the l0-norm makes the problem combinatorial and generally computationally intractable. In this paper, we construct a new surrogate function to approximate l0-norm regularization, and subsequently make the discrete optimization problem continuous and smooth. Then we use the well-known spectral gradient algorithm to solve the resulting smooth optimization problem. Experiments are provided which illustrate this method is very promising.
International Academic Press
2014-02-22
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140302
10.19139/soic.v2i1.33
Statistics, Optimization & Information Computing; Vol 2 No 1 (2014); 10-20
2310-5070
2311-004X
10.19139/soic.v2i1
eng
http://www.iapress.org/index.php/soic/article/view/20140302/211
oai:ojs.localhost:article/36
2022-01-21T16:24:05Z
soic:ART
Estimation of the reliability function for two-parameter exponentiated Rayleigh or Burr type X distribution
Pathak, Anupam
Chaturvedi, Ajit
Abstract: Problem Statement: The two-parameter exponentiated Rayleigh distribution has been widely used especially in the modelling of life time event data. It provides a statistical model which has a wide variety of application in many areas and the main advantage is its ability in the context of life time event among other distributions. The uniformly minimum variance unbiased and maximum likelihood estimation methods are the way to estimate the parameters of the distribution. In this study we explore and compare the performance of the uniformly minimum variance unbiased and maximum likelihood estimators of the reliability function R(t)=P(X>t) and P=P(X>Y) for the two-parameter exponentiated Rayleigh distribution. Approach: A new technique of obtaining these parametric functions is introduced in which major role is played by the powers of the parameter(s) and the functional forms of the parametric functions to be estimated are not needed. We explore the performance of these estimators numerically under varying conditions. Through the simulation study a comparison are made on the performance of these estimators with respect to the Biasness, Mean Square Error (MSE), 95% confidence length and corresponding coverage percentage. Conclusion: Based on the results of simulation study the UMVUES of R(t) and ‘P’ for the two-parameter exponentiated Rayleigh distribution found to be superior than MLES of R(t) and ‘P’.
International Academic Press
2014-11-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20141203
10.19139/soic.v2i4.36
Statistics, Optimization & Information Computing; Vol 2 No 4 (2014); 305-322
2310-5070
2311-004X
10.19139/soic.v2i4
eng
http://www.iapress.org/index.php/soic/article/view/20141203/191
oai:ojs.localhost:article/38
2022-01-21T16:24:05Z
soic:ART
A Fast Algorithm for Using Semi-Parametric Random Effects Model for Analyzing Longitudinal Data
Baghfalaki, Taban
Ganjali, Mojtaba
Mixed effects models are frequently used for analyzing longitudinal data. Normality assumption of random effects distrbution is a routine assumption for these models, violation of which leads to model misspecifcation and misleading parameter estimates. We propose a semi-parametric approach using gradient function for random effect estimation. In this approach, we relax the normality assumption for random effects by estimating their distribution over a pre-specifed grid. Unknown parameters of the marginal model are estimated using maximum likelihood methods. Some simulation studies and analyzing of a real data set are performed for illustration of the proposed semi-parametric method.
International Academic Press
2014-11-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20141205
10.19139/soic.v2i4.38
Statistics, Optimization & Information Computing; Vol 2 No 4 (2014); 339-351
2310-5070
2311-004X
10.19139/soic.v2i4
eng
http://www.iapress.org/index.php/soic/article/view/20141205/193
oai:ojs.localhost:article/40
2022-01-21T16:24:05Z
soic:ART
Fuzzy Economic Order Quantity (FEOQ) Model with Units Lost Due to Deterioration
Pattnaik, Monalisha
This model investigates the instantaneous fuzzy economic order quantity model by allocating the percentage of units lost dueto deterioration in an on-hand inventory by framing variable ordering cost. The objective is to maximize the fuzzy net profit so as to determine the order quantity, the cycle length and number of units lost due to deterioration in fuzzy decision space. For any given number of replenishment cycles the existence of aunique optimal replenishment schedule are proved and mathematical model is developed to find some important characteristics for the concavity of the fuzzy net profit function. Numerical examples are provided to illustrate the results of proposed model which benefit the retailer and this policy is important, especially for wasting of deteriorating items. Finally, sensitivity analyses of the fuzzy optimal solution with respect to the major parameters are also studied.
International Academic Press
2014-08-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140907
10.19139/soic.v2i3.40
Statistics, Optimization & Information Computing; Vol 2 No 3 (2014); 257-273
2310-5070
2311-004X
10.19139/soic.v2i3
eng
http://www.iapress.org/index.php/soic/article/view/20140907/202
oai:ojs.localhost:article/45
2022-01-21T16:24:05Z
soic:ART
On the increase rate of random fields from space $Sub_{\varphi}(\Omega)$ on unbounded domains
Kozachenko, Yuriy
Slyvka-Tylyshchak, Anna
This paper mainly focuses on the estimates for distribution of supremum for the normalized φ-sub-Gaussian random fields defined on the unbounded domain. In particular, we obtain the estimates for distribution of supremum for the normalized solution of the hyperbolic equation of mathematical physics, which will be useful to construct modeless. By using this result, we can approximate the solutions of such equation with given accuracy and reliability in the uniform metric.
International Academic Press
2014-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140601
10.19139/soic.v2i2.45
Statistics, Optimization & Information Computing; Vol 2 No 2 (2014); 79-92
2310-5070
2311-004X
10.19139/soic.v2i2
eng
http://www.iapress.org/index.php/soic/article/view/20140601/203
oai:ojs.localhost:article/52
2022-01-21T16:24:05Z
soic:ART
Improvement of CPU time of Linear Discriminant Function based on MNM criterion by IP
Shinmura, Shuichi
Revised IP-OLDF (optimal linear discriminant function by integer programming) is a linear discriminant function to minimize the number of misclassifications (NM) of training samples by integer programming (IP). However, IP requires large computation (CPU) time. In this paper, it is proposed how to reduce CPU time by using linear programming (LP). In the first phase, Revised LP-OLDF is applied to all cases, and all cases are categorized into two groups: those that are classified correctly or those that are not classified by support vectors (SVs). In the second phase, Revised IP-OLDF is applied to the misclassified cases by SVs. This method is called Revised IPLP-OLDF.In this research, it is evaluated whether NM of Revised IPLP-OLDF is good estimate of the minimum number of misclassifications (MNM) by Revised IP-OLDF. Four kinds of the real data—Iris data, Swiss bank note data, student data, and CPD data—are used as training samples. Four kinds of 20,000 re-sampling cases generated from these data are used as the evaluation samples. There are a total of 149 models of all combinations of independent variables by these data. NMs and CPU times of the 149 models are compared with Revised IPLP-OLDF and Revised IP-OLDF. The following results are obtained: 1) Revised IPLP-OLDF significantly improves CPU time. 2) In the case of training samples, all 149 NMs of Revised IPLP-OLDF are equal to the MNM of Revised IP-OLDF. 3) In the case of evaluation samples, most NMs of Revised IPLP-OLDF are equal to NM of Revised IP-OLDF. 4) Generalization abilities of both discriminant functions are concluded to be high, because the difference between the error rates of training and evaluation samples are almost within 2%. Therefore, Revised IPLP-OLDF is recommended for the analysis of big data instead of Revised IP-OLDF. Next, Revised IPLP-OLDF is compared with LDF and logistic regression by 100-fold cross validation using 100 re-sampling samples. Means of error rates of Revised IPLP-OLDF are remarkable fewer than those of LDF and logistic regression.
International Academic Press
2014-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140604
10.19139/soic.v2i2.52
Statistics, Optimization & Information Computing; Vol 2 No 2 (2014); 114-129
2310-5070
2311-004X
10.19139/soic.v2i2
eng
http://www.iapress.org/index.php/soic/article/view/20140604/206
oai:ojs.localhost:article/53
2022-01-21T16:24:05Z
soic:SR
Innovation Goals in Software Development for Business Applications
Arnold, Robert
Shadnam, Reza
Having been in touch with technical side of many companies in various sectors, we know industry is facing a period of unprecedented change. We have compiled a list of common technological challenges in the sector that companies are facing in adapting to the change. The purpose of this contribution is to discuss and communicate areas where technological challenges in the Software Development Sector lie. We see this kind of inventory beneficial to the academic community as it provides an account of industry challenges. The analysis would be necessary to really assist players in the sector in being better prepared for formalizing and documenting their learning and know-how development. Beside knowledge management benefits, the analysis also would help in taking advantage of research and development funding and attracting investors; both academic and industrial organizations can take advantage of this aspect. We are calling this type of analysis “capabilities analysis”. A single company might not solve the world’s technical problems, but just being aware of them and measuring steps taken to advance, even slightly, in the direction of solving the problems presented in this analysis would make the company stand out. When data is formulated this way, strong evidence is created that the project goes beyond standard engineering by distinguishing risk that can be eliminated through experiment from standard engineering risk.
International Academic Press
2014-11-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20141207
10.19139/soic.v2i4.53
Statistics, Optimization & Information Computing; Vol 2 No 4 (2014); 368-383
2310-5070
2311-004X
10.19139/soic.v2i4
eng
http://www.iapress.org/index.php/soic/article/view/20141207/195
oai:ojs.localhost:article/55
2022-01-21T16:24:05Z
soic:ART
Recurrence Relations for Moments of Order Statistics from the Lindley Distribution with General Multiply Type-II Censored Sample
Al-Zahrani, Bander
Ali, M A
In this paper, we derive the recurrence relations for the moments of function of single and two order statistics from Lindley distribution. We also consider the maximum likelihood estimation (MLE) of the parameter of the distribution based on multiply type-II censoring. However maximum likelihood estimator does not have an explicit form for the involved parameter. In order to compute the MLE of the parameter, Monte Carlo simulation is used. A comparative study is presented between classical MLE and MLE from multiply type-II censored sample.
International Academic Press
2014-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140606
10.19139/soic.v2i2.55
Statistics, Optimization & Information Computing; Vol 2 No 2 (2014); 147-160
2310-5070
2311-004X
10.19139/soic.v2i2
eng
http://www.iapress.org/index.php/soic/article/view/20140606/208
oai:ojs.localhost:article/56
2022-01-21T16:24:05Z
soic:ART
Minimax-robust filtering problem for stochastic sequences with stationary increments and cointegrated sequences
Luz, Maksym
Moklyachuk, Mikhail
The problem of optimal estimation of linear functionals $A {\xi}=$ \quad $\sum_{k=0}^{\infty}a (k)\xi(-k)$ and $A_N{\xi}=\sum_{k=0}^{N}a (k)\xi(-k)$ which depend on the unknown values of a stochastic sequence $\xi(m)$ with stationary $n$th increments from observations of the sequence $\xi(m)+\eta(m)$ at points of time $m=0,-1,-2,\ldots$ is considered in the case where the sequence $\eta(m)$ is stationary and uncorrelated with the sequence $\xi(m)$.Formulas for calculating the mean-square errors and the spectral characteristics of optimal estimates of the functionals are proposed under condition of spectral certainty, where spectral densities of the sequences $\xi(k)$ and $\eta(k)$ are exactly known. The filtering problem for one class of cointegrated sequences is solved. Minimax (robust) method of estimation is applied in the case where spectral densities of the sequences are not known exactly, but sets of admissible spectral densities are given. Formulas that determine the least favorable spectral densities and minimax spectral characteristics are proposed for some definite sets of admissible densities.
International Academic Press
2014-08-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140901
10.19139/soic.v2i3.56
Statistics, Optimization & Information Computing; Vol 2 No 3 (2014); 176-199
2310-5070
2311-004X
10.19139/soic.v2i3
eng
http://www.iapress.org/index.php/soic/article/view/20140901/196
oai:ojs.localhost:article/58
2022-01-21T16:24:05Z
soic:ART
New MLFQ Scheduling Algorithm for Operating Systems Using Dynamic quantum
Kadry, Seifedine
Bagdasaryan, Armen
The new design of multilevel feedback queue will depend on usage new technique in computing the quantum to produce (ADQ) Auto Detect Quantum which is relied on the burst of each process has enrolled to the system. By summating the burst time of each process has arrived and dividing it by the number of available processes, we can obtained the dynamic quantum in each level of scheduling. The processes are scheduled and shifted down from queue to other according to their remaining bursts time that should be updated periodically. Every queue has a unique auto detected quantum which is gradually increased or decreased from top level to bottom level queues according to the case of arriving processes. Depending on the results of graphical simulating algorithm on cases study, we can discover that a dynamic quantum is very suitable to accommodate low priority processes that still for a long duration to complete their requests, i.e. avoid the starvation of CPU- bounded processes. Although, it stills compatible with high priority processes (I/O-Bounded) to provide a fair interactivity with them. In comparison to traditional MLFQ the performance of the new scheduling technique is better and practical according to the applied results. Additional, we developed suitable software to simulate the new design and test it on different cases to prove it.
International Academic Press
2015-05-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150605
10.19139/soic.v3i2.58
Statistics, Optimization & Information Computing; Vol 3 No 2 (2015); 189-196
2310-5070
2311-004X
10.19139/soic.v3i2
eng
http://www.iapress.org/index.php/soic/article/view/20150605/177
oai:ojs.localhost:article/64
2022-01-21T16:24:05Z
soic:ART
A Modified Fletcher-Reeves-Type Method for Nonsmooth Convex Minimization
Li, Qiong
Conjugate gradient methods are efficient for smooth optimization problems, while there are rare conjugate gradient based methods for solving a possibly nondifferentiable convex minimization problem. In this paper by making full use of inherent properties of Moreau-Yosida regularization and descent property of modified conjugate gradient method we propose a modified Fletcher-Reeves-type method for nonsmooth convex minimization. It can be applied to solve large-scale nonsmooth convex minimization problem due to lower storage requirement. The algorithm is globally convergent under mild conditions.
International Academic Press
2014-08-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140902
10.19139/soic.v2i3.64
Statistics, Optimization & Information Computing; Vol 2 No 3 (2014); 200-210
2310-5070
2311-004X
10.19139/soic.v2i3
eng
http://www.iapress.org/index.php/soic/article/view/20140902/197
oai:ojs.localhost:article/67
2022-01-21T16:24:05Z
soic:ART
Quadratic third-order tensor optimization problem with quadratic constraints
Yang, Lixing
Yang, Qingzhi
Zhao, Xiaoming
Quadratically constrained quadratic programs (QQPs) problems play an important modeling role for many diverse problems. These problems are in general NP hard and numerically intractable. Semidenite programming (SDP) relaxations often provide good approximate solutions to these hard problems. For several special cases of QQP, e.g., convex programs and trust region subproblems, SDP relaxation provides the exact optimal value, i.e., there is a zero duality gap. However, this is not true for the general QQP, or even the QQP with two convex constraints, but a nonconvex objective.In this paper, we consider a certain QQP where the variable is neither vector nor matrix but a third-order tensor. This problem can be viewed as a generalization of the ordinary QQP with vector or matrix as it's variant. Under some mild conditions, we rst show that SDP relaxation provides exact optimal solutions for the original problem. Then we focus on two classes of homogeneous quadratic tensor programming problems which have no requirements on the constraints number. For one, we provide an easily implemental polynomial time algorithm to approximately solve the problem and discuss the approximation ratio. For the other, we show there is no gap between the SDP relaxation and itself.
International Academic Press
2014-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140605
10.19139/soic.v2i2.67
Statistics, Optimization & Information Computing; Vol 2 No 2 (2014); 130-146
2310-5070
2311-004X
10.19139/soic.v2i2
eng
http://www.iapress.org/index.php/soic/article/view/20140605/207
oai:ojs.localhost:article/68
2022-01-21T16:24:05Z
soic:ART
Accuracy of hemoglobin A1c imputation using fasting plasma glucose in diabetes research using electronic health records data
Xu, Stanley
Schroeder, Emily B.
Shetterly, Susan
Goodrich, Glenn K.
O’Connor, Patrick J.
Steiner, John F.
Schmittdiel, Julie A.
Desai, Jay
Pathak, Ram D.
Neugebauer, Romain
Butler, Melissa G.
Kirchner, Lester
Raebel, Marsha A.
In studies that use electronic health record data, imputation of important data elements such as Glycated hemoglobin (A1c) has become common. However, few studies have systematically examined the validity of various imputation strategies for missing A1c values. We derived a complete dataset using an incident diabetes population that has no missing values in A1c, fasting and random plasma glucose (FPG and RPG), age, and gender. We then created missing A1c values under two assumptions: missing completely at random (MCAR) and missing at random (MAR). We then imputed A1c values, compared the imputed values to the true A1c values, and used these data to assess the impact of A1c on initiation of antihyperglycemic therapy. Under MCAR, imputation of A1c based on FPG 1) estimated a continuous A1c within ± 1.88% of the true A1c 68.3% of the time; 2) estimated a categorical A1c within ± one category from the true A1c about 50% of the time. Including RPG in imputation slightly improved the precision but did not improve the accuracy. Under MAR, including gender and age in addition to FPG improved the accuracy of imputed continuous A1c but not categorical A1c. Moreover, imputation of up to 33% of missing A1c values did not change the accuracy and precision and did not alter the impact of A1c on initiation of antihyperglycemic therapy. When using A1c values as a predictor variable, a simple imputation algorithm based only on age, sex, and fasting plasma glucose gave acceptable results.
International Academic Press
2014-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140602
10.19139/soic.v2i2.68
Statistics, Optimization & Information Computing; Vol 2 No 2 (2014); 93-104
2310-5070
2311-004X
10.19139/soic.v2i2
eng
http://www.iapress.org/index.php/soic/article/view/20140602/204
oai:ojs.localhost:article/69
2022-01-21T16:24:05Z
soic:ART
Exact travelling wave solutions of the symmetric regularized long wave (SRLW) using analytical methods
Manafian Heris, Jalil
Zamanpour, Isa
In this article, we establish exact travelling wave solutions of the symmetric regularized long wave (SRLW) by using analytical methods. The analytical methods are: the tanh-coth method and the sech^2 method which used to construct solitary wave solutions of nonlinear evolution equations. With the help of symbolic computation, we show that aforementioned methods provide a straightforward and powerful mathematical tool for solving nonlinear partial differential equations.
International Academic Press
2014-02-22
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140305
10.19139/soic.v2i1.69
Statistics, Optimization & Information Computing; Vol 2 No 1 (2014); 47-55
2310-5070
2311-004X
10.19139/soic.v2i1
eng
http://www.iapress.org/index.php/soic/article/view/20140305/214
oai:ojs.localhost:article/70
2022-01-21T16:24:05Z
soic:ART
Solving Burger's equation by semi-analytical and implicit method
Manafian Heris, Jalil
Zamanpour, Isa
In this work, the modified Laplace Adomian decomposition method (LADM) is applied to solve the Burgers’ equation. In addition, example that illustrate the pertinent features of this method is presented, and the results of the study is discussed. We prove the convergence of LADM applied to the Burgers’ equation. Also, Burgers’ equation has some discontinuous solutions because of effects of viscosity term. These discontinuities raise phenomenon of shock waves. Some explicit and implicit numerical methods have been experimented on Burgers’ equation but these schemes have not been seen proper in this case because of their conditional stability and existence of viscosity term. We consider two types of box schemes and implement on Burgers’ equation to get better results with no artificial wiggles.
International Academic Press
2014-08-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140904
10.19139/soic.v2i3.70
Statistics, Optimization & Information Computing; Vol 2 No 3 (2014); 222-233
2310-5070
2311-004X
10.19139/soic.v2i3
eng
http://www.iapress.org/index.php/soic/article/view/20140904/199
oai:ojs.localhost:article/71
2022-01-21T16:24:05Z
soic:ART
Sparse signals estimation for adaptive sampling
Ordin, Andrey
This paper presents an estimation procedure for sparse signals in adaptive setting. We show that when the pure signal is strong enough, the value of loss function is asymptotically the same as for an optimal estimator up to a constant multiplier.
International Academic Press
2014-08-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140905
10.19139/soic.v2i3.71
Statistics, Optimization & Information Computing; Vol 2 No 3 (2014); 234-242
2310-5070
2311-004X
10.19139/soic.v2i3
eng
http://www.iapress.org/index.php/soic/article/view/20140905/200
oai:ojs.localhost:article/73
2022-01-21T16:24:05Z
soic:ART
On the Convergence and O(1/N) Complexity of a Class of Nonlinear Proximal Point Algorithms for Monotonic Variational Inequalities
Wu, Jian
Yu, Gaohang
This paper presents a class of proximal point algorithms using a nonlinear proximal term for monotonic variational inequality problems. This work extents proximal point algorithms using Bregman distance for minimization problems, and differs with J. Eckstein's approximate iterations in Bregman-function-based proximal algorithms (1998). We study the convergence of the proposed algorithms and obtain a $O(1/N)$ computing complexity/convergence rate of the algorithms. Further more, connections to some existed popular methods were given, which shows that our algorithm can include these methods within a general form.
International Academic Press
2014-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140603
10.19139/soic.v2i2.73
Statistics, Optimization & Information Computing; Vol 2 No 2 (2014); 105-113
2310-5070
2311-004X
10.19139/soic.v2i2
eng
http://www.iapress.org/index.php/soic/article/view/20140603/205
oai:ojs.localhost:article/74
2022-01-21T16:24:05Z
soic:ART
Numerical solutions of the Kawahara equation by the septic B-spline collocation method
Karakoc, Battal Gazi
Zeybek, Halil
Ak, Turgut
In this article, a numerical solution of the Kawahara equation is presented by septic B-spline collocation method. Applying the Von-Neumann stability analysis, the present method is shown to be unconditionally stable. The accuracy of the proposed method is checked by two test problems. L2 and L1 error norms and conserved quantities are given at selected times. The obtained results are found in good agreement with the some recent results.
International Academic Press
2014-08-24
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140903
10.19139/soic.v2i3.74
Statistics, Optimization & Information Computing; Vol 2 No 3 (2014); 211-221
2310-5070
2311-004X
10.19139/soic.v2i3
eng
http://www.iapress.org/index.php/soic/article/view/20140903/198
oai:ojs.localhost:article/75
2022-01-21T16:24:05Z
soic:ART
Supersaturated plans for variable selection in large databases
Parpoula, Christina
Koukouvinos, Christos
Simos, Dimitrios
Stylianou, Stella
Over the last decades, the collection and storage of data has become massive with the advance of technology and variable selection has become a fundamental tool to large dimensional statistical modelling problems. In this study we implement data mining techniques, metaheuristics and use experimental designs in databases in order to determine the most relevant variables for classification in regression problems in cases where observations and labels of a large database are available. We propose a database-driven scheme for the encryption of specific fields of a database in order to select an optimal supersaturated design consisting of the variables of a large database which have been found to influence significantly the response outcome. The proposed design selection approach is quite promising, since we are able to retrieve an optimal supersaturated plan using a very small percentage of the available runs, a fact that makes the statistical analysis of a large database computationally feasible and affordable.
International Academic Press
2014-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20140607
10.19139/soic.v2i2.75
Statistics, Optimization & Information Computing; Vol 2 No 2 (2014); 161-175
2310-5070
2311-004X
10.19139/soic.v2i2
eng
http://www.iapress.org/index.php/soic/article/view/20140607/209
oai:ojs.localhost:article/79
2022-01-21T16:24:05Z
soic:ART
Estimation Approaches of Mean Response Time for a Two Stage Open Queueing Network Model
Gedam, Vinayak K
Pathare, Suresh B
Coverage percentage
Response Time
Relative coverage
Relative average length
60K20
60K25
68M20
90B22
In the analysis of queueing network models, the response time plays an important role in studying the various characteristics. In this paper data based recurrence relation is used to compute a sequence of response time. The sample means from those response times, denoted by $\hat {r_1} $ and $ \hat {r_2}$ are used to estimate true mean response time $r_1$ and $r_2$. Further we construct some confidence intervals for mean response time $r_1$ and $r_2$ of a two stage open queueing network model. A numerical simulation study is conducted in order to demonstrate performance of the proposed estimator $ \hat {r_1} $ and $ \hat {r_2}$ and bootstrap confidence intervals of $ r_1$ and $r_2$. Also we investigate the accuracy of the different confidence intervals by calculating the coverage percentage, average length, relative coverage and relative average length.
International Academic Press
2015-08-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150905
10.19139/soic.v3i3.79
Statistics, Optimization & Information Computing; Vol 3 No 3 (2015); 249-258
2310-5070
2311-004X
10.19139/soic.v3i3
eng
http://www.iapress.org/index.php/soic/article/view/20150905/169
oai:ojs.localhost:article/82
2022-01-21T16:24:05Z
soic:ART
Stochastic Funding of a Defined Contribution Pension Plan with Proportional Administrative Costs and Taxation under Mean-Variance Optimization Approach
Nkeki, Charles I
This paper aim at studying a mean-variance portfolio selection problem with stochastic salary, proportional administrative costs and taxation in the accumulation phase of a defined contribution (DC) pension scheme. The fund process is subjected to taxation while the contribution of the pension plan member (PPM) is tax exempt. It is assumed that the flow of contributions of a PPM are invested into a market that is characterized by a cash account and a stock. The optimal portfolio processes and expected wealth for the PPM are established. The efficient and parabolic frontiers of a PPM portfolios in mean-variance are obtained. It was found that capital market line can be attained when initial fund and the contribution rate are zero. It was also found that the optimal portfolio process involved an inter-temporal hedging term that will offset any shocks to the stochastic salary of the PPM.
International Academic Press
2014-11-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20141204
10.19139/soic.v2i4.82
Statistics, Optimization & Information Computing; Vol 2 No 4 (2014); 323-338
2310-5070
2311-004X
10.19139/soic.v2i4
eng
http://www.iapress.org/index.php/soic/article/view/20141204/192
oai:ojs.localhost:article/83
2022-01-21T16:24:05Z
soic:ART
Efficient Binary Linear Programming Formulations for Boolean Functions
Gurski, Frank
A very useful tool when designing linear programs for optimization problems is the formulation of logical operations by linear programming constraints. We give efficient linear programming formulation of important n-ary boolean functions f(x_1,\ldots,x_n)=x_{n+1} such as conjunction, disjunction, equivalence, and implication using n+1 boolean variables x1,...,x_{n+1}. For the case that the value f(x1, ...,xn) is not needed for further computations, we even give more compact formulation. Our formulations show that every binary boolean function f(x1,x2)=x3 can be realized by the only three boolean variables x1,x2,x3 and at most four linear programming constraints.
International Academic Press
2014-11-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20141201
10.19139/soic.v2i4.83
Statistics, Optimization & Information Computing; Vol 2 No 4 (2014); 274-279
2310-5070
2311-004X
10.19139/soic.v2i4
eng
http://www.iapress.org/index.php/soic/article/view/20141201/187
oai:ojs.localhost:article/86
2022-01-21T16:24:05Z
soic:ART
A hybrid bird mating optimizer algorithm with teaching-learning-based optimization for global numerical optimization
Zhang, Qingyang
Yu, Guolin
Song, Hui
Bird Mating Optimizer (BMO) is a novel meta-heuristic optimization algorithm inspired by intelligent mating behavior of birds. However, it is still insufficient in convergence of speed and quality of solution. To overcome these drawbacks, this paper proposes a hybrid algorithm (TLBMO), which is established by combining the advantages of Teaching-learning-based optimization (TLBO) and Bird Mating Optimizer (BMO). The performance of TLBMO is evaluated on 23 benchmark functions, and compared with seven state-of-the-art approaches, namely BMO, TLBO, Artificial Bee Bolony (ABC), Particle Swarm Optimization (PSO), Fast Evolution Programming (FEP), Differential Evolution (DE), Group Search Optimization (GSO). Experimental results indicate that the proposed method performs better than other existing algorithms for global numerical optimization.
International Academic Press
2015-02-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150305
10.19139/soic.v3i1.86
Statistics, Optimization & Information Computing; Vol 3 No 1 (2015); 54-65
2310-5070
2311-004X
10.19139/soic.31
eng
http://www.iapress.org/index.php/soic/article/view/20150305/183
oai:ojs.localhost:article/91
2022-01-21T16:24:05Z
soic:ART
An extended compound gamma model and application to composite fading channels
T, Princy
Wireless communication systems are subject to short and long-term fading channels. In this paper, an extended form of a statistical model for the composite fading channels is derived from the maximum entropy principle. Subsequently, the composite fading channel is derived by replacing the conditional density by entropy-maximizing distribution (Mathai's pathway model). This pathway model is versatile enough to represent short-term fading as well as the shadowing. The new wireless channel model generalizes the commonly used models for multipath fading and shadowing. In particular, using the G-function, we derive the density function, distribution function and moments of the new model in closed form. These derived results are a suitable device to analyze the performance of composite fading systems such as density function of the Signal Noise to Ratio (SNR), Amount of Fading (AF), and Outage Probability (OP) etc. The results will be shown graphically for different signal and fading parameter values.
International Academic Press
2015-02-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150304
10.19139/soic.v3i1.91
Statistics, Optimization & Information Computing; Vol 3 No 1 (2015); 42-53
2310-5070
2311-004X
10.19139/soic.31
eng
http://www.iapress.org/index.php/soic/article/view/20150304/182
oai:ojs.localhost:article/92
2022-01-21T16:24:05Z
soic:ART
Multiobjective Fractional Programming Problems and Second Order Generalized Hybrid Invexity Frameworks
Verma, Ram
In this paper, first generalized sufficient efficiency conditions for multiobjective fractional programming based on the generalized hybrid invexities are developed , and then efficient solutions to multiobjective fractional programming problems are established. The obtained results generalize and unify a wide range of investigations in the literature.
International Academic Press
2014-11-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20141202
10.19139/soic.v2i4.92
Statistics, Optimization & Information Computing; Vol 2 No 4 (2014); 280-304
2310-5070
2311-004X
10.19139/soic.v2i4
eng
http://www.iapress.org/index.php/soic/article/view/20141202/188
oai:ojs.localhost:article/95
2022-01-21T16:24:05Z
soic:ART
Parameter Estimation in Multivariate Gamma Distribution
Vaidyanathan, V S
Vani Lakshmi, R
Multivariate gamma distribution finds abundant applications in stochastic modelling, hydrology and reliability. Parameter estimation in this distribution is a challenging one as it involves many parameters to be estimated simultaneously. In this paper, the form of multivariate gamma distribution proposed by Mathai and Moschopoulos [10] is considered. This form has nice properties in terms of marginal and conditional densities. A new method of estimation based on optimal search is proposed for estimating the parameters using the marginal distributions and the concepts of maximum likelihood, spacings and least squares. The proposed methodology is easy to implement and is free from calculus. It optimizes the objective function by searching over a wide range of values and determines the estimate of the parameters. The consistency of the estimates is demonstrated in terms of mean, standard deviation and mean square error through simulation studies for different choices of parameters.
International Academic Press
2015-05-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150603
10.19139/soic.v3i2.95
Statistics, Optimization & Information Computing; Vol 3 No 2 (2015); 147-159
2310-5070
2311-004X
10.19139/soic.v3i2
eng
http://www.iapress.org/index.php/soic/article/view/20150603/175
oai:ojs.localhost:article/100
2022-01-21T16:24:05Z
soic:ART
A new non-monotone filter trust region algorithm for solving nonlinear systems of equalities and inequalities
Gu, Chao
Wang, Hua
Nonlinear systems
Complementarity
Trust region
Filter method
Non-monotone technique
Convergence analysis
65K05
90C30
90C33
In this paper, we combine filter and non-monotone trust region algorithm for nonlinear systems of equalities and inequalities. The systems of equalities and inequalities are transformed into a continuous equality constrained optimization solved by the new algorithm. Filter method guarantees global convergence of the algorithm under appropriate assumptions. The second order correction step is used to overcome Maratos effect so that superlinearly local convergence is achieved. Preliminary numerical results are reported.
International Academic Press
2015-08-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150903
10.19139/soic.v3i3.100
Statistics, Optimization & Information Computing; Vol 3 No 3 (2015); 229-240
2310-5070
2311-004X
10.19139/soic.v3i3
eng
http://www.iapress.org/index.php/soic/article/view/20150903/167
oai:ojs.localhost:article/105
2022-01-21T16:24:05Z
soic:ART
Minimax Interpolation Problem for Random Processes with Stationary Increments
Luz, Maxim
Moklyachuk, Mikhail
The problem of mean-square optimal estimation of the linear functional A_T ξ=\int_{0}^Ta(t) ξ(t)dt that depends on the unknown values of a continuous time random process ξ(t),t ∈ R, with stationary nth increments from observations of the process ξ(t) at time points t ∈ R \ [0;T] is investigated under the condition of spectral certainty as well as under the condition of spectral uncertainty. Formulas for calculation the value of the mean-square error and spectral characteristic of the optimal linear estimate of the functional are derived under the condition of spectral certainty where spectral density oft he process is exactly known. In the case of spectral uncertainty where spectral density of the process is not exactly known, but a class of admissible spectral densities is given, relations that determine the least favourable spectral density and the minimax spectral characteristic are specified.
International Academic Press
2015-02-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150303
10.19139/soic.v3i1.105
Statistics, Optimization & Information Computing; Vol 3 No 1 (2015); 30-41
2310-5070
2311-004X
10.19139/soic.31
eng
http://www.iapress.org/index.php/soic/article/view/20150303/181
oai:ojs.localhost:article/106
2022-01-21T16:24:05Z
soic:ART
Inexact Accelerated Proximal Gradient Algorithms For Matrix l_{2,1}-Norm Minimization Problem in Multi-Task Feature Learning
Hu, Yaping
Wei, Zengxin
Yuan, Gonglin
In this paper, we extend the APG method to solve matrix l_{2,1}-norm minimization problem in multi-task feature learning. We investigate that the resulting inner subproblem has closed-form solution which can be easily determined by taking the problem's favorable structures. Under suitable conditions, we can establish a comprehensive convergence result for the proposed method. Furthermore, we present three different inexact APG algorithms by using the Lipschitz constant, the eigenvalue of Hessian matrix and the Barzilai and Borwein parameter in the inexact model, respectively. Numerical experiments on simulated data and real data set are reported to show the efficiency of proposed method.
International Academic Press
2014-11-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20141206
10.19139/soic.v2i4.106
Statistics, Optimization & Information Computing; Vol 2 No 4 (2014); 352-367
2310-5070
2311-004X
10.19139/soic.v2i4
eng
http://www.iapress.org/index.php/soic/article/view/20141206/194
oai:ojs.localhost:article/107
2022-01-21T16:24:05Z
soic:ART
On the GLR and UMP tests in the family with support dependent on the parameter
Eftekharian, Abbas
Taheri, S. Mahmoud
Uniformly most powerful test
Generalized likelihood ratio test
Two-sided hypothesis
62F03
Some general results about the GLR tests, for testing simple hypothesis versus two-sided hypothesis, in the family with support dependent on the parameter, are obtained. In addition, we show that such GLR tests are equivalent to the UMP tests in the same problems. Moreover, we derive the general form of the UMP tests for testing an interval hypothesis versus two-sided alternative.
International Academic Press
2015-08-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150902
10.19139/soic.v3i3.107
Statistics, Optimization & Information Computing; Vol 3 No 3 (2015); 221-228
2310-5070
2311-004X
10.19139/soic.v3i3
eng
http://www.iapress.org/index.php/soic/article/view/20150902/166
oai:ojs.localhost:article/109
2022-01-21T16:24:05Z
soic:ART
The 95% confidence intervals of error rates and discriminant coefficients
Shinmura, Shuichi
Fisher proposed a linear discriminant function (Fisher’s LDF). From 1971, we analysed electrocardiogram (ECG) data in order to develop the diagnostic logic between normal and abnormal symptoms by Fisher’s LDF and a quadratic discriminant function (QDF). Our four years research was inferior to the decision tree logic developed by the medical doctor. After this experience, we discriminated many data and found four problems of the discriminant analysis. A revised Optimal LDF by Integer Programming (Revised IP-OLDF) based on the minimum number of misclassification (minimum NM) criterion resolves three problems entirely [13, 18]. In this research, we discuss fourth problem of the discriminant analysis. There are no standard errors (SEs) of the error rate and discriminant coefficient. We propose a k-fold crossvalidation method. This method offers a model selection technique and a 95% confidence intervals (C.I.) of error rates and discriminant coefficients.
International Academic Press
2015-02-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150306
10.19139/soic.v3i1.109
Statistics, Optimization & Information Computing; Vol 3 No 1 (2015); 66-78
2310-5070
2311-004X
10.19139/soic.31
eng
http://www.iapress.org/index.php/soic/article/view/20150306/184
oai:ojs.localhost:article/113
2022-01-21T16:24:05Z
soic:ART
Polynomial Chaos based on the parallelized ensemble Kalman filter to estimate precipitation states
Sanchez, Luis
Infante, Saba
Marcano, Jose
Griffin, Victor
This article develops a methodology combining methods of numerical analysis and stochastic differential equations with computational algorithms to treat problems which have complex nonlinear dynamics in high dimensions. A method to estimate parameters and states of a dynamic system is proposed inspired by the parallelized ensemble Kalman filter (PEnKF) and the polynomial chaos theory of Wiener-Askey. The main advantage of the proposal is in providing a precise efficient algorithm with low computational cost. For the analysed data, the methods provide good predictions, spatially and temporally, for the unknown precipitation states for the first 24 hours. Two goodness of fit measures provide confidence in the quality of the model predictions. The performance of the parallel algorithm, measured by the acceleration and efficiency factors, shows an increase of 7% in speed with respect to the sequential version and is most efficient for P = 2 threads.
International Academic Press
2015-02-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150307
10.19139/soic.v3i1.113
Statistics, Optimization & Information Computing; Vol 3 No 1 (2015); 79-95
2310-5070
2311-004X
10.19139/soic.31
eng
http://www.iapress.org/index.php/soic/article/view/20150307/185
oai:ojs.localhost:article/120
2022-01-21T16:24:05Z
soic:SR
On Measurement of Efficiency of Cobb-Douglas Production Function with Additive and Multiplicative Errors
Hossain, Md. Moyazzem
Majumder, Ajit Kumar
In developing counties, efficiency of economic development has determined by the analysis of industrial production. An examination of the characteristic of industrial sector is an essential aspect of growth studies. The most of the developed countries are highly industrialized as they brief “The more industrialization, the more development”. For proper industrialization and industrial development we have to study industrial input-output relationship that leads to production analysis. For a number of reasons econometrician’s belief that industrial production is the most important component of economic development because, if domestic industrial production increases, GDP will increase, if elasticity of labor is higher, implement rates will increase and investment will increase if elasticity of capital is higher. In this regard, this paper should be helpful in suggesting the most suitable Cobb-Douglas production function to forecast the production process for some selected manufacturing industries of developing countries like Bangladesh. This paper choose the appropriate Cobb-Douglas function which gives optimal combination of inputs, that is, the combination that enables it to produce the desired level of output with minimum cost and hence with maximum profitability for some selected manufacturing industries of Bangladesh over the period 1978-79 to 2011-2012. The estimated results shows that the estimates of both capital and labor elasticity of Cobb-Douglas production function with additive errors are more efficient than those estimates of Cobb-Douglas production function with multiplicative errors.
International Academic Press
2015-02-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150308
10.19139/soic.v3i1.120
Statistics, Optimization & Information Computing; Vol 3 No 1 (2015); 96-104
2310-5070
2311-004X
10.19139/soic.31
eng
http://www.iapress.org/index.php/soic/article/view/20150308/186
oai:ojs.localhost:article/121
2022-01-21T16:24:05Z
soic:ART
Image reconstruction from incomplete convolution data via total variation regularization
Shen, Zhida
Geng, Zhe
Yang, Junfeng
Variational models with Total Variation (TV) regularization have long been known to preserve image edges and produce high quality reconstruction. On the other hand, recent theory on compressive sensing has shown that it is feasible to accurately reconstruct images from a few linear measurements via TV regularization. However, in general TV models are difficult to solve due to the nondifferentiability and the universal coupling of variables. In this paper, we propose the use of alternating direction method for image reconstruction from highly incomplete convolution data, where an image is reconstructed as a minimizer of an energy function that sums a TV term for image regularity and a least squares term for data fitting. Our algorithm, called RecPK, takes advantage of problem structures and has an extremely low per-iteration cost. To demonstrate the efficiency of RecPK, we compare it with TwIST, a state-of-the-art algorithm for minimizing TV models. Moreover, we also demonstrate the usefulness of RecPK in image zooming.
International Academic Press
2015-02-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150301
10.19139/soic.v3i1.121
Statistics, Optimization & Information Computing; Vol 3 No 1 (2015); 1-14
2310-5070
2311-004X
10.19139/soic.31
eng
http://www.iapress.org/index.php/soic/article/view/20150301/179
oai:ojs.localhost:article/122
2022-01-21T16:24:05Z
soic:ART
Adaptive Proximal Point Algorithms for Total Variation Image Restoration
Chen, Ying
Wu, Jian
Yu, Gaohang
Image restoration is a fundamental problem in various areas of imaging sciences. This paper presents a class of adaptive proximal point algorithms (APPA) with contraction strategy for total variational image restoration. In each iteration, the proposed methods choose an adaptive proximal parameter matrix which is not necessary symmetric. In fact, there is an inner extrapolation in the prediction step, which is followed by a correction step for contraction. And the inner extrapolation is implemented by an adaptive scheme. By using the framework of contraction method, global convergence result and a convergence rate of O(1/N) could be established for the proposed methods. Numerical results are reported to illustrate the efficiency of the APPA methods for solving total variation image restoration problems. Comparisons with the state-of-the-art algorithms demonstrate that the proposed methods are comparable and promising.
International Academic Press
2015-02-21
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150302
10.19139/soic.v3i1.122
Statistics, Optimization & Information Computing; Vol 3 No 1 (2015); 15-29
2310-5070
2311-004X
10.19139/soic.31
eng
http://www.iapress.org/index.php/soic/article/view/20150302/180
oai:ojs.localhost:article/124
2022-01-21T16:24:05Z
soic:ART
A note on the inertial proximal point method
Mu, Zhenguo
Peng, Yang
Proximal point method (PPM)
inertial PPM
maximal monotone operator
alternating inertial PPM.
65K05
65K10
65J22
90C25
The proximal point method (PPM) for solving maximal monotone operator inclusion problem is a highly powerful tool for algorithm design, analysis and interpretation. To accelerate convergence of the PPM, inertial PPM (iPPM) was proposed in the literature. In this note, we point out that some of the attractive properties of the PPM, e.g., the generated sequence is contractive with the set of solutions, do not hold anymore for iPPM. To partially inherit the advantages of the PPM and meanwhile incorporate inertial extrapolation steps, we propose an iPPM with alternating inertial steps. Our analyses show that the even subsequence generated by the proposed iPPM is contractive with the set of solutions. Moreover, we establish global convergence result under much relaxed conditions on the inertial extrapolation stepsizes, e.g., monotonicity is no longer needed and the stepsizes are significantly enlarged compared to existing methods. Furthermore, we establish certain $o(1/k)$ convergence rate results, where $k$ denotes the iteration counter. These features are new to inertial type PPMs.
International Academic Press
2015-08-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150904
10.19139/soic.v3i3.124
Statistics, Optimization & Information Computing; Vol 3 No 3 (2015); 241-248
2310-5070
2311-004X
10.19139/soic.v3i3
eng
http://www.iapress.org/index.php/soic/article/view/20150904/168
oai:ojs.localhost:article/131
2022-01-21T16:24:05Z
soic:ART
Construction of exact solutions to the modified forms of DP and CH equations by analytical methods
Manafian Heris, Jalil
Shahabi, Reza
Asadpour, Mohammad
Zamanpour, Isa
Jalali, Jalal
The generalized (G’/G)-expansion method
tanh-coth method
Modified forms of Degasperis–Procesi
Camassa–Holm equations
Solitary wave solutions
Solitons
35Dxx
In this work, we establish the exact solutions to the modified forms of Degasperis–Procesi (DP) and Camassa–Holm (CH) equations. The generalized (G’/G)-expansion and generalized tanh-coth methods were used to construct solitary wave solutions of nonlinear evolution equations. The generalized (G’/G)-expansion method presents a wider applicability for handling nonlinear wave equations. It is shown that the (G’/G)-expansion method, with the help of symbolic computation, provides a straightforward and powerful mathematical tool for solving nonlinear evolution equations in mathematical physics.
International Academic Press
2015-11-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20151203
10.19139/soic.v3i4.131
Statistics, Optimization & Information Computing; Vol 3 No 4 (2015); 336-347
2310-5070
2311-004X
10.19139/soic.v3i4
eng
http://www.iapress.org/index.php/soic/article/view/20151203/164
oai:ojs.localhost:article/132
2022-01-21T16:24:05Z
soic:ART
Minimax-robust prediction problem for stochastic sequences with stationary increments and cointegrated sequences
Luz, Maksym
Moklyachuk, Mikhail
Stochastic sequence with stationary increments
cointegrated sequence
minimax-robust estimate
mean square error
least favorable spectral density
minimax-robust spectral characteristic
60G12
60G25
62M20
The problem of optimal estimation of the linear functionals $A {\xi}=\sum_{k=0}^{\infty}a (k)\xi(k)$ and $A_N{\xi}=\sum_{k=0}^{N}a (k)\xi(k)$ which depend on the unknown values of a stochastic sequence $\xi(m)$ with stationary $n$th increments is considered. Estimates are obtained which are based on observations of the sequence $\xi(m)+\eta(m)$ at points of time $m=-1,-2,\ldots$, where the sequence $\eta(m)$ is stationary and uncorrelated with the sequence $\xi(m)$. Formulas for calculating the mean-square errors and spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral densities of the sequences $\xi(m)$ and $\eta(m)$ are exactly known. These results are applied for solving extrapolation problem for cointegrated sequences. In the case where spectral densities of the sequences are not known exactly, but sets of admissible spectral densities are given, the minimax-robust method of estimation is applied. Formulas that determine the least favorable spectral densities and minimax spectral characteristics are proposed for some special classes of admissible densities.
International Academic Press
2015-05-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150604
10.19139/soic.v3i2.132
Statistics, Optimization & Information Computing; Vol 3 No 2 (2015); 160-188
2310-5070
2311-004X
10.19139/soic.v3i2
eng
http://www.iapress.org/index.php/soic/article/view/20150604/176
oai:ojs.localhost:article/133
2022-01-21T16:24:05Z
soic:ART
Two new bivariate zero-inflated generalized Poisson distributions with a flexible correlation structure
Zhang, Chi
Tian, Guoliang
Huang, Xifen
Bivariate generalized Poisson distribution
Expectation–maximization algorithm
Newton–Raphson algorithm
Over-dispersion
Zero-inflated generalized Poisson distribution.
62Exx
60E05
To model correlated bivariate count data with extra zero observations, this paper proposes two new bivariate zero-inflated generalized Poisson (ZIGP) distributions by incorporating a multiplicative factor (or dependency parameter) λ, named as Type I and Type II bivariate ZIGP distributions, respectively. The proposed distributions possess a flexible correlation structure and can be used to fit either positively or negatively correlated and either over- or under-dispersed count data, comparing to the existing models that can only fit positively correlated count data with over-dispersion. The two marginal distributions of Type I bivariate ZIGP share a common parameter of zero inflation while the two marginal distributions of Type II bivariate ZIGP have their own parameters of zero inflation, resulting in a much wider range of applications. The important distributional properties are explored and some useful statistical inference methods including maximum likelihood estimations of parameters, standard errors estimation, bootstrap confidence intervals and related testing hypotheses are developed for the two distributions. A real data are thoroughly analyzed by using the proposed distributions and statistical methods. Several simulation studies are conducted to evaluate the performance of the proposed methods.
International Academic Press
2015-05-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150601
10.19139/soic.v3i2.133
Statistics, Optimization & Information Computing; Vol 3 No 2 (2015); 105-137
2310-5070
2311-004X
10.19139/soic.v3i2
eng
http://www.iapress.org/index.php/soic/article/view/20150601/173
oai:ojs.localhost:article/135
2022-01-21T16:24:05Z
soic:ART
Solve thermal explosion model by central difference and Newton iteration method
Wang, Xijian
Zeng, Tonghua
Thermal explosion equation · Central difference method · Nonlinear system of equations · Newton iteration method · Convergence order
65N06
65H10
In this paper, the general equation form of a thermal explosion in a vessel with boundary values is firstly presented, later the central difference method and Newton iteration method are used to solve the relevant partial differential equations in one-dimensional and two-dimensional forms, finally the order of convergence of the numerical scheme is verified by numerical experiments and the experiment results are provided.
International Academic Press
2015-05-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150606
10.19139/soic.v3i2.135
Statistics, Optimization & Information Computing; Vol 3 No 2 (2015); 197-205
2310-5070
2311-004X
10.19139/soic.v3i2
eng
http://www.iapress.org/index.php/soic/article/view/20150606/178
oai:ojs.localhost:article/137
2022-01-21T16:24:05Z
soic:ART
A Central Limit Theorem for the Volumes of High Excursions of Stationary Associated Random Fields
Demichev, Vadim
Olszewski, Judith Sarah
Association
excursion set
central limit theorem
Gaussian random field
shot-noise.
Probability theory and stochastic processes
We prove that under certain conditions the excursion sets volumes of stationary positively associated random fields converge after rescaling to the normal distribution as the excursion level and the size of the observation window grow. In addition, we provide a number of examples.
International Academic Press
2015-05-12
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150602
10.19139/soic.v3i2.137
Statistics, Optimization & Information Computing; Vol 3 No 2 (2015); 138-146
2310-5070
2311-004X
10.19139/soic.v3i2
eng
http://www.iapress.org/index.php/soic/article/view/20150602/174
oai:ojs.localhost:article/139
2022-01-21T16:24:05Z
soic:ART
Mathematical Programming Based on Sufficient Optimality Conditions and Higher Order Exponential Type Generalized Invexities
Verma, Ram
second order invexity
sufficient optimaity conditions
optimal solution
90C30
90C32
90C34
First, a class of comprehensive higher order exponential type generalized $B$-($b,$ $\rho,$ $\eta,$ $\omega,$ $\theta,$ $\tilde{p},$ $\tilde{r},$ $\tilde{s}$)-invexities is introduced, which encompasses most of the existing generalized invexity concepts in the literature, including the Antczak type first order $B$-($b,$ $\eta,$ $\tilde{p},$ $\tilde{r}$)-invexities as well as the Zalmai type $(\alpha,$ $\beta,$ $\gamma,$ $\eta,$ $\rho,$ $\theta$)-invexities, and then a wide range of parametrically sufficient optimality conditions leading to the solvability for discrete minimax fractional programming problems are established with some other related results. To the best of our knowledge, the obtained results are new and general in nature relating the investigations on generalized higher order exponential type invexities.
International Academic Press
2015-08-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150907
10.19139/soic.v3i3.139
Statistics, Optimization & Information Computing; Vol 3 No 3 (2015); 276-293
2310-5070
2311-004X
10.19139/soic.v3i3
eng
http://www.iapress.org/index.php/soic/article/view/20150907/171
oai:ojs.localhost:article/140
2022-01-21T16:24:05Z
soic:ART
Accurate, Fast and Noiseless Image Binarization
Al-Khawand, Wassim
Kadry, Seifedine
Bozzo, Riccardo
Smaili, Khaled
Image binarization
grayscale image
OCR application
Container Number.
94A08
68U10
In this paper, we present an accurate, swift and noiseless image binarization technique that was tested on real life back side container images. Our approach consists of transferring a colored image into grayscale, then to construct the histogram which will be divided into group of colors and after that, the foreground -that can be darker or lighter than the background- will be automatically identified and finally, the foreground boundaries will be assiduously enhanced before creating the binarized image. The average processing time of our proposed method is less than 8 milliseconds which makes it highly suitable for real life multi-user applications.
International Academic Press
2016-02-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160304
10.19139/soic.v4i1.140
Statistics, Optimization & Information Computing; Vol 4 No 1 (2016); 42-56
2310-5070
2311-004X
10.19139/soic.v4i1
eng
http://www.iapress.org/index.php/soic/article/view/20160304/226
oai:ojs.localhost:article/143
2022-01-21T16:24:05Z
soic:ART
A novel approach in Multi-hop networks technology with the ratio distribution of two Hyper-Erlang random variables
Kadri, Therrar
Smaili, Khaled
Kadry, Seifedine
Ratio Distribution
Hyper-Erlang Distribution
Erlang Distrib- ution
Generalized-F Distribution
Log-logistic Distribution
Probability Den- sity Function
Survivor function
Moment Generating Function.
62E15
60E10
The distribution of ratio of two random variables has been studied by several authors especially when the two random variables are independent and come from the same family. In this paper, the exact distribution of the ratio of two independent Hyper-Erlang distribution is derived. However, closed expressions of the probability density, cumulative distribution function, reliability function, hazard function, moment generating function and the rth moment are found for this ratio distribution and proved to be a linear combination of the Generalized-F distribution. Finally, we will apply our results to real life application in analyzing the performance of wireless communication systems.
International Academic Press
2015-11-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20151201
10.19139/soic.v3i4.143
Statistics, Optimization & Information Computing; Vol 3 No 4 (2015); 312-321
2310-5070
2311-004X
10.19139/soic.v3i4
eng
http://www.iapress.org/index.php/soic/article/view/20151201/162
oai:ojs.localhost:article/144
2022-01-21T16:24:05Z
soic:ART
Multiobjective approach to optimal control for a dengue transmission model
Denysiuk, Roman
Rodrigues, Helena Sofia
Monteiro, M. Teresa T.
Costa, Lino
Espírito Santo, Isabel
Torres, Delfim F. M.
Mathematical biosciences
dengue
mathematical modeling
multiobjective optimization
optimal control.
90C29
92D30
During the last decades, the global prevalence of dengue progressed dramatically. It is a disease which is now endemic in more than one hundred countries of Africa, America, Asia and the Western Pacific. This study addresses a mathematical model for the dengue disease transmission and finding the most effective ways of controlling the disease. The model is described by a system of ordinary differential equations representing human and vector dynamics. Multiobjective optimization is applied to find the optimal control strategies, considering the simultaneous minimization of infected humans and costs due to insecticide application. The obtained results show that multiobjective optimization is an effective tool for finding the optimal control. The set of trade-off solutions encompasses a whole range of optimal scenarios, providing valuable information about the dynamics of infection transmissions. The results are discussed for different values of model parameters.During the last decades, the global prevalence of dengue progressed dramatically.It is a disease which is now endemic in more than one hundred countries of Africa,America, Asia and the Western Pacific. This study addresses a mathematical modelfor the dengue disease transmission and finding the most effective waysof controlling the disease. The model is described by a system of ordinarydifferential equations representing human and vector dynamics. Multiobjectiveoptimization is applied to find the optimal control strategies, consideringthe simultaneous minimization of infected humans and costs due to insecticide application.The obtained results show that multiobjective optimization is an effective toolfor finding the optimal control. The set of trade-off solutions encompassesa whole range of optimal scenarios, providing valuable information about thedynamics of infection transmissions. The results are discussed for differentvalues of model parameters.
International Academic Press
2015-08-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150901
10.19139/soic.v3i3.144
Statistics, Optimization & Information Computing; Vol 3 No 3 (2015); 206-220
2310-5070
2311-004X
10.19139/soic.v3i3
eng
http://www.iapress.org/index.php/soic/article/view/20150901/165
oai:ojs.localhost:article/145
2022-01-21T16:24:05Z
soic:ART
Two-Step Semidefinite Programming approach to clustering and dimensionality reduction
Macedo, Eloisa
Data Mining
Clustering
PCA
Semidefinite Programming
62H25
62H30
90C22
90C59
Inspired by the recently proposed statistical technique called clustering and disjoint principal component analysis (CDPCA), we present in this paper a new algorithm for clustering objects and dimensionality reduction, based on Semidefinite Programming (SDP) models. The Two-Step-SDP algorithm is based on SDP relaxations of two clustering problems and on a K-means step in a reduced space. The Two-Step-SDP algorithm was implemented and tested in R, a widely used open source software. Besides returning clusters of both objects and attributes, the Two-Step-SDP algorithm returns the variance explained by each component and the component loadings. The numerical experiments on different data sets show that the algorithm is quite efficient and fast. Comparing to other known iterative algorithms for clustering, namely, the K-means and ALS algorithms, the computational time of the Two-Step-SDP algorithm is comparable to the K-means algorithm, and it is faster than the ALS algorithm.
International Academic Press
2015-08-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150908
10.19139/soic.v3i3.145
Statistics, Optimization & Information Computing; Vol 3 No 3 (2015); 294-311
2310-5070
2311-004X
10.19139/soic.v3i3
eng
http://www.iapress.org/index.php/soic/article/view/20150908/172
oai:ojs.localhost:article/146
2022-01-21T16:24:05Z
soic:ART
Estimation Procedure for Reduced Rank Regression, PLSSVD
Álvarez, Willín
Griffin, Victor John
Reduced Rank Multivariate Regression PLSSVD
Partial Least Squares
Singular Value Decomposition
Multicollinearity
reduced rank
62H25
65F22
This paper presents a procedure for coefficient estimation in a multivariate regression model of reduced rank in the presence of multicollinearity. The procedure permits the prediction of the dependent variables taking advantage of both Partial Least Squares (PLS) and Singular Value Decomposition (SVD) methods, which is denoted by PLSSVD. Global variability indices and prediction error sums are used to compare the results obtained by classical regression with reduced rank (OLSSVD) and the PLSSVD procedure when applied to examples with different grades of multicollinearity (severe, moderate and low). In addition, simulations to compare the methods were performed with different sample sizes under four scenarios. The new PLSSVD method is shown to be more effective when the multicollinearity is severe and especially for small sample sizes.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160602
10.19139/soic.v4i2.146
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 107-117
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160602/244
oai:ojs.localhost:article/149
2022-01-21T16:24:05Z
soic:ART
Interpolation Problem for Stationary Sequences with Missing Observations
Moklyachuk, Mikhail
Sidei, Maria
Stationary sequence
mean square error
minimax-robust estimate
least favorable spectral density
minimax spectral characteristic
60G10
60G25
60G35
62M20
93E10
93E11
The problem of the mean-square optimal estimation of the linear functional $A_s\xi=\sum\limits_{l=0}^{s-1}\sum\limits_{j=M_l}^{M_l+N_{l+1}}a(j)\xi(j),$ $M_l=\sum\limits_{k=0}^l (N_k+K_k),$ \, $N_0=K_0=0,$ which depends on the unknown values of a stochastic stationary sequence $\xi(k)$ from observations of the sequence at points of time $j\in\mathbb{Z}\backslash S $, $S=\bigcup\limits_{l=0}^{s-1}\{ M_{l}, M_{l}+1, \ldots, M_{l}+N_{l+1} \}$ is considered. Formulas for calculating the mean-square error and the spectral characteristic of the optimal linear estimate of the functional are derived under the condition of spectral certainty, where the spectral density of the sequence $\xi(j)$ is exactly known. The minimax (robust) method of estimation is applied in the case where the spectral density is not known exactly, but sets of admissible spectral densities are given. Formulas that determine the least favorable spectral densities and the minimax spectral characteristics are derived for some special sets of admissible densities.
International Academic Press
2015-08-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20150906
10.19139/soic.v3i3.149
Statistics, Optimization & Information Computing; Vol 3 No 3 (2015); 259-275
2310-5070
2311-004X
10.19139/soic.v3i3
eng
http://www.iapress.org/index.php/soic/article/view/20150906/170
oai:ojs.localhost:article/151
2022-01-21T16:24:05Z
soic:ART
A Trivial Linear Discriminant Function
Shinmura, Shuichi
Fisher’s Linear Discriminant Function (Fisher’s LDF)
Logistic Regression
Quadratic Discriminant Function (QDF)
Regulalized Discriminant Analysis (RDA)
Support Vector Machine (SVM)
Number of Misclassifications (NM)
Minimum NM (MNM)
Revised IP-OLDF
AMS2010 subject classisications 62J07
90C08
68R05
In this paper, we focus on the new model selection procedure of the discriminant analysis. Combining re-sampling technique with k-fold cross validation, we develop a k-fold cross validation for small sample method. By this breakthrough, we obtain the mean error rate in the validation samples (M2) and the 95\% confidence interval (CI) of discriminant coefficient. Moreover, we propose the model selection procedure in which the model having a minimum M2 was chosen to the best model. We apply this new method and procedure to the pass/ fail determination of exam scores. In this case, we fix the constant =1 for seven linear discriminant functions (LDFs) and several good results were obtained as follows: 1) M2 of Fisher's LDF are over 4.6\% worse than Revised IP-OLDF. 2) A soft-margin SVM for penalty c=1 (SVM1) is worse than another mathematical programming (MP) based LDFs and logistic regression . 3) The 95\% CI of the best discriminant coefficients was obtained. Seven LDFs except for Fisher's LDF are almost the same as a trivial LDF for the linear separable model. Furthermore, if we choose the median of the coefficient of seven LDFs except for Fisher's LDF, those are almost the same as the trivial LDF for the linear separable model.
International Academic Press
2015-11-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20151202
10.19139/soic.v3i4.151
Statistics, Optimization & Information Computing; Vol 3 No 4 (2015); 322-335
2310-5070
2311-004X
10.19139/soic.v3i4
eng
http://www.iapress.org/index.php/soic/article/view/20151202/163
oai:ojs.localhost:article/160
2022-01-21T16:24:05Z
soic:ART
Matrix Factorizations based on induced norms
Choulakian, Vartan Ohanes
Holder inequality
biconjugate decomposition
SVD
GSVD
induced norms
centroid decomposition
taxicab decomposition
transition formulas
duality diagram
multidimensional scaling.
62H25
We decompose a matrix Y into a sum of bilinear terms in a stepwise manner, by considering Y as a mapping between two finite dimensional Banach spaces. We provide transition formulas, and represent them in a duality diagram, thus generalizing the well known duality diagram in the french school of data analysis. As an application, we introduce a family of Euclidean multidimensional scaling models.
International Academic Press
2016-02-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160301
10.19139/soic.v4i1.160
Statistics, Optimization & Information Computing; Vol 4 No 1 (2016); 1-14
2310-5070
2311-004X
10.19139/soic.v4i1
eng
http://www.iapress.org/index.php/soic/article/view/20160301/224
oai:ojs.localhost:article/166
2022-01-21T16:24:05Z
soic:ART
Relaxed resolvent operator for solving a variational inclusion problem
Ahmad, Iqbal
Rahaman, Mijanur
Ahmad, Rais
Relaxed
Inclusion
Space
Algorithm
Lipschitz.
47N10
47J22
49J40.
In this paper, we introduce a new resolvent operator and we call it relaxed resolvent operator. We prove that relaxed resolvent operator is single-valued and Lipschitz continuous and finally we appropriate the solution of a variational inclusion problem in Hilbert spaces by defining an iterative algorithm based on relaxed resolvent operator. A few concepts like Lipschitz continuity and strong monotonicity are used to prove the main result of this paper. Thus, no strong conditions are used. Some examples are constructed.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160609
10.19139/soic.v4i2.166
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 183-193
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160609/240
oai:ojs.localhost:article/167
2022-01-21T16:24:05Z
soic:ART
A cubic B-spline Galerkin approach for the numerical simulation of the GEW equation
Karakoç, S. Battal Gazi
Zeybek, Halil
Galerkin Method
Finite Element Method
GEW Equation
Cubic B-spline
Solitary Waves
41A15
65N30
76B25
The generalized equal width (GEW) wave equation is solved numerically by using lumped Galerkin approach with cubic B-spline functions. The proposed numerical scheme is tested by applying two test problems including single solitary wave and interaction of two solitary waves. In order to determine the performance of the algorithm, the error norms L2 and L∞ and the invariants I1, I2 and I3 are calculated. For the linear stability analysis of the numerical algorithm, von Neumann approach is used. As a result, the obtained findings show that the presented numerical scheme is preferable to some recent numerical methods.
International Academic Press
2016-02-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160303
10.19139/soic.v4i1.167
Statistics, Optimization & Information Computing; Vol 4 No 1 (2016); 30-41
2310-5070
2311-004X
10.19139/soic.v4i1
eng
http://www.iapress.org/index.php/soic/article/view/20160303/225
oai:ojs.localhost:article/171
2022-01-21T16:24:05Z
soic:ART
Second-order optimality and duality in vector optimization over cones
Suneja, Surjeet Kaur
Sharma, Sunila
Kapoor, Malti
vector optimization over cones
second-order cone-convexity
second-order optimality conditions
second-order duality.
90C26
90C29
90C46.
In this paper, we introduce the notion of a second-order cone- convex function involving second-order directional derivative. Also, second-order cone-pseudoconvex, second-order cone-quasiconvex and other related functions are defined. Second-order optimality and Mond-Weir type duality results are derived for a vector optimization problem over conesnusing the introduced classes of functions.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160607
10.19139/soic.v4i2.171
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 163-173
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160607/246
oai:ojs.localhost:article/172
2022-01-21T16:24:05Z
soic:ART
Filtering Problem for Functionals of Stationary Sequences
Moklyachuk, Mikhail
Luz, Maksym
Stationary stochastic sequence
optimal linear mean-square estimate
mean square error
least favorable spectral density
minimax-robust estimate
minimax-robust spectral characteristi
60G10
60G25
60G35
62M20
93E10
93E11
In this paper, we consider the problem of the mean-square optimal linear estimation of functionals which depend on the unknown values of a stationary stochastic sequence from observations with noise. In the case of spectral certainty in which the spectral densities of the sequences are exactly known, we propose formulas for calculating the spectral characteristic and value of the mean-square error of the estimate by using the Fourier coefficients of some functions from the spectral densities. When the spectral densities are not exactly known but a class of admissible spectral densities is given, the minimax-robust method of estimation is applied. Formulas for determining the least favourable spectral densities and the minimax-robust spectral characteristics of the optimal estimates of the functionals are proposed for some specific classes of admissible spectral densities.
International Academic Press
2016-02-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160306
10.19139/soic.v4i1.172
Statistics, Optimization & Information Computing; Vol 4 No 1 (2016); 68-83
2310-5070
2311-004X
10.19139/soic.v4i1
eng
http://www.iapress.org/index.php/soic/article/view/20160306/227
oai:ojs.localhost:article/173
2022-01-21T16:24:05Z
soic:SR
Minimax-Robust Estimation Problems for Stationary Stochastic Sequences
Moklyachuk, Mikhail
Stochastic sequence
minimax-robust estimate
mean square error
least favourable spectral density
minimax-robust spectral characteristic
60G10
60G25
60G35
62M20
93E10
93E11
This survey provides an overview of optimal estimation of linear functionals which depend on the unknown values of a stationary stochastic sequence. Based on observations of the sequence without noise as well as observations of the sequence with a stationary noise, estimates could be obtained. Formulas for calculating the spectral characteristics and the mean-square errors of the optimal estimates of functionals are derived in the case of spectral certainty, where spectral densities of the sequences are exactly known. In the case of spectral uncertainty, where spectral densities of the sequences are not known exactly while sets of admissible spectral densities are given, the minimax-robust method of estimation is applied. Formulas that determine the least favourable spectral densities and the minimax spectral characteristics of estimates are presented for some special classes of admissible spectral densities.
International Academic Press
2015-11-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20151204
10.19139/soic.v3i4.173
Statistics, Optimization & Information Computing; Vol 3 No 4 (2015); 348-419
2310-5070
2311-004X
10.19139/soic.v3i4
eng
http://www.iapress.org/index.php/soic/article/view/20151204/161
oai:ojs.localhost:article/175
2022-01-21T16:24:05Z
soic:ART
Optimality and duality in set-valued optimization using higher-order radial derivatives
Yu, Guolin
Kong, Xiangyu
Radial derivative
Optimality conditions
Set-valued optimization
Weak minimizer
Duality
90C29
90C46
26B25
This paper is devoted to the study of optimality conditions and duality theory for a set-valued optimization problem. by using the higher-order radial derivative of a set-valued map, we establish Fritz John and Kuhn-Tucker types necessary and sufficient optimality conditions for a weak minimizer of a set-valued optimization problem under the assumption that set-valued maps in the formulation of objective and constraint maps are near cone-subconvexlike. As an application of the optimality conditions, we prove weak, strong and converse duality theorems for Mond-Weir and Wolfe types dual problems.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160606
10.19139/soic.v4i2.175
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 154-162
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160606/236
oai:ojs.localhost:article/178
2022-01-21T16:24:05Z
soic:ART
The Best Model of the Swiss Banknote Data -Validation by the 95% CI of coefficients and t-test of discriminant scores
Shinmura, Shuichi
Best Model
Fisher’s Linear Discriminant Function (Fisher’s LDF)
Logistic Regression
Support Vector Machine (SVM)
Revised IP-OLDF.
62G09
62H30
68R05
90C05
90C08
90C11
90C20
The discriminant analysis is not the inferential statistics since there are no equations for standard error (SE) of error rate and discriminant coefficient based on the normal distribution. In this paper, we proposed the “k-fold cross validation for small sample” and can obtain the 95% confidence interval (CI) of error rates and discriminant coefficients. This method is the computer-intensive approach by statistical and mathematical programming (MP) software such as JMP and LINGO. By the proposed approach, we can choose the best model with the minimum mean of error rate in the validation samples (Minimum M2 Standard). In this research, we examine the sixteen linear separable models of Swiss banknote data by eight linear discriminant functions (LDFs). M2 of the best model of Revised IP-OLDF is the smallest value of all models. We find all coefficients of six Revised IP-OLDF among sixteen models rejected by the 95% CI of discriminant coefficients (Discriminant coefficient standard). We compare t-values of the discriminant scores. The t-value of the best model has the maximum values among sixteen models (Maximum t-value Standard). Moreover, we can conclude that all standards support the best model of Revised IP-OLDF.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160603
10.19139/soic.v4i2.178
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 118-131
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160603/238
oai:ojs.localhost:article/183
2022-01-21T16:24:05Z
soic:ART
Morgenstern type bivariate Lindley Distribution
Vaidyanathan, V S
Varghese, A, Sharon
Farlie-Gumbel-Morgenstern family
maximum likelihood estimation
mean residual life
vector hazard rate
vitality function
60E05
In this paper, a bivariate Lindley distribution using Morgenstern approach is proposed which can be used for modeling bivariate life time data. Some characteristics of the distribution like moment generating function, joint moments, Pearson correlation coefficient, survival function, hazard rate function, mean residual life function, vitality function and stress-strength parameter R=Pr(Y<X), are derived. The conditions under which the proposed distribution is an increasing (decreasing) failure rate distribution and positive (negative) quadrant dependent is discussed. Also, the method of estimating model parameters and stress-strength parameter by maximum likelihood is elucidated. Numerical illustration using simulated data is carried out to access the estimates in terms of mean squared error and relative absolute bias.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160604
10.19139/soic.v4i2.183
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 132-146
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160604/242
oai:ojs.localhost:article/188
2022-01-21T16:24:05Z
soic:ART
Generalized Second-Order Parametric Optimality Conditions in Semiinfinite Discrete Minmax Fractional Programming and Second-Order Univexity
Verma, Ram
Zalmai, G.
Semiinfinite discrete minmax fractional programming
Generalized sufficient optimality conditions
Generalized second-order (F
β
ϕ
ρ
θ
m)-univex functions
90C26
90C30
90C32
90C46
90C47
This paper deals with mainly establishing numerous sets of generalized second order paramertic sufficient optimality conditions for a semiinfinite discrete minmax fractional programming problem, while the results on semiinfinite discrete minmax fractional programming problem achieved based on some partitioning schemes under various types of generalized second order univexity assumptions.
International Academic Press
2016-02-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160302
10.19139/soic.v4i1.188
Statistics, Optimization & Information Computing; Vol 4 No 1 (2016); 15-29
2310-5070
2311-004X
10.19139/soic.v4i1
eng
http://www.iapress.org/index.php/soic/article/view/20160302/231
oai:ojs.localhost:article/190
2022-01-21T16:24:05Z
soic:ART
Memetic Algorithm and its Application to the Arrangement of Exam Timetable
Huang, Wenhua
Yi, Guisheng
He, Sulan
Memetic Algorithm
Timetabling
Genetic Algorithm
Simulated Annealing Algorithm
68W01
This paper looks at Memetic Algorithm for solving timetabling problems. We present a new memetic algorithm which consists of global search algorithm and local search algorithm. In the proposed method, a genetic algorithm is chosen for global search algorithm while a simulated annealing algorithm is used for local search algorithm. In particular, we could get an optimal solution through the .NET with the real data of JiangXi Normal University. Experimental results show that the proposed algorithm can solve the university exam timetabling problem efficiently.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160605
10.19139/soic.v4i2.190
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 147-153
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160605/237
oai:ojs.localhost:article/192
2022-01-21T16:24:05Z
soic:ART
Efficient Experimental Design Strategies in Toxicology and Bioassay
O'Brien, Timothy E.
Goodness-of-Fit
Logistic Regression
Nonlinear Model
Optimal Design
Relative Potency
Robustness
62J02
62J12
62K05
Modelling in bioassay often uses linear or nonlinear logistic regression models, and relative potency is often the focus when two or more compounds are to be compared. Estimation in these settings is typically based on likelihood methods. Here, we focus on the 3-parameter model representation given in Finney (1978) in which the relative potency is a model parameter. Using key matrix results and the general equivalence theorem of Kiefer & Wolfowitz (1960), this paper establishes key design properties of the optimal design for relative potency using this model. We also highlight aspects of subset designs for the relative potency parameter and extend geometric designs to efficient design settings of bioassay. These latter designs are thus useful for both parameter estimation and checking for goodness-of-fit. A typical yet insightful example is provided from the field of toxicology to illustrate our findings.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160601
10.19139/soic.v4i2.192
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 99-106
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160601/234
oai:ojs.localhost:article/201
2022-01-21T16:24:05Z
soic:ART
Two-Step Proximal Gradient Algorithm for Low-Rank Matrix Completion
Wang, Qiuyu
Cao, Wenjiao
Jin, Zhengfen
Matrix nuclear norm minimization
Matrix completion
Proximal gradient algorithm
Singular value decomposition
90C30
65K05
90C06
90C25
In this paper, we propose a two-step proximal gradient algorithm to solve nuclear norm regularized least squares for the purpose of recovering low-rank data matrix from sampling of its entries. Each iteration generated by the proposed algorithm is a combination of the latest three points, namely, the previous point, the current iterate, and its proximal gradient point. This algorithm preserves the computational simplicity of classical proximal gradient algorithm where a singular value decomposition in proximal operator is involved. Global convergence is followed directly in the literature. Numerical results are reported to show the efficiency of the algorithm.
International Academic Press
2016-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160608
10.19139/soic.v4i2.201
Statistics, Optimization & Information Computing; Vol 4 No 2 (2016); 174-182
2310-5070
2311-004X
10.19139/soic.v4i2
eng
http://www.iapress.org/index.php/soic/article/view/20160608/243
oai:ojs.localhost:article/204
2022-01-21T16:24:05Z
soic:ART
A Splitting-based Iterative Method for Sparse Reconstruction
Kang, Liquan
Chen, Ying
Yu, Zefeng
Wu, Heng
Zheng, Zijun
Niu, Shanzhou
Compressed sensing
Sparse reconstruction
ℓ1-norm regularized minimization
Variable splitting
Convergence
68U10
90C30
In this paper, we study a ℓ1-norm regularized minimization method for sparse solution recovery in compressed sensing and X-ray CT image reconstruction. In the proposed method, an alternating minimization algorithm is employed to solve the involved ℓ1-norm regularized minimization problem. Under some suitable conditions, the proposed algorithm is shown to be globally convergent. Numerical results indicate that the presented method is effective and promising.
International Academic Press
2016-02-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160305
10.19139/soic.v4i1.204
Statistics, Optimization & Information Computing; Vol 4 No 1 (2016); 57-67
2310-5070
2311-004X
10.19139/soic.v4i1
eng
http://www.iapress.org/index.php/soic/article/view/20160305/229
oai:ojs.localhost:article/205
2022-01-21T16:24:05Z
soic:ART
An improved partial bundle method for linearly constrained minimax problems
Tang, Chunming
Chen, Huangyue
Jian, Jinbao
Minimax problems
Bundle method
Partial cutting-planes model
Global convergence
Subgradient aggregation
90C30
49M30
In this paper, we propose an improved partial bundle method for solving linearly constrained minimax problems. In order to reduce the number of component function evaluations, we utilize a partial cutting-planes model to substitute for the traditional one. At each iteration, only one quadratic programming subproblem needs to be solved to obtain a new trial point. An improved descent test criterion is introduced to simplify the algorithm. The method produces a sequence of feasible trial points, and ensures that the objective function is monotonically decreasing on the sequence of stability centers. Global convergence of the algorithm is established. Moreover, we utilize the subgradient aggregation strategy to control the size of the bundle and therefore overcome the difficulty of computation and storage. Finally, some preliminary numerical results show that the proposed method is effective.
International Academic Press
2016-02-28
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160307
10.19139/soic.v4i1.205
Statistics, Optimization & Information Computing; Vol 4 No 1 (2016); 84-98
2310-5070
2311-004X
10.19139/soic.v4i1
eng
http://www.iapress.org/index.php/soic/article/view/20160307/230
oai:ojs.localhost:article/207
2022-01-21T16:24:05Z
soic:ART
A Comparison of Compressed Sensing and Sparse Recovery Algorithms Applied to Simulation Data
Fan, Ya Ju
Kamath, Chandrika
Compressed sensing
exascale computing
sparse recovery
94Axx
68U20
The move toward exascale computing for scientific simulations is placing new demands on compression techniques. It is expected that the I/O system will not be able to support the volume of data that is expected to be written out. To enable quantitative analysis and scientific discovery, we are interested in techniques that compress high-dimensional simulation data and can provide perfect or near-perfect reconstruction. In this paper, we explore the use of compressed sensing (CS) techniques to reduce the size of the data before they are written out. Using large-scale simulation data, we investigate how the sufficient sparsity condition and the contrast in the data affect the quality of reconstruction and the degree of compression. We provide suggestions for the practical implementation of CS techniques and compare them with other sparse recovery methods. Our results show that despite longer times for reconstruction, compressed sensing techniques can provide near perfect reconstruction over a range of data with varying sparsity.
International Academic Press
2016-08-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160901
10.19139/soic.v4i3.207
Statistics, Optimization & Information Computing; Vol 4 No 3 (2016); 194-213
2310-5070
2311-004X
10.19139/soic.v4i3
eng
http://www.iapress.org/index.php/soic/article/view/20160901/254
oai:ojs.localhost:article/208
2022-01-21T16:24:05Z
soic:ART
Characterization of Generalized Invexity in Multiobjective Fractional Variational Problem
Kumar, Promila
Dagar, Jyoti
Sharma, Bharti
Multiobjective
Fractional
Vari- ational Problem
Pseudoinvexity
Ecient Solution
F-Fritz John Point
F-Kuhn-Tucker Point.
90C46
90C29.
In this article we define certain conditions on the functionals of multi-objective fractional variational problem in order that it becomes F-Kuhn Tucker pseudo invex or F-Fritz John pseudo invex. We also define F-KT and F-FJ points. Further, these problems are characterized such that all F-KT and F-FJ points become efficient solutions for the featured problem. An example is presented to verify the existence of F-KT point. A Parametric dual is proposed and various duality results are proved under the assumption of F-KT as well as F-FJ pseudo invexity.
International Academic Press
2016-12-07
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20161205
10.19139/soic.v4i4.208
Statistics, Optimization & Information Computing; Vol 4 No 4 (2016); 342-349
2310-5070
2311-004X
10.19139/soic.v4i4
eng
http://www.iapress.org/index.php/soic/article/view/20161205/267
oai:ojs.localhost:article/217
2022-01-21T16:24:05Z
soic:ART
On Size Biased Kumaraswamy Distribution
Sharma, Dreamlee
Chakrabarty, Tapan Kumar
Kumaraswamy distribution
size-biased distribution
quantile function
regularized beta function.
60E05
62F10
In this paper, we introduce and study the size-biased form of Kumaraswamy distribution. The Kumaraswamy distribution which has drawn considerable attention in hydrology and related areas was proposed by Kumarswamy. The new distribution is derived under sizebiased probability of sampling taking the weights as the variate values. Various distributional and characterizing properties of the model are studied. The methods of maximum likelihood and matching quantiles estimation are employed to estimate the parameters of the proposed model. Finally, we apply the proposed model to simulated and real data sets.
International Academic Press
2016-08-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160905
10.19139/soic.v4i3.217
Statistics, Optimization & Information Computing; Vol 4 No 3 (2016); 252-264
2310-5070
2311-004X
10.19139/soic.v4i3
eng
http://www.iapress.org/index.php/soic/article/view/20160905/253
oai:ojs.localhost:article/219
2022-01-21T16:24:05Z
soic:ART
A statistical model of macromolecules dynamics for Fluorescence Correlation Spectroscopy data analysis
Koroliouk, Dmitri
Koroliuk, Vladimir Semenovich
Nicolai, Eleonora
Bisegna, Paolo
Stella, Lorenzo
Rosato, Nicola
FCS
Brownian motion
Discrete Markov diffusion
Protein diffusion
60J70 62M05 92C45
In this paper, we propose a new mathematical model to describe the mechanisms of biological macromolecules interactions. Our model consists of a discrete stationary random sequence given by a solution of difference stochastic equation, characterized by a drift predictive component and by a diffusion term. The relative statistical estimations are very simple and effective, promising to be a good tool for the mathematical description of collective biological reactions. This paper presents the mathematical model and its verification on a simulated data set, obtained on the basis of the well-known Stokes-Einsteinmodel. In particular, we considered several mix of particles of different diffusion coefficient, respectively: D1=10 mm2/sec and D2=100 mm2/sec. The parameters evaluated by this new mathematical model on simulated data show good estimation accuracy, in comparison with the prior parameters used in the simulations. Furthermore, when analyzing the data for the mix of particles with different diffusion coefficient, the proposed model parameters (regression) and (square variance of the stochastic component) have a good discriminative ability for the molar fraction determination. In this paper, we propose a new mathematical model to describe the mechanisms of biological macromolecules interactions. Our model consists of a discrete stationary random sequence given by a solution of difference stochastic equation, characterized by a drift predictive component and by a diffusion term. The relative statistical estimations are very simple and effective, promising to be a good tool for mathematical description of collective biological reactions. This paper presents the mathematical model and its verification on simulated data set, obtained on the basis of the well-known Stokes-Einsteinmodel. In particular we considered several mix of particles of different diffusion coefficient, respectively: D1=10 mm2/sec and D2=100 mm2/sec. The parameters evaluated by this new mathematical model on simulated data, show good estimation accuracy, in comparison with the a-priori parameters used in the simulations. Furthermore, when analyzing the data for mix of particles with different diffusion coefficient, the proposed model parameters (regression) and (square variance of stochastic component) have a good discriminative ability for the molar fraction determination.
International Academic Press
2016-08-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160903
10.19139/soic.v4i3.219
Statistics, Optimization & Information Computing; Vol 4 No 3 (2016); 233-242
2310-5070
2311-004X
10.19139/soic.v4i3
eng
http://www.iapress.org/index.php/soic/article/view/20160903/249
oai:ojs.localhost:article/222
2022-01-21T16:24:05Z
soic:ART
A Criterion for Testing Hypothesis about Impulse Response Function
Rozora, Iryna
Kozachenko, Yu. V
Impulse response function
cross-correlogram
Hermite polynomials
large deviation probability
rate of convergence
criterion for testing hypothesis
45A05
60G15
41A10
In this paper a time-invariant continuous linear system with a real-valued impulse response function is considered. A new method for the estimator construction of the impulse response function is proposed. Two criteria on the shape of the impulse response function are given. In this paper a time-invariantcontinuous linear system with a real-valued impulse response function is considered. A new method for the estimator construction of the impulse response function is proposed. Two criteria on the shape of the impulse response function are given.
International Academic Press
2016-08-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160902
10.19139/soic.v4i3.222
Statistics, Optimization & Information Computing; Vol 4 No 3 (2016); 214-232
2310-5070
2311-004X
10.19139/soic.v4i3
eng
http://www.iapress.org/index.php/soic/article/view/20160902/248
oai:ojs.localhost:article/225
2022-01-21T16:24:05Z
soic:ART
Mixed input and output orientations of Data Envelopment Analysis with Linear Fractional Programming and Least Distance Measures
Dar, Qaiser Farooq
Padi, Tirupathi Rao
Tali, Arif Muhammad
Linear fractional programming
Data Envelopment Analysis
Decision Making Unit’s Mixed-orientation
Least-Distance Measure.
Operations research
mathematical programming
Data Envelopment Analysis (DEA) is an optimization technique to evaluate the efficiency of Decision- Making Units (DMU’s) together with multiple inputs and multiple outputs on the strength of weighted input and output ratios, where as Linear fractional programming is used to obtain DEA frontier. The efficiency scores of DMU obtained through either input orientation or output orientation DEA model will provide only local optimum solution. However, the mixed orientation of input and output variables will provide the global optimal solution for getting the efficient DMUs in DEA. This study has proposed the relationships of a mixed orientation of input and output variables using fractional linear programming along with Least-Distance Measure (LDM). Both constant returns to scale (CRS) and variable returns to scale (VRS) are considered for the comparative study.
International Academic Press
2016-12-07
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20161204
10.19139/soic.v4i4.225
Statistics, Optimization & Information Computing; Vol 4 No 4 (2016); 326-341
2310-5070
2311-004X
10.19139/soic.v4i4
eng
http://www.iapress.org/index.php/soic/article/view/20161204/264
oai:ojs.localhost:article/228
2022-01-21T16:24:05Z
soic:ART
Learning Unknown Structure in CRFs via Adaptive Gradient Projection Method
Xue, Wei
Zhang, Wensheng
Conditional random field
Structure learning
Constrained optimization
Two-point stepsize
Gradient projection
Nonmonotone line search
90C30
65K05
We study the problem of fitting probabilistic graphical models to the given data when the structure is not known. More specifically, we focus on learning unknown structure in conditional random fields, especially learning both the structure and parameters of a conditional random field model simultaneously. To do this, we first formulate the learning problem as a convex minimization problem by adding an l_2-regularization to the node parameters and a group l_1-regularization to the edge parameters, and then a gradient-based projection method is proposed to solve it which combines an adaptive stepsize selection strategy with a nonmonotone line search. Extensive simulation experiments are presented to show the performance of our approach in solving unknown structure learning problems.
International Academic Press
2016-08-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160904
10.19139/soic.v4i3.228
Statistics, Optimization & Information Computing; Vol 4 No 3 (2016); 243-251
2310-5070
2311-004X
10.19139/soic.v4i3
eng
http://www.iapress.org/index.php/soic/article/view/20160904/250
oai:ojs.localhost:article/230
2022-01-21T16:24:05Z
soic:ART
Nonmonotone Spectral Gradient Method for l_1-regularized Least Squares
Cheng, Wanyou
Hu, Qingjie
l_1 minimization
compressive sensing
projection gradient
90C06
90C25
65Y20
94A08
In the paper, we investigate a linear constraint optimization reformulation to a more general form of the l_1 regularization problem and give some good properties of it. We first show that the equivalence between the linear constraint optimization problem and the l_1 regularization problem. Second, the KKT point of the linear constraint problem always exists since the constraints are linear; we show that the half constraints must be active at any KKT point. In addition, we show that the KKT points of the linear constraint problem are the same as the stationary points of the l_1 regularization problem. Based on the linear constraint optimization problem, we propose a nonomotone spectral gradient method and establish its global convergence. Numerical experiments with compressive sense problems show that our approach is competitive with several known methods for standard l_2-l_1 problem.
International Academic Press
2016-08-30
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20160906
10.19139/soic.v4i3.230
Statistics, Optimization & Information Computing; Vol 4 No 3 (2016); 265-277
2310-5070
2311-004X
10.19139/soic.v4i3
eng
http://www.iapress.org/index.php/soic/article/view/20160906/255
oai:ojs.localhost:article/237
2022-01-21T16:24:05Z
soic:ART
Relations for Moments of Generalized Record Values from Additive Weibull Distribution and Associated Inference
Khan, Rafiqullah
Khan, M.A
Khan, M.A.R
Order statistics
k-th upper record values
additive Weibull distribution
single moments
product moments
recurrence relations and characterization.
62G30
62E10
60E05
In this note we give some simple recurrence relations satisfied by single and product moments of k-th upper record values from the additive Weibull distribution. These relations are deduced for moments of upper record values. Further, conditional expectation and recurrence relation for single moments are used to characterize the additive Weibull distribution.
International Academic Press
2017-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic170605
10.19139/soic.v5i2.237
Statistics, Optimization & Information Computing; Vol 5 No 2 (2017); 127-136
2310-5070
2311-004X
10.19139/soic.v5i2
eng
http://www.iapress.org/index.php/soic/article/view/soic170605/280
oai:ojs.localhost:article/238
2022-01-21T16:24:05Z
soic:ART
System of nonlinear variational inclusion problems with $(A,\eta)$-maximal monotonicity in Banach spaces
Sahu, Nabin Kumar
Mahato, N. K.
Mohapatra, R. N.
Variational inclusion
Generalized resolvent operator
$2$-uniformly smooth Banach space
Semi-inner product space
47J22
47J20
46C50
This paper deals with a new system of nonlinear variational inclusion problems involving $(A,\eta)$-maximal relaxed monotone and relative $(A,\eta)$-maximal monotone mappings in 2-uniformly smooth Banach spaces. Using the generalized resolvent operator technique, the approximation solvability of the proposed problem is investigated. An iterative algorithm is constructed to approximate the solution of the problem. Convergence analysis of the proposed algorithm is investigated. Similar results are also proved for other system of variational inclusion problems involving relative $(A,\eta)$-maximal monotone mappings and $(H,\eta)$-maximal monotone mappings.
International Academic Press
2017-08-29
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic20170906
10.19139/soic.v5i3.238
Statistics, Optimization & Information Computing; Vol 5 No 3 (2017); 244-261
2310-5070
2311-004X
10.19139/soic.v5i3
eng
http://www.iapress.org/index.php/soic/article/view/soic20170906/291
oai:ojs.localhost:article/241
2022-01-21T16:24:05Z
soic:ART
Filtering Problem for Stationary Sequences with Missing Observations
Moklyachuk, Mikhail
Sidei, Maria
Stationary sequence
mean square error
minimax-robust estimate
least favorable spectral density
minimax spectral characteristic
60G10
60G25
60G35
62M20
93E10
93E11
We deal with the problem of the mean-square optimal linear estimation of linear functionals which depend on the unknown values of a stationary stochastic sequence from observations of the sequence with a stationary noise sequence. Formulas for calculating the mean-square errors and the spectral characteristics of the optimal linear estimates of functionals are derived under the condition of spectral certainty, where spectral densities of the sequences are exactly known. The minimax (robust) method of estimation is applied in the case of spectral uncertainty, where spectral densities are not known exactly while sets of admissible spectral densities are given. Formulas that determine the least favorable spectral densities and the minimax spectral characteristics are proposed for some special sets of admissible densities.
International Academic Press
2016-12-07
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20161203
10.19139/soic.v4i4.241
Statistics, Optimization & Information Computing; Vol 4 No 4 (2016); 308-325
2310-5070
2311-004X
10.19139/soic.v4i4
eng
http://www.iapress.org/index.php/soic/article/view/20161203/263
oai:ojs.localhost:article/242
2022-01-21T16:24:05Z
soic:ART
Approximations of the solutions of a stochastic differential equation using Dirichlet process mixtures and Gaussian mixtures
Infante, Saba
Luna, César
Sánchez, Luis
Hernández, Aracelis
Gaussian mixtures filter
Nonparametric particle filter
Gaussian particle filter
62L10
62L20
Stochastic differential equations arise in a variety of contexts. There are many techniques for approximation of the solutions of these equations that include statistical methods, numerical methods, and other approximations. This article implements a parametric and a nonparametric method to approximate the probability density of the solutions of stochastic differential equation from observations of a discrete dynamic system. To achieve these objectives, mixtures of Dirichlet process and Gaussian mixtures are considered. The methodology uses computational techniques based on Gaussian mixtures filters, nonparametric particle filters and Gaussian particle filters to establish the relationship between the theoretical processes of unobserved and observed states. The approximations obtained by this proposal are attractive because the hierarchical structures used for modeling are flexible, easy to interpret and computationally feasible. The methodology is illustrated by means of two problems: the synthetic Lorenz model and a real model of rainfall. Experiments show that the proposed filters provide satisfactory results, demonstrating that the algorithms work well in the context of processes with nonlinear dynamics which require the joint estimation of states and parameters. The estimated measure of goodness of fit validates the estimation quality of the algorithms.
International Academic Press
2016-12-07
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20161202
10.19139/soic.v4i4.242
Statistics, Optimization & Information Computing; Vol 4 No 4 (2016); 289-307
2310-5070
2311-004X
10.19139/soic.v4i4
eng
http://www.iapress.org/index.php/soic/article/view/20161202/262
oai:ojs.localhost:article/244
2022-01-21T16:24:05Z
soic:ART
A net with serial access and the reduction of total work for identical service
Pavlov, Andrey Valerianovich
Identical service
Serial access
Heavy traffic
Total time of work
Waiting times
60K25
90B15
This paper looks at the open net in conditions of identical service. The strong reduction of total work and time of expectation on the inlying nodes of net is marked. By using the transform of Legendre, the previous results are generalized on net with the relatively general structure.
International Academic Press
2017-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic170604
10.19139/soic.v5i2.244
Statistics, Optimization & Information Computing; Vol 5 No 2 (2017); 121-126
2310-5070
2311-004X
10.19139/soic.v5i2
eng
http://www.iapress.org/index.php/soic/article/view/soic170604/284
oai:ojs.localhost:article/249
2022-01-21T16:24:05Z
soic:ART
A stochastic predator-prey system with Watt-type functional response
Nguyen, Dung Tien
Stochastic prey-predator model
Watt-type functional response
Moment estimates
Growth rates.
93E03
92D25
In this paper we consider a stochastic version of predator-prey systems with Watt-type functional response. We first prove the existence and uniqueness of the positive global solution by using the comparison theorem of stochastic equations. Then, we study the boundedness of moments of the solution. Furthermore, the growth rates, persistence and extinction of species are investigated.
International Academic Press
2017-03-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20170304
10.19139/soic.v5i1.249
Statistics, Optimization & Information Computing; Vol 5 No 1 (2017); 45-57
2310-5070
2311-004X
10.19139/soic.v5i1
eng
http://www.iapress.org/index.php/soic/article/view/20170304/271
oai:ojs.localhost:article/250
2022-01-21T16:24:05Z
soic:ART
Modified random errors S-iterative process for stochastic fixed point theorems in a generalized convex metric space
Saipara, Plern
Kumam, Wiyada
Chaipunya, Parin
Modified random S-iteration
Common random fixed point theorems
Generalized convex metric spaces
Convex structure
47B80
47H40
In this paper, we suggest the modified random S-iterative process and prove the common random fixed point theorems of a finite family of random uniformly quasi-Lipschitzian operators in a generalized convex metric space. Our results improves and extends various results in the literature.
International Academic Press
2017-03-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20170306
10.19139/soic.v5i1.250
Statistics, Optimization & Information Computing; Vol 5 No 1 (2017); 65-74
2310-5070
2311-004X
10.19139/soic.v5i1
eng
http://www.iapress.org/index.php/soic/article/view/20170306/275
oai:ojs.localhost:article/253
2022-01-21T16:24:05Z
soic:ART
A Direct Local Search Method and its Application to a Markovian Model
Taushanov, Zhivko
Berchtold, André
Hidden Mixture Transition Distribution (HMTD) model
optimization
heuristic
hill-climbing method
longitudinal data
62M05
65C60
While the hidden mixture transition distribution (HMTD) model is a powerful framework for the description, analysis, and classification of longitudinal sequences of continuous data, it is notoriously difficult to estimate because of the complexity of its solution space. In this paper, we explore how a new heuristic specifically developed for the HMTD performs compared to different standard optimization algorithms. This specific heuristic can be classified as a hill-climbing method, and different variants are proposed, including a jittering procedure to escape local maxima and measures to speed up the convergence.Different popular approaches are used for comparison, including PSO, SA, GA, NM, L-BFGS-B, and DE. The same HMTD model was optimized on different datasets and the results were compared in terms of both fit to the data and estimated parameters. Even if the complexity of the problem implies that no one algorithm can be considered as an overall best, our heuristic performed well in all situations, leading to useful solutions in terms of both fit and interpretability.
International Academic Press
2017-03-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20170302
10.19139/soic.v5i1.253
Statistics, Optimization & Information Computing; Vol 5 No 1 (2017); 19-34
2310-5070
2311-004X
10.19139/soic.v5i1
eng
http://www.iapress.org/index.php/soic/article/view/20170302/269
oai:ojs.localhost:article/254
2022-01-21T16:24:05Z
soic:ART
Robust C-optimal Design For Estimating Multiple EDps Under The 4-parameter Logistic Model
Zhang, Anqing
Hyun, Seung Won
Dose-response Study
Compound Optimal Design
Robust Design
Equivalence Theorem
62K05
The four-parameter logistic model is often used to describe dose-response functions in many toxicological studies. In this study, under the four-parameter logistic model, optimal designs to estimate the EDp are studied. The EDp is the dose achieving p% of the expected difference between the maximum and the minimum responses. C-optimal design works the best for estimating the EDp, but the best performance is only guaranteed when the goal is for estimating a single EDp. If the c-optimal design for studying a specific EDp is used for studying different EDp values, it may work poorly. This paper shows that the c-optimal design for estimating the EDp truly depends on the value of p under the 4-parameter logistic model. We present a robust c-optimal design that works well for the change in the value of p, so that the design can be used effectively for studying multiple EDp values. In addition, this paper presents a two-stage robust c-optimal design for estimating multiple EDp that is not substantially affected by the mis-specified nominal parameter values.
International Academic Press
2016-12-07
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20161201
10.19139/soic.v4i4.254
Statistics, Optimization & Information Computing; Vol 4 No 4 (2016); 278-288
2310-5070
2311-004X
10.19139/soic.v4i4
eng
http://www.iapress.org/index.php/soic/article/view/20161201/261
oai:ojs.localhost:article/255
2022-01-21T16:24:05Z
soic:ART
Evidences in lifetimes of sequential r-out-of-n systems and optimal sample size determination for Burr XII populations
Hashempour, Majid
Burr XII model
Hypotheses testing
Likelihood ratio
Sequential order statistics
Strong and weak evidences
62F03
62G30
62N05
In this paper, statistical evidences in lifetimes of sequential r-out-of-n systems, which are modelled by sequential order statistics (SOS), are studied. Weak and misleading evidences in SOS for hypotheses about the population parameter are derived in explicit expressions and their behaviours with respect to the model parameters are investigated in details. Optimal sample sizes given a minimum desired level for the decisive and the correct probabilities are provided. It is shown that the optimal sample size does not depend on some model parameters.
International Academic Press
2017-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic170607
10.19139/soic.v5i2.255
Statistics, Optimization & Information Computing; Vol 5 No 2 (2017); 147-157
2310-5070
2311-004X
10.19139/soic.v5i2
eng
http://www.iapress.org/index.php/soic/article/view/soic170607/282
oai:ojs.localhost:article/260
2022-01-21T16:24:05Z
soic:ART
Dynamic Programming Algorithms on Directed Cographs
Gurski, Frank
directed cograph
digraph
dynamic programming
05C20
90C39
05C85
In this paper we consider directed cographs, which are defined by Bechet et al. by the disjoint union, series, and order composition, from an algorithmic point of view. Using their recursive structure we give dynamic programming algorithms to show that for every directed cograph the size of a largest edgeless subdigraph, the size of a largest subdigraph which is a tournament, the size of a largest semicomplete subdigraph, and the size of a largest complete subdigraph can be computed in linear time. Our main results show that the hamiltonian path, hamiltonian cycle, regular subdigraph, and directed cut problem are polynomial on directed cographs.
International Academic Press
2017-03-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20170303
10.19139/soic.v5i1.260
Statistics, Optimization & Information Computing; Vol 5 No 1 (2017); 35-44
2310-5070
2311-004X
10.19139/soic.v5i1
eng
http://www.iapress.org/index.php/soic/article/view/20170303/270
oai:ojs.localhost:article/262
2022-01-21T16:24:05Z
soic:ART
Explicit form of global solution to stochastic logistic differential equation and related topics
Borysenko, Dmytro
Borysenko, Oleksandr
Nonautonomous Stochastic Logistic Differential Equation
Explicit Form
Global Solution
Periodical Solution
Primary
92D25
60H10 Secondary
34C25
This paper presents the explicit form of positive global solution to stochastically perturbed nonautonomous logistic equation $$dN(t)=N(t)\left[(a(t)-b(t)N(t))dt+\alpha(t)dw(t)+\int_{\mathbb{R}}\gamma(t,z)\tilde\nu(dt,dz)\right],\ N(0)=N_0,$$ where $w(t)$ is the standard one-dimensional Wiener process, $\tilde\nu(t,A)=\nu(t,A)-t\Pi(A)$, $\nu(t,A)$ is the Poisson measure, which is independent on $w(t)$, $E[\nu(t,A)]=t\Pi(A)$, $\Pi(A)$ is a finite measure on the Borel sets in $\mathbb{R}$. If coefficients $a(t), b(t), \alpha(t)$ and $\gamma(t,z)$ are continuous on $t$, $T$-periodic on $t$ functions, $a(t)>0, b(t)>0$ and $$\int_{0}^{T}\left[a(s)-\alpha^2(s)-\int_{\mathbb{R}}\frac{\gamma^2(s,z)}{1+\gamma(s,z)}\Pi(dz)\right]ds>0,$$ then there exists unique, positive $T$-periodic solution to equation for $E[1/N(t)]$.
International Academic Press
2017-03-04
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/20170305
10.19139/soic.v5i1.262
Statistics, Optimization & Information Computing; Vol 5 No 1 (2017); 58-64
2310-5070
2311-004X
10.19139/soic.v5i1
eng
http://www.iapress.org/index.php/soic/article/view/20170305/272
oai:ojs.localhost:article/263
2022-01-21T16:24:05Z
soic:ART
Strictly $\varphi$-sub-Gaussian quasi shot noise processes
Vasylyk, Olga
Short noise processes
$\varphi$-sub-Gaussian processes
60G07
60G17
60F10
60H05
60K40
In the paper, strictly $\varphi$-sub-Gaussian quasi shot noise processes are considered. There are obtained estimates for distribution of supremum of such a process defined on a compact set and formulated conditions for its sample functions continuity with probability one.
International Academic Press
2017-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic170603
10.19139/soic.v5i2.263
Statistics, Optimization & Information Computing; Vol 5 No 2 (2017); 109-120
2310-5070
2311-004X
10.19139/soic.v5i2
eng
http://www.iapress.org/index.php/soic/article/view/soic170603/276
oai:ojs.localhost:article/264
2022-01-21T16:24:05Z
soic:ART
Bonus-Malus System Using Finite Mixture Models
MohammadPour, Saeed
Saeedi, Karzan
Mahmoudvand, Rahim
Bonus-Malus System
Mixture model
Bayes theorem
62P05
62F15
There is a vast literature on Bonus-Malus System (BMS), in which a policyholders responsible for positive claims will be penalised by a malus and the policyholders who had no claim will be rewarded by a bonus. In this paper, we present an optimal BMS using finite mixture models. We conduct a numerical study to compare the new model with the current BMS that use finite mixture models.
International Academic Press
2017-08-29
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic20170901
10.19139/soic.v5i3.264
Statistics, Optimization & Information Computing; Vol 5 No 3 (2017); 179-187
2310-5070
2311-004X
10.19139/soic.v5i3
eng
http://www.iapress.org/index.php/soic/article/view/soic20170901/286
oai:ojs.localhost:article/267
2022-01-21T16:24:05Z
soic:ART
Bootstrap Approach to the One-Sample and Two- Sample Test of Variances of a Fuzzy Random Variable
Chachi, Jalal
−pessimistic
Bootstrap
Fuzzy random variable
Testing hypotheses
94D05
62G08
62J86
The aim of this paper is to present in a concise and integrated way of the bootstrap approach to statistical testing of hypotheses about the variance of fuzzy random variable. In this approach, first a notion of fuzzy random variables is recalled. Then, we will consider hypothesis-tests for the (crisp-valued) variance of fuzzy data in a population. For this purpose, the $\alpha$-pessimistic values of the imprecise observations are used for defining a new notion of distance measure between fuzzy data, which is then used to make a procedure for testing the statistical hypotheses. Based on this argument, the application of bootstrap techniques in dealing with these testing problems will be introduced. The procedure develops a non-parametric approach to testing statistical hypotheses based on one-sample and two-sample fuzzy data.
International Academic Press
2017-08-29
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic20170902
10.19139/soic.v5i3.267
Statistics, Optimization & Information Computing; Vol 5 No 3 (2017); 188-199
2310-5070
2311-004X
10.19139/soic.v5i3
eng
http://www.iapress.org/index.php/soic/article/view/soic20170902/287
oai:ojs.localhost:article/268
2022-01-21T16:24:05Z
soic:ART
Robust Bayesian Analysis of Generalized Half Logistic Distribution
Chaturvedi, Ajit
Kumari, Taruna
GHLD
Ɛ-contamination class of priors
ML-II posterior density
Hazard-rate
Reliability function
SELF and LINEX losses
type-II censoring
sampling scheme by Bartholomew
Markov Chain Monte Carlo (MCMC) procedure
Metropolis-Hastings algorithm.
62F15
62F35
In this paper, Robust Bayesian analysis of the generalized half logistic distribution (GHLD) under an $\epsilon$-contamination class of priors for the shape parameter $\lambda$ is considered. ML-II Bayes estimators of the parameters, reliability function and hazard function are derived under the squared-error loss function (SELF) and linear exponential (LINEX) loss function by considering the Type~II censoring and the sampling scheme of Bartholomew (1963). Both the cases when scale parameter is known and unknown is considered under Type~II censoring and under the sampling scheme of Bartholomew. Simulation study and analysis of a real data set are presented.
International Academic Press
2017-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic170608
10.19139/soic.v5i2.268
Statistics, Optimization & Information Computing; Vol 5 No 2 (2017); 158-178
2310-5070
2311-004X
10.19139/soic.v5i2
eng
http://www.iapress.org/index.php/soic/article/view/soic170608/285
oai:ojs.localhost:article/276
2022-01-21T16:24:05Z
soic:ART
Proper complex random processes
Kozachenko, Yurii Vasilyevich
Petranova, Marina Yurievna
complex random process
stationary Gaussian proper complex random process
stable correlation function
square Gaussian random process
60G15
In this paper, the problem of proper complex random processes is studied. The behavior of the module stationary proper complex random process at infinity is developed. It was obtained the estimate of distribution functions from a module of stationary Gaussian proper complex random processes.
International Academic Press
2017-06-01
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
application/pdf
http://www.iapress.org/index.php/soic/article/view/soic170606
10.19139/soic.v5i2.276
Statistics, Optimization & Information Computing; Vol 5 No 2 (2017); 137-146
2310-5070
2311-004X
10.19139/soic.v5i2
eng
http://www.iapress.org/index.php/soic/article/view/soic170606/281
26ad007d17da362ec5c8efd36785563a