123,523 research outputs found
A robust model structure selection method for small sample size and multiple datasets problems
In model identification, the existence of uncertainty normally generates negative impact on the accuracy and performance of the identified models, especially when the size of data used is rather small. With a small data set, least squares estimates are biased, the resulting models may not be reliable for further analysis and future use. This study introduces a novel robust model structure selection method for model identification. The proposed method can successfully reduce the model structure uncertainty and therefore improve the model performances. Case studies on simulation data and real data are presented to illustrate how the proposed metric works for robust model identification
Superpixel-based Two-view Deterministic Fitting for Multiple-structure Data
This paper proposes a two-view deterministic geometric model fitting method,
termed Superpixel-based Deterministic Fitting (SDF), for multiple-structure
data. SDF starts from superpixel segmentation, which effectively captures prior
information of feature appearances. The feature appearances are beneficial to
reduce the computational complexity for deterministic fitting methods. SDF also
includes two original elements, i.e., a deterministic sampling algorithm and a
novel model selection algorithm. The two algorithms are tightly coupled to
boost the performance of SDF in both speed and accuracy. Specifically, the
proposed sampling algorithm leverages the grouping cues of superpixels to
generate reliable and consistent hypotheses. The proposed model selection
algorithm further makes use of desirable properties of the generated
hypotheses, to improve the conventional fit-and-remove framework for more
efficient and effective performance. The key characteristic of SDF is that it
can efficiently and deterministically estimate the parameters of model
instances in multi-structure data. Experimental results demonstrate that the
proposed SDF shows superiority over several state-of-the-art fitting methods
for real images with single-structure and multiple-structure data.Comment: Accepted by European Conference on Computer Vision (ECCV
Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
In non-linear system identification, the available observed data are conventionally partitioned into two parts: the training data that are used for model identification and the test data that are used for model performance testing. This sort of 'hold-out' or 'split-sample' data partitioning method is convenient and the associated model identification procedure is in general easy to implement. The resultant model obtained from such a once-partitioned single training dataset, however, may occasionally lack robustness and generalisation to represent future unseen data, because the performance of the identified model may be highly dependent on how the data partition is made. To overcome the drawback of the hold-out data partitioning method, this study presents a new random subsampling and multifold modelling (RSMM) approach to produce less biased or preferably unbiased models. The basic idea and the associated procedure are as follows. First, generate K training datasets (and also K validation datasets), using a K-fold random subsampling method. Secondly, detect significant model terms and identify a common model structure that fits all the K datasets using a new proposed common model selection approach, called the multiple orthogonal search algorithm. Finally, estimate and refine the model parameters for the identified common-structured model using a multifold parameter estimation method. The proposed method can produce robust models with better generalisation performance
Improved model identification for nonlinear systems using a random subsampling and multifold modelling (RSMM) approach
In nonlinear system identification, the available observed data are conventionally partitioned into two parts: the training data that are used for model identification and the test data that are used for model performance testing. This sort of ‘hold-out’ or ‘split-sample’ data partitioning
method is convenient and the associated model identification procedure is in general easy to implement. The resultant model obtained from such a once-partitioned single training dataset, however, may occasionally lack robustness and generalisation to represent future unseen data, because the performance of the identified model may be highly dependent on how the data partition is made. To
overcome the drawback of the hold-out data partitioning method, this study presents a new random subsampling and multifold modelling (RSMM) approach to produce less biased or preferably unbiased models. The basic idea and the associated procedure are as follows. Firstly, generate K training datasets (and also K validation datasets), using a K-fold random subsampling method. Secondly, detect
significant model terms and identify a common model structure that fits all the K datasets using a new
proposed common model selection approach, called the multiple orthogonal search algorithm. Finally,
estimate and refine the model parameters for the identified common-structured model using a multifold parameter estimation method. The proposed method can produce robust models with better generalisation performance
Robust variable screening for regression using factor profiling
Sure Independence Screening is a fast procedure for variable selection in
ultra-high dimensional regression analysis. Unfortunately, its performance
greatly deteriorates with increasing dependence among the predictors. To solve
this issue, Factor Profiled Sure Independence Screening (FPSIS) models the
correlation structure of the predictor variables, assuming that it can be
represented by a few latent factors. The correlations can then be profiled out
by projecting the data onto the orthogonal complement of the subspace spanned
by these factors. However, neither of these methods can handle the presence of
outliers in the data. Therefore, we propose a robust screening method which
uses a least trimmed squares method to estimate the latent factors and the
factor profiled variables. Variable screening is then performed on factor
profiled variables by using regression MM-estimators. Different types of
outliers in this model and their roles in variable screening are studied. Both
simulation studies and a real data analysis show that the proposed robust
procedure has good performance on clean data and outperforms the two nonrobust
methods on contaminated data
Inverse Projection Representation and Category Contribution Rate for Robust Tumor Recognition
Sparse representation based classification (SRC) methods have achieved
remarkable results. SRC, however, still suffer from requiring enough training
samples, insufficient use of test samples and instability of representation. In
this paper, a stable inverse projection representation based classification
(IPRC) is presented to tackle these problems by effectively using test samples.
An IPR is firstly proposed and its feasibility and stability are analyzed. A
classification criterion named category contribution rate is constructed to
match the IPR and complete classification. Moreover, a statistical measure is
introduced to quantify the stability of representation-based classification
methods. Based on the IPRC technique, a robust tumor recognition framework is
presented by interpreting microarray gene expression data, where a two-stage
hybrid gene selection method is introduced to select informative genes.
Finally, the functional analysis of candidate's pathogenicity-related genes is
given. Extensive experiments on six public tumor microarray gene expression
datasets demonstrate the proposed technique is competitive with
state-of-the-art methods.Comment: 14 pages, 19 figures, 10 table
Block-diagonal covariance selection for high-dimensional Gaussian graphical models
Gaussian graphical models are widely utilized to infer and visualize networks
of dependencies between continuous variables. However, inferring the graph is
difficult when the sample size is small compared to the number of variables. To
reduce the number of parameters to estimate in the model, we propose a
non-asymptotic model selection procedure supported by strong theoretical
guarantees based on an oracle inequality and a minimax lower bound. The
covariance matrix of the model is approximated by a block-diagonal matrix. The
structure of this matrix is detected by thresholding the sample covariance
matrix, where the threshold is selected using the slope heuristic. Based on the
block-diagonal structure of the covariance matrix, the estimation problem is
divided into several independent problems: subsequently, the network of
dependencies between variables is inferred using the graphical lasso algorithm
in each block. The performance of the procedure is illustrated on simulated
data. An application to a real gene expression dataset with a limited sample
size is also presented: the dimension reduction allows attention to be
objectively focused on interactions among smaller subsets of genes, leading to
a more parsimonious and interpretable modular network.Comment: Accepted in JAS
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