Robust Least Squares Methods Under Bounded Data Uncertainties

Cataloged from PDF version of article.We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems, where the estimator has imperfect data matrix and output vector information. We define the performance of an estimator relative to the performance of the optimal least squares (LS) estimator tuned to the underlying unknown data matrix and output vector, which is defined as the regret of the estimator. We then introduce an efficient robust LS estimation approach that minimizes this regret for the worst possible data matrix and output vector, where we refrain from any structural assumptions on the data. We demonstrate that minimizing this worst-case regret can be cast as a semi-definite programming (SDP) problem. We then consider the regularized and structured LS problems and present novel robust estimation methods by demonstrating that these problems can also be cast as SDP problems. We illustrate the merits of the proposed algorithms with respect to the well-known alternatives in the literature through our simulations

Designing IS service strategy: an information acceleration approach

Information technology-based innovation involves considerable risk that requires insight and foresight. Yet, our understanding of how managers develop the insight to support new breakthrough applications is limited and remains obscured by high levels of technical and market uncertainty. This paper applies a new experimental method based on “discrete choice analysis” and “information acceleration” to directly examine how decisions are made in a way that is behaviourally sound. The method is highly applicable to information systems researchers because it provides relative importance measures on a common scale, greater control over alternate explanations and stronger evidence of causality. The practical implications are that information acceleration reduces the levels of uncertainty and generates a more accurate rationale for IS service strategy decisions

Earthquake Arrival Association with Backprojection and Graph Theory

The association of seismic wave arrivals with causative earthquakes becomes progressively more challenging as arrival detection methods become more sensitive, and particularly when earthquake rates are high. For instance, seismic waves arriving across a monitoring network from several sources may overlap in time, false arrivals may be detected, and some arrivals may be of unknown phase (e.g., P- or S-waves). We propose an automated method to associate arrivals with earthquake sources and obtain source locations applicable to such situations. To do so we use a pattern detection metric based on the principle of backprojection to reveal candidate sources, followed by graph-theory-based clustering and an integer linear optimization routine to associate arrivals with the minimum number of sources necessary to explain the data. This method solves for all sources and phase assignments simultaneously, rather than in a sequential greedy procedure as is common in other association routines. We demonstrate our method on both synthetic and real data from the Integrated Plate Boundary Observatory Chile (IPOC) seismic network of northern Chile. For the synthetic tests we report results for cases with varying complexity, including rates of 500 earthquakes/day and 500 false arrivals/station/day, for which we measure true positive detection accuracy of > 95%. For the real data we develop a new catalog between January 1, 2010 - December 31, 2017 containing 817,548 earthquakes, with detection rates on average 279 earthquakes/day, and a magnitude-of-completion of ~M1.8. A subset of detections are identified as sources related to quarry and industrial site activity, and we also detect thousands of foreshocks and aftershocks of the April 1, 2014 Mw 8.2 Iquique earthquake. During the highest rates of aftershock activity, > 600 earthquakes/day are detected in the vicinity of the Iquique earthquake rupture zone