Branch and bound method for regression-based controlled variable selection

Self-optimizing control is a promising method for selection of controlled variables (CVs) from available measurements. Recently, Ye, Cao, Li, and Song (2012) have proposed a globally optimal method for selection of self-optimizing CVs by converting the CV selection problem into a regression problem. In this approach, the necessary conditions of optimality (NCO) are approximated by linear combinations of available measurements over the entire operation region. In practice, it is desired that a subset of available measurements be combined as CVs to obtain a good trade-off between the economic performance and the complexity of control system. The subset selection problem, however, is combinatorial in nature, which makes the application of the globally optimal CV selection method to large-scale processes difficult. In this work, an efficient branch and bound (BAB) algorithm is developed to handle the computational complexity associated with the selection of globally optimal CVs. The proposed BAB algorithm identifies the best measurement subset such that the regression error in approximating NCO is minimized and is also applicable to the general regression problem. Numerical tests using randomly generated matrices and a binary distillation column case study demonstrate the computational efficiency of the proposed BAB algorithm

Generalized Method of Moments Estimator Based On Semiparametric Quantile Regression Imputation

In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional quantile regression function at given values of covariates. We adopt the generalized method of moments for estimation of parameters defined through a general estimation equation. We demonstrate that the proposed estimator, which combines both semiparametric quantile regression imputation and generalized method of moments, has competitive edge against some of the most widely used parametric and non-parametric imputation estimators. The consistency and the asymptotic normality of our estimator are established and variance estimation is provided. Results from a limited simulation study and an empirical study are presented to show the adequacy of the proposed method

A regression-based Monte Carlo method to solve backward stochastic differential equations

We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, which coefficients are evaluated using Monte Carlo simulations. A full convergence analysis is derived. Numerical experiments about finance are included, in particular, concerning option pricing with differential interest rates.Comment: Published at http://dx.doi.org/10.1214/105051605000000412 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

On the First Order Regression Procedure of Estimation for Incomplete Regression Models

This article discusses some properties of the first order regression method for imputation of missing values on an explanatory variable in linear regression model and presents an estimation strategy based on hypothesis testing

Regression of Environmental Noise in LIGO Data

We address the problem of noise regression in the output of gravitational-wave (GW) interferometers, using data from the physical environmental monitors (PEM). The objective of the regression analysis is to predict environmental noise in the gravitational-wave channel from the PEM measurements. One of the most promising regression method is based on the construction of Wiener-Kolmogorov filters. Using this method, the seismic noise cancellation from the LIGO GW channel has already been performed. In the presented approach the Wiener-Kolmogorov method has been extended, incorporating banks of Wiener filters in the time-frequency domain, multi-channel analysis and regulation schemes, which greatly enhance the versatility of the regression analysis. Also we presents the first results on regression of the bi-coherent noise in the LIGO data

Regression-based Multi-View Facial Expression Recognition

We present a regression-based scheme for multi-view facial expression recognition based on 2-D geometric features. We address the problem by mapping facial points (e.g. mouth corners) from non-frontal to frontal view where further recognition of the expressions can be performed using a state-of-the-art facial expression recognition method. To learn the mapping functions we investigate four regression models: Linear Regression (LR), Support Vector Regression (SVR), Relevance Vector Regression (RVR) and Gaussian Process Regression (GPR). Our extensive experiments on the CMU Multi-PIE facial expression database show that the proposed scheme outperforms view-specific classifiers by utilizing considerably less training data