线性回归模型系数岭估计的改进研究

对作者提出的c-k型估计,进行了进一步的研究.证明利用Stein式压缩技术可以改进岭估计(在均方误差意义下);同时给出了参数的最优值满足的条件.证明了c-k型估计的可容许性.文中的方法为病态线性回归模型系数的有偏估计提供了改进的技术途径.     

病态线性回归模型系数的0─c型岭估计

针对病态线性模型病态的实质,提出回归系数的０－ｃ型岭估计。首先研究它的均方误差的最优化问题,给出了参数的最优值或最优值的一个上界和下界,证明可以选择参数,使它在均方误差的意义下优于ＬＳ估计。其次,研究它的偏差,证明存在０－ｃ型岭估计优于ＬＳ估计,且比岭估计β（ｋ）具有较小偏差。最后证明它的可容许性,并讨论在实用中它的岭参数选择方法的优点。     

战略导弹制导系统精度评估方法及应用研究

本文论述了战略导弹制导系统精度评估方法,并分析了影响制导精度的各种因素;在定性分析的基础上,建立了制导系统的误差模型,并将此模型归纳为线性回归模型;最后,对目前所采用的误差分离方法进行了分析和比较,并将模型参考自适应思想与岭估计方法相结合,形成了模型参考自适应广义岭估计方法,为解决制导系统误差分离问题提供了一条有效途径。     

方差分量的Bayes二次无偏估计及可容许估计的非负性

对于有P 个方差分量的线性模型,本文导出了方差分量线性函数的Bayes 不变二次无偏估计的显示表达式,证明了Bayes 不变二次无偏估计类形成了可容许的不变二次无偏估计的完全类。在可容许的不变二次无偏估计类中,讨论了非负参数函数的非负估计问题,给出了可容许的非负定估计存在的充要条件。     

基于正交最小二乘估计的非线性时间序列的预测

在对非线性时间序列的短期预测中经常采用局部线性化的预测算法 ,原有的算法使用普通最小二乘法 (LS)估计近似线性模型的参数。对于存在噪声的数据 ,该算法的数值稳定性较差。本文在对非线性空间进行局部线性化的基础上 ,采用正交最小二乘方法 (OLS)对线性模型同时进行结构选择与参数辨识 ,改善了数值的病态特性 ,增强了算法的稳定性     

纯方位偏差补偿估计算法研究

众所周知,纯方位伪线性估计有着严重的偏差问题。以伪线性估计的理论模型为基础,研究它在纯方位问题中的应用。将伪线性估计的偏差分离出来,形成偏差补偿估计,对这种估计方法进行仿真计算,并与伪线性估计相比较,经蒙特卡罗仿真研究,其估计偏差确实比伪线性估计小,算法性能反映在一些典型态势上。     

线性模型的海基制导系统误差分离方法性能分析

利用传统制导工具系统误差线性回归模型，对Bayes估计、主成分分析以及正则化分析三种改进的分离方法进行了比较，分析了它们在工程应用上的优缺点，给出了实际应用时的限制因素；同时结合海基导弹特有的初始状态误差，设计了整体估计、分段估计以及迭代估计三种估计策略，给出了相应的分离步骤。仿真结果表明，文中给出的三种误差分离方法在不同的评价标准下具有不同的实际应用意义；而在弹道差评价标准以及方差评价标准下，分段估计和迭代估计策略下的误差分离结果要明显好于传统整体估计结果。     

恒加试验的最优线性不变估计

给出了恒加试验的最优线性无偏估计与最优线性不变估计。与有关文献给出的二步估计相比,这两个估计有较大改进,并且在计算上简单可行。     

改进分块局部最佳维纳滤波算法的干涉相位滤波

针对合成孔径雷达干涉相位滤波问题,提出了一种改进的分块局部最佳维纳滤波算法。该算法是加性高斯白噪声下的线性最小均方误差估计,利用目前图像滤波最前沿的技术——非局部技术,来联合估计图像的一、二阶矩。针对干涉相位中噪声的空变性,在应用中提出了两点改进:估计噪声的标准差时,用均值代替中值;根据噪声标准差的最大值和均值的比值,自适应地确定类的数量。仿真和实测数据表明,改进后的分块局部最佳维纳滤波算法是有效的,并优于其他三种算法。     

基于改进PLOW算法的干涉相位滤波

针对合成孔径雷达干涉相位滤波问题,提出了一种改进的分块局部最佳维纳滤波算法（Patch-based Locally Optimal Wiener, PLOW）。该算法是加性高斯白噪声下的线性最小均方误差估计（Linear Minimum Mean Square Estimation, LMMSE）,利用目前图像滤波最前沿的技术——非局部技术,来联合估计图像的一、二阶矩。针对干涉相位中噪声的空变性,在应用中提出了两点改进：首先,估计噪声的标准差时,用均值代替中值;其次,根据噪声标准差的最大值和均值的比值,自适应的确定类的数量。经过仿真和实测数据验证,改进后的PLOW算法是有效的,并优于其他三种算法。     

An F approximation for two-parameter weibull and log-normal tolerance bounds based on possibly censored data

An approximation suggested in Mann, Schafer and Singpurwalla [18] for obtaining small-sample tolerance bounds based on possibly censored two-parameter Weibull and lognormal samples is investigated. The tolerance bounds obtained are those that effectively make most efficient use of sample data. Values based on the approximation are compared with some available exact values and shown to be in surprisingly good agreement, even in certain cases in which sample sizes are very small or censoring is extensive. Ranges over which error in the approximation is less than about 1 or 2 percent are determined. The investigation of the precision of the approximation extends results of Lawless [8], who considered large-sample maximum-likelihood estimates of parameters as the basis for approximate 95 percent Weibull tolerance bounds obtained by the general approach described in [18]. For Weibull (or extreme-value) data the approximation is particularly useful when sample sizes are moderately large (more than 25), but not large enough (well over 100 for severely censored data) for asymptotic normality of estimators to apply. For such cases simplified efficient linear estimates or maximum-likelihood estimates may be used to obtain the approximate tolerance bounds. For lognormal censored data, best linear unbiased estimates may be used, or any efficient unbiased estimators for which variances and covariances are known as functions of the square of the distribution variance.     

面向监督学习的稀疏平滑岭回归方法

岭回归是监督学习中的一个重要方法,被广泛用于多目标分类和识别。岭回归中一个重要的步骤是定义一个特殊的多变量标签矩阵,以实现对多类别样本的编码。通过将岭回归看作是一种基于图的监督学习方法,拓展了标签矩阵的构造方法。在岭回归的基础之上,进一步考虑投影中维度的平滑性和投影矩阵的稀疏性,提出稀疏平滑岭回归方法。对比一系列经典的监督线性分类算法,发现稀疏平滑岭回归在多个数据集上有着更好的表现。另外,实验表明新的标签矩阵构造方法不会降低原始岭回归方法的表现,同时还可以进一步提升稀疏平滑岭回归方法的性能。     

一类半参数可靠性回归模型估计的强相合性

对半参数回归模型Yi=xiβ+g(ti)+εi,i=1,2,…,n定义了参数β与回归函数g(·)的估计,并证明了 它们的强相合性。     

On estimating the scale parameter of the exponential distribution with a known linear relation between the location and the scale parameter

In this article we study the estimation of the average excess life θ in a two-parameter exponential distribution with a known linear relationship between α (the minimum life) and θ of the form α = aθ, where a is known and positive. A comparison of the efficiencies of estimators which are linear combinations of the smallest sample value and the sample sum of deviations from the smallest sample value and the maximum likelihood estimators is made for various sample sizes and different values of a. It is shown that these estimators are dominated in the risk by the minimum-risk scale equivariant estimator based on sufficient statistics. A class of Bayes estimators for inverted gamma priors is constructed and shown to include a minimum-risk scale equivariant estimator in it. All the members of this class can be computed easily.     

An operator theory of parametric programming for the generalized transportation problem: II Rim,cost and bound operators

This paper investigates the effect on the optimum solution of a capacitated generalized transportation problem when certain data of the problem are continuously varied as a linear function of a single parameter. First the rim conditions, then the cost coefficients, and finally the cell upper bounds are varied parametrically and the effect on the optimal solution, the associated change in costs and the dual changes are derived. Finally the effect of simultaneous changes in both cost coefficients and rim conditions are investigated. Bound operators that effect changes in upper bounds are shown to be equivalent to rim operators. The discussion in this paper is limited to basis preserving operators for which the changes in the data are such that the optimum bases are preserved.     

Optimal sample size allocation for tests with multiple levels of stress with extreme value regression

In this article, we discuss the optimal allocation problem in a multiple stress levels life‐testing experiment when an extreme value regression model is used for statistical analysis. We derive the maximum likelihood estimators, the Fisher information, and the asymptotic variance–covariance matrix of the maximum likelihood estimators. Three optimality criteria are defined and the optimal allocation of units for two‐ and k‐stress level situations are determined. We demonstrate the efficiency of the optimal allocation of units in a multiple stress levels life‐testing experiment by using real experimental situations discussed earlier by McCool and Nelson and Meeker. Monte Carlo simulations are used to show that the optimality results hold for small sample sizes as well. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

An analysis of constrained robust regression estimators

Multicollinearity and nonnormal errors are problems often encountered in the application of linear regression. Estimators are proposed for dealing with the simultaneous occurrence of both multicollinearity and nonnormality. These estimators are developed by combining biased estimation techniques with certain robust criteria. An iteratively reweighted least-squares procedure is used to compute the estimates. The performance of the combined estimators is studied empirically through Monte Carlo experiments structured according to factorial designs. With respect to a mean-squared-error criterion, the combined estimators are superior to ordinary least-squares, pure biased estimators, and pure robust estimators when multicollinearity and nonnormality are present. The loss in efficiency for the combined estimators relative to least squares is small when these problems do not occur. Some guidelines for the use of these combined estimators are given.