The study of estimation of conditional extreme quantile in incomplete data frameworks is of growing interest. Specially, the estimation of the extreme value index in a censorship framework has been the purpose of many...The study of estimation of conditional extreme quantile in incomplete data frameworks is of growing interest. Specially, the estimation of the extreme value index in a censorship framework has been the purpose of many inves<span style="font-family:Verdana;">tigations when finite dimension covariate information has been considered. In this paper, the estimation of the conditional extreme quantile of a </span><span style="font-family:Verdana;">heavy-tailed distribution is discussed when some functional random covariate (</span><i><span style="font-family:Verdana;">i.e.</span></i><span style="font-family:Verdana;"> valued in some infinite-dimensional space) information is available and the scalar response variable is right-censored. A Weissman-type estimator of conditional extreme quantiles is proposed and its asymptotic normality is established under mild assumptions. A simulation study is conducted to assess the finite-sample behavior of the proposed estimator and a comparison with two simple estimations strategies is provided.</span>展开更多
Monitoring sensors in complex engineering environments often record abnormal data,leading to significant positioning errors.To reduce the influence of abnormal arrival times,we introduce an innovative,outlier-robust l...Monitoring sensors in complex engineering environments often record abnormal data,leading to significant positioning errors.To reduce the influence of abnormal arrival times,we introduce an innovative,outlier-robust localization method that integrates kernel density estimation(KDE)with damping linear correction to enhance the precision of microseismic/acoustic emission(MS/AE)source positioning.Our approach systematically addresses abnormal arrival times through a three-step process:initial location by 4-arrival combinations,elimination of outliers based on three-dimensional KDE,and refinement using a linear correction with an adaptive damping factor.We validate our method through lead-breaking experiments,demonstrating over a 23%improvement in positioning accuracy with a maximum error of 9.12 mm(relative error of 15.80%)—outperforming 4 existing methods.Simulations under various system errors,outlier scales,and ratios substantiate our method’s superior performance.Field blasting experiments also confirm the practical applicability,with an average positioning error of 11.71 m(relative error of 7.59%),compared to 23.56,66.09,16.95,and 28.52 m for other methods.This research is significant as it enhances the robustness of MS/AE source localization when confronted with data anomalies.It also provides a practical solution for real-world engineering and safety monitoring applications.展开更多
In real-world applications, datasets frequently contain outliers, which can hinder the generalization ability of machine learning models. Bayesian classifiers, a popular supervised learning method, rely on accurate pr...In real-world applications, datasets frequently contain outliers, which can hinder the generalization ability of machine learning models. Bayesian classifiers, a popular supervised learning method, rely on accurate probability density estimation for classifying continuous datasets. However, achieving precise density estimation with datasets containing outliers poses a significant challenge. This paper introduces a Bayesian classifier that utilizes optimized robust kernel density estimation to address this issue. Our proposed method enhances the accuracy of probability density distribution estimation by mitigating the impact of outliers on the training sample’s estimated distribution. Unlike the conventional kernel density estimator, our robust estimator can be seen as a weighted kernel mapping summary for each sample. This kernel mapping performs the inner product in the Hilbert space, allowing the kernel density estimation to be considered the average of the samples’ mapping in the Hilbert space using a reproducing kernel. M-estimation techniques are used to obtain accurate mean values and solve the weights. Meanwhile, complete cross-validation is used as the objective function to search for the optimal bandwidth, which impacts the estimator. The Harris Hawks Optimisation optimizes the objective function to improve the estimation accuracy. The experimental results show that it outperforms other optimization algorithms regarding convergence speed and objective function value during the bandwidth search. The optimal robust kernel density estimator achieves better fitness performance than the traditional kernel density estimator when the training data contains outliers. The Naïve Bayesian with optimal robust kernel density estimation improves the generalization in the classification with outliers.展开更多
To estimate central dimension-reduction space in multivariate nonparametric rcgression, Sliced Inverse Regression （SIR）, Sliced Average Variance Estimation （SAVE） and Slicing Average Third-moment Estimation （SAT...To estimate central dimension-reduction space in multivariate nonparametric rcgression, Sliced Inverse Regression （SIR）, Sliced Average Variance Estimation （SAVE） and Slicing Average Third-moment Estimation （SAT） have been developed, Since slicing estimation has very different asymptotic behavior for SIR, and SAVE, the relevant study has been madc case by case, when the kernel estimators of SIH and SAVE share similar asymptotic properties. In this paper, we also investigate kernel estimation of SAT. We. prove the asymptotic normality, and show that, compared with tile existing results, the kernel Slnoothing for SIR, SAVE and SAT has very similar asymptotic behavior,展开更多
In the process of large-scale,grid-connected wind power operations,it is important to establish an accurate probability distribution model for wind farm fluctuations.In this study,a wind power fluctuation modeling met...In the process of large-scale,grid-connected wind power operations,it is important to establish an accurate probability distribution model for wind farm fluctuations.In this study,a wind power fluctuation modeling method is proposed based on the method of moving average and adaptive nonparametric kernel density estimation(NPKDE)method.Firstly,the method of moving average is used to reduce the fluctuation of the sampling wind power component,and the probability characteristics of the modeling are then determined based on the NPKDE.Secondly,the model is improved adaptively,and is then solved by using constraint-order optimization.The simulation results show that this method has a better accuracy and applicability compared with the modeling method based on traditional parameter estimation,and solves the local adaptation problem of traditional NPKDE.展开更多
In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis ...In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis density filter algorithm based on marginalized particle and kernel density estimation is proposed, which utilizes the idea of marginalized particle filter to enhance the estimating performance of the PHD. The state variables are decomposed into linear and non-linear parts. The particle filter is adopted to predict and estimate the nonlinear states of multi-target after dimensionality reduction, while the Kalman filter is applied to estimate the linear parts under linear Gaussian condition. Embedding the information of the linear states into the estimated nonlinear states helps to reduce the estimating variance and improve the accuracy of target number estimation. The meanshift kernel density estimation, being of the inherent nature of searching peak value via an adaptive gradient ascent iteration, is introduced to cluster particles and extract target states, which is independent of the target number and can converge to the local peak position of the PHD distribution while avoiding the errors due to the inaccuracy in modeling and parameters estimation. Experiments show that the proposed algorithm can obtain higher tracking accuracy when using fewer sampling particles and is of lower computational complexity compared with the PF-PHD.展开更多
In this paper, we propose a new method that combines collage error in fractal domain and Hu moment invariants for image retrieval with a statistical method - variable bandwidth Kernel Density Estimation (KDE). The pro...In this paper, we propose a new method that combines collage error in fractal domain and Hu moment invariants for image retrieval with a statistical method - variable bandwidth Kernel Density Estimation (KDE). The proposed method is called CHK (KDE of Collage error and Hu moment) and it is tested on the Vistex texture database with 640 natural images. Experimental results show that the Average Retrieval Rate (ARR) can reach into 78.18%, which demonstrates that the proposed method performs better than the one with parameters respectively as well as the commonly used histogram method both on retrieval rate and retrieval time.展开更多
A novel diversity-sampling based nonparametric multi-modal background model is proposed. Using the samples having more popular and various intensity values in the training sequence, a nonparametric model is built for ...A novel diversity-sampling based nonparametric multi-modal background model is proposed. Using the samples having more popular and various intensity values in the training sequence, a nonparametric model is built for background subtraction. According to the related intensifies, different weights are given to the distinct samples in kernel density estimation. This avoids repeated computation using all samples, and makes computation more efficient in the evaluation phase. Experimental results show the validity of the diversity- sampling scheme and robustness of the proposed model in moving objects segmentation. The proposed algorithm can be used in outdoor surveillance systems.展开更多
In this article, our proposed kernel estimator, named as Gumbel kernel, which broadened the class of non-negative, asymmetric kernel density estimators. Such kernel estimator can be used in nonparametric estimation of...In this article, our proposed kernel estimator, named as Gumbel kernel, which broadened the class of non-negative, asymmetric kernel density estimators. Such kernel estimator can be used in nonparametric estimation of the probability density function (</span><i><span style="font-family:Verdana;">pdf</span></i><span style="font-family:Verdana;">). When the density functions have limited bounded support on [0, ∞) and they are liberated of boundary bias, always non-negative and obtain the optimal rate of convergence for the mean integrated squared error (MISE). The bias, variance and the optimal bandwidth of the proposed estimators are investigated on theoretical grounds as well as on simulation basis. Further, the applicability of the proposed estimator is compared to Weibul</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">l</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> kernel estimator, where performance of newly proposed kernel is outstanding.展开更多
One-class support vector machine （OCSVM） and support vector data description （SVDD） are two main domain-based one-class （kernel） classifiers. To reveal their relationship with density estimation in the case of t...One-class support vector machine （OCSVM） and support vector data description （SVDD） are two main domain-based one-class （kernel） classifiers. To reveal their relationship with density estimation in the case of the Gaussian kernel, OCSVM and SVDD are firstly unified into the framework of kernel density estimation, and the essential relationship between them is explicitly revealed. Then the result proves that the density estimation induced by OCSVM or SVDD is in agreement with the true density. Meanwhile, it can also reduce the integrated squared error （ISE）. Finally, experiments on several simulated datasets verify the revealed relationships.展开更多
In this paper, we investigate a blow-up phenomenon for a semilinear parabolic system on locally finite graphs. Under some appropriate assumptions on the curvature condition CDE’(n,0), the polynomial volume growth of ...In this paper, we investigate a blow-up phenomenon for a semilinear parabolic system on locally finite graphs. Under some appropriate assumptions on the curvature condition CDE’(n,0), the polynomial volume growth of degree m, the initial values, and the exponents in absorption terms, we prove that every non-negative solution of the semilinear parabolic system blows up in a finite time. Our current work extends the results achieved by Lin and Wu (Calc Var Partial Differ Equ, 2017, 56: Art 102) and Wu (Rev R Acad Cien Serie A Mat, 2021, 115: Art 133).展开更多
This paper aims to explore the application of Extreme Value Theory (EVT) in estimating the conditional extreme quantile for time-to-event outcomes by examining the functional relationship between ambulatory blood pres...This paper aims to explore the application of Extreme Value Theory (EVT) in estimating the conditional extreme quantile for time-to-event outcomes by examining the functional relationship between ambulatory blood pressure trajectories and clinical outcomes in stroke patients. The study utilizes EVT to analyze the functional connection between ambulatory blood pressure trajectories and clinical outcomes in a sample of 297 stroke patients. The 24-hour ambulatory blood pressure measurement curves for every 15 minutes are considered, acknowledging a censored rate of 40%. The findings reveal that the sample mean excess function exhibits a positive gradient above a specific threshold, confirming the heavy-tailed distribution of data in stroke patients with a positive extreme value index. Consequently, the estimated conditional extreme quantile indicates that stroke patients with higher blood pressure measurements face an elevated risk of recurrent stroke occurrence at an early stage. This research contributes to the understanding of the relationship between ambulatory blood pressure and recurrent stroke, providing valuable insights for clinical considerations and potential interventions in stroke management.展开更多
As the existing heating load forecasting methods are almostly point forecasting,an interval forecasting approach based on Support Vector Regression (SVR) and interval estimation of relative error is proposed in this p...As the existing heating load forecasting methods are almostly point forecasting,an interval forecasting approach based on Support Vector Regression (SVR) and interval estimation of relative error is proposed in this paper.The forecasting output can be defined as energy saving control setting value of heating supply substation;meanwhile,it can also provide a practical basis for heating dispatching and peak load regulating operation.By means of the proposed approach,SVR model is used to point forecasting and the error interval can be gained by using nonparametric kernel estimation to the forecast error,which avoid the distributional assumptions.Combining the point forecasting results and error interval,the forecast confidence interval is obtained.Finally,the proposed model is performed through simulations by applying it to the data from a heating supply network in Harbin,and the results show that the method can meet the demands of energy saving control and heating dispatching.展开更多
Most financial signals show time dependency that,combined with noisy and extreme events,poses serious problems in the parameter estimations of statistical models.Moreover,when addressing asset pricing,portfolio select...Most financial signals show time dependency that,combined with noisy and extreme events,poses serious problems in the parameter estimations of statistical models.Moreover,when addressing asset pricing,portfolio selection,and investment strategies,accurate estimates of the relationship among assets are as necessary as are delicate in a time-dependent context.In this regard,fundamental tools that increasingly attract research interests are precision matrix and graphical models,which are able to obtain insights into the joint evolution of financial quantities.In this paper,we present a robust divergence estimator for a time-varying precision matrix that can manage both the extreme events and time-dependency that affect financial time series.Furthermore,we provide an algorithm to handle parameter estimations that uses the“maximization–minimization”approach.We apply the methodology to synthetic data to test its performances.Then,we consider the cryptocurrency market as a real data application,given its remarkable suitability for the proposed method because of its volatile and unregulated nature.展开更多
In this paper, we establish asymptotically optimal simultaneous confidence bands for the copula function based on the local linear kernel estimator proposed by Chen and Huang [1]. For this, we prove under smoothness c...In this paper, we establish asymptotically optimal simultaneous confidence bands for the copula function based on the local linear kernel estimator proposed by Chen and Huang [1]. For this, we prove under smoothness conditions on the derivatives of the copula a uniform in bandwidth law of the iterated logarithm for the maximal deviation of this estimator from its expectation. We also show that the bias term converges uniformly to zero with a precise rate. The performance of these bands is illustrated by a simulation study. An application based on pseudo-panel data is also provided for modeling the dependence structure of Senegalese households’ expense data in 2001 and 2006.展开更多
The Generalized Markov Fluid Model(GMFM)is assumed for modeling sources in the network because it is versatile to describe the traffic fluctuations.In order to estimate resources allocations or in other words the chan...The Generalized Markov Fluid Model(GMFM)is assumed for modeling sources in the network because it is versatile to describe the traffic fluctuations.In order to estimate resources allocations or in other words the channel occupation of each source,the concept of effective bandwidth(EB)proposed by Kelly is used.In this paper we use an expression to determine the EB for this model which is of particular interest because it allows expressing said magnitude depending on the parameters of the model.This paper provides EB estimates for this model applying Kernel Estimation techniques in data networking.In particular we will study two differentiated cases:dispatches following a Gaussian and Exponential distribution.The performance of the proposed method is analyzed using simulated traffic traces generated by Monte Carlo Markov Chain algorithms.The estimation process worked much better in the Gaussian distribution case than in the Exponential one.展开更多
Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove mod...Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup ｜fn（x） - fn（-x） ｜.展开更多
Road network is a critical component of public infrastructure,and the supporting system of social and economic development.Based on a modified kernel density estimate(KDE)algorithm,this study evaluated the road servic...Road network is a critical component of public infrastructure,and the supporting system of social and economic development.Based on a modified kernel density estimate(KDE)algorithm,this study evaluated the road service capacity provided by a road network composed of multi-level roads(i.e.national,provincial,county and rural roads),by taking account of the differences of effect extent and intensity for roads of different levels.Summarized at town scale,the population burden and the annual rural economic income of unit road service capacity were used as the surrogates of social and economic demands for road service.This method was applied to the road network of the Three Parallel River Region,the northwestern Yunnan Province,China to evaluate the development of road network in this region.In results,the total road length of this region in 2005 was 3.70×104km,and the length ratio between national,provincial,county and rural roads was 1∶2∶8∶47.From 1989 to 2005,the regional road service capacity increased by 13.1%,of which the contributions from the national,provincial,county and rural roads were 11.1%,19.4%,22.6%,and 67.8%,respectively,revealing the effect of′All Village Accessible′policy of road development in the mountainous regions in the last decade.The spatial patterns of population burden and economic requirement of unit road service suggested that the areas farther away from the national and provincial roads have higher road development priority(RDP).Based on the modified KDE model and the framework of RDP evaluation,this study provided a useful approach for developing an optimal plan of road development at regional scale.展开更多
As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configu...As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configuration network(SCN)with robust technique,namely,robust SCN(RSCN).Firstly,this paper proves the universal approximation property of RSCN with weighted least squares technique.Secondly,three robust algorithms are presented by employing M-estimation with Huber loss function,M-estimation with interquartile range(IQR)and nonparametric kernel density estimation(NKDE)function respectively to set the penalty weight.Comparison experiments are first carried out based on the UCI standard data sets to verify the effectiveness of these methods,and then the data-driven PS model based on the robust algorithms are established and verified.Experimental results show that the RSCN has an excellent performance for the PS estimation.展开更多
A kernel-type estimator of the quantile function Q（p） = inf{t：F（t） ≥ p}, 0 ≤ p ≤ 1, is proposed based on the kernel smoother when the data are subjected to random truncation. The Bahadur-type representations o...A kernel-type estimator of the quantile function Q（p） = inf{t：F（t） ≥ p}, 0 ≤ p ≤ 1, is proposed based on the kernel smoother when the data are subjected to random truncation. The Bahadur-type representations of the kernel smooth estimator are established, and from Bahadur representations the authors can show that this estimator is strongly consistent, asymptotically normal, and weakly convergent.展开更多
文摘The study of estimation of conditional extreme quantile in incomplete data frameworks is of growing interest. Specially, the estimation of the extreme value index in a censorship framework has been the purpose of many inves<span style="font-family:Verdana;">tigations when finite dimension covariate information has been considered. In this paper, the estimation of the conditional extreme quantile of a </span><span style="font-family:Verdana;">heavy-tailed distribution is discussed when some functional random covariate (</span><i><span style="font-family:Verdana;">i.e.</span></i><span style="font-family:Verdana;"> valued in some infinite-dimensional space) information is available and the scalar response variable is right-censored. A Weissman-type estimator of conditional extreme quantiles is proposed and its asymptotic normality is established under mild assumptions. A simulation study is conducted to assess the finite-sample behavior of the proposed estimator and a comparison with two simple estimations strategies is provided.</span>
基金the financial support provided by the National Key Research and Development Program for Young Scientists(No.2021YFC2900400)Postdoctoral Fellowship Program of China Postdoctoral Science Foundation(CPSF)(No.GZB20230914)+2 种基金National Natural Science Foundation of China(No.52304123)China Postdoctoral Science Foundation(No.2023M730412)Chongqing Outstanding Youth Science Foundation Program(No.CSTB2023NSCQ-JQX0027).
文摘Monitoring sensors in complex engineering environments often record abnormal data,leading to significant positioning errors.To reduce the influence of abnormal arrival times,we introduce an innovative,outlier-robust localization method that integrates kernel density estimation(KDE)with damping linear correction to enhance the precision of microseismic/acoustic emission(MS/AE)source positioning.Our approach systematically addresses abnormal arrival times through a three-step process:initial location by 4-arrival combinations,elimination of outliers based on three-dimensional KDE,and refinement using a linear correction with an adaptive damping factor.We validate our method through lead-breaking experiments,demonstrating over a 23%improvement in positioning accuracy with a maximum error of 9.12 mm(relative error of 15.80%)—outperforming 4 existing methods.Simulations under various system errors,outlier scales,and ratios substantiate our method’s superior performance.Field blasting experiments also confirm the practical applicability,with an average positioning error of 11.71 m(relative error of 7.59%),compared to 23.56,66.09,16.95,and 28.52 m for other methods.This research is significant as it enhances the robustness of MS/AE source localization when confronted with data anomalies.It also provides a practical solution for real-world engineering and safety monitoring applications.
文摘In real-world applications, datasets frequently contain outliers, which can hinder the generalization ability of machine learning models. Bayesian classifiers, a popular supervised learning method, rely on accurate probability density estimation for classifying continuous datasets. However, achieving precise density estimation with datasets containing outliers poses a significant challenge. This paper introduces a Bayesian classifier that utilizes optimized robust kernel density estimation to address this issue. Our proposed method enhances the accuracy of probability density distribution estimation by mitigating the impact of outliers on the training sample’s estimated distribution. Unlike the conventional kernel density estimator, our robust estimator can be seen as a weighted kernel mapping summary for each sample. This kernel mapping performs the inner product in the Hilbert space, allowing the kernel density estimation to be considered the average of the samples’ mapping in the Hilbert space using a reproducing kernel. M-estimation techniques are used to obtain accurate mean values and solve the weights. Meanwhile, complete cross-validation is used as the objective function to search for the optimal bandwidth, which impacts the estimator. The Harris Hawks Optimisation optimizes the objective function to improve the estimation accuracy. The experimental results show that it outperforms other optimization algorithms regarding convergence speed and objective function value during the bandwidth search. The optimal robust kernel density estimator achieves better fitness performance than the traditional kernel density estimator when the training data contains outliers. The Naïve Bayesian with optimal robust kernel density estimation improves the generalization in the classification with outliers.
文摘To estimate central dimension-reduction space in multivariate nonparametric rcgression, Sliced Inverse Regression （SIR）, Sliced Average Variance Estimation （SAVE） and Slicing Average Third-moment Estimation （SAT） have been developed, Since slicing estimation has very different asymptotic behavior for SIR, and SAVE, the relevant study has been madc case by case, when the kernel estimators of SIH and SAVE share similar asymptotic properties. In this paper, we also investigate kernel estimation of SAT. We. prove the asymptotic normality, and show that, compared with tile existing results, the kernel Slnoothing for SIR, SAVE and SAT has very similar asymptotic behavior,
基金supported by Science and Technology project of the State Grid Corporation of China“Research on Active Development Planning Technology and Comprehensive Benefit Analysis Method for Regional Smart Grid Comprehensive Demonstration Zone”National Natural Science Foundation of China(51607104)
文摘In the process of large-scale,grid-connected wind power operations,it is important to establish an accurate probability distribution model for wind farm fluctuations.In this study,a wind power fluctuation modeling method is proposed based on the method of moving average and adaptive nonparametric kernel density estimation(NPKDE)method.Firstly,the method of moving average is used to reduce the fluctuation of the sampling wind power component,and the probability characteristics of the modeling are then determined based on the NPKDE.Secondly,the model is improved adaptively,and is then solved by using constraint-order optimization.The simulation results show that this method has a better accuracy and applicability compared with the modeling method based on traditional parameter estimation,and solves the local adaptation problem of traditional NPKDE.
基金Project(61101185) supported by the National Natural Science Foundation of ChinaProject(2011AA1221) supported by the National High Technology Research and Development Program of China
文摘In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis density filter algorithm based on marginalized particle and kernel density estimation is proposed, which utilizes the idea of marginalized particle filter to enhance the estimating performance of the PHD. The state variables are decomposed into linear and non-linear parts. The particle filter is adopted to predict and estimate the nonlinear states of multi-target after dimensionality reduction, while the Kalman filter is applied to estimate the linear parts under linear Gaussian condition. Embedding the information of the linear states into the estimated nonlinear states helps to reduce the estimating variance and improve the accuracy of target number estimation. The meanshift kernel density estimation, being of the inherent nature of searching peak value via an adaptive gradient ascent iteration, is introduced to cluster particles and extract target states, which is independent of the target number and can converge to the local peak position of the PHD distribution while avoiding the errors due to the inaccuracy in modeling and parameters estimation. Experiments show that the proposed algorithm can obtain higher tracking accuracy when using fewer sampling particles and is of lower computational complexity compared with the PF-PHD.
基金Supported by the Fundamental Research Funds for the Central Universities (No. NS2012093)
文摘In this paper, we propose a new method that combines collage error in fractal domain and Hu moment invariants for image retrieval with a statistical method - variable bandwidth Kernel Density Estimation (KDE). The proposed method is called CHK (KDE of Collage error and Hu moment) and it is tested on the Vistex texture database with 640 natural images. Experimental results show that the Average Retrieval Rate (ARR) can reach into 78.18%, which demonstrates that the proposed method performs better than the one with parameters respectively as well as the commonly used histogram method both on retrieval rate and retrieval time.
基金Project supported by National Basic Research Program of Chinaon Urban Traffic Monitoring and Management System(Grant No .TG1998030408)
文摘A novel diversity-sampling based nonparametric multi-modal background model is proposed. Using the samples having more popular and various intensity values in the training sequence, a nonparametric model is built for background subtraction. According to the related intensifies, different weights are given to the distinct samples in kernel density estimation. This avoids repeated computation using all samples, and makes computation more efficient in the evaluation phase. Experimental results show the validity of the diversity- sampling scheme and robustness of the proposed model in moving objects segmentation. The proposed algorithm can be used in outdoor surveillance systems.
文摘In this article, our proposed kernel estimator, named as Gumbel kernel, which broadened the class of non-negative, asymmetric kernel density estimators. Such kernel estimator can be used in nonparametric estimation of the probability density function (</span><i><span style="font-family:Verdana;">pdf</span></i><span style="font-family:Verdana;">). When the density functions have limited bounded support on [0, ∞) and they are liberated of boundary bias, always non-negative and obtain the optimal rate of convergence for the mean integrated squared error (MISE). The bias, variance and the optimal bandwidth of the proposed estimators are investigated on theoretical grounds as well as on simulation basis. Further, the applicability of the proposed estimator is compared to Weibul</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">l</span></span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;"> kernel estimator, where performance of newly proposed kernel is outstanding.
基金Supported by the National Natural Science Foundation of China(60603029)the Natural Science Foundation of Jiangsu Province(BK2007074)the Natural Science Foundation for Colleges and Universities in Jiangsu Province(06KJB520132)~~
文摘One-class support vector machine （OCSVM） and support vector data description （SVDD） are two main domain-based one-class （kernel） classifiers. To reveal their relationship with density estimation in the case of the Gaussian kernel, OCSVM and SVDD are firstly unified into the framework of kernel density estimation, and the essential relationship between them is explicitly revealed. Then the result proves that the density estimation induced by OCSVM or SVDD is in agreement with the true density. Meanwhile, it can also reduce the integrated squared error （ISE）. Finally, experiments on several simulated datasets verify the revealed relationships.
基金supported by the Zhejiang Provincial Natural Science Foundation of China(LY21A010016)the National Natural Science Foundation of China(11901550).
文摘In this paper, we investigate a blow-up phenomenon for a semilinear parabolic system on locally finite graphs. Under some appropriate assumptions on the curvature condition CDE’(n,0), the polynomial volume growth of degree m, the initial values, and the exponents in absorption terms, we prove that every non-negative solution of the semilinear parabolic system blows up in a finite time. Our current work extends the results achieved by Lin and Wu (Calc Var Partial Differ Equ, 2017, 56: Art 102) and Wu (Rev R Acad Cien Serie A Mat, 2021, 115: Art 133).
文摘This paper aims to explore the application of Extreme Value Theory (EVT) in estimating the conditional extreme quantile for time-to-event outcomes by examining the functional relationship between ambulatory blood pressure trajectories and clinical outcomes in stroke patients. The study utilizes EVT to analyze the functional connection between ambulatory blood pressure trajectories and clinical outcomes in a sample of 297 stroke patients. The 24-hour ambulatory blood pressure measurement curves for every 15 minutes are considered, acknowledging a censored rate of 40%. The findings reveal that the sample mean excess function exhibits a positive gradient above a specific threshold, confirming the heavy-tailed distribution of data in stroke patients with a positive extreme value index. Consequently, the estimated conditional extreme quantile indicates that stroke patients with higher blood pressure measurements face an elevated risk of recurrent stroke occurrence at an early stage. This research contributes to the understanding of the relationship between ambulatory blood pressure and recurrent stroke, providing valuable insights for clinical considerations and potential interventions in stroke management.
基金Sponsored by the National 11th 5-year Plan Key Project of Ministry of Science and Technology of China (Grant No.2006BAJ01A04)
文摘As the existing heating load forecasting methods are almostly point forecasting,an interval forecasting approach based on Support Vector Regression (SVR) and interval estimation of relative error is proposed in this paper.The forecasting output can be defined as energy saving control setting value of heating supply substation;meanwhile,it can also provide a practical basis for heating dispatching and peak load regulating operation.By means of the proposed approach,SVR model is used to point forecasting and the error interval can be gained by using nonparametric kernel estimation to the forecast error,which avoid the distributional assumptions.Combining the point forecasting results and error interval,the forecast confidence interval is obtained.Finally,the proposed model is performed through simulations by applying it to the data from a heating supply network in Harbin,and the results show that the method can meet the demands of energy saving control and heating dispatching.
文摘Most financial signals show time dependency that,combined with noisy and extreme events,poses serious problems in the parameter estimations of statistical models.Moreover,when addressing asset pricing,portfolio selection,and investment strategies,accurate estimates of the relationship among assets are as necessary as are delicate in a time-dependent context.In this regard,fundamental tools that increasingly attract research interests are precision matrix and graphical models,which are able to obtain insights into the joint evolution of financial quantities.In this paper,we present a robust divergence estimator for a time-varying precision matrix that can manage both the extreme events and time-dependency that affect financial time series.Furthermore,we provide an algorithm to handle parameter estimations that uses the“maximization–minimization”approach.We apply the methodology to synthetic data to test its performances.Then,we consider the cryptocurrency market as a real data application,given its remarkable suitability for the proposed method because of its volatile and unregulated nature.
文摘In this paper, we establish asymptotically optimal simultaneous confidence bands for the copula function based on the local linear kernel estimator proposed by Chen and Huang [1]. For this, we prove under smoothness conditions on the derivatives of the copula a uniform in bandwidth law of the iterated logarithm for the maximal deviation of this estimator from its expectation. We also show that the bias term converges uniformly to zero with a precise rate. The performance of these bands is illustrated by a simulation study. An application based on pseudo-panel data is also provided for modeling the dependence structure of Senegalese households’ expense data in 2001 and 2006.
文摘The Generalized Markov Fluid Model(GMFM)is assumed for modeling sources in the network because it is versatile to describe the traffic fluctuations.In order to estimate resources allocations or in other words the channel occupation of each source,the concept of effective bandwidth(EB)proposed by Kelly is used.In this paper we use an expression to determine the EB for this model which is of particular interest because it allows expressing said magnitude depending on the parameters of the model.This paper provides EB estimates for this model applying Kernel Estimation techniques in data networking.In particular we will study two differentiated cases:dispatches following a Gaussian and Exponential distribution.The performance of the proposed method is analyzed using simulated traffic traces generated by Monte Carlo Markov Chain algorithms.The estimation process worked much better in the Gaussian distribution case than in the Exponential one.
基金Research supported by the National Natural Science Foundation of China (10271091)
文摘Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup ｜fn（x） - fn（-x） ｜.
基金Under the auspices of National Natural Science Foundation of China(No.41371190,31021001)Scientific and Tech-nical Projects of Western China Transportation Construction,Ministry of Transport of China(No.2008-318-799-17)
文摘Road network is a critical component of public infrastructure,and the supporting system of social and economic development.Based on a modified kernel density estimate(KDE)algorithm,this study evaluated the road service capacity provided by a road network composed of multi-level roads(i.e.national,provincial,county and rural roads),by taking account of the differences of effect extent and intensity for roads of different levels.Summarized at town scale,the population burden and the annual rural economic income of unit road service capacity were used as the surrogates of social and economic demands for road service.This method was applied to the road network of the Three Parallel River Region,the northwestern Yunnan Province,China to evaluate the development of road network in this region.In results,the total road length of this region in 2005 was 3.70×104km,and the length ratio between national,provincial,county and rural roads was 1∶2∶8∶47.From 1989 to 2005,the regional road service capacity increased by 13.1%,of which the contributions from the national,provincial,county and rural roads were 11.1%,19.4%,22.6%,and 67.8%,respectively,revealing the effect of′All Village Accessible′policy of road development in the mountainous regions in the last decade.The spatial patterns of population burden and economic requirement of unit road service suggested that the areas farther away from the national and provincial roads have higher road development priority(RDP).Based on the modified KDE model and the framework of RDP evaluation,this study provided a useful approach for developing an optimal plan of road development at regional scale.
基金Projects(61603393,61741318)supported in part by the National Natural Science Foundation of ChinaProject(BK20160275)supported by the Natural Science Foundation of Jiangsu Province,China+1 种基金Project(2015M581885)supported by the Postdoctoral Science Foundation of ChinaProject(PAL-N201706)supported by the Open Project Foundation of State Key Laboratory of Synthetical Automation for Process Industries of Northeastern University,China
文摘As a production quality index of hematite grinding process,particle size(PS)is hard to be measured in real time.To achieve the PS estimation,this paper proposes a novel data driven model of PS using stochastic configuration network(SCN)with robust technique,namely,robust SCN(RSCN).Firstly,this paper proves the universal approximation property of RSCN with weighted least squares technique.Secondly,three robust algorithms are presented by employing M-estimation with Huber loss function,M-estimation with interquartile range(IQR)and nonparametric kernel density estimation(NKDE)function respectively to set the penalty weight.Comparison experiments are first carried out based on the UCI standard data sets to verify the effectiveness of these methods,and then the data-driven PS model based on the robust algorithms are established and verified.Experimental results show that the RSCN has an excellent performance for the PS estimation.
基金Zhou's research was partially supported by the NNSF of China (10471140, 10571169)Wu's research was partially supported by NNSF of China (0571170)
文摘A kernel-type estimator of the quantile function Q（p） = inf{t：F（t） ≥ p}, 0 ≤ p ≤ 1, is proposed based on the kernel smoother when the data are subjected to random truncation. The Bahadur-type representations of the kernel smooth estimator are established, and from Bahadur representations the authors can show that this estimator is strongly consistent, asymptotically normal, and weakly convergent.
