Search results for "Mathematical optimization"
showing 10 items of 1300 documents
Linear Recursive Equations, Covariance Selection, and Path Analysis
1980
Abstract By defining a reducible zero pattern and by using the concept of multiplicative models, we relate linear recursive equations that have been introduced by econometrician Herman Wold (1954) and path analysis as it was proposed by geneticist Sewall Wright (1923) to the statistical theory of covariance selection formulated by Arthur Dempster (1972). We show that a reducible zero pattern is the condition under which parameters as well as least squares estimates in recursive equations are one-to-one transformations of parameters and of maximum likelihood estimates, respectively, in a decomposable covariance selection model. As a consequence, (a) we can give a closed-form expression for t…
Robustifying principal component analysis with spatial sign vectors
2012
Abstract In this paper, we apply orthogonally equivariant spatial sign covariance matrices as well as their affine equivariant counterparts in principal component analysis. The influence functions and asymptotic covariance matrices of eigenvectors based on robust covariance estimators are derived in order to compare the robustness and efficiency properties. We show in particular that the estimators that use pairwise differences of the observed data have very good efficiency properties, providing practical robust alternatives to classical sample covariance matrix based methods.
Boolean Models: Maximum Likelihood Estimation from Circular Clumps
1990
This paper deals with the problem of making inferences on the maximum radius and the intensity of the Poisson point process associated to a Boolean Model of circular primary grains with uniformly distributed random radii. The only sample information used is observed radii of circular clumps (DUPAC, 1980). The behaviour of maximum likelihood estimation has been evaluated by means of Monte Carlo methods.
Optimal Reporting of Predictions
1989
Abstract Consider a problem in which you and a group of other experts must report your individual predictive distributions for an observable random variable X to some decision maker. Suppose that the report of each expert is assigned a prior weight by the decision maker and that these weights are then updated based on the observed value of X. In this situation you will try to maximize your updated, or posterior, weight by appropriately choosing the distribution that you report, rather than necessarily simply reporting your honest predictive distribution. We study optimal reporting strategies under various conditions regarding your knowledge and beliefs about X and the reports of the other e…
Bayesian analysis of a Gibbs hard-core point pattern model with varying repulsion range
2014
A Bayesian solution is suggested for the modelling of spatial point patterns with inhomogeneous hard-core radius using Gaussian processes in the regularization. The key observation is that a straightforward use of the finite Gibbs hard-core process likelihood together with a log-Gaussian random field prior does not work without penalisation towards high local packing density. Instead, a nearest neighbour Gibbs process likelihood is used. This approach to hard-core inhomogeneity is an alternative to the transformation inhomogeneous hard-core modelling. The computations are based on recent Markovian approximation results for Gaussian fields. As an application, data on the nest locations of Sa…
Sample Size Requirements of a Mixture Analysis Method with Applications in Systematic Biology
1999
The available information on sample size requirements of mixture analysis methods is insufficient to permit a precise evaluation of the potential problems facing practical applications of mixture analysis. We use results from Monte Carlo simulation to assess the sample size requirements of a simple mixture analysis method under conditions relevant to biological applications of mixture analysis. The mixture model used includes two univariate normal components with equal variances but assumes that the researcher is ignorant as to the equality of the variances. The method used relies on the EM algorithm to compute the maximum likelihood estimates of the mixture parameters, and the likelihood r…
Influence of rounding errors on the quality of heuristic optimization algorithms
2011
Abstract Search space smoothing and related heuristic optimization algorithms provide an alternative approach to simulated annealing and its variants: while simulated annealing traverses barriers in the energy landscape at finite temperatures, search space smoothing intends to remove these barriers, so that a greedy algorithm is sufficient to find the global minimum. Several formulas for smoothing the energy landscape have already been applied, one of them making use of the finite numerical precision on a computer. In this paper, we thoroughly investigate the effect of finite numerical accuracy on the quality of results achieved with heuristic optimization algorithms. We present computation…
Analysis of resources distribution in economics based on entropy
2002
We propose a new approach to the problem of e0cient resources distribution in di1erent types of economic systems. We also propose to use entropy as an indicator of the e0ciency of resources distribution. Our approach is based on methods of statistical physics in which the states of economic systems are described in terms of the density functions � (g; � ) of the variable — — — — � �
Objective Priors for Discrete Parameter Spaces
2012
This article considers the development of objective prior distributions for discrete parameter spaces. Formal approaches to such development—such as the reference prior approach—often result in a constant prior for a discrete parameter, which is questionable for problems that exhibit certain types of structure. To take advantage of structure, this article proposes embedding the original problem in a continuous problem that preserves the structure, and then using standard reference prior theory to determine the appropriate objective prior. Four different possibilities for this embedding are explored, and applied to a population-size model, the hypergeometric distribution, the multivariate hy…
Solving type-2 assembly line balancing problem with fuzzy binary linear programming
2013
This paper deals with the use of fuzzy set theory as a viable alternative method for modelling and solving the stochastic assembly line balancing problem. This paper presents a fuzzy extension of the simple assembly line balancing problem of type 2 SALBP-2 with fuzzy job processing times since uncertainty, variability, and imprecision are often occurred in real-world production systems. The job processing times are formulated by triangular fuzzy membership functions using their statistical distributions. This study proposes to solve a Fuzzy Binary Linear Problem FBLP with fuzzy coefficients in the objective function and in a constraint. Finally, the effect of the unbalancing of a station in…