Adaptive Quadrature for Maximum Likelihood Estimation of a Class of Dynamic Latent Variable Models

Maximum likelihood estimation of models based on continuous latent variables generally requires to solve integrals that are not analytically tractable. Numerical approximations represent a possible solution to this problem. We propose to use the adaptive Gaussian–Hermite (AGH) numerical quadrature approximation for a particular class of continuous latent variable models for time-series and longitudinal data. These dynamic models are based on time-varying latent variables that follow an autoregressive process of order 1, AR(1). Two examples are the stochastic volatility models for the analysis of financial time series and the limited dependent variable models for the analysis of panel data. A comparison between the performance of AGH methods and alternative approximation methods proposed in the literature is carried out by simulation. Empirical examples are also used to illustrate the proposed approach.     

Latent Variable Model for Estimation of Distribution Algorithm Based on a Probabilistic Context-Free Grammar

Estimation of distribution algorithms are evolutionary algorithms using probabilistic techniques instead of traditional genetic operators. Recently, the application of probabilistic techniques to program and function evolution has received increasing attention, and this approach promises to provide a strong alternative to the traditional genetic programming techniques. Although a probabilistic context-free grammar (PCFG) is a widely used model for probabilistic program evolution, a conventional PCFG is not suitable for estimating interactions among nodes because of the context freedom assumption. In this paper, we have proposed a new evolutionary algorithm named programming with annotated grammar estimation based on a PCFG with latent annotations, which allows this context freedom assumption to be weakened. By applying the proposed algorithm to several computational problems, it is demonstrated that our approach is markedly more effective at estimating building blocks than prior approaches.      

基于深度信念网与隐变量模型的用户偏好建模

从高维、稀疏的用户评分数据中构建用户偏好模型,存在迭代计算复杂度高、中间结果规模大和难以实现有效推理等问题。为此,提出一种基于深度信念网(DBN)和贝叶斯网(BN)的用户偏好建模方法。采用DBN对评分数据进行分类,用隐变量表示不能直接观测到的用户偏好,利用含隐变量的BN描述评分数据中蕴含的相关属性间的依赖关系及其不确定性。在MovieLens和大众点评数据集上的实验结果表明,该方法能够有效描述评分数据中与用户偏好相关的各属性间的依赖关系,其精确率和执行效率均高于隐变量模型。     

Residential Location Econometric Choice Modeling with Irregular Zoning: Common Border Spatial Correlation Metric

Networks and Spatial Economics - Residential location choice (RLC) predicts where and how people choose their residential location in the framework of land use–transport interaction models...     

含隐变量非高斯无环因果模型的估计算法

针对观测变量中含隐变量的非高斯线性无环因果模型的估计问题,提出一种新的算法。通过在超完备基独立成分分析算法中引入满足Oracle性质的惩罚因子,使混合矩阵的估计值具有稀疏连接权值,由此推导出模型估计算法。实验结果表明,该算法能够改进因果模型估计的精确程度,提高算法效率。     

多标记室内小型无人机定位与姿态估计方法

随着无人机（Unmanned Aerial Vehicle,UAV）小型化、轻便化的发展,因其价格低廉,以及在娱乐和服务领域的广泛使用的特点,使得如何实现一个便捷且易实现的自主飞行跟踪系统成为关注点。由于无人机在室内GPS信号弱,使得跟踪与姿态获取成为进一步室内无人机自主控制的重点与难点。与动辄几十万美元搭建的无人机跟踪系统相比,采用低成本单目摄像机的无人机跟踪系统具有更高的科研价值和更广泛的应用前景。针对目前流行的基于增强现实（Augmented Reality,AR）技术的ArUco标记算法和颜色空间域标记算法,设计了一种多标记的无人机跟踪系统。在无人机目标跟踪过程中比较两种方法,验证了两种方法非接触式深度传感器无人机跟踪和姿态估计的效果,并比较了两种方法对空间亮度与空间颜色复杂度的鲁棒性,以及不同跟踪距离下视频中无人机检出率与跟踪精度。实验结果表明,基于深度摄像机获得的无人机位置和姿态数据,无人机可以进行自主的PID控制飞行,且AR标记在复杂环境下无人机的检出率、跟踪实时性、姿态估计精度以及鲁棒性都优于颜色标记,为之后室内无人机在非接触式传感的控制、路径规划、自主规避等进一步实验研究提供了无人机的位置和姿态数据。     

航天器计算机系统中软件的可靠性评估方法研究

在分析多种软件可靠性模型的基础上,结合航天工程任务的特点,提出一种航天工程软件适用的可靠性定量评估方法。应用表明该方法简单、可行,能够满足航天任务的实际需求,对其它领域的软件可靠性评估同样具有参考价值。     

高维复杂函数的混合模拟退火全局优化策略

对于高维复杂函数优化问题,经典的优化算法存在着初始点敏感、局部收敛等问题;而模拟退火算法等智能算法则有着计算成本高昂、算法早熟等缺陷。NFL定理犤1犦预示了混合优化策略是解决实际优化问题的最好途径。该文融合了模拟退火算法和经典算法的优点,设计了高维复杂函数混合模拟退火优化策略。混合优化策略具有模拟退火算法的全局收敛性,同时引入强局部收敛经典算法作为模拟退火算法的精英个体提高算子,提高了模拟退火算法局部开采能力,加快了收敛速度。数值仿真计算结果表明,混合模拟退火策略求解高维复杂函数的性能大大优于单一算法,具有强鲁棒性、高收敛速度和高精度等优点。该文的算法设计思想对于解决实际问题有较好的借鉴意义。     

机载AIS系统信道建模及估计

针对航空通信中的多径效应会严重影响系统接收端的通信质量,而传统信道估计算法存在收敛速度慢,计算复杂度过高,对信道参数的估计不准确的问题.根据机载船舶自动识别系统实际通信环境的特点,建立了满足莱斯衰落的频率选择性信道模型,并提出了一种适用于信道估计的快速最小均方误差算法.上述算法在训练序列的辅助下,通过高斯消元法估计出信道参数,并依据最小均方误差思想,得到信道估计的快速收敛形式.仿真结果表明,快速最小均方误差算法能够快速准确的估计出信道参数,两次迭代后其均方误差即可达到0.005左右,且具有计算复杂度低,收敛速度快等优点,能够显著提高机载AIS系统的通信性能.     

A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series

Estimating limited dependent variable time series models through standard extremum methods can be a daunting computational task because of the need for integration of high order multiple integrals and/or numerical optimization of difficult objective functions. This paper proposes a classical Markov Chain Monte Carlo (MCMC) estimation technique with data augmentation that overcomes both of these problems. The asymptotic properties of the proposed estimator are discussed. Furthermore, a practical and flexible algorithmic framework for this class of models is proposed and is illustrated using simulated data, thus also offering some insight into the small-sample biases of such estimators. Finally, the proposed framework is used to estimate a dynamic, discrete-choice monetary policy reaction function for the United States during the Greenspan years.     

基于微粒群优化算法的超市最优选址定量化研究

论文尝试使用微粒群优化算法与GIS相结合解决超市最优选址问题。首先,对影响超市经营好坏的因子进行了分析,包括:人口密度、交通因子以及竞争因子的影响;然后,详细阐述了微粒群优化算法与GIS技术相结合用于解决超市最优选址的实施方法;最后,以广州市芳村区为例,对PSO方法进行实例验证。通过与穷举法进行对比实验,证明微粒群优化算法具有较好的收敛速度、较高的结果精度,是解决超市最优选址的一种有效方法。     

Wavelets and Estimation of Discontinuous Functions

The paper considers the problem of estimating a signal with finitely many points of discontinuity from observations against white Gaussian noise. It is shown that, with an appropriate choice of a generator polynomial, an estimation method based on wavelets yields asymptotically minimax (up to a constant) estimates for functions sufficiently smooth outside the discontinuity points.     

卫星系统功能行为的基于Agent建模

为支持对卫星系统的仿真研究,提出使用基于agent的建模方法从功能行为角度对卫星系统进行建模.首先,介绍了系统功能行为的相关概念和建模与仿真中所用的agent技术.然后,详细分析了卫星系统地面部分和空间部分的功能行为.根据卫星系统的功能行为属性,提出一个以agent模型为核心的卫星系统模型体系--ABSSA,并介绍了其中的关键部分:基于组件的agent模型结构和卫星系统模型结构.最后,简要分析了建模思想的仿真应用和实现策略.     

变阶式递推增广算法及应用

本文给出一种能自动改变模型阶数的变阶式递推增广的最小二乘法,在此基础上,对一类ＣＡＲＭＡ系统给出一种在线自动辨识机。实际应用表明,这种辨识机不仅可用于模型的在线辨识,大大减小建模的计算量,而且对系统进行预报时,具有较高的精度。     

带可变随机函数和变异算子的粒子群优化算法

标准粒子群优化算法的收敛分析表明,改变随机函数、个体历史最优,群体全局最优,有助于提高该算法的性能。为此,本文提出了一种带可变随机函数和变异算子的粒子群优化算法,即通过改变速度更新方程中的随机函数分布来调节粒子在迭代过程中飞向个体历史最优和群体全局最优的比重,通过对个体历史最优和群体全局最优进行变异来增强种群的搜索能力。实验结果证实了该算法的有效性。     

Extending Superquadrics with Exponent Functions: Modeling and Reconstruction

Superquadrics are a family of parametric shapes which can model a diverse set of objects. They have received significant attention because of their compact representation and robust methods for recovery of 3D models. However, their assumption of intrinsical symmetry fails in modeling numerous real-world examples such as the human body, animals, and other naturally occurring objects. In this paper, we present a novel approach, which is called extended superquadric, to extend superquadric's representation power with exponent functions. An extended superquadric model can be deformed in any direction because it extends the exponents of superquadrics from constants to functions of the latitude and longitude angles in the spherical coordinate system. Thus, extended superquadrics can model more complex shapes than superquadrics. It also maintains many desired properties of superquadrics such as compactness, controllability, and intuitive meaning, which are all advantageous for shape modeling, recognition, and reconstruction. In this paper, besides the use of extended superquadrics for modeling, we also discuss the recovery of extended superquadrics from 3D information (reconstruction). Experiments on both realistic modeling and extended superquadric fitting are presented. Our results are very encouraging and indicate that the use of extended superquadric has potential benefits for the generation of synthetic images for computer graphics and that extended superquadric also is a promising paradigm for shape representation and recovery in computer vision.     

Registration with Uncertainties and Statistical Modeling of Shapes with Variable Metric Kernels

Registration and modeling of shapes are two important problems in computer vision and pattern recognition. Despite enormous progress made over the past decade, these problems are still open. In this paper, we advance the state of the art in both directions. First we consider an efficient registration method that aims to recover a one-to-one correspondence between shapes and introduce measures of uncertainties driven from the data which explain the local support of the recovered transformations. To this end, a free form deformation is used to describe the deformation model. The transformation is combined with an objective function defined in the space of implicit functions used to represent shapes. Once the registration parameters have been recovered, we introduce a novel technique for model building and statistical interpretation of the training examples based on a variable bandwidth kernel approach. The support on the kernels varies spatially and is determined according to the uncertainties of the registration process. Such a technique introduces the ability to account for potential registration errors in the model. Hand-written character recognition and knowledge-based object extraction in medical images are examples of applications that demonstrate the potentials of the proposed framework.     

Simultaneous Detection and Estimation Approach for Speech Enhancement

In this paper, we present a simultaneous detection and estimation approach for speech enhancement. A detector for speech presence in the short-time Fourier transform domain is combined with an estimator, which jointly minimizes a cost function that takes into account both detection and estimation errors. Cost parameters control the tradeoff between speech distortion, caused by missed detection of speech components and residual musical noise resulting from false-detection. Furthermore, a modified decision-directed a priori signal-to-noise ratio (SNR) estimation is proposed for transient-noise environments. Experimental results demonstrate the advantage of using the proposed simultaneous detection and estimation approach with the proposed a priori SNR estimator, which facilitate suppression of transient noise with a controlled level of speech distortion.     

A Control Parameterization Approach with Variable Time Nodes for Optimal Control Problems

This paper presents a novel computational approach to deal with optimal multivariable control problems using a control vector parameterization approach with multiple time grids, where each of the control variables has its own time grid of parametrization. Both the control parameters and time nodes in the grid partition are treated directly as variables to be optimized. Based on the derived relationship between the gradients of time nodes and the ones of interval lengths, the gradient formulae for parameters are presented. Compared with the existing approaches, for which all the control variables are parameterized on the same time grid, the proposed method is more general and flexible. To illustrate, two numerical cases are tested, and the results demonstrate that fewer parameters are needed to achieve the same level of optimization.     

新型变滑面导弹控制系统设计

在证明了过载的导数与角加速度存在近似比例关系的基础上,利用可以测量的线加速度和角加速度信号对过载系统进行了控制器的设计。为了提高控制器的性能,提出了一种变滑模面的滑模控制方法,并且用李雅普诺夫稳定性理论证明了系统的稳定性。仿真结果证明,采用变滑模面能保证跟踪误差较快收敛到零,并且系统输出的振颤大大减弱,同时该控制系统对参数摄动具有很强的鲁棒性。