In this paper,we introduce the censored composite conditional quantile coefficient(cC-CQC)to rank the relative importance of each predictor in high-dimensional censored regression.The cCCQC takes advantage of all usef...In this paper,we introduce the censored composite conditional quantile coefficient(cC-CQC)to rank the relative importance of each predictor in high-dimensional censored regression.The cCCQC takes advantage of all useful information across quantiles and can detect nonlinear effects including interactions and heterogeneity,effectively.Furthermore,the proposed screening method based on cCCQC is robust to the existence of outliers and enjoys the sure screening property.Simulation results demonstrate that the proposed method performs competitively on survival datasets of high-dimensional predictors,particularly when the variables are highly correlated.展开更多
Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data settings.In this paper,we introduce a new BEL(NBEL)method by blocking the ...Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data settings.In this paper,we introduce a new BEL(NBEL)method by blocking the scoring functions under high dimensional cases.We study the construction of confidence regions for the parameters in spatial autoregressive models with spatial autoregressive disturbances(SARAR models)with high dimension of parameters by using the NBEL method.It is shown that the NBEL ratio statistics are asymptoticallyχ^(2)-type distributed,which are used to obtain the NBEL based confidence regions for the parameters in SARAR models.A simulation study is conducted to compare the performances of the NBEL and the usual EL methods.展开更多
An image segmentation algorithm of the restrained fuzzy Kohonen clustering network （RFKCN） based on high- dimension fuzzy character is proposed. The algorithm includes two steps. The first step is the fuzzification ...An image segmentation algorithm of the restrained fuzzy Kohonen clustering network （RFKCN） based on high- dimension fuzzy character is proposed. The algorithm includes two steps. The first step is the fuzzification of pixels in which two redundant images are built by fuzzy mean value and fuzzy median value. The second step is to construct a three-dimensional （3-D） feature vector of redundant images and their original images and cluster the feature vector through RFKCN, to realize image seg- mentation. The proposed algorithm fully takes into account not only gray distribution information of pixels, but also relevant information and fuzzy information among neighboring pixels in constructing 3- D character space. Based on the combination of competitiveness, redundancy and complementary of the information, the proposed algorithm improves the accuracy of clustering. Theoretical anal- yses and experimental results demonstrate that the proposed algorithm has a good segmentation performance.展开更多
We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics ...We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics of known distribution through randomization.The test statistic checks for breaks in the structure of factor models,including changes in factor loadings and increases in the number of factors.We give the results of simulation experiments and test the factor structure of the stock return data of China’s and U.S.stock markets from January 1,2017,to December 31,2019.Our method performs well in both simulations and real data.展开更多
A simplex particle swarm optimization(simplex-PSO) derived from the Nelder-Mead simplex method was proposed to optimize the high dimensionality functions.In simplex-PSO,the velocity term was abandoned and its referenc...A simplex particle swarm optimization(simplex-PSO) derived from the Nelder-Mead simplex method was proposed to optimize the high dimensionality functions.In simplex-PSO,the velocity term was abandoned and its reference objectives were the best particle and the centroid of all particles except the best particle.The convergence theorems of linear time-varying discrete system proved that simplex-PSO is of consistent asymptotic convergence.In order to reduce the probability of trapping into a local optimal value,an extremum mutation was introduced into simplex-PSO and simplex-PSO-t(simplex-PSO with turbulence) was devised.Several experiments were carried out to verify the validity of simplex-PSO and simplex-PSO-t,and the experimental results confirmed the conclusions:(1) simplex-PSO-t can optimize high-dimension functions with 200-dimensionality;(2) compared PSO with chaos PSO(CPSO),the best optimum index increases by a factor of 1×102-1×104.展开更多
基金Outstanding Youth Foundation of Hunan Provincial Department of Education(Grant No.22B0911)。
文摘In this paper,we introduce the censored composite conditional quantile coefficient(cC-CQC)to rank the relative importance of each predictor in high-dimensional censored regression.The cCCQC takes advantage of all useful information across quantiles and can detect nonlinear effects including interactions and heterogeneity,effectively.Furthermore,the proposed screening method based on cCCQC is robust to the existence of outliers and enjoys the sure screening property.Simulation results demonstrate that the proposed method performs competitively on survival datasets of high-dimensional predictors,particularly when the variables are highly correlated.
基金Supported by the National Natural Science Foundation of China(12061017,12361055)the Research Fund of Guangxi Key Lab of Multi-source Information Mining&Security(22-A-01-01)。
文摘Existing blockwise empirical likelihood(BEL)method blocks the observations or their analogues,which is proven useful under some dependent data settings.In this paper,we introduce a new BEL(NBEL)method by blocking the scoring functions under high dimensional cases.We study the construction of confidence regions for the parameters in spatial autoregressive models with spatial autoregressive disturbances(SARAR models)with high dimension of parameters by using the NBEL method.It is shown that the NBEL ratio statistics are asymptoticallyχ^(2)-type distributed,which are used to obtain the NBEL based confidence regions for the parameters in SARAR models.A simulation study is conducted to compare the performances of the NBEL and the usual EL methods.
基金supported by the National Natural Science Foundation of China(61073106)the Aerospace Science and Technology Innovation Fund(CASC201105)
文摘An image segmentation algorithm of the restrained fuzzy Kohonen clustering network （RFKCN） based on high- dimension fuzzy character is proposed. The algorithm includes two steps. The first step is the fuzzification of pixels in which two redundant images are built by fuzzy mean value and fuzzy median value. The second step is to construct a three-dimensional （3-D） feature vector of redundant images and their original images and cluster the feature vector through RFKCN, to realize image seg- mentation. The proposed algorithm fully takes into account not only gray distribution information of pixels, but also relevant information and fuzzy information among neighboring pixels in constructing 3- D character space. Based on the combination of competitiveness, redundancy and complementary of the information, the proposed algorithm improves the accuracy of clustering. Theoretical anal- yses and experimental results demonstrate that the proposed algorithm has a good segmentation performance.
基金supported by the National Natural Science Foundation of China(12001517,72091212)the USTC Research Funds of the Double First-Class Initiative(YD2040002005)the Fundamental Research Funds for the Central Universities(WK2040000026,WK2040000027)。
文摘We consider the fluctuation of eigenvalues in factor models and propose a new method for testing the model.Based on the characteristics of eigenvalues,variables of unknown distribution are transformed into statistics of known distribution through randomization.The test statistic checks for breaks in the structure of factor models,including changes in factor loadings and increases in the number of factors.We give the results of simulation experiments and test the factor structure of the stock return data of China’s and U.S.stock markets from January 1,2017,to December 31,2019.Our method performs well in both simulations and real data.
基金Project(50275150) supported by the National Natural Science Foundation of ChinaProject(20070533131) supported by Research Fund for the Doctoral Program of Higher Education of China
文摘A simplex particle swarm optimization(simplex-PSO) derived from the Nelder-Mead simplex method was proposed to optimize the high dimensionality functions.In simplex-PSO,the velocity term was abandoned and its reference objectives were the best particle and the centroid of all particles except the best particle.The convergence theorems of linear time-varying discrete system proved that simplex-PSO is of consistent asymptotic convergence.In order to reduce the probability of trapping into a local optimal value,an extremum mutation was introduced into simplex-PSO and simplex-PSO-t(simplex-PSO with turbulence) was devised.Several experiments were carried out to verify the validity of simplex-PSO and simplex-PSO-t,and the experimental results confirmed the conclusions:(1) simplex-PSO-t can optimize high-dimension functions with 200-dimensionality;(2) compared PSO with chaos PSO(CPSO),the best optimum index increases by a factor of 1×102-1×104.
