• Title/Summary/Keyword: Ill-conditioned problem

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Modified partial least squares method implementing mixed-effect model

  • Kyunga Kim;Shin-Jae Lee;Soo-Heang Eo;HyungJun Cho;Jae Won Lee
    • Communications for Statistical Applications and Methods
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    • v.30 no.1
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    • pp.65-73
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    • 2023
  • Contemporary biomedical data often involve an ill-posed problem owing to small sample size and large number of multi-collinear variables. Partial least squares (PLS) method could be a plausible alternative to an ill-conditioned ordinary least squares. However, in the case of a PLS model that includes a random-effect, how to deal with a random-effect or mixed effects remains a widely open question worth further investigation. In the present study, we propose a modified multivariate PLS method implementing mixed-effect model (PLSM). The advantage of PLSM is its versatility in handling serial longitudinal data or its ability for taking a randomeffect into account. We conduct simulations to investigate statistical properties of PLSM, and showcase its real clinical application to predict treatment outcome of esthetic surgical procedures of human faces. The proposed PLSM seemed to be particularly beneficial 1) when random-effect is conspicuous; 2) the number of predictors is relatively large compared to the sample size; 3) the multicollinearity is weak or moderate; and/or 4) the random error is considerable.

Markov Chain Monte Carlo simulation based Bayesian updating of model parameters and their uncertainties

  • Sengupta, Partha;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • v.81 no.1
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    • pp.103-115
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    • 2022
  • The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

Resistivity Inversion with Householder's Transformation (Householder 변환을 이용한 비저항반전)

  • Kim, Hee Joon
    • Economic and Environmental Geology
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    • v.18 no.3
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    • pp.217-224
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    • 1985
  • A Householder's transformation is applied to the resistivity inversion problem. The conventional resistivity inversion method is sometimes numerically unstable in interpreting a resistivity sounding data because it usually solves the normal equation derived from an observation equation. The resistivity inversion method using Householder's transformation solves the observation equation directly, so that it is numerically more stable than the conventional method. A theoretical, ill-conditioned Schlumberger sounding data was chosen to test the inversion scheme with Householder's transformation.

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An Efficient Positioning Algorithm using Ultrasound and RF

  • Kim, Seung-Beom;Park, Chan-Sik;Kang, Dong-Youn;Yun, Hee-Hak;Ahn, Bierng-Chearl;Cha, Eun-Jong;Lee, Sang-Jeong
    • International Journal of Control, Automation, and Systems
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    • v.6 no.4
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    • pp.544-550
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    • 2008
  • In this paper, an efficient positioning algorithm is proposed for a local positioning system using ultrasound and RF in WSN. The proposed positioning algorithm is the modified Savarese method where measurement noise characteristics are included as a weighting. Furthermore the ill-conditioned and the singularity problem occurred when all beacons are installed at the same height are removed. And the method is applicable to 2D positioning with 2 beacons only. The experiments with implemented system show the accurate seamless positioning less than 2cm error both static and dynamic experiments while the original Savarese method can not provide positions.

A FAST LAGRANGE METHOD FOR LARGE-SCALE IMAGE RESTORATION PROBLEMS WITH REFLECTIVE BOUNDARY CONDITION

  • Oh, SeYoung;Kwon, SunJoo
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.2
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    • pp.367-377
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    • 2012
  • The goal of the image restoration is to find a good approximation of the original image for the degraded image, the blurring matrix, and the statistics of the noise vector given. Fast truncated Lagrange (FTL) method has been proposed by G. Landi as a image restoration method for large-scale ill-conditioned BTTB linear systems([3]). We implemented FTL method for the image restoration problem with reflective boundary condition which gives better reconstructions of the unknown, the true image.

Stabilized Adaptive Fuzzy LMS Algorithms for Active Noise Control (능동소음제어를 위한 안정화된 퍼지 LMS 알고리즘)

  • Ahn, Dong-Jun;Baek, Kwang-Hyun;Nam, Hyun-Do
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.1
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    • pp.150-155
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    • 2011
  • In an active noise control systems, an IIR filter may cause a problem in stability beacause of its poles. For IIR filter, its poles goes sometimes out of a unit circle in a z-plane in the transition state, where the adaptive algorithm converges to the optimum value, which causes the system to diverge. Fuzzy LMS algorithm has a better convergence property than conventional LMS algorithms, but is not applicable to IIR filter because of the reasons. Stabilized adaptive algorithm could be improves stability by moving the pole of IIR filer toward the origin forcibly in the transient state, and by introducing forgetting factor to maintain the optimum convergence when it reaches to the steady state. In this paper, We proposed stabilized adaptive fuzzy LMS algorithms with IIR filter structures, for single channel active noise control with ill conditioned signal case. Computer simulations were performed to show the effectiveness of a proposed algorithm.

Effective Determination of Optimal Regularization Parameter in Rational Polynomial Coefficients Derivation

  • Youn, Junhee;Hong, Changhee;Kim, TaeHoon;Kim, Gihong
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.31 no.6_2
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    • pp.577-583
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    • 2013
  • Recently, massive archives of ground information imagery from new sensors have become available. To establish a functional relationship between the image and the ground space, sensor models are required. The rational functional model (RFM), which is used as an alternative to the rigorous sensor model, is an attractive option owing to its generality and simplicity. To determine the rational polynomial coefficients (RPC) in RFM, however, we encounter the problem of obtaining a stable solution. The design matrix for solutions is usually ill-conditioned in the experiments. To solve this unstable solution problem, regularization techniques are generally used. In this paper, we describe the effective determination of the optimal regularization parameter in the regularization technique during RPC derivation. A brief mathematical background of RFM is presented, followed by numerical approaches for effective determination of the optimal regularization parameter using the Euler Method. Experiments are performed assuming that a tilted aerial image is taken with a known rigorous sensor. To show the effectiveness, calculation time and RMSE between L-curve method and proposed method is compared.

An Automated Parameter Selection Procedure for Updating Finite Element Model : Theory (This paper was also presented in the 22nd IMAC held in Dearbon MI in Feb. 2004.) (유한요소모델 개선을 위한 자동화된 매개변수 선정법 : 이론)

  • Gyeong-Ho, Kim;Youn-sik, Park
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2004.05a
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    • pp.876-881
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    • 2004
  • Finite element model updating is an inverse problem to identify and correct uncertain modeling parameters that leads to better predictions of the dynamic behavior of a target structure. Unlike other inverse problems, the restrictions on selecting parameters all: very high since the updated model should maintains its physical meaning. That is, only the regions with modeling errors should be parameterized. And the variations of the parameters should be kept small while the updated results give acceptable correlations with experimental data. To avoid an ill-conditioned numerical problem, the number of parameters should be kept as small as possible. Thus it is very difficult to select an adequate set of updating parameters which meet all these requirements. In this paper, the importance of updating parameter selection is illustrated through a case study, and an automated procedure to guide the parameter selection is suggested based on simple observations. The effectiveness of the suggested procedure is tested with two example problems, ones is a simulated case study and the other is a real engineering structure.

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Adaptive Coordinated Tx-Rx Beamforming for Multi-user MIMO Systems (다중 사용자 MIMO 시스템을 위한 적응적 Coordinated Tx-Rx 빔형성 기법)

  • An, Hong-Sun;Mohaisen, Manar;Chang, Kyung-Hi
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.4C
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    • pp.386-394
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    • 2010
  • In this paper, we propose an adaptive coordinated Tx-Rx beamforming scheme for inter-user interference cancellation, when a BS communicates with multiple users that each has multiple receive antenna. The conventional coordinated Tx-Rx beamforming scheme uses a fixed multi-stream per user regardless of the instantaneous channel states, that is, both user with ill-conditioned and well-conditioned channels have the same number of data streams. However, in the proposed adaptive coordinated Tx-Rx beamforming scheme, we select the number of streams per user to solve the inefficient problem of the conventional coordinated Tx-Rx beamforming. As a result of applying the adaptive coordinated Tx-Rx beamforming scheme, the BER performance is improved. Simulation results show that the proposed algorithm outperforms the conventional coordinated Tx-Rx beamforming algorithm by 2.5dB at a target BER of $10^{-2}$.

Development of a neural network method for measuring the energy spectrum of a pulsed electron beam, based on Bremsstrahlung X-Ray

  • Sohrabi, Mohsen;Ayoobian, Navid;Shirani, Babak
    • Nuclear Engineering and Technology
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    • v.53 no.1
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    • pp.266-272
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    • 2021
  • In the pulsed electron beam generators, such as plasma focus devices and linear induction accelerators whose electron pulse width is in the range of nanosecond and less, as well as in cases where there is no direct access to electron beam, like runaway electrons in Tokamaks, measurement of the electron energy spectrum is a technical challenge. In such cases, the indirect measurement of the electron spectrum by using the bremsstrahlung radiation spectrum associated with it, is an appropriate solution. The problem with this method is that the matrix equation between the two spectrums is an ill-conditioned equation, which results in errors of the measured X-ray spectrum to be propagated with a large coefficient in the estimated electron spectrum. In this study, a method based on the neural network and the MCNP code is presented and evaluated to recover the electron spectrum from the X-ray generated by collision of the electron beam with a target. Multilayer perceptron network showed good accuracy in electron spectrum recovery, so that for the X-ray spectrum with errors of 3% and 10%, the network estimated the electron spectrum with an average standard error of 8% and 11%, on all of the energy intervals.