• 대한수학회지
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• 제52권2호
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• pp.349-372
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• 2015

This paper concerns with exploiting an oblique projection technique to solve a general class of large and sparse least squares problem over symmetric arrowhead matrices. As a matter of fact, we develop the conjugate gradient least squares (CGLS) algorithm to obtain the minimum norm symmetric arrowhead least squares solution of the general coupled matrix equations. Furthermore, an approach is offered for computing the optimal approximate symmetric arrowhead solution of the mentioned least squares problem corresponding to a given arbitrary matrix group. In addition, the minimization property of the proposed algorithm is established by utilizing the feature of approximate solutions derived by the projection method. Finally, some numerical experiments are examined which reveal the applicability and feasibility of the handled algorithm.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제25권4호
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• pp.162-172
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• 2021

This paper proposes stochastic methods to find an approximate solution for the L²-Wasserstein least squares problem of Gaussian measures. The variable for the problem is in a set of positive definite matrices. The first proposed stochastic method is a type of classical stochastic gradient methods combined with projection and the second one is a type of variance reduced methods with projection. Their global convergence are analyzed by using the framework of proximal stochastic gradient methods. The convergence of the classical stochastic gradient method combined with projection is established by using diminishing learning rate rule in which the learning rate decreases as the epoch increases but that of the variance reduced method with projection can be established by using constant learning rate. The numerical results show that the present algorithms with a proper learning rate outperforms a gradient projection method.

• Journal of the Korean Data and Information Science Society
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• 제25권2호
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• pp.423-429
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• 2014

본 논문은 이원고정효과모형의 분산분석에서 오차의 독립성과 등분산성이 만족되지 않는 경우를 가정하고 있다. 자료분석을 위한 모수추정방법으로 가중최소제곱법을 가정하고 있으며 모수를 추정하기 위한 방법으로 모형의 순차적 적합방식을 이용하고 있다. 또한, 모형의 행렬표현식으로부터 벡터공간에서의 사영을 이용하여 자료를 분석하는 방법을 제시하고 있다. 모형의 순차적 적합에 해당하는 제1종 제곱합을 구하기 위하여 모형행렬에 의한 부분공간으로의 사영을 다루고 있다. 이 경우에 사영에 의한 제곱합을 사영제곱합으로 취급한다.

• Communications for Statistical Applications and Methods
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• 제13권2호
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• pp.233-241
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• 2006

Classical principal component analysis (PCA) can be formulated as finding the linear subspace that best accommodates multidimensional data points in the sense that the sum of squared residual distances is minimized. As alternatives to such LS (least squares) fitting approach, we produce LMS (least median of squares) and LTS (least trimmed squares)-type PCA by minimizing the median of squared residual distances and the trimmed sum of squares, in a similar fashion to Rousseeuw (1984)'s alternative approaches to LS linear regression. Proposed methods adopt the data-driven optimization algorithm of Croux and Ruiz-Gazen (1996, 2005) that is conceptually simple and computationally practical. Numerical examples are given.

• 대한수학회지
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• 제56권4호
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• pp.1001-1016
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• 2019

We are concerned with optimization methods for the $L^2$-Wasserstein least squares problem of Gaussian measures (alternatively the n-coupling problem). Based on its equivalent form on the convex cone of positive definite matrices of fixed size and the strict convexity of the variance function, we are able to present an implementable (accelerated) gradient method for finding the unique minimizer. Its global convergence rate analysis is provided according to the derived upper bound of Lipschitz constants of the gradient function.

• Journal of information and communication convergence engineering
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• 제16권1호
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• pp.17-22
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• 2018

In massive multiple-input multiple-output (MIMO) systems, linear channel estimation algorithms are widely applied owing to their simple structures. However, they may cause pilot contamination, which affects the subsequent data detection performance. Therefore, herein, for an uplink multicell massive multiuser MIMO system, we consider using an alternating projection (AP) for channel estimation to eliminate the effect of pilot contamination and improve the performance of data detection in terms of the bit error rates as well. Even though the AP is nonlinear, it iteratively searches the best solution in only one dimension, and the computational complexity is thus modest. We have analyzed the mean square error with respect to the signal-to-interference ratios for both the cooperative and non-cooperative multicell scenarios. From the simulation results, we observed that the channel estimation results via the AP benefit the following signal detection more than that via the least squares for both the cooperative and non-cooperative multicell scenarios.

• Journal of applied mathematics & informatics
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• 제29권3_4호
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• pp.697-712
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• 2011

We present in this paper two versions of a general correction procedure applied to a classical linear iterative method. This gives us the possibility, under certain assumptions, to obtain an extension of it to inconsistent linear least-squares problems. We prove that some well known extended projection type algorithms from image reconstruction in computerized tomography fit into one or the other of these general versions and are derived as particular cases of them. We also present some numerical experiments on two phantoms widely used in image reconstruction literature. The experiments show the importance of these extension procedures, reflected in the quality of reconstructed images.

• 대한기계학회논문집A
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• 제29권6호
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• pp.860-875
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• 2005

A new meshfree method for the analysis of elasto-plastic deformations is presented. The method is based on the proposed first-order least-squares formulation, to which the moving least-squares approximation is applied. The least-squares formulation for the classical elasto-plasticity and its extension to an incrementally objective formulation for finite deformations are proposed. In the formulation, the equilibrium equation and flow rule are enforced in least-squares sense, while the hardening law and loading/unloading condition are enforced exactly at each integration point. The closest point projection method for the integration of rate-form constitutive equation is inherently involved in the formulation, and thus the radial-return mapping algorithm is not performed explicitly. Also the penalty schemes for the enforcement of the boundary and frictional contact conditions are devised. The main benefit of the proposed method is that any structure of cells is not used during the whole process of analysis. Through some numerical examples of metal forming processes, the validity and effectiveness of the method are presented.

• 응용통계연구
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• 제29권7호
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• pp.1155-1163
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• 2016

본 논문은 혼합효과의 선형모형에서 분산성분들의 추정방법으로 사영을 다루고 있다. 상수적합법에서 이용되는 제곱합에서의 감소(reductions in sums of squares) 대신에 사영을 이용하여 구하는 방법을 제시하고 있다. 단계별 방법에 의한 잔차모형으로부터 각 분산성분의 추정과 관련된 사영행렬을 구성하는 방법을 제공하고 있다. 사영행렬로 표현되는 이차형식의 기댓값을 이용하여 선형방정식계를 구성하고 적률법으로 분산성분을 추정하게 된다. 고정효과는 가중최소제곱법으로 추정되고 분산성분의 신뢰구간추정에 Satterthwaite의 근사과정으로 자유도를 계산하는 방법을 설명하고 있다.

• Journal of the Korean Statistical Society
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• 제29권3호
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• pp.361-373
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• 2000

A simple and efficient algorithm is introduced for generalized least squares estimation under nonnegativity constraints in the components of the parameter vector. This algorithm gives the exact solution to the estimation problem within a finite number of pivot operations. Besides an illustrative example, an empirical study is conducted for investigating the performance of the proposed algorithm. This study indicates that most of problems are solved in a few iterations, and the number of iterations required for optimal solution increases linearly to the size of the problem. Finally, we will discuss the applicability of the proposed algorithm extensively to the estimation problem having a more general set of linear inequality constraints.