Kernel based approaches to local nonlinear non-parametric variable selection

In this paper, we consider the variable selection problem for a nonlinear non-parametric system. Two approaches are proposed, one top-down approach and one bottom-up approach. The top-down algorithm selects a variable by detecting if the corresponding partial derivative is zero or not at the point of interest. The algorithm is shown to have not only the parameter but also the set convergence. This is critical because the variable selection problem is binary, a variable is either selected or not selected. The bottom-up approach is based on the forward/backward stepwise selection which is designed to work if the data length is limited. Both approaches determine the most important variables locally and allow the unknown non-parametric nonlinear system to have different local dimensions at different points of interest. Further, two potential applications along with numerical simulations are provided to illustrate the usefulness of the proposed algorithms.

On Variable Selection of a Nonlinear Non-parametric System with a Limited Data Set: A Stepwise Algorithm

his paper considers a problem of identification for a high dimensional nonlinear non-parametric system when only a limited data set is available. The algorithms are proposed for this purpose which exploit the relationship between the input variables and the output and further the inter-dependence of input variables so that the importance of the input variables can be established. A key to these algorithms is the non-parametric two stage input selection algorithm.

Non-parametric bill of quantities estimation of concrete road bridges' superstructure: an artificial neural networks approach

Bridge construction responds to the need for environmentally friendly design of motorways and facilitates the passage through sensitive natural areas and the bypassing of urban areas. However, according to numerous research studies, bridge construction presents substantial budget overruns. Therefore, it is necessary early in the planning process for the decision makers to have reliable estimates of the final cost based on previously constructed projects. At the same time, the current European financial crisis reduces the available capital for investments and financial institutions are even less willing to finance transportation infrastructure. Consequently, it is even more necessary today to estimate the budget of high-cost construction projects -such as road bridges- with reasonable accuracy, in order for the state funds to be invested with lower risk and the projects to be designed with the highest possible efficiency. In this paper, a Bill-of-Quantities (BoQ) estimation tool for road bridges is developed in order to support the decisions made at the preliminary planning and design stages of highways. Specifically, a Feed-Forward Artificial Neural Network (ANN) with a hidden layer of 10 neurons is trained to predict the superstructure material quantities (concrete, pre-stressed steel and reinforcing steel) using the width of the deck, the adjusted length of span or cantilever and the type of the bridge as input variables. The training dataset includes actual data from 68 recently constructed concrete motorway bridges in Greece. According to the relevant metrics, the developed model captures very well the complex interrelations in the dataset and demonstrates strong generalisation capability. Furthermore, it outperforms the linear regression models developed for the same dataset. Therefore, the proposed cost estimation model stands as a useful and reliable tool for the construction industry as it enables planners to reach informed decisions for technical and economic planning of concrete bridge projects from their early implementation stages.

A non-parametric vessel detection method for complex vascular structures

Modern medical imaging techniques enable the acquisition of in vivo high resolution images of the vascular system. Most common methods for the detection of vessels in these images, such as multiscale Hessian-based operators and matched filters, rely on the assumption that at each voxel there is a single cylinder. Such an assumption is clearly violated at the multitude of branching points that are easily observed in all, but the Most focused vascular image studies. In this paper, we propose a novel method for detecting vessels in medical images that relaxes this single cylinder assumption. We directly exploit local neighborhood intensities and extract characteristics of the local intensity profile (in a spherical polar coordinate system) which we term as the polar neighborhood intensity profile. We present a new method to capture the common properties shared by polar neighborhood intensity profiles for all the types of vascular points belonging to the vascular system. The new method enables us to detect vessels even near complex extreme points, including branching points. Our method demonstrates improved performance over standard methods on both 2D synthetic images and 3D animal and clinical vascular images, particularly close to vessel branching regions. (C) 2008 Elsevier B.V. All rights reserved.

An effective non-parametric method for globally clustering genes from expression profiles

Clustering is widely used in bioinformatics to find gene correlation patterns. Although many algorithms have been proposed, these are usually confronted with difficulties in meeting the requirements of both automation and high quality. In this paper, we propose a novel algorithm for clustering genes from their expression profiles. The unique features of the proposed algorithm are twofold: it takes into consideration global, rather than local, gene correlation information in clustering processes; and it incorporates clustering quality measurement into the clustering processes to implement non-parametric, automatic and global optimal gene clustering. The evaluation on simulated and real gene data sets demonstrates the effectiveness of the algorithm.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.