893 resultados para Kernel Density


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A new sparse kernel probability density function (pdf) estimator based on zero-norm constraint is constructed using the classical Parzen window (PW) estimate as the target function. The so-called zero-norm of the parameters is used in order to achieve enhanced model sparsity, and it is suggested to minimize an approximate function of the zero-norm. It is shown that under certain condition, the kernel weights of the proposed pdf estimator based on the zero-norm approximation can be updated using the multiplicative nonnegative quadratic programming algorithm. Numerical examples are employed to demonstrate the efficacy of the proposed approach.

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Asymmetric kernels are quite useful for the estimation of density functions with bounded support. Gamma kernels are designed to handle density functions whose supports are bounded from one end only, whereas beta kernels are particularly convenient for the estimation of density functions with compact support. These asymmetric kernels are nonnegative and free of boundary bias. Moreover, their shape varies according to the location of the data point, thus also changing the amount of smoothing. This paper applies the central limit theorem for degenerate U-statistics to compute the limiting distribution of a class of asymmetric kernel functionals.

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This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour. The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. This result is illustrated with the daily US Dollar/ French Franc exchange rate series.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is an interest in studying latent variables (or latent traits). Usually such latent traits are assumed to be random variables and a convenient distribution is assigned to them. A very common choice for such a distribution has been the standard normal. Recently, Azevedo et al. [Bayesian inference for a skew-normal IRT model under the centred parameterization, Comput. Stat. Data Anal. 55 (2011), pp. 353-365] proposed a skew-normal distribution under the centred parameterization (SNCP) as had been studied in [R. B. Arellano-Valle and A. Azzalini, The centred parametrization for the multivariate skew-normal distribution, J. Multivariate Anal. 99(7) (2008), pp. 1362-1382], to model the latent trait distribution. This approach allows one to represent any asymmetric behaviour concerning the latent trait distribution. Also, they developed a Metropolis-Hastings within the Gibbs sampling (MHWGS) algorithm based on the density of the SNCP. They showed that the algorithm recovers all parameters properly. Their results indicated that, in the presence of asymmetry, the proposed model and the estimation algorithm perform better than the usual model and estimation methods. Our main goal in this paper is to propose another type of MHWGS algorithm based on a stochastic representation (hierarchical structure) of the SNCP studied in [N. Henze, A probabilistic representation of the skew-normal distribution, Scand. J. Statist. 13 (1986), pp. 271-275]. Our algorithm has only one Metropolis-Hastings step, in opposition to the algorithm developed by Azevedo et al., which has two such steps. This not only makes the implementation easier but also reduces the number of proposal densities to be used, which can be a problem in the implementation of MHWGS algorithms, as can be seen in [R.J. Patz and B.W. Junker, A straightforward approach to Markov Chain Monte Carlo methods for item response models, J. Educ. Behav. Stat. 24(2) (1999), pp. 146-178; R. J. Patz and B. W. Junker, The applications and extensions of MCMC in IRT: Multiple item types, missing data, and rated responses, J. Educ. Behav. Stat. 24(4) (1999), pp. 342-366; A. Gelman, G.O. Roberts, and W.R. Gilks, Efficient Metropolis jumping rules, Bayesian Stat. 5 (1996), pp. 599-607]. Moreover, we consider a modified beta prior (which generalizes the one considered in [3]) and a Jeffreys prior for the asymmetry parameter. Furthermore, we study the sensitivity of such priors as well as the use of different kernel densities for this parameter. Finally, we assess the impact of the number of examinees, number of items and the asymmetry level on the parameter recovery. Results of the simulation study indicated that our approach performed equally as well as that in [3], in terms of parameter recovery, mainly using the Jeffreys prior. Also, they indicated that the asymmetry level has the highest impact on parameter recovery, even though it is relatively small. A real data analysis is considered jointly with the development of model fitting assessment tools. The results are compared with the ones obtained by Azevedo et al. The results indicate that using the hierarchical approach allows us to implement MCMC algorithms more easily, it facilitates diagnosis of the convergence and also it can be very useful to fit more complex skew IRT models.

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We investigate the interplay of smoothness and monotonicity assumptions when estimating a density from a sample of observations. The nonparametric maximum likelihood estimator of a decreasing density on the positive half line attains a rate of convergence at a fixed point if the density has a negative derivative. The same rate is obtained by a kernel estimator, but the limit distributions are different. If the density is both differentiable and known to be monotone, then a third estimator is obtained by isotonization of a kernel estimator. We show that this again attains the rate of convergence and compare the limit distributors of the three types of estimators. It is shown that both isotonization and smoothing lead to a more concentrated limit distribution and we study the dependence on the proportionality constant in the bandwidth. We also show that isotonization does not change the limit behavior of a kernel estimator with a larger bandwidth, in the case that the density is known to have more than one derivative.

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Adsorption of argon and nitrogen at their respective boiling points in cylindrical pores of MCM-41 type silica-like adsorbents is studied by means of a non-local density functional theory (NLDFT), which is modified to deal with amorphous solids. By matching the theoretical results of the pore filling pressure versus pore diameter against the experimental data, we arrive at a conclusion that the adsorption branch (rather than desorption) corresponds to the true thermodynamic equilibrium. If this is accepted, we derive the optimal values for the solid–fluid molecular parameters for the system amorphous silica–Ar and amorphous silica–N2, and at the same time we could derive reliably the specific surface area of non-porous and mesoporous silica-like adsorbents, without a recourse to the BET method. This method is then logically extended to describe the local adsorption isotherms of argon and nitrogen in silica-like pores, which are then used as the bases (kernel) to determine the pore size distribution. We test this with a number of adsorption isotherms on the MCM-41 samples, and the results are quite realistic and in excellent agreement with the XRD results, justifying the approach adopted in this paper.

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This technical report contains all technical information and results from experiments where Mixture Density Networks (MDN) using an RBF network and fixed kernel means and variances were used to infer the wind direction from satellite data from the ersII weather satellite. The regularisation is based on the evidence framework and three different approximations were used to estimate the regularisation parameter. The results were compared with the results by `early stopping'.

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In this paper, we use the quantum Jensen-Shannon divergence as a means of measuring the information theoretic dissimilarity of graphs and thus develop a novel graph kernel. In quantum mechanics, the quantum Jensen-Shannon divergence can be used to measure the dissimilarity of quantum systems specified in terms of their density matrices. We commence by computing the density matrix associated with a continuous-time quantum walk over each graph being compared. In particular, we adopt the closed form solution of the density matrix introduced in Rossi et al. (2013) [27,28] to reduce the computational complexity and to avoid the cumbersome task of simulating the quantum walk evolution explicitly. Next, we compare the mixed states represented by the density matrices using the quantum Jensen-Shannon divergence. With the quantum states for a pair of graphs described by their density matrices to hand, the quantum graph kernel between the pair of graphs is defined using the quantum Jensen-Shannon divergence between the graph density matrices. We evaluate the performance of our kernel on several standard graph datasets from both bioinformatics and computer vision. The experimental results demonstrate the effectiveness of the proposed quantum graph kernel.

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In this paper, we develop a new graph kernel by using the quantum Jensen-Shannon divergence and the discrete-time quantum walk. To this end, we commence by performing a discrete-time quantum walk to compute a density matrix over each graph being compared. For a pair of graphs, we compare the mixed quantum states represented by their density matrices using the quantum Jensen-Shannon divergence. With the density matrices for a pair of graphs to hand, the quantum graph kernel between the pair of graphs is defined by exponentiating the negative quantum Jensen-Shannon divergence between the graph density matrices. We evaluate the performance of our kernel on several standard graph datasets, and demonstrate the effectiveness of the new kernel.

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In this paper, we use the quantum Jensen-Shannon divergence as a means to establish the similarity between a pair of graphs and to develop a novel graph kernel. In quantum theory, the quantum Jensen-Shannon divergence is defined as a distance measure between quantum states. In order to compute the quantum Jensen-Shannon divergence between a pair of graphs, we first need to associate a density operator with each of them. Hence, we decide to simulate the evolution of a continuous-time quantum walk on each graph and we propose a way to associate a suitable quantum state with it. With the density operator of this quantum state to hand, the graph kernel is defined as a function of the quantum Jensen-Shannon divergence between the graph density operators. We evaluate the performance of our kernel on several standard graph datasets from bioinformatics. We use the Principle Component Analysis (PCA) on the kernel matrix to embed the graphs into a feature space for classification. The experimental results demonstrate the effectiveness of the proposed approach. © 2013 Springer-Verlag.

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Kernel methods provide a way to apply a wide range of learning techniques to complex and structured data by shifting the representational problem from one of finding an embedding of the data to that of defining a positive semidefinite kernel. In this paper, we propose a novel kernel on unattributed graphs where the structure is characterized through the evolution of a continuous-time quantum walk. More precisely, given a pair of graphs, we create a derived structure whose degree of symmetry is maximum when the original graphs are isomorphic. With this new graph to hand, we compute the density operators of the quantum systems representing the evolutions of two suitably defined quantum walks. Finally, we define the kernel between the two original graphs as the quantum Jensen-Shannon divergence between these two density operators. The experimental evaluation shows the effectiveness of the proposed approach. © 2013 Springer-Verlag.

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Radiotherapy (RT) is a risk factor for accelerated carotid artery atherosclerotic disease in subjects with head and neck cancer. However, the risk factors of RT-induced carotid artery remodeling are not established. This study aimed to investigate the effects of RT on carotid and popliteal arteries in subjects with head and neck cancer and to evaluate the relationship between baseline clinical and laboratory features and the progression of RT-induced atherosclerosis. Eleven men (age = 57.9 ± 6.2years) with head and neck cancer who underwent cervical bilateral irradiation were prospectively examined by clinical and laboratory analysis and by carotid and popliteal ultrasound before and after treatment (mean interval between the end of RT and the post-RT assessment = 181 ± 47 days). No studied subject used hypocholesterolemic medications. Significant increases in carotid intima-media thickness (IMT) (0.95 ± 0.08 vs. 0.87 ± 0.05 mm; p < 0.0001) and carotid IMT/diameter ratio (0.138 ± 0.013 vs. 0.129 ± 0.014; p = 0.001) were observed after RT, while no changes in popliteal structural features were detected. In addition, baseline low-density lipoprotein cholesterol levels showed a direct correlation with RT-induced carotid IMT change (r = 0.66; p = 0.027), while no other studied variable exhibited a significant relationship with carotid IMT change. These results indicate that RT-induced atherosclerosis is limited to the irradiated area and also suggest that it may be predicted by low-density lipoprotein cholesterol levels in subjects with head and neck cancer.

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To compare variations in bone mineral density (BMD) and body composition (BC) in depot-medroxyprogesterone acetate (DMPA) users and nonusers after providing counselling on healthy lifestyle habits. An exploratory study in which women aged 18 to 40 years participated: 29 new DMPA users and 25 new non-hormonal contraceptive users. All participants were advised on healthy lifestyle habits: sun exposure, walking and calcium intake. BMD and BC were assessed at baseline and 12 months later. Statistical analysis included the Mann-Whitney test or Student's t-test followed by multiple linear regression analysis. Compared to the controls, DMPA users had lower BMD at vertebrae L1 and L4 after 12 months of use. They also had a mean increase of 2 kg in total fat mass and an increase of 2.2% in body fat compared to the non-hormonal contraceptive users. BMD loss at L1 was less pronounced in DMPA users with a calcium intake ≥ 1 g/day compared to DMPA users with a lower calcium intake. DMPA use was apparently associated with lower BMD and an increase in fat mass at 12 months of use. Calcium intake ≥ 1 g/day attenuates BMD loss in DMPA users. Counselling on healthy lifestyle habits failed to achieve its aims.

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Low-density nanostructured foams are often limited in applications due to their low mechanical and thermal stabilities. Here we report an approach of building the structural units of three-dimensional (3D) foams using hybrid two-dimensional (2D) atomic layers made of stacked graphene oxide layers reinforced with conformal hexagonal boron nitride (h-BN) platelets. The ultra-low density (1/400 times density of graphite) 3D porous structures are scalably synthesized using solution processing method. A layered 3D foam structure forms due to presence of h-BN and significant improvements in the mechanical properties are observed for the hybrid foam structures, over a range of temperatures, compared with pristine graphene oxide or reduced graphene oxide foams. It is found that domains of h-BN layers on the graphene oxide framework help to reinforce the 2D structural units, providing the observed improvement in mechanical integrity of the 3D foam structure.