scholarly journals PRECONDITIONED GL-CGLS METHOD USING REGULARIZATION PARAMETERS CHOSEN FROM THE GLOBAL GENERALIZED CROSS VALIDATION

2014 ◽  
Vol 27 (4) ◽  
pp. 675-688 ◽  
Author(s):  
SeYoung Oh ◽  
SunJoo Kwon
1992 ◽  
Vol 14 (4) ◽  
pp. 283-287 ◽  
Author(s):  
Chong Gu ◽  
Nancy Heckman ◽  
Grace Wahba

Geophysics ◽  
2018 ◽  
Vol 83 (6) ◽  
pp. V345-V357 ◽  
Author(s):  
Nasser Kazemi

Given the noise-corrupted seismic recordings, blind deconvolution simultaneously solves for the reflectivity series and the wavelet. Blind deconvolution can be formulated as a fully perturbed linear regression model and solved by the total least-squares (TLS) algorithm. However, this algorithm performs poorly when the data matrix is a structured matrix and ill-conditioned. In blind deconvolution, the data matrix has a Toeplitz structure and is ill-conditioned. Accordingly, we develop a fully automatic single-channel blind-deconvolution algorithm to improve the performance of the TLS method. The proposed algorithm, called Toeplitz-structured sparse TLS, has no assumptions about the phase of the wavelet. However, it assumes that the reflectivity series is sparse. In addition, to reduce the model space and the number of unknowns, the algorithm benefits from the structural constraints on the data matrix. Our algorithm is an alternating minimization method and uses a generalized cross validation function to define the optimum regularization parameter automatically. Because the generalized cross validation function does not require any prior information about the noise level of the data, our approach is suitable for real-world applications. We validate the proposed technique using synthetic examples. In noise-free data, we achieve a near-optimal recovery of the wavelet and the reflectivity series. For noise-corrupted data with a moderate signal-to-noise ratio (S/N), we found that the algorithm successfully accounts for the noise in its model, resulting in a satisfactory performance. However, the results deteriorate as the S/N and the sparsity level of the data are decreased. We also successfully apply the algorithm to real data. The real-data examples come from 2D and 3D data sets of the Teapot Dome seismic survey.


Author(s):  
Wahyu Kurniasari, Dadan Kusnandar, Evy Sulistianingsih

Regresi spline merupakan suatu pendekatan ke arah pencocokan data dengan tetap memperhitungkan kemulusan kurva. Salah satu bentuk estimator dari regresi spline ialah penalized spline. Tujuan dari penelitian ini adalah untuk mengestimasi parameter regresi spline dengan metode penalized spline untuk data yang tidak memiliki pola tertentu. Data penelitian ini menggunakan data sekunder yang diperoleh dari Badan Pusat Statistik Indonesia pada tahun 2015 yaitu indeks pembangunan manusia, gini rasio, harapan lama sekolah, penduduk miskin, dan kepadatan penduduk. Hasil regresi spline yang diperoleh untuk model terbaik yaitu model spline linier pada setiap variabel dengan nilai Generalized Cross Validation (GCV) minimum. Hasil penelitian menunjukkan bahwa regresi spline dengan metode penalized spline menghasilkan estimasi parameter yang signifikan dan memperoleh nilai koefisien determinasi terkoreksi  sebesar 76,66% serta nilai MAPE untuk model regresi spline sebesar 1,415%. Kata Kunci: regresi nonparametrik, regresi spline, penalized spline.


Author(s):  
Manabu Kimura ◽  
◽  
Masashi Sugiyama

Recently, statistical dependence measures such as mutual information and kernelized covariance have been successfully applied to clustering. In this paper, we follow this line of research and propose a novel dependence-maximization clustering method based on least-squares mutual information, which is an estimator of a squared-loss variant of mutual information. A notable advantage of the proposed method over existing approaches is that hyperparameters such as kernel parameters and regularization parameters can be objectively optimized based on cross-validation. Thus, subjective manual-tuning of hyperparameters is not necessary in the proposed method, which is a highly useful property in unsupervised clustering scenarios. Through experiments, we illustrate the usefulness of the proposed approach.


Volume 4 ◽  
2004 ◽  
Author(s):  
Kei Okamoto ◽  
Ben Q. Li

The Tikhonov regularization method has been used to find the unknown heat flux distribution along the boundary when the temperature measurements are known in the interior of a sample. Mathematically, the inverse problem is ill-posed, though physically correct, and prone to instability. This paper discusses the fundamental issues concerning the selection of optimal regularization parameters for inverse heat transfer calculations. Towards this end, a finite-element-based inverse algorithm is developed. Five different methods, that is, the maximum likelihood (ML), the ordinary cross-validation (OCV), the generalized cross-validation (GCV), the L-curve method, and the discrepancy principle, are evaluated for the purpose of determining optimal regularization parameters. An assessment of these methods is made using 1-D and 2-D inverse steady heat conduction problems where analytical solutions are available. The optimal regularization method is also compared with the Levenberg-Marquardt method for inverse heat transfer calculations. Results show that in general the Tikhonov regularization method is superior over the Levenberg-Marquardt method when the input data errors are noisy. With the appropriately determined regularization parameter, the inverse algorithm is applied to estimate the heat flux of spray cooling of a 3-D microelectronic component with an embedded heating source.


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