scholarly journals Estimating Simultaneous Equation Models through an Entropy-Based Incremental Variational Bayes Learning Algorithm

Entropy ◽  
2021 ◽  
Vol 23 (4) ◽  
pp. 384
Author(s):  
Rocío Hernández-Sanjaime ◽  
Martín González ◽  
Antonio Peñalver ◽  
Jose J. López-Espín

The presence of unaccounted heterogeneity in simultaneous equation models (SEMs) is frequently problematic in many real-life applications. Under the usual assumption of homogeneity, the model can be seriously misspecified, and it can potentially induce an important bias in the parameter estimates. This paper focuses on SEMs in which data are heterogeneous and tend to form clustering structures in the endogenous-variable dataset. Because the identification of different clusters is not straightforward, a two-step strategy that first forms groups among the endogenous observations and then uses the standard simultaneous equation scheme is provided. Methodologically, the proposed approach is based on a variational Bayes learning algorithm and does not need to be executed for varying numbers of groups in order to identify the one that adequately fits the data. We describe the statistical theory, evaluate the performance of the suggested algorithm by using simulated data, and apply the two-step method to a macroeconomic problem.

1993 ◽  
Vol 5 (6) ◽  
pp. 928-938 ◽  
Author(s):  
Henry Leung ◽  
Simon Haykin

In this paper we observe that a particular class of rational function (RF) approximations may be viewed as feedforward networks. Like the radial basis function (RBF) network, the training of the RF network may be performed using a linear adaptive filtering algorithm. We illustrate the application of the RF network by considering two nonlinear signal processing problems. The first problem concerns the one-step prediction of a time series consisting of a pair of complex sinusoid in the presence of colored non-gaussian noise. Simulated data were used for this problem. In the second problem, we use the RF network to build a nonlinear dynamic model of sea clutter (radar backscattering from a sea surface); here, real-life data were used for the study.


2021 ◽  
Vol 13 (4) ◽  
pp. 1628
Author(s):  
Xiaoxu Dong ◽  
Cheon Yu ◽  
Yun Seop Hwang

This study investigates how reverse knowledge spillover (RKS) generated through outward foreign direct investment (OFDI) promotes sustainable development in an investment home country. Economic, social, and environmental dimensions are the pillars of sustainable development and their indicators are developed upon the concept of institutional quality. To this end, we use a balanced panel of 30 Chinese Mainland provinces from 2003 to 2016 and employ a simultaneous equation model to analyze the data in order to observe the direct and indirect effects of OFDI-induced RKS on sustainable development. The current study adopts several indicators to capture the economic, social, and environmental aspects of sustainable development. Additionally, we classify RKS into two types, given the investment destinations in terms of developed economies and emerging economies. On the one hand, our findings confirm that OFDI-induced RKS from developed economies facilitates domestic innovation but negatively affects progress on social and environmental development. On the other hand, OFDI-induced RKS from emerging economies is not conducive to domestic innovation, but it directly fosters sustainable development.


Genetics ◽  
2003 ◽  
Vol 165 (4) ◽  
pp. 2269-2282
Author(s):  
D Mester ◽  
Y Ronin ◽  
D Minkov ◽  
E Nevo ◽  
A Korol

Abstract This article is devoted to the problem of ordering in linkage groups with many dozens or even hundreds of markers. The ordering problem belongs to the field of discrete optimization on a set of all possible orders, amounting to n!/2 for n loci; hence it is considered an NP-hard problem. Several authors attempted to employ the methods developed in the well-known traveling salesman problem (TSP) for multilocus ordering, using the assumption that for a set of linked loci the true order will be the one that minimizes the total length of the linkage group. A novel, fast, and reliable algorithm developed for the TSP and based on evolution-strategy discrete optimization was applied in this study for multilocus ordering on the basis of pairwise recombination frequencies. The quality of derived maps under various complications (dominant vs. codominant markers, marker misclassification, negative and positive interference, and missing data) was analyzed using simulated data with ∼50-400 markers. High performance of the employed algorithm allows systematic treatment of the problem of verification of the obtained multilocus orders on the basis of computing-intensive bootstrap and/or jackknife approaches for detecting and removing questionable marker scores, thereby stabilizing the resulting maps. Parallel calculation technology can easily be adopted for further acceleration of the proposed algorithm. Real data analysis (on maize chromosome 1 with 230 markers) is provided to illustrate the proposed methodology.


Author(s):  
Marcelo N. de Sousa ◽  
Ricardo Sant’Ana ◽  
Rigel P. Fernandes ◽  
Julio Cesar Duarte ◽  
José A. Apolinário ◽  
...  

AbstractIn outdoor RF localization systems, particularly where line of sight can not be guaranteed or where multipath effects are severe, information about the terrain may improve the position estimate’s performance. Given the difficulties in obtaining real data, a ray-tracing fingerprint is a viable option. Nevertheless, although presenting good simulation results, the performance of systems trained with simulated features only suffer degradation when employed to process real-life data. This work intends to improve the localization accuracy when using ray-tracing fingerprints and a few field data obtained from an adverse environment where a large number of measurements is not an option. We employ a machine learning (ML) algorithm to explore the multipath information. We selected algorithms random forest and gradient boosting; both considered efficient tools in the literature. In a strict simulation scenario (simulated data for training, validating, and testing), we obtained the same good results found in the literature (error around 2 m). In a real-world system (simulated data for training, real data for validating and testing), both ML algorithms resulted in a mean positioning error around 100 ,m. We have also obtained experimental results for noisy (artificially added Gaussian noise) and mismatched (with a null subset of) features. From the simulations carried out in this work, our study revealed that enhancing the ML model with a few real-world data improves localization’s overall performance. From the machine ML algorithms employed herein, we also observed that, under noisy conditions, the random forest algorithm achieved a slightly better result than the gradient boosting algorithm. However, they achieved similar results in a mismatch experiment. This work’s practical implication is that multipath information, once rejected in old localization techniques, now represents a significant source of information whenever we have prior knowledge to train the ML algorithm.


Entropy ◽  
2020 ◽  
Vol 22 (9) ◽  
pp. 949
Author(s):  
Jiangyi Wang ◽  
Min Liu ◽  
Xinwu Zeng ◽  
Xiaoqiang Hua

Convolutional neural networks have powerful performances in many visual tasks because of their hierarchical structures and powerful feature extraction capabilities. SPD (symmetric positive definition) matrix is paid attention to in visual classification, because it has excellent ability to learn proper statistical representation and distinguish samples with different information. In this paper, a deep neural network signal detection method based on spectral convolution features is proposed. In this method, local features extracted from convolutional neural network are used to construct the SPD matrix, and a deep learning algorithm for the SPD matrix is used to detect target signals. Feature maps extracted by two kinds of convolutional neural network models are applied in this study. Based on this method, signal detection has become a binary classification problem of signals in samples. In order to prove the availability and superiority of this method, simulated and semi-physical simulated data sets are used. The results show that, under low SCR (signal-to-clutter ratio), compared with the spectral signal detection method based on the deep neural network, this method can obtain a gain of 0.5–2 dB on simulated data sets and semi-physical simulated data sets.


2003 ◽  
Vol 14 (08) ◽  
pp. 1087-1105 ◽  
Author(s):  
ZHONGCHENG WANG ◽  
YONGMING DAI

A new twelfth-order four-step formula containing fourth derivatives for the numerical integration of the one-dimensional Schrödinger equation has been developed. It was found that by adding multi-derivative terms, the stability of a linear multi-step method can be improved and the interval of periodicity of this new method is larger than that of the Numerov's method. The numerical test shows that the new method is superior to the previous lower orders in both accuracy and efficiency and it is specially applied to the problem when an increasing accuracy is requested.


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