搜索结果: 1-15 共查到“统计学 Robust”相关记录57条 . 查询时间(0.076 秒)
Robust Linear Programming and Optimal Control
Linear programming Convex optimization Model-predictive control
2015/7/10
We describe an efficient method for solving an optimal control problem that arises in robust model-predictive control. The problem is to design the input sequence that minimizes the peak tracking erro...
OPERA: Optimization with Ellipsoidal Uncertainty for Robust Analog IC Design
Statistical optim ization
2015/7/10
As the design-manufacturing interface becomes increasingly complicated with IC technology scaling, the corresponding process variability poses great challenges for nanoscale analog/RF design. Design o...
In Chebyshev finite-impulse response (FIR) equalization, we design an FIR filter that minimizes the Chebyshev equalization error, i.e., the maximum absolute deviation between the equalized and the des...
Robust efficient frontier analysis with a separable uncertainty model
Robust efficient frontier analysis separable uncertainty model
2015/7/10
Mean-variance (MV) analysis is often sensitive to model mis-specification or uncertainty, meaning that the MV efficient portfolios constructed with an estimate of the model parameters (i.e., the expec...
Robust Beamforming via Worst-Case SINR Maximization
Beamforming convex optimization signal-to-interference-plus-noise ratio (SINR)
2015/7/9
Minimum variance beamforming, which uses a weight vector that maximizes the signal to interference plus noise ratio (SINR), is often sensitive to estimation error and uncertainty in the parameters, st...
Robust Design of Slow-Light Tapers in Periodic Waveguides
robust optimization PDE-constrained optimization shape optimization coupling taper
2015/7/9
This paper concerns the design of tapers for coupling power between uniform and slow-light periodic waveguides. New optimization methods are described for designing robust tapers, which not only perfo...
Exploiting Structural Complexity for Robust and Rapid Hyperspectral Imaging
Hyperspectral imaging de-noising Limited an-gle tomography low-rank recovery
2013/6/14
This paper presents several strategies for spectral de-noising of hyperspectral images and hypercube reconstruction from a limited number of tomographic measurements. In particular we show that the no...
Robust portfolio optimization using pseudodistances
Robustness and sensitivity analysis portfolio optimization
2013/6/14
The presence of outliers in financial asset returns is a frequently occuring phenomenon and may lead to unreliable mean-variance optimized portfolios. This fact is due to the unbounded influence that ...
Robust Logistic Regression using Shift Parameters
Robust Logistic Regression Shift Parameters
2013/6/17
Annotation errors can significantly hurt classifier performance, yet datasets are only growing noisier with the increased use of Amazon Mechanical Turk and techniques like distant supervision that aut...
Robust Hydraulic Fracture Monitoring (HFM) of Multiple Time Overlapping Events Using a Generalized Discrete Radon Transform
Robust Hydraulic Fracture Monitoring (HFM) Multiple Time Overlapping Events aGeneralized Discrete Radon Transform
2013/6/14
In this work we propose a novel algorithm for multiple-event localization for Hydraulic Fracture Monitoring (HFM) through the exploitation of the sparsity of the observed seismic signal when represent...
ParceLiNGAM: A causal ordering method robust against latent confounders
ParceLiNGAM A causal ordering method robust against latent confounders
2013/4/28
We consider learning a causal ordering of variables in a linear non-Gaussian acyclic model called LiNGAM. Several existing methods have been shown to consistently estimate a causal ordering assuming t...
A Robust Bayesian Dynamic Linear Model to Detect Abrupt Changes in an Economic Time Series: The Case of Puerto Rico
Dynamic Models Consumer Price Index Bayesian Robustness
2013/4/28
Economic indicators time series are usually complex with high frequency data. The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On...
Robust and Trend Following Student's t Kalman Smoothers
Robust and Trend Following Student's t Kalman Smoothers
2013/5/2
We present a Kalman smoothing framework based on modeling errors using the heavy tailed Student's t distribution, along with algorithms, convergence theory, open-source general implementation, and sev...
Optimization viewpoint on Kalman smoothing, with applications to robust and sparse estimation
Optimization viewpoint Kalman smoothing applications robust sparse estimation
2013/4/28
In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate ...
Fast and Robust Recursive Algorithms for Separable Nonnegative Matrix Factorization
nonnegative matrix factorization algorithms separability robustness hyperspectral unmixing linear mixing model pure-pixel assumption
2012/9/17
In this paper, we study the nonnegative matrix factorization problem under the separability assumption (that is, there exists a cone spanned by a small subsetof the columns of the input nonnegative da...