The lack of covariate data is one of the hotspots of modern statistical analysis.It often appears in surveys or interviews,and becomes more complex in the presence of heavy tailed,skewed,and heteroscedastic data.In th...The lack of covariate data is one of the hotspots of modern statistical analysis.It often appears in surveys or interviews,and becomes more complex in the presence of heavy tailed,skewed,and heteroscedastic data.In this sense,a robust quantile regression method is more concerned.This paper presents an inverse weighted quantile regression method to explore the relationship between response and covariates.This method has several advantages over the naive estimator.On the one hand,it uses all available data and the missing covariates are allowed to be heavily correlated with the response;on the other hand,the estimator is uniform and asymptotically normal at all quantile levels.The effectiveness of this method is verified by simulation.Finally,in order to illustrate the effectiveness of this method,we extend it to the more general case,multivariate case and nonparametric case.展开更多
对于背景呈非线性变化的复杂图像,用背景预测的方法对红外点目标进行检测时,传统的线性最小二乘法(Least Squares,LS)的效果比较差。文章使用核方法(Kernel Methods,KMs)推导了最小二乘法的非线性版本:核最小二乘算法(Kernel Least Squa...对于背景呈非线性变化的复杂图像,用背景预测的方法对红外点目标进行检测时,传统的线性最小二乘法(Least Squares,LS)的效果比较差。文章使用核方法(Kernel Methods,KMs)推导了最小二乘法的非线性版本:核最小二乘算法(Kernel Least Squares,KLS);进一步推导出了更适合动态系统时序预测的指数加权形式的核最小二乘算法(Kernel Exponential Weighted Least Squares,KEWLS)。提出了一种基于核方法的红外点目标检测算法,先用KEWLS非线性回归算法预测红外图像背景,再通过自适应门限检测残差图像中的目标。非线性函数回归和红外序列图像检测实验表明核方法较大地改进了算法的非线性函数估计与红外背景预测能力。展开更多
基金Supported by the National Natural Science Foundation of China(Grant No.11861042)the China Statistical Research Project(Grant No.2020LZ25)。
文摘The lack of covariate data is one of the hotspots of modern statistical analysis.It often appears in surveys or interviews,and becomes more complex in the presence of heavy tailed,skewed,and heteroscedastic data.In this sense,a robust quantile regression method is more concerned.This paper presents an inverse weighted quantile regression method to explore the relationship between response and covariates.This method has several advantages over the naive estimator.On the one hand,it uses all available data and the missing covariates are allowed to be heavily correlated with the response;on the other hand,the estimator is uniform and asymptotically normal at all quantile levels.The effectiveness of this method is verified by simulation.Finally,in order to illustrate the effectiveness of this method,we extend it to the more general case,multivariate case and nonparametric case.
文摘对于背景呈非线性变化的复杂图像,用背景预测的方法对红外点目标进行检测时,传统的线性最小二乘法(Least Squares,LS)的效果比较差。文章使用核方法(Kernel Methods,KMs)推导了最小二乘法的非线性版本:核最小二乘算法(Kernel Least Squares,KLS);进一步推导出了更适合动态系统时序预测的指数加权形式的核最小二乘算法(Kernel Exponential Weighted Least Squares,KEWLS)。提出了一种基于核方法的红外点目标检测算法,先用KEWLS非线性回归算法预测红外图像背景,再通过自适应门限检测残差图像中的目标。非线性函数回归和红外序列图像检测实验表明核方法较大地改进了算法的非线性函数估计与红外背景预测能力。
基金Supported by National Natural Science Foundation of China(11471104)Natural Science Foundation of Henan Educational Committee(2011B110018)Program for Innovative Research Team(in Science and Technology)in University of Henan Province(14IRTSTHN023)
