In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived ...In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters.展开更多
Frequentist model averaging has received much attention from econometricians and statisticians in recent years.A key problem with frequentist model average estimators is the choice of weights.This paper develops a new...Frequentist model averaging has received much attention from econometricians and statisticians in recent years.A key problem with frequentist model average estimators is the choice of weights.This paper develops a new approach of choosing weights based on an approximation of generalized cross validation.The resultant least squares model average estimators are proved to be asymptotically optimal in the sense of achieving the lowest possible squared errors.Especially,the optimality is built under both discrete and continuous weigh sets.Compared with the existing approach based on Mallows criterion,the conditions required for the asymptotic optimality of the proposed method are more reasonable.Simulation studies and real data application show good performance of the proposed estimators.展开更多
To improve the anti-noise performance of the time-domain Bregman iterative algorithm,an adaptive frequency-domain Bregman sparse-spike deconvolution algorithm is proposed.By solving the Bregman algorithm in the freque...To improve the anti-noise performance of the time-domain Bregman iterative algorithm,an adaptive frequency-domain Bregman sparse-spike deconvolution algorithm is proposed.By solving the Bregman algorithm in the frequency domain,the influence of Gaussian as well as outlier noise on the convergence of the algorithm is effectively avoided.In other words,the proposed algorithm avoids data noise effects by implementing the calculations in the frequency domain.Moreover,the computational efficiency is greatly improved compared with the conventional method.Generalized cross validation is introduced in the solving process to optimize the regularization parameter and thus the algorithm is equipped with strong self-adaptation.Different theoretical models are built and solved using the algorithms in both time and frequency domains.Finally,the proposed and the conventional methods are both used to process actual seismic data.The comparison of the results confirms the superiority of the proposed algorithm due to its noise resistance and self-adaptation capability.展开更多
For practical engineering structures,it is usually difficult to measure external load distribution in a direct manner,which makes inverse load identification important.Specifically,load identification is a typical inv...For practical engineering structures,it is usually difficult to measure external load distribution in a direct manner,which makes inverse load identification important.Specifically,load identification is a typical inverse problem,for which the models(e.g.,response matrix)are often ill-posed,resulting in degraded accuracy and impaired noise immunity of load identification.This study aims at identifying external loads in a stiffened plate structure,through comparing the effectiveness of different methods for parameter selection in regulation problems,including the Generalized Cross Validation(GCV)method,the Ordinary Cross Validation method and the truncated singular value decomposition method.With demonstrated high accuracy,the GCV method is used to identify concentrated loads in three different directions(e.g.,vertical,lateral and longitudinal)exerted on a stiffened plate.The results show that the GCV method is able to effectively identify multi-source static loads,with relative errors less than 5%.Moreover,under the situation of swept frequency excitation,when the excitation frequency is near the natural frequency of the structure,the GCV method can achieve much higher accuracy compared with direct inversion.At other excitation frequencies,the average recognition error of the GCV method load identification less than 10%.展开更多
文摘In regression, despite being both aimed at estimating the Mean Squared Prediction Error (MSPE), Akaike’s Final Prediction Error (FPE) and the Generalized Cross Validation (GCV) selection criteria are usually derived from two quite different perspectives. Here, settling on the most commonly accepted definition of the MSPE as the expectation of the squared prediction error loss, we provide theoretical expressions for it, valid for any linear model (LM) fitter, be it under random or non random designs. Specializing these MSPE expressions for each of them, we are able to derive closed formulas of the MSPE for some of the most popular LM fitters: Ordinary Least Squares (OLS), with or without a full column rank design matrix;Ordinary and Generalized Ridge regression, the latter embedding smoothing splines fitting. For each of these LM fitters, we then deduce a computable estimate of the MSPE which turns out to coincide with Akaike’s FPE. Using a slight variation, we similarly get a class of MSPE estimates coinciding with the classical GCV formula for those same LM fitters.
基金by National Key R&D Program of China(2020AAA0105200)the Ministry of Science and Technology of China(Grant no.2016YFB0502301)+1 种基金the National Natural Science Foundation of China(Grant nos.11871294,12031016,11971323,71925007,72042019,72091212 and 12001559)a joint grant from the Academy for Multidisciplinary Studies,Capital Normal University.
文摘Frequentist model averaging has received much attention from econometricians and statisticians in recent years.A key problem with frequentist model average estimators is the choice of weights.This paper develops a new approach of choosing weights based on an approximation of generalized cross validation.The resultant least squares model average estimators are proved to be asymptotically optimal in the sense of achieving the lowest possible squared errors.Especially,the optimality is built under both discrete and continuous weigh sets.Compared with the existing approach based on Mallows criterion,the conditions required for the asymptotic optimality of the proposed method are more reasonable.Simulation studies and real data application show good performance of the proposed estimators.
基金supported by the National Natural Science Foundation of China(No.NSFC 41204101)Open Projects Fund of the State Key Laboratory of Oil and Gas Reservoir Geology and Exploitation(No.PLN201733)+1 种基金Youth Innovation Promotion Association of the Chinese Academy of Sciences(No.2015051)Open Projects Fund of the Natural Gas and Geology Key Laboratory of Sichuan Province(No.2015trqdz03)
文摘To improve the anti-noise performance of the time-domain Bregman iterative algorithm,an adaptive frequency-domain Bregman sparse-spike deconvolution algorithm is proposed.By solving the Bregman algorithm in the frequency domain,the influence of Gaussian as well as outlier noise on the convergence of the algorithm is effectively avoided.In other words,the proposed algorithm avoids data noise effects by implementing the calculations in the frequency domain.Moreover,the computational efficiency is greatly improved compared with the conventional method.Generalized cross validation is introduced in the solving process to optimize the regularization parameter and thus the algorithm is equipped with strong self-adaptation.Different theoretical models are built and solved using the algorithms in both time and frequency domains.Finally,the proposed and the conventional methods are both used to process actual seismic data.The comparison of the results confirms the superiority of the proposed algorithm due to its noise resistance and self-adaptation capability.
基金funding for this study from National Key R&D Program of China(2018YFA0702800)National Natural Science Foundation of China(12072056)+1 种基金the Fundamental Research Funds for the Central Universities(DUT19LK49)Nantong Science and Technology Plan Project(No.MS22019016).
文摘For practical engineering structures,it is usually difficult to measure external load distribution in a direct manner,which makes inverse load identification important.Specifically,load identification is a typical inverse problem,for which the models(e.g.,response matrix)are often ill-posed,resulting in degraded accuracy and impaired noise immunity of load identification.This study aims at identifying external loads in a stiffened plate structure,through comparing the effectiveness of different methods for parameter selection in regulation problems,including the Generalized Cross Validation(GCV)method,the Ordinary Cross Validation method and the truncated singular value decomposition method.With demonstrated high accuracy,the GCV method is used to identify concentrated loads in three different directions(e.g.,vertical,lateral and longitudinal)exerted on a stiffened plate.The results show that the GCV method is able to effectively identify multi-source static loads,with relative errors less than 5%.Moreover,under the situation of swept frequency excitation,when the excitation frequency is near the natural frequency of the structure,the GCV method can achieve much higher accuracy compared with direct inversion.At other excitation frequencies,the average recognition error of the GCV method load identification less than 10%.
