Constructing optimal projection designs

ABSTRACT

The early stages of many real-life experiments involve a large number of factors among which only a few factors are active. Unfortunately, the optimal full-dimensional designs of those early stages may have bad low-dimensional projections and the experimenters do not know which factors turn out to be important before conducting the experiment. Therefore, designs with good projections are desirable for factor screening. In this regard, significant questions are arising such as whether the optimal full-dimensional designs have good projections onto low dimensions? How experimenters can measure the goodness of a full-dimensional design by focusing on all of its projections?, and are there linkages between the optimality of a full-dimensional design and the optimality of its projections? Through theoretical justifications, this paper tries to provide answers to these interesting questions by investigating the construction of optimal (average) projection designs for screening either nominal or quantitative factors. The main results show that: based on the aberration and orthogonality criteria the full-dimensional design is optimal if and only if it is optimal projection design; the full-dimensional design is optimal via the aberration and orthogonality if and only if it is uniform projection design; there is no guarantee that a uniform full-dimensional design is optimal projection design via any criterion; the projection design is optimal via the aberration, orthogonality and uniformity criteria if it is optimal via any criterion of them; and the saturated orthogonal designs have the same average projection performance.     

部分W-分离正交语音信号的盲分离方法

在W-分离正交性假设的语音盲分离方法中,由于没有考虑多个源信号同时存在的情况,导致分离信号中不可避免地存在音乐噪声。针对这种部分W-分离正交情况,提出了基于信道估计的语音盲分离方法。该方法先检测只有一个源信号存在的时频点并进行归一化处理,使得处理后的结果与频率无关,克服了W-分离正交性假设的不足以及频率置换问题,通过K-means聚类估计出信道,再结合信号子空间方法重构源信号。仿真结果表明,提出的方法可以有效减少分离语音中的音乐噪声,与典型的时频二元掩蔽方法相比,其平均信号失真比提高3.02dB,同时平均信干比提高4.61dB。     

On the construction of optimal designs

Two strategies for specifying additional data to be included with the data of a non-orthogonal design are presented. The additional data increase the magnitude of the information matrix X′X and the orthogonality of the design matrix. Sequentially, the new points are augmented to the original design, such that each new point optimally increases the smallest eigenvalue of X′X. The new runs are created in a predefined spherical region and a rectangular region. Optimum number of additional observations is presented in order to orthogonalize the design matrix X and optimize some functions of the information matrix X′X. Comparisons of the results acquired with the proposed methods versus the most commonly used procedures for data augmentation are carried out. In addition, the advantages of the use of our techniques over the studied methods to solve the augmenting data problems are discussed.     

Varying Dispersion Diagnostics for Inverse Gaussian Regression Models

Homogeneity of dispersion parameters is a standard assumption in inverse Gaussian regression analysis. However, this assumption is not necessarily appropriate. This paper is devoted to the test for varying dispersion in general inverse Gaussian linear regression models. Based on the modified profile likelihood (Cox & Reid, 1987), the adjusted score test for varying dispersion is developed and illustrated with Consumer- Product Sales data (Whitmore, 1986) and Gas vapour data (Weisberg, 1985). The effectiveness of orthogonality transformation and the properties of a score statistic and its adjustment are investigated through Monte Carlo simulations.     

一类具有归一辛正交特征函数系的非Hamilton算子

阿拉坦仓~([5])把微分方程化为Hamilton系统的一种简单的表现形式■=Hu,其右端H即为无穷维Hamilton算子,本文考察了无穷维Hamilton算子是否具有归一辛正交的特征函数系的问题,得到一类具有归一辛正交特征函数系的非Hamilton算子.     

基于中值正交化准则的自适应滤波器

α-稳定分布可以更好地描述实际应用中所遇到的具有显著脉冲特性的随机信号和噪声。与其它统计模型不同,α稳定分布没有统一闭式的概率密度函数,其二阶及二阶以上统计量均不存在。针对系统中存在独立SαS噪声,本文提出了一种稳定分布环境下的基于中值正交化准则的自适应滤波算法。计算机模拟和分析表明,这种算法是一种在SαSG分布背景噪声条件下具有良好韧性的滤波方法。     

旋转矢量在工程力学教学中的应用

利用学生已熟练掌握的矢量合成及矢量投影定理,提出了用旋转矢量来记忆并理解工程力学课程中非矢量的、难以掌握的、大量的公式和定理。即：利用三角函数的正交性,将公式中的各代数量定义为平面上可绕一点旋转的矢量表示,再根据矢量合成定理及矢量投影定理表达公式的内容。     

数值网格生成方程中源项对网格正交性影响的研究

基于对数值网格生成的椭圆型偏微分控制方程中混合偏导数项非线性系数特性的 研究，从理论上推导了用于控制网格正交性的一种新源项给定形式，并讨论了其具体的数值实 现方法，数值计算结果表明，该新源项形式对生成网格的正交性具有很强的调节和控制能力。