基于SUSAN算法和9／7提升小波图像去噪融合

为了对含噪模糊图像进行有效的去噪增强,并考虑到实时性的要求,本文提出了一种新的基于SUSAN算法和9／7提升小波图像去噪融合方法。首先,对含噪模糊图像进行SUSAN算法处理;同时,对含噪模糊图像利用9／7提升小波进行通用阈值去噪;最后,在对去噪后的图像进行镜像对称延拓处理并与经SUSAN算法处理后的图像进行有效的融合。仿真实验结果表明,该方法不但能够大大提高图像的信噪比,而且能有效提高图像的清晰度。     

商务智能系统中两种改进的关联规则挖掘算法

根据日常商务数据的特点,提出了商业应用系统中进行数据挖掘的改进的Apriori算法和对点击流数据进行挖掘的改进的多支持度关联规则算法,并结合具体实例进行了分析.分析结果表明,2种改进的算法可以有效地提高系统数据挖掘的效率.     

面向不确定多属性决策问题的范例检索算法研究

将不确定多属性决策问题转化为不确定性多属性范例的检索问题,利用范例推理方法获取最相似范例作对目标决策问题的近似解,通过范例修正缩短该近似解与目标决策问题解之间的差距直至完全一致.文章系统地提出了适合于不确定多属性问题检索要求的范例检索算法(RA-UMDM),重点研究了范例聚类、用基于梯形模糊集和改进的欧氏距离检索算法分别解决范例中模糊概念属性、区间特征属性的相似度计算问题.将该方法应用于两家医院临床辅助诊断决策过程求得了较为准确的解,并且基于范例库对RA-UMDM法的有效性、准确度、效率等进行了实验,结果表明该方法能够满足不确定多属性决策问题的检索要求,检索速度较快、质量高.     

共址跳频系统组网优化

在陆基车载通信系统中,多部跳频电台间存在着严重的共址干扰问题。针对车载多部VHF跳频电台存在的共址干扰问题,在确定频段划分工作模式和共址干扰产生条件的前提下,基于共址干扰发生概率的分析,建立了VHF跳频系统频率表分配优化模型。采用大量随机约束样本试探方法和多目标遗传算法,求解得出了满足干扰概率容限的共址电台数量及其跳频频率表分配集合,并给出了该模型的实例仿真与验证结果。     

VSPC-LDPC串行级联码的结构与性能分析

提出了一种基于LDPC码和纵向单奇偶校验(VSPC)乘积码的级联编码方法。该方法利用LDPC码能否成功地译码的判定信息以取代常规乘积码中的横向校验,使单奇偶校验乘积码的复杂度获得较大的降低,提高了纠错能力。对新级联码的误码性能进行了理论分析。数值仿真结果表明,新编码方法的硬件实现复杂度较低,在AWGN信道和Raleigh衰落信道中其译码性能好于原LDPC码,且能有效地改善原LDPC码的误码平层问题。     

基于遗传算法的多模式资源受限项目调度问题

针对多模式资源受限项目调度问题,采用问题任务链表和模式链表的双链表结构的编码方式、串行调度生成方案的解码方式对传统遗传算法进行改进,并通过交叉、变异、选择等算子进行全局性概率搜索确定较优方案。针对PSPLIB中的基准问题对该算法进行验证,证明该算法的有效性。     

A novel bagging approach for variable ranking and selection via a mixed importance measure

At present, ensemble learning has exhibited its great power in stabilizing and enhancing the performance of some traditional variable selection methods such as lasso and genetic algorithm. In this paper, a novel bagging ensemble method called BSSW is developed to implement variable ranking and selection in linear regression models. Its main idea is to execute stepwise search algorithm on multiple bootstrap samples. In each trial, a mixed importance measure is assigned to each variable according to the order that it is selected into final model as well as the improvement of model fitting resulted from its inclusion. Based on the importance measure averaged across some bootstrapping trials, all candidate variables are ranked and then decided to be important or not. To extend the scope of application, BSSW is extended to the situation of generalized linear models. Experiments carried out with some simulated and real data indicate that BSSW achieves better performance in most studied cases when compared with several other existing methods.     

Model selection with distributed SCAD penalty

In this paper, we focus on the feature extraction and variable selection of massive data which is divided and stored in different linked computers. Specifically, we study the distributed model selection with the Smoothly Clipped Absolute Deviation (SCAD) penalty. Based on the Alternating Direction Method of Multipliers (ADMM) algorithm, we propose distributed SCAD algorithm and prove its convergence. The results of variable selection of the distributed approach are same with the results of the non-distributed approach. Numerical studies show that our method is both effective and efficient which performs well in distributed data analysis.     

Convergence Analysis of MCMC Algorithms for Bayesian Multivariate Linear Regression with Non‐Gaussian Errors

When Gaussian errors are inappropriate in a multivariate linear regression setting, it is often assumed that the errors are iid from a distribution that is a scale mixture of multivariate normals. Combining this robust regression model with a default prior on the unknown parameters results in a highly intractable posterior density. Fortunately, there is a simple data augmentation (DA) algorithm and a corresponding Haar PX‐DA algorithm that can be used to explore this posterior. This paper provides conditions (on the mixing density) for geometric ergodicity of the Markov chains underlying these Markov chain Monte Carlo algorithms. Letting d denote the dimension of the response, the main result shows that the DA and Haar PX‐DA Markov chains are geometrically ergodic whenever the mixing density is generalized inverse Gaussian, log‐normal, inverted Gamma (with shape parameter larger than d /2) or Fréchet (with shape parameter larger than d /2). The results also apply to certain subsets of the Gamma, F and Weibull families.     

Adaptive LASSO for linear mixed model selection via profile log-likelihood

Mixed model selection is quite important in statistical literature. To assist the mixed model selection, we employ the adaptive LASSO penalized term to propose a two-stage selection procedure for the purpose of choosing both the random and fixed effects. In the first stage, we utilize the penalized restricted profile log-likelihood to choose the random effects; in the second stage, after the random effects are determined, we apply the penalized profile log-likelihood to select the fixed effects. In each stage, the Newton–Raphson algorithm is performed to complete the parameter estimation. We prove that the proposed procedure is consistent and possesses the oracle properties. The simulations and a real data application are conducted for demonstrating the effectiveness of the proposed selection procedure.