Matrix Estimation Research Articles

Image Registration Algorithm for Stamping Process Monitoring Based on Improved Unsupervised Homography Estimation

Homography estimation is a crucial task in aligning template images with target images in stamping monitoring systems. To enhance the robustness and accuracy of homography estimation against random vibrations and lighting variations in stamping environments, this paper proposes an improved unsupervised homography estimation model. The model takes as input the channel-stacked template and target images and outputs the estimated homography matrix. First, a specialized deformable convolution module and Group Normalization (GN) layer are introduced to expand the receptive field and enhance the model’s ability to learn rotational invariance when processing large, high-resolution images. Next, a multi-scale, multi-stage unsupervised homography estimation network structure is constructed to improve the accuracy of homography estimation by refining the estimation through multiple stages, thereby enhancing the model’s resistance to scale variations. Finally, stamping monitoring image data is incorporated into the training through data fusion, with data augmentation techniques applied to randomly introduce various levels of perturbation, brightness, contrast, and filtering to improve the model’s robustness to complex changes in the stamping environment, making it more suitable for monitoring applications in this specific industrial context. Compared to traditional methods, this approach provides better homography matrix estimation when handling images with low texture, significant lighting variations, or large viewpoint changes. Compared to other deep-learning-based homography estimation methods, it reduces estimation errors and performs better on stamping monitoring images, while also offering broader applicability.

Data driven origin–destination matrix estimation on large networks—A joint origin–destination-path-choice formulation

This paper presents a novel approach to data-driven time-dependent origin–destination (OD) estimation using a joint origin–destination-path choice formulation, inspired by the well-known equivalence of doubly constraint gravity models and multinomial logit models for joint O–D choice. This new formulation provides a theoretical basis and generalizes an earlier contribution. Although including path choice increases the dimensionality of the problem, it also dramatically improves the quality of the data one can directly use to solve it (e.g. measured path travel times versus coarse centroid-to-centroid travel times); and opens up possibilities to combine different assimilation techniques in a single framework: (1) fast shortest path set computation using static (e.g. road type) and dynamic (speed, travel time) link properties; (2) predicting a “prior OD matrix” using the resulting path-shares and (estimated or measured) production and attraction totals; and (3) scaling/constraining this prior using link flows (informative of demand). If the resulting system of equations has insufficient rank, we use principal component analysis to reduce the dimensionality, solve this reduced problem, and transform that solution back to a full OD matrix. Comprehensive tests and sensitivity analysis on 7 networks with different sizes and characteristics give an empirical underpinning of the extended equivalence principle; demonstrate good accuracy and reliability of the OD estimation method overall; and suggest that the method is robust with respect to major assumptions and contributing factors.

ВЛИЯНИЕ ТОЧЕК ПОВОРОТА НА ЗАДЕРЖКУ РЕШЕНИЯ ВБЛИЗИ НЕУСТОЙЧИВОГО ПОЛОЖЕНИЯ РАВНОВЕСИЯ

This paper considers a system of equations consisting of three first-order equations of fast variables and one equation of a slow variable. The first approximation matrix of the system of fast variables has different eigenvalues, with one pair of complex conjugates. The eigenvalues have zeros and they are turning points. The system has an equilibrium position, and the stability of the equilibrium position is lost at a certain value of the slow variable. The problem is set to study the delay in solving a system of fast variables near an unstable equilibrium position and the influence of turning points on the delay. The delay of the solution near an unstable position is proven and the influence of turning points is clarified. The proof used geometric constructions using the level line of harmonic functions, methods of successive approximations, Laplace, stationary phase, integration by parts and comparison of infinitesimals.

Rank-based correlation matrix estimation for high dimensional microbiome data

In recent years, the progress made in high-throughout sequencing techniques supports the analysis of microbial communities greatly. The fact that real-world microbiome data lie in a high-dimensional simplex makes conventional statistical analysis unreliable owing to the sum-to-one constraint. Motivated by the urgent requirements of directly inferring the dependence pattern and dependence intensity simultaneously among microbial taxa, we address the challenge of correlation matrix estimation for this kind of data. Assuming that the unobserved log-basis random vectors follow the elliptical distribution, a robust method built on the Kendall's tau statistic is developed to estimate the basis generalized correlation matrix. Regardless of the existence of the covariance, the basis generalized correlation matrix is always a reliable measure of dependence structure. Theoretically, we establish the convergence rate of the proposed estimator under the spectral norm. Support recovery is discussed as well. Empirically, simulation studies demonstrate the outstanding numerical performance of our method. We also apply our method to analyse a microbiome dataset from human gut. We provide all the codes at https://github.com/lwfwhunanhero/CRCE.

Correlates of Nucleocapsid Antibodies and a Combination of Spike and Nucleocapsid Antibodies Against Protection of SARS-CoV-2 Infection During the Omicron XBB.1.16/EG.5-Predominant Wave.

We aimed to examine the association among nucleocapsid (N) antibodies, a combination of N and spike (S) antibodies, and protection against SARS-CoV-2 reinfection. We conducted a prospective cohort study among staff at a national medical research center in Tokyo and followed them for the incidence of SARS-CoV-2 infection between June and September 2023 (Omicron XBB.1.16/EG.5 wave). At baseline, participants donated blood samples to measure N- and S-specific antibodies. Cox regression was used to estimate the hazard ratio and protection ([1 - hazard ratio] × 100) against subsequent SARS-CoV-2 infection across these antibody levels. Among participants with previous infection, higher pre-reinfection N antibodies were associated with a lower risk of reinfection, even after adjusting S antibody levels (P < .01 for trend). Estimation of the protection matrix for N and S antibodies revealed that high levels in N and S antibodies conferred robust protection (>90%) against subsequent infection. In addition, a pattern of low pre-reinfection N antibodies but high vaccine-enhanced S antibodies showed high protection (>80%). Pre-reinfection N antibody levels correlated with protection against reinfection, independent of S antibodies. If the N antibodies were low, vaccine-boosted S antibodies might enhance the reinfection protection.

Dispersive estimates for 1D matrix Schrödinger operators with threshold resonance

Dispersive estimates for 1D matrix Schrödinger operators with threshold resonance

Multivariate Singular Spectrum Analysis by Robust Diagonalwise Low-Rank Approximation

Multivariate Singular Spectrum Analysis (MSSA) is a powerful and widely used nonparametric method for multivariate time series, which allows the analysis of complex temporal data from diverse fields such as finance, healthcare, ecology, and engineering. However, MSSA lacks robustness against outliers because it relies on the singular value decomposition, which is very sensitive to the presence of anomalous values. MSSA can then give biased results and lead to erroneous conclusions. In this article a new MSSA method is proposed, named RObust Diagonalwise Estimation of SSA (RODESSA), which is robust against the presence of cellwise and casewise outliers. In particular, the decomposition step of MSSA is replaced by a new robust low-rank approximation of the trajectory matrix that takes its special structure into account. A fast algorithm is constructed, and it is proved that each iteration step decreases the objective function. In order to visualize different types of outliers, a new graphical display is introduced, called an enhanced time series plot. An extensive Monte Carlo simulation study is performed to compare RODESSA with competing approaches in the literature. A real data example about temperature analysis in passenger railway vehicles demonstrates the practical utility of the proposed approach.

GTRpmix: A Linked General Time-Reversible Model for Profile Mixture Models.

Profile mixture models capture distinct biochemical constraints on the amino acid substitution process at different sites in proteins. These models feature a mixture of time-reversible models with a common matrix of exchangeabilities and distinct sets of equilibrium amino acid frequencies known as profiles. Combining the exchangeability matrix with each profile generates the matrix of instantaneous rates of amino acid exchange for that profile. Currently, empirically estimated exchangeability matrices (e.g. the LG matrix) are widely used for phylogenetic inference under profile mixture models. However, these were estimated using a single profile and are unlikely optimal for profile mixture models. Here, we describe the GTRpmix model that allows maximum likelihood estimation of a common exchangeability matrix under any profile mixture model. We show that exchangeability matrices estimated under profile mixture models differ from the LG matrix, dramatically improving model fit and topological estimation accuracy for empirical test cases. Because the GTRpmix model is computationally expensive, we provide two exchangeability matrices estimated from large concatenated phylogenomic-supermatrices to be used for phylogenetic analyses. One, called Eukaryotic Linked Mixture (ELM), is designed for phylogenetic analysis of proteins encoded by nuclear genomes of eukaryotes, and the other, Eukaryotic and Archaeal Linked mixture (EAL), for reconstructing relationships between eukaryotes and Archaea. These matrices, combined with profile mixture models, fit data better and have improved topology estimation relative to the LG matrix combined with the same mixture models. Starting with version 2.3.1, IQ-TREE2 allows users to estimate linked exchangeabilities (i.e. amino acid exchange rates) under profile mixture models.

Recurrent neural network for trajectory tracking control of manipulator with unknown mass matrix.

Real-world robotic operations often face uncertainties that can impede accurate control of manipulators. This study proposes a recurrent neural network (RNN) combining kinematic and dynamic models to address this issue. Assuming an unknown mass matrix, the proposed method enables effective trajectory tracking for manipulators. In detail, a kinematic controller is designed to determine the desired joint acceleration for a given task with error feedback. Subsequently, integrated with the kinematics controller, the RNN is proposed to combine the robot's dynamic model and a mass matrix estimator. This integration allows the manipulator system to handle uncertainties and synchronously achieve trajectory tracking effectively. Theoretical analysis demonstrates the learning and control capabilities of the RNN. Simulative experiments conducted on a Franka Emika Panda manipulator, and comparisons validate the effectiveness and superiority of the proposed method.

Portfolio optimization for sustainable investments

In mean-variance portfolio optimization, multi-index models often accelerate computation, reduce input requirements, facilitate understanding, and allow easy adjustment to changing conditions more effectively than full covariance matrix estimation in many situations. In this paper, we develop a multi-index model-based portfolio optimization approach that takes into account aspects of the environment, social responsibility and corporate governance (ESG). Investments in assets related to ESG have recently grown, attracting interest from both academic research and investment fund practice. Various literature strands in this area address the theoretical and empirical relation among return, risk and ESG. Our portfolio optimization approach is flexible enough to take these literature strands into account and does not require large-scale covariance matrix estimation. An extension of our approach even allows investors to empirically discriminate among the literature strands. A case study demonstrates the application of our portfolio optimization approach.

On the optimality of voronoi‐based column selection

AbstractWhile there exists a rich array of matrix column subset selection problem (CSSP) algorithms for use with interpolative and CUR‐type decompositions, their use can often become prohibitive as the size of the input matrix increases. In an effort to address these issues, in earlier work we developed a general framework that pairs a column‐partitioning routine with a column‐selection algorithm. Two of the four algorithms presented in that work paired the Centroidal Voronoi Orthogonal Decomposition (CVOD; Centroidal Voronoi Tessellation Based Proper Orthogonal Decomposition Analysis, 2003, 137–150) and an adaptive variant (adaptCVOD) with the Discrete Empirical Interpolation Method (DEIM; SIAM J. Sci. Computer. 38 (2016), no. 3, A1454–A1482). In this work, we extend this framework and pair the CVOD‐type algorithms with any CSSP algorithm that returns linearly independent columns. Our results include detailed error bounds for the solutions provided by these paired algorithms, as well as expressions that explicitly characterize how the quality of the selected column partition affects the resulting CSSP solution. In addition to examples involving matrix approximation, we test several of our partition‐based constructions on tasks commonly encountered in model order reduction (MOR).

Unsteady Lifting-Line Theory for Camber Morphing Wings State-Space Aeroelastic Modeling

A novel frequency-domain analytical-numerical model for the aerodynamic solution of camber morphing wings is developed. The model combines an unsteady lifting-line formulation with Küssner–Schwarz aerodynamic theory to provide the pressure distribution and thus the transcendental aerodynamic matrix that relates the generalized aerodynamic forces to the Lagrangian coordinates of a given wing structural dynamics model. The state-space form of the aerodynamic loads is obtained from the rational matrix approximation of the aerodynamic matrix. This, combined with the wing structural dynamics operator, can readily provide the state-space form of the aeroelastic problem. To assess the accuracy of the proposed aerodynamic solution method, numerical investigations are performed. These consist of its application to several conventional wing configurations and wings with camber morphing, followed by the comparisons of the corresponding solutions with the predictions given by a well-validated panel-method solver for potential flows. These results are shown to be in very good agreement, thus demonstrating that the proposed approach can capture the effects due to wing tapering, sweep angle, and camber morphing, while requiring a remarkably lower computational effort. The excellent accuracy of a few-pole finite-state approximation of the aerodynamic matrix is finally proven for a swept wing with camber morphing.

Randomized algorithms for large-scale dictionary learning

Dictionary learning is an important sparse representation algorithm which has been widely used in machine learning and artificial intelligence. However, for massive data in the big data era, classical dictionary learning algorithms are computationally expensive and even can be infeasible. To overcome this difficulty, we propose new dictionary learning methods based on randomized algorithms. The contributions of this work are as follows. First, we find that dictionary matrix is often numerically low-rank. Based on this property, we apply randomized singular value decomposition (RSVD) to the dictionary matrix, and propose a randomized algorithm for linear dictionary learning. Compared with the classical K-SVD algorithm, an advantage is that one can update all the elements of the dictionary matrix simultaneously. Second, to the best of our knowledge, there are few theoretical results on why one can solve the involved matrix computation problems inexactly in dictionary learning. To fill-in this gap, we show the rationality of this randomized algorithm with inexact solving, from a matrix perturbation analysis point of view. Third, based on the numerically low-rank property and Nyström approximation of the kernel matrix, we propose a randomized kernel dictionary learning algorithm, and establish the distance between the exact solution and the computed solution, to show the effectiveness of the proposed randomized kernel dictionary learning algorithm. Fourth, we propose an efficient scheme for the testing stage in kernel dictionary learning. By using this strategy, there is no need to form nor store kernel matrices explicitly both in the training and the testing stages. Comprehensive numerical experiments are performed on some real-world data sets. Numerical results demonstrate the rationality of our strategies, and show that the proposed algorithms are much efficient than some state-of-the-art dictionary learning algorithms. The MATLAB codes of the proposed algorithms are publicly available from https://github.com/Jiali-yang/RALDL_RAKDL.

Fundamental limits of low-rank matrix estimation with diverging aspect ratios

Fundamental limits of low-rank matrix estimation with diverging aspect ratios

A Sparse Approximate Factor Model for High-Dimensional Covariance Matrix Estimation and Portfolio Selection

Abstract We propose a novel estimation approach for the covariance matrix based on the l1-regularized approximate factor model (AFM). Our sparse approximate factor (SAF) covariance estimator allows for the existence of weak factors and hence relaxes the pervasiveness assumption generally adopted for the standard AFM. We prove the consistency of the covariance matrix estimator under the Frobenius norm as well as the consistency of the factor loadings and the factors. Our Monte Carlo simulations reveal that the SAF covariance estimator has superior properties in finite samples for low and high dimensions and different designs of the covariance matrix. Moreover, in an out-of-sample portfolio forecasting application, the estimator uniformly outperforms alternative portfolio strategies based on alternative covariance estimation approaches and modeling strategies including the 1/N-strategy.

Accelerated Simulation of Multi-Electrode Arrays Using Sparse and Low-Rank Matrix Techniques.

Modeling of Multi-Electrode Arrays used in neural stimulation can be computationally challenging since it may involve incredibly dense circuits with millions of interconnected resistors, representing current pathways in an electrolyte (resistance matrix), coupled to nonlinear circuits of the stimulating pixels themselves. Here, we present a method for accelerating the modeling of such circuits while minimizing the error of a simplified simulation by using a sparse plus low-rank approximation of the resistance matrix. Specifically, we prove that thresholding of the resistance matrix elements enables its sparsification with minimized error. This is accomplished with a sorting algorithm implying efficient O (N log (N)) complexity. The eigenvalue-based low-rank compensation then helps achieve greater accuracy without adding significantly to the problem size. Utilizing these matrix techniques, we accelerated the simulation of multi-electrode arrays by an order of magnitude, reducing the computation time by about 10-fold, while maintaining an average error of less than 0.3% in the current injected from each electrode. We also show a case where acceleration reaches at least 133 times with additional error in the range of 4%, demonstrating the ability of this algorithm to perform under extreme conditions. Although the techniques presented here are used for simulations of photovoltaic retinal prostheses, they are also immediately applicable to any circuit involving dense connections between nodes, and, with modifications, more generally to any systems involving non-sparse matrices. This approach promises significant improvements in the efficiency of modeling the next-generation retinal implants having thousands of pixels, enabling iterative design with broad applicability.

On solving a revised model of the nonnegative matrix factorization problem by the modified adaptive versions of the Dai–Liao method

AbstractWe suggest a revised form of a classic measure function to be employed in the optimization model of the nonnegative matrix factorization problem. More exactly, using sparse matrix approximations, the revision term is embedded to the model for penalizing the ill-conditioning in the computational trajectory to obtain the factorization elements. Then, as an extension of the Euclidean norm, we employ the ellipsoid norm to gain adaptive formulas for the Dai–Liao parameter in a least-squares framework. In essence, the parametric choices here are obtained by pushing the Dai–Liao direction to the direction of a well-functioning three-term conjugate gradient algorithm. In our scheme, the well-known BFGS and DFP quasi–Newton updating formulas are used to characterize the positive definite matrix factor of the ellipsoid norm. To see at what level our model revisions as well as our algorithmic modifications are effective, we seek some numerical evidence by conducting classic computational tests and assessing the outputs as well. As reported, the results weigh enough value on our analytical efforts.

Simulation of geological uncertainty based on improved three-dimensional coupled Markov chain model

The natural stratigraphic distribution is uncertain due to the geological tectonic movements and sedimentation. It is a challenge for traditional deterministic models to capture geological uncertainty. The objective of this study is to develop an improved three-dimensional coupled Markov chain (ICMC3D) model based on limited boreholes. The proposed method enhances the traditional three-dimensional coupled Markov chain model by modifying the transition probability equation for predicting unknown elements. The dip data is added to estimate the transition probability matrix with the borehole information. On this basis, a back analysis method is proposed for estimating the horizontal transition probability matrics. The method makes the predicted results more suitable for the possible stratigraphic distribution. The accuracy of the proposed method is verified through some applications. In this paper, an improved three-dimensional coupled Markov chain model and transition probability matrix estimation method are illustrated by the borehole data collected from a tunnel project in Qingdao. The results show that the presented method can reflect the asymmetry, continuity and anisotropy of the three-dimensional stratum. The exceedance probability is proposed to predict the fault zone development range in order to reduce the geological uncertainty.

Estimation of wind dynamic load linear transfer matrix using proper orthogonal decomposition method and genetic algorithm

ABSTRACT Due to the advantages of Laplace domain in both time and frequency domains, the dynamic analysis and control tools in engineering software like MATLAB and Python have been designed based on it. Dynamic analysis of structures requires determination of the overall transfer matrix, which is obtained by multiplying the structure's transfer matrix (TM) with the load TM. With the input vector of unit intensity white-noise processes and the overall TM, the structural responses can be obtained. Furthermore, having the load TM is crucial for implementation of active control systems. In this article, the TM of along-wind loads was estimated for a tall building using the proper orthogonal decomposition (POD) method and the genetic algorithm (GA). To evaluate the effectiveness of the proposed approach, an example of a tall building was provided. The wind load cross-power spectral matrix (XPSD) was decomposed using POD technique, followed by the truncation of higher loading modes. Subsequently, the loading TM was derived by estimating the target non-linear functions with linear transfer functions through GA technique. Then, the responses of the structure were computed using the loading TM. The results demonstrated the efficacy of the proposed method in acquiring the loading TM and predicting wind-induced responses.

Smoothed semicovariance estimation for portfolio selection

AbstractDownside risk measures, such as semivariance, are essential for evaluating investment risk. Focusing on semivariance allows investors to emphasize loss mitigation without considering upside volatility as risk. However, minimizing the semivariance of a portfolio is an analytically intractable and numerically challenging problem due to the endogeneity of the parameters in the semicovariance matrix. We introduce a methodology for consistent estimation of the portfolio semivariance based on a smooth approximation of the empirical semicovariance matrix. Differently from existing methods, the new estimator does not rely on biased surrogate semicovariance models and enables the treatment of large problems with many assets. The extent of smoothing is determined by a single tuning constant, which allows our method to span an entire set of optimal portfolios with limit cases represented by the minimum semivariance and the minimum variance portfolios. The methodology is implemented through an iteratively reweighted algorithm, which is computationally efficient for high-dimensional problems with many assets. Our numerical studies confirm the theoretical convergence of the smoothed semivariance estimator to the traditional sample semivariance. The resulting minimum smoothed semivariance portfolio performs well in- and out-of-sample compared to other popular selection rules.