This paper concerns computational problems of the concave penalized linear regression model.We propose a fixed point iterative algorithm to solve the computational problem based on the fact that the penalized estimato...This paper concerns computational problems of the concave penalized linear regression model.We propose a fixed point iterative algorithm to solve the computational problem based on the fact that the penalized estimator satisfies a fixed point equation.The convergence property of the proposed algorithm is established.Numerical studies are conducted to evaluate the finite sample performance of the proposed algorithm.展开更多
For the structure system with epistemic and aleatory uncertainties,a new state dependent parameter(SDP) based method is presented for obtaining the importance measures of the epistemic uncertainties.By use of the marg...For the structure system with epistemic and aleatory uncertainties,a new state dependent parameter(SDP) based method is presented for obtaining the importance measures of the epistemic uncertainties.By use of the marginal probability density function(PDF) of the epistemic variable and the conditional PDF of the aleatory one at the fixed epistemic variable,the epistemic and aleatory uncertainties are propagated to the response of the structure firstly in the presented method.And the computational model for calculating the importance measures of the epistemic variables is established.For solving the computational model,the high efficient SDP method is applied to estimating the first order high dimensional model representation(HDMR) to obtain the importance measures.Compared with the direct Monte Carlo method,the presented method can considerably improve computational efficiency with acceptable precision.The presented method has wider applicability compared with the existing approximation method,because it is suitable not only for the linear response functions,but also for nonlinear response functions.Several examples are used to demonstrate the advantages of the presented method.展开更多
基金Supported by the National Natural Science Foundation of China(11701571)
文摘This paper concerns computational problems of the concave penalized linear regression model.We propose a fixed point iterative algorithm to solve the computational problem based on the fact that the penalized estimator satisfies a fixed point equation.The convergence property of the proposed algorithm is established.Numerical studies are conducted to evaluate the finite sample performance of the proposed algorithm.
基金supported by the National Natural Science Foundation of China (Grant No. 51175425)the Aviation Science Foundation (Grant No.2011ZA53015)the Doctorate Foundation of Northwestern Polytechnical University (Grant No. CX201205)
文摘For the structure system with epistemic and aleatory uncertainties,a new state dependent parameter(SDP) based method is presented for obtaining the importance measures of the epistemic uncertainties.By use of the marginal probability density function(PDF) of the epistemic variable and the conditional PDF of the aleatory one at the fixed epistemic variable,the epistemic and aleatory uncertainties are propagated to the response of the structure firstly in the presented method.And the computational model for calculating the importance measures of the epistemic variables is established.For solving the computational model,the high efficient SDP method is applied to estimating the first order high dimensional model representation(HDMR) to obtain the importance measures.Compared with the direct Monte Carlo method,the presented method can considerably improve computational efficiency with acceptable precision.The presented method has wider applicability compared with the existing approximation method,because it is suitable not only for the linear response functions,but also for nonlinear response functions.Several examples are used to demonstrate the advantages of the presented method.
