652118
Stagewise Lasso
Many statistical machine learning algorithms minimize either an empirical loss function as in AdaBoost, or a penalized empirical loss as in Lasso or SVM. A single regularization tuning parameter controls the trade-off between fidelity to the data and generalizability, or equivalently between bias and variance. When this tuning parameter changes, a regularization "path" of solutions to the minimization problem is generated, and the whole path is needed to select a tuning parameter to optimize the prediction or interpretation performance. Algorithms such as homotopy-Lasso or LARS-Lasso and Forward Stagewise Fitting (FSF) (aka e-Boosting) are of great interest because of their resulted sparse models for interpretation in addition to prediction. 
 
In this paper, we propose the BLasso algorithm that ties the FSF (e-Boosting) algorithm with the Lasso method that minimizes the L1 penalized L2 loss. BLasso is derived as a coordinate descent method with a fixed stepsize applied to the general Lasso loss function (L1 penalized convex loss). It consists of both a forward step and a backward step. The forward step is similar to e-Boosting or FSF, but the backward step is new and revises the FSF (or e-Boosting) path to approximate the Lasso path. In the cases of a finite number of base learners and a bounded Hessian of the loss function, the BLasso path is shown to converge to the Lasso path when the stepsize goes to zero. For cases with a larger number of base learners than the sample size and when the true model is sparse, our simulations indicate that the BLasso model estimates are sparser than those from FSF with comparable or slightly better prediction performance, and that the the discrete stepsize of BLasso and FSF has an additional regularization effect in terms of prediction and sparsity. Moreover, we introduce the Generalized BLasso algorithm to minimize a general convex loss penalized by a general convex function. Since the (Generalized) BLasso relies only on differences not derivatives, we conclude that it provides a class of simple and easy-to-implement algorithms for tracing the regularization or solution paths of penalized minimization problems.
116839195
Some results on empirical processes and stochastic complexity
This thesis contains two parts. In Part I, an intuitive and simple approach is used to obtain uniform convergence and Central Limit Theorems for empirical processes indexed by families of functions, for stationary mixing sequences with not too slow a $\beta$-mixing (or $\phi$-mixing) rate. The conditions imposed are in terms of random metric entropies, and the $\beta$-mixing (or $\phi$-mixing) rate. In the case of a Vapnik-Cervonenkis class, the uniform convergence result holds for any strictly stationary sequence with $\beta$-mixing (or $\phi$-mixing) rate $\beta\sb{n}$ (or $\phi\sb{n}$) = $o$($n\sp{-d}$) for some d $>$ 0, while the Central Limit Theorem requires the rate $\beta\sb{n}$ (or $\phi\sb{n}$ = $o$($n\sp{-d}$) for some d $>$ 3. 
In Part II, we use a shortest code length criterion to select the bin width of a histo-gram from a string of i.i.d. observations. Under smoothness conditions on the underlying density on (0, 1), this criterion is shown to be optimal as a code selection criterion in reaching the smallest redundancy within the class of codes under consideration. Furthermore, the criterion consistently selects the underlying density when it is uniform on (0, 1). 
Minimax lower bounds for the redundancy over many smooth families of underlying densities are also derived. In a special case, the lower bound is shown to be achieved almost surely, and in expectation, by a predictive code based on a sequence of histograms. In the case of Sobolev balls, the minimax optimal code is described and a heuristic proof is provided.
2105049
Model Selection in Gaussian Graphical Models: High-Dimensional Consistency of l1-regularized MLE
We consider the problem of estimating the graph structure associated with a Gaussian Markov random field (GMRF) from i.i.d. samples. We study the performance of study the performance of thel1-regularized maximum likelihood estimator in the high-dimensional setting, where the number of nodes in the graph p, the number of edges in the graph s and the maximum node degree d, are allowed to grow as a function of the number of samples n. Our main result provides sufficient conditions on (n, p, d) for thel1-regularized MLE estimator to recover all the edges of the graph with high probability. Under some conditions on the model covariance, we show that model selection can be achieved for sample sizes n = Ω(d log(p)), with the error decaying as O(exp(−c log(p))) for some constant c. We illustrate our theoretical results via simulations and show good correspondences between the theoretical predictions and behavior in simulations.
12165073
On the Convergence of Boosting Procedures
A boosting algorithm seeks to minimize empirically a loss function in a greedy fashion. The resulted estimator takes an additive function form and is built iteratively by applying a base estimator (or learner) to updated samples depending on the previous iterations. This paper studies convergence of boosting when it is carried out over the linear span of a family of basis functions. For general loss functions, we prove the convergence of boosting's greedy optimization to the infinimum of the loss function over the linear span. As a side product, these results reveal the importance of restricting the greedy search step sizes, as known in practice through the works of Friedman and others.
6762008
Perceptual audio coding using adaptive pre- and post-filters and lossless compression
This paper proposes a versatile perceptual audio coding method that achieves high compression ratios and is capable of low encoding/decoding delay. It accommodates a variety of source signals (including both music and speech) with different sampling rates. It is based on separating irrelevance and redundancy reductions into independent functional units. This contrasts traditional audio coding where both are integrated within the same subband decomposition. The separation allows for the independent optimization of the irrelevance and redundancy reduction units. For both reductions, we rely on adaptive filtering and predictive coding as much as possible to minimize the delay. A psycho-acoustically controlled adaptive linear filter is used for the irrelevance reduction, and the redundancy reduction is carried out by a predictive lossless coding scheme, which is termed weighted cascaded least mean squared (WCLMS) method. Experiments are carried out on a database of moderate size which contains mono-signals of different sampling rates and varying nature (music, speech, or mixed). They show that the proposed WCLMS lossless coder outperforms other competing lossless coders in terms of compression ratios and delay, as applied to the pre-filtered signal. Moreover, a subjective listening test of the combined pre-filter/lossless coder and a state-of-the-art perceptual audio coder (PAC) shows that the new method achieves a comparable compression ratio and audio quality with a lower delay.
828878
Image denoising via lossy compression and wavelet thresholding
Some past work has proposed to use lossy compression to remove noise, based on the rationale that a reasonable compression method retains the dominant signal features more than the randomness of the noise. Building on this theme, we explain why compression (via coefficient quantization) is appropriate for filtering noise from signal by making the connection that quantization of transform coefficients approximates the operation of wavelet thresholding for denoising. That is, denoising is mainly due to the zero-zone and that the full precision of the thresholded coefficients is of secondary importance. The method of quantization is facilitated by a criterion similar to Rissanen's minimum description length principle. An important issue is the threshold value of the zero-zone (and of wavelet thresholding). For a natural image, it has been observed that its subband coefficients can be well modeled by a Laplacian distribution. With this assumption, we derive a threshold which is easy to compute and is intuitive. Experiments show that the proposed threshold performs close to optimal thresholding.
32601475
Multi-step-ahead Prediction Based on B-Spline Interpolation and Adaptive Time-Delay Neural Network
The availability of accurate empirical models for multi-step-ahead (MS) prediction is desirable in many areas. Motivated by B-spline interpolation and adaptive time-delay neural network (ATNN) which have proven successful in addressing different complicated problems, we aim at investigating the applicability of ATNN for MS prediction and propose a hybrid model SATNN. The annual sunspots and Mackey-Glass equation considered as benchmark chaotic nonlinear systems were selected to test our model. Validation studies indicated that the proposed model is quite effective in MS prediction, especially for single factor time series.
22909785
A dynamic holding strategy in public transit systems with real-time information
Abstract
Holding strategies are among the most commonly used operation control strategies in transit systems. In this paper, a dynamic holding strategy is developed, which consists of two major steps: (1) judging whether an early bus should be held, and (2) optimizing the holding times of the held bus. A model based on support vector machine (SVM), which contains four input variables (time-of-day, segment, the latest speed on the next segment, and the bus speed on the current segment) for forecasting the early bus departure times from the next stop is also developed. Then, in order to determine the optimal holding times, a model aiming to minimize the user costs is constructed and a genetic algorithm is used to optimize the holding times. Finally, the dynamic holding strategy proposed in this study is illustrated with the microscopic simulation model Paramics and some conclusions are drawn.

11424736
Extending the ONESAF Testbed into a C4ISR Testbed
This article describes how the modeling and simulation environment of the OneSAF Testbed Baseline (OTB) v1.0 has been extended to enable the testing of heterogeneous algorithms that are being designed for real-world C4ISR applications. This has been accomplished by building an architecture that extends functional and logical components of the OTB system in the following ways: the use of the OTB Compact Terrain Database for terrain analysis and preliminary threat assessment, the addition of the RETSINA-OTB Bridge for the real-time query and control of OTB entities, and the addition of new DIS-based sensor entities for interoperation with Command and Control algorithms, to name a few. This article illustrates how to make a few small but general extensions to a modeling and simulation system to create a larger testbed system with minimum impact on the native system and with great potential for the range of applications that can exploit it.
41609314
A robust and fast skew detection algorithm for generic documents
Abstract A robust and fast skew detection algorithm based on hierarchical Hough transform is proposed. It is capable of detecting the skew angle for various document images, including technical articles, postal labels, handwritten text, forms, drawings and bar codes. The algorithm is robust even when black margins introduced by photocopying are present in the image and when the document is scanned at a low resolution of 50 dpi. The algorithm consists of two steps. In the first step we quickly extract the centroids of connected components using a graph data structure. Then, a hierarchical Hough transform (at two different angular resolutions) is applied to the selected centroids. The skew angle corresponds to the location of the highest peak in the Hough space. The performance of the algorithm is shown on a number of document images collected from various application domains. The algorithm is not very sensitive to algorithmic parameters. For an A4 size document image scanned at 50 dpi (typically 413 × 575 pixels), our algorithm is able to detect the skew angle with an accuracy of 0.1° in 0.4s of CPU time on a SunSparc 20 workstation.
34993677
Automatic text location in images and video frames
Abstract Textual data is very important in a number of applications such as image database indexing and document understanding. The goal of automatic text location without character recognition capabilities is to extract image regions that contain only text. These regions can then be either fed to an optical character recognition module or highlighted for a user. Text location is a very difficult problem because the characters in text can vary in font, size, spacing, alignment, orientation, color and texture. Further, characters are often embedded in a complex background in the image. We propose a new text location algorithm that is suitable in a number of applications, including conversion of newspaper advertisements from paper documents to their electronic versions, World Wide Web search, color image indexing and video indexing. In many of these applications, it is not necessary to extract all the text, so we emphasize on extracting important text with large size and high contrast. Our algorithm is very fast and has been shown to be successful in extracting important text in a large number of test images.