کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149217 | 957867 | 2010 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Surrogate models in ill-conditioned systems
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Surrogate models in ill-conditioned systems Surrogate models in ill-conditioned systems](/preview/png/1149217.png)
چکیده انگلیسی
Ridge versions of an ill-conditioned system are alleged to “act more like an orthogonal system” than the system itself. Alternatives, called surrogates and based on the conditioning of linear systems, are shown to yield smaller expected mean squares than OLS, and uniformly smaller residual sums of squares than ridge. Ridge and surrogate solutions are compared on several marques of orthogonality to include conditioning of dispersion arrays, variance inflation factors, isotropy of variances, and sphericity of contours of the estimators. For these, ridge typically exhibits erratic divergence from orthogonality as the ridge scalar evolves, often reverting back to OLS in the limit. In contrast, surrogate solutions converge monotonically to those from orthogonal systems. Invariance considerations constrain the computations to models in canonical form. Case studies serve to illustrate the central issues.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 7, July 2010, Pages 2069-2077
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 7, July 2010, Pages 2069-2077
نویسندگان
D.R. Jensen, D.E. Ramirez,