夏志明Zhiming Xia

教授

 博士生导师  硕士生导师
性别:男
学历:博士研究生毕业
在职信息:在职
所在单位:数学学院
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A Fast Estimation Method for Mean Change Point in Massive Data Sets

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DOI码:10.15983/j.cnki.jsnu.2020.01.016
发表刊物:Journal of Shaanxi Normal University (Natural Science Edition)
关键字:tensor linear regression model; alternating least-square; quasi-likelihood ratio; CP decomposition
摘要:The parameter estimation and hypothesis testing problem in the tensor linear regression model are studied. Firstly, the point estimator of the parameter is obtained based on the least squares, and the consistency is proved. Then the approximative algorithm of the estimation is given by the CP(CANDECOMP/PARAFAC) decomposition structure of the coefficient tensor-alternating least-square; secondly, the quasi-likelihood ratio test statistic of parameter linear hypothesis test is established, and its large sample property is proved. The Mote Carlo simulation results show that the alternating least-square estimation performs well and the quasi-likelihood ratio test is no significant difference between the empirical distribution of the statistics and the theoretical distribution. Finally, the method is applied to the English alphabet counting problem in text data analysis, and the more accurate prediction results are obtained.
论文类型:期刊论文
论文编号:1672-4291 (2020)02-0110-07
卷号:48
期号:2
页面范围:110-116
ISSN号:1672-4291
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第一作者:Meili Shi
通讯作者:Zhiming Xia