We propose a new algorithm constructing the canonical implication basis of a formal context. Being incremental, the algorithm processes a single attribute of the context at a single step. Experimental results bear witness to its competitiveness.
Global sensitivity analysis aims at quantifying respective effects of input random variables (or combinations thereof) onto variance of a physical or mathematical model response. Among the abundant literature on sensitivity measures, Sobol indices have received much attention since they provide accurate information for most of models. We consider a problem of experimental design points selection for Sobol’ indices estimation. Based on the concept of D-optimality, we propose a method for constructing an adaptive design of experiments, effective for calculation of Sobol’ indices based on Polynomial Chaos Expansions. We provide a set of applications that demonstrate the efficiency of the proposed approach.
Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples generated by a high fidelity function (an expensive and accurate representation of a physical phenomenon) and a low fidelity function (a cheap and coarse approximation of the same physical phenomenon) while constructing a surrogate model. However, if samples sizes are more than few thousands of points, computational costs of the Gaussian process regression become prohibitive both in case of learning and in case of prediction calculation. We propose two approaches to circumvent this computational burden: one approach is based on the Nyström approximation of sample covariance matrices and another is based on an intelligent usage of a blackbox that can evaluate a low fidelity function on the fly at any point of a design space. We examine performance of the proposed approaches using a number of artificial and real problems, including engineering optimization of a rotating disk shape.
The main goal of the present paper is the development of a general framework of multivariate network analysis of statistical data sets. A general method of multivariate network construction, on the basis of measures of association, is proposed. In this paper we consider Pearson correlation network, sign similarity network, Fechner correlation network, Kruskal correlation network, Kendall correlation network, and the Spearman correlation network. The problem of identification of the threshold graph in these networks is discussed. Different multiple decision statistical procedures are proposed. It is shown that a statistical procedure used for threshold graph identification in one network can be efficiently used for any other network. Our approach allows us to obtain statistical procedures with desired properties for any network. © 2015 Springer International Publishing Switzerland.
In this paper, we consider algorithms involved in the computation of the Duquenne–Guigues basis of implications. The most widely used algorithm for constructing the basis is Ganter’s Next Closure, designed for generating closed sets of an arbitrary closure system. We show that, for the purpose of generating the basis, the algorithm can be optimized. We compare the performance of the original algorithm and its optimized version in a series of experiments using artificially generated and real-life datasets. An important computationally expensive subroutine of the algorithm generates the closure of an attribute set with respect to a set of implications. We compare the performance of three algorithms for this task on their own, as well as in conjunction with each of the two algorithms for generating the basis. We also discuss other approaches to constructing the Duquenne–Guigues basis.