Maximum likelihood or restricted maximum likelihood (REML) estimates of the parameters in linear mixed-effects models can be determined using the lmer function in the lme4 package for R. As for most model-fitting functions in R, the model is described in an lmer call by a formula, in this case including both fixed- and random-effects terms. The formula and data together determine a numerical representation of the model from which the profiled deviance or the profiled REML criterion can be evaluated as a function of some of the model parameters. The appropriate criterion is optimized, using one of the constrained optimization functions in R, to provide the parameter estimates. We describe the structure of the model, the steps in evaluating the profiled deviance or REML criterion, and the structure of classes or types that represents such a model. Sufficient detail is included to allow specialization of these structures by users who wish to write functions to fit specialized linear mixed models, such as models incorporating pedigrees or smoothing splines, that are not easily expressible in the formula language used by lmer.

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Fitting Linear Mixed-Effects Models Using lme4

The tutorial starts with an overview of the concepts of VC dimension and structural risk minimization. We then describe linear Support Vector Machines (SVMs) for separable and non-separable data, working through a non-trivial example in detail. We describe a mechanical analogy, and discuss when SVM solutions are unique and when they are global. We describe how support vector training can be practically implemented, and discuss in detail the kernel mapping technique which is used to construct SVM solutions which are nonlinear in the data. We show how Support Vector machines can have very large (even infinite) VC dimension by computing the VC dimension for homogeneous polynomial and Gaussian radial basis function kernels. While very high VC dimension would normally bode ill for generalization performance, and while at present there exists no theory which shows that good generalization performance is guaranteed for SVMs, there are several arguments which support the observed high accuracy of SVMs, which we review. Results of some experiments which were inspired by these arguments are also presented. We give numerous examples and proofs of most of the key theorems. There is new material, and I hope that the reader will find that even old material is cast in a fresh light.

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A Tutorial on Support Vector Machines for Pattern Recognition

Many areas of science depend on exploratory data analysis and visualization. The need to analyze large amounts of multivariate data raises the fundamental problem of dimensionality reduction: how to discover compact representations of high-dimensional data. Here, we introduce locally linear embedding (LLE), an unsupervised learning algorithm that computes low-dimensional, neighborhood-preserving embeddings of high-dimensional inputs. Unlike clustering methods for local dimensionality reduction, LLE maps its inputs into a single global coordinate system of lower dimensionality, and its optimizations do not involve local minima. By exploiting the local symmetries of linear reconstructions, LLE is able to learn the global structure of nonlinear manifolds, such as those generated by images of faces or documents of text.

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Nonlinear dimensionality reduction by locally linear embedding.

In this paper, we discuss consensus problems for networks of dynamic agents with fixed and switching topologies. We analyze three cases: 1) directed networks with fixed topology; 2) directed networks with switching topology; and 3) undirected networks with communication time-delays and fixed topology. We introduce two consensus protocols for networks with and without time-delays and provide a convergence analysis in all three cases. We establish a direct connection between the algebraic connectivity (or Fiedler eigenvalue) of the network and the performance (or negotiation speed) of a linear consensus protocol. This required the generalization of the notion of algebraic connectivity of undirected graphs to digraphs. It turns out that balanced digraphs play a key role in addressing average-consensus problems. We introduce disagreement functions for convergence analysis of consensus protocols. A disagreement function is a Lyapunov function for the disagreement network dynamics. We proposed a simple disagreement function that is a common Lyapunov function for the disagreement dynamics of a directed network with switching topology. A distinctive feature of this work is to address consensus problems for networks with directed information flow. We provide analytical tools that rely on algebraic graph theory, matrix theory, and control theory. Simulations are provided that demonstrate the effectiveness of our theoretical results.

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Consensus problems in networks of agents with switching topology and time-delays

Preface 1. Introduction Overview A Brief History of LMIs in Control Theory Notes on the Style of the Book Origin of the Book 2. Some Standard Problems Involving LMIs. Linear Matrix Inequalities Some Standard Problems Ellipsoid Algorithm Interior-Point Methods Strict and Nonstrict LMIs Miscellaneous Results on Matrix Inequalities Some LMI Problems with Analytic Solutions 3. Some Matrix Problems. Minimizing Condition Number by Scaling Minimizing Condition Number of a Positive-Definite Matrix Minimizing Norm by Scaling Rescaling a Matrix Positive-Definite Matrix Completion Problems Quadratic Approximation of a Polytopic Norm Ellipsoidal Approximation 4. Linear Differential Inclusions. Differential Inclusions Some Specific LDIs Nonlinear System Analysis via LDIs 5. Analysis of LDIs: State Properties. Quadratic Stability Invariant Ellipsoids 6. Analysis of LDIs: Input/Output Properties. Input-to-State Properties State-to-Output Properties Input-to-Output Properties 7. State-Feedback Synthesis for LDIs. Static State-Feedback Controllers State Properties Input-to-State Properties State-to-Output Properties Input-to-Output Properties Observer-Based Controllers for Nonlinear Systems 8. Lure and Multiplier Methods. Analysis of Lure Systems Integral Quadratic Constraints Multipliers for Systems with Unknown Parameters 9. Systems with Multiplicative Noise. Analysis of Systems with Multiplicative Noise State-Feedback Synthesis 10. Miscellaneous Problems. Optimization over an Affine Family of Linear Systems Analysis of Systems with LTI Perturbations Positive Orthant Stabilizability Linear Systems with Delays Interpolation Problems The Inverse Problem of Optimal Control System Realization Problems Multi-Criterion LQG Nonconvex Multi-Criterion Quadratic Problems Notation List of Acronyms Bibliography Index.

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Linear Matrix Inequalities in System and Control Theory

Canonical matrices of bilinear and sesquilinear forms

The authors assess the ability of the Severity of Illness Index to explain variability of resource use within each DRG. The data came from 15 hospitals, all of which had a HCFA DRG case mix index greater than 1. The data set comprised approximately 106,000 discharges, for which discharge abstract da

Severity of illness within DRGs. Homogeneity study.

The authors show that for any unitarily invariant norm $\| \cdot \|$ on $M_n $ (the space of n-by-n complex matrices) \[ (1)\qquad \| A^ * B \|^2 \leq \| A^* A \| \| B^* B \| \quad \text{for all}\,...

An analog of the Cauchy-Schwarz inequality for Hadamard products and unitarily invariant norms

Block-matrix generalizations of Schur's basic theorems on Hadamard products

A complex symmetric matrix A can always be factored as A = UΣU T , in which U is complex unitary and Σ is a real diagonal matrix whose diagonal entries are the singular values of A. This factorization may be thought of as a special singular value decomposition for complex symmetric matrices. We present an analogous special singular value decomposition for a class of quaternion matrices that includes complex matrices that are symmetric or Hermitian.

Roger A. Horn

Papers

Canonical matrices of bilinear and sesquilinear forms

Severity of illness within DRGs. Homogeneity study.

An analog of the Cauchy-Schwarz inequality for Hadamard products and unitarily invariant norms

Block-matrix generalizations of Schur's basic theorems on Hadamard products

A generalization of the complex Autonne–Takagi factorization to quaternion matrices