• Title/Summary/Keyword: 근사편향

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Approximate Variance of Least Square Estimators for Regression Coefficient under Inclusion Probability Proportional to Size Sampling (포함확률비례추출에서 회귀계수 최소제곱추정량의 근사분산)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.23-32
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    • 2012
  • This paper deals with the bias and variance of regression coefficient estimators in a finite population. We derive approximate formulas for the bias, variance and mean square error of two estimators when we select a fixed-size inclusion probability proportional to the size sample and then estimate regression coefficients by the ordinary least square estimator as well as the weighted least square estimator based on the selected sample data. Necessary and sufficient conditions for the comparison of the two estimators in terms of variance and mean square error are suggested. In addition, a simple example is introduced to numerically compare the variance and mean square error of the two estimators.

Design-based Properties of Least Square Estimators in Panel Regression Model (패널회귀모형에서 회귀계수 추정량의 설계기반 성질)

  • Kim, Kyu-Seong
    • Survey Research
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    • v.12 no.3
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    • pp.49-62
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    • 2011
  • In this paper we investigate design-based properties of both the ordinary least square estimator and the weighted least square estimator for regression coefficients in panel regression model. We derive formulas of approximate bias, variance and mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator after linearization of least square estimators. Also we compare their magnitudes each other numerically through a simulation study. We consider a three years data of Korean Welfare Panel Study as a finite population and take household income as a dependent variable and choose 7 exploratory variables related household as independent variables in panel regression model. Then we calculate approximate bias, variance, mean square error for the ordinary least square estimator and approximate variance for the weighted least square estimator based on several sample sizes from 50 to 1,000 by 50. Through the simulation study we found some tendencies as follows. First, the mean square error of the ordinary least square estimator is getting larger than the variance of the weighted least square estimator as sample sizes increase. Next, the magnitude of mean square error of the ordinary least square estimator is depending on the magnitude of the bias of the estimator, which is large when the bias is large. Finally, with regard to approximate variance, variances of the ordinary least square estimator are smaller than those of the weighted least square estimator in many cases in the simulation.

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Performance Enhancement of a DVA-tree by the Independent Vector Approximation (독립적인 벡터 근사에 의한 분산 벡터 근사 트리의 성능 강화)

  • Choi, Hyun-Hwa;Lee, Kyu-Chul
    • The KIPS Transactions:PartD
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    • v.19D no.2
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    • pp.151-160
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    • 2012
  • Most of the distributed high-dimensional indexing structures provide a reasonable search performance especially when the dataset is uniformly distributed. However, in case when the dataset is clustered or skewed, the search performances gradually degrade as compared with the uniformly distributed dataset. We propose a method of improving the k-nearest neighbor search performance for the distributed vector approximation-tree based on the strongly clustered or skewed dataset. The basic idea is to compute volumes of the leaf nodes on the top-tree of a distributed vector approximation-tree and to assign different number of bits to them in order to assure an identification performance of vector approximation. In other words, it can be done by assigning more bits to the high-density clusters. We conducted experiments to compare the search performance with the distributed hybrid spill-tree and distributed vector approximation-tree by using the synthetic and real data sets. The experimental results show that our proposed scheme provides consistent results with significant performance improvements of the distributed vector approximation-tree for strongly clustered or skewed datasets.

Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution (로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교)

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.18 no.5
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    • pp.625-636
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    • 2011
  • This paper proposes two parametric entropy estimators, the minimum variance unbiased estimator and the maximum likelihood estimator, for the lognormal distribution for a comparison of the properties of the two estimators. The variances of both estimators are derived. The influence of the bias of the maximum likelihood estimator on estimation is analytically revealed. The distributions of the proposed estimators obtained by the delta approximation method are also presented. Performance comparisons are made with the two estimators. The following observations are made from the results. The MSE efficacy of the minimum variance unbiased estimator appears consistently high and increases rapidly as the sample size and variance, n and ${\sigma}^2$, become simultaneously small. To conclude, the minimum variance unbiased estimator outperforms the maximum likelihood estimator.

Effects of Waves and Free-Surface Boundary Conditions on the Flow A Surface-Piercing Flat Plate (수면 관통 평판주위 유동에 미치는 파의 영향 및 자유표면 경계조건에 대한 연구)

  • Choi, Jung-Eun;Stern, F.
    • Journal of the Society of Naval Architects of Korea
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    • v.34 no.1
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    • pp.41-49
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    • 1997
  • Computational results from Navier-Stokes equations are presented for the Stokes-wave/flat-plate boundary-layer and wake for small wave steepness(Ak=0.01), including exact and approximate treatments of the viscous free-surface boundary conditions. The macro-scale flow indicate that the variations of the external-flow pressure gradients cause acceleration or deceleration of the streamwise velocity component and alternating direction of the cross flow. Remarkably, the wake displays a greater response, i.e., a bias with regard to favorable as compared to adverse pressure gradients. The micro-scale flow indicates that the free-surface boundary conditions have a profound influence over the boundary layer and near/intermediate wake. Order-of-magnitude estimates are conformed to the computational results. And appreciable errors are introduced through approximations to the free-surface boundary conditions.

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MICROSCOPIC OBSERVATION OF DRAPED COMPOSITE MATERIALS : Bias Extension and Biaxial Tests (직물 복합재료의 드레이핑 미소 거동 관찰 : 일방향 편향 인장실험과 이축 인장실험)

  • 장승환
    • Composites Research
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    • v.17 no.1
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    • pp.38-46
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    • 2004
  • This paper aims to correlate the micro-mechanical behaviour of tow geometry with applied in-plane forces during deformation of dry woven carbon-fibre fabric. These in-plane forces lead to differences in tow reorganisation during deformation and so changes in the way in which 'lock-up' occurs. In this paper, deformation of micro-mechanical parameters such as tow interval, crimp angle, change in tow amplitude and wavelength are investigated. To observe the micro-deformation of the fabric structure, appropriate specimens from bias extension and biaxial tests are sectioned and observed under the microscope. It was found that different loading conditions cause geometric deferences in the tow architecture. The variation in deformed tow geometry with shear angle is fitted using a simple parametric model.

A bias adjusted ratio-type estimator (편향 보정 비형태추정량에 관한 연구)

  • Oh, Jung-Taek;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.31 no.3
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    • pp.397-408
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    • 2018
  • Various methods for accurate parameter estimation have been developed in a sample survey and it is also common to use a ratio estimator or the regression estimator using auxiliary information. The ratio-type estimator has been used in many recent studies and is known to improve the accuracy of estimation by adjusting the ratio estimator. However, various studies are under way to solve it since the ratio-type estimator is biased. In this study, we propose a generalized ratio-type estimator with a new parameter added to the ratio-type estimator to remove the bias. We suggested a method to apply this result to the parameter estimation under the error assumption of heteroscedasticity. Through simulation, we confirmed that the suggested generalized ratio-type estimator gives good results compared to conventional ratio-type estimators.

Simulation of eccentricity effects on short- and long-normal logging measurements using a Fourier-hp-finite-element method (Self-adaptive hp 유한요소법을 이용한 단.장노말 전기검층에서 손데의 편향 효과 수치모델링)

  • Nam, Myung-Jin;Pardo, David;Torres-Verdin, Carlos;Hwang, Se-Ho;Park, Kwon-Gyu;Lee, Chang-Hyun
    • Geophysics and Geophysical Exploration
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    • v.13 no.1
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    • pp.118-127
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    • 2010
  • Resistivity logging instruments are designed to measure the electrical resistivity of a formation, and this can be directly interpreted to provide a water-saturation profile. However, resistivity logs are sensitive to borehole and shoulder-bed effects, which often result in misinterpretation of the results. These effects are emphasised more in the presence of tool eccentricity. For precise interpretation of short- and long-normal logging measurements in the presence of tool eccentricity, we simulate and analyse eccentricity effects by combining the use of a Fourier series expansion in a new system of coordinates with a 2D goal-oriented high-order self-adaptive hp finite-element refinement strategy, where h denotes the element size and p the polynomial order of approximation within each element. The algorithm automatically performs local mesh refinement to construct an optimal grid for the problem under consideration. In addition, the proper combination of h and p refinements produces highly accurate simulations even in the presence of high electrical resistivity contrasts. Numerical results demonstrate that our algorithm provides highly accurate and reliable simulation results. Eccentricity effects are more noticeable when the borehole is large or resistive, or when the formation is highly conductive.

Masking Exponential-Based Neural Network via Approximated Activation Function (활성화 함수 근사를 통한 지수함수 기반 신경망 마스킹 기법)

  • Joonsup Kim;GyuSang Kim;Dongjun Park;Sujin Park;HeeSeok Kim;Seokhie Hong
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.33 no.5
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    • pp.761-773
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    • 2023
  • This paper proposes a method to increase the power-analysis resistance of the neural network model's feedforward process by replacing the exponential-based activation function, used in the deep-learning field, with an approximated function especially at the multi-layer perceptron model. Due to its nature, the feedforward process of neural networks calculates secret weight and bias, which already trained, so it has risk of exposure of internal information by side-channel attacks. However, various functions are used as the activation function in neural network, so it's difficult to apply conventional side-channel countermeasure techniques, such as masking, to activation function(especially, to exponential-based activation functions). Therefore, this paper shows that even if an exponential-based activation function is replaced with approximated function of simple form, there is no fatal performance degradation of the model, and than suggests a power-analysis resistant feedforward neural network with exponential-based activation function, by masking approximated function and whole network.

Bias-Based Predictor to Improve the Recommendation Performance of the Rating Frequency Weight-based Baseline Predictor (평점 빈도 가중치 기반 기준선 예측기의 추천 성능 향상을 위한 편향 기반 추천기)

  • Hwang, Tae-Gyu;Kim, Sung Kwon
    • Journal of KIISE
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    • v.44 no.5
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    • pp.486-495
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    • 2017
  • Collaborative Filtering is limited because of the cost that is required to perform the recommendation (such as the time complexity and space complexity). The RFWBP (Rating Frequency Weight-based Baseline Predictor) that approximates the precision of the existing methods is one of the efficiency methods to reduce the cost. But, the following issues need to be considered regarding the RFWBP: 1) It does not reduce the error because the RFWBP does not learn for the recommendation, and 2) it recommends all of the items because there is no condition for an appropriate recommendation list when only the RFWBP is used for the achievement of efficiency. In this paper, the BBP (Bias-Based Predictor) is proposed to solve these problems. The BBP reduces the error range, and it determines some of the cases to make an appropriate recommendation list, thereby forging a recommendation list for each case.