• Title/Summary/Keyword: 라플라스 근사

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Quantile regression using asymmetric Laplace distribution (비대칭 라플라스 분포를 이용한 분위수 회귀)

  • Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1093-1101
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    • 2009
  • Quantile regression has become a more widely used technique to describe the distribution of a response variable given a set of explanatory variables. This paper proposes a novel modelfor quantile regression using doubly penalized kernel machine with support vector machine iteratively reweighted least squares (SVM-IRWLS). To make inference about the shape of a population distribution, the widely popularregression, would be inadequate, if the distribution is not approximately Gaussian. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density.

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The Lambert W Function in the Design of Minimum Mean Square-Error Quantizers for a Laplacian Source (램버트 W 함수를 사용한 라플라스 신호의 최소 평균제곱오차 양자화)

  • 송현정;나상신
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.6A
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    • pp.524-532
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    • 2002
  • This paper reports that the Lambert W function applies to a non-iterative design of minimum mean square-error scalar quantizers for a Laplacian source. Specifically, it considers a non-iterative design algorithm for optimum quantizers for a Laplacian source; it finds that the solution of the recursive nonlinear equation in the non-iterative design is elegantly expressed in term of the principal branch of the Lambert W function in a closed form; and it proves that the non-iterative algorithm applies only to exponential or Laplacian sources. The contribution of the paper is in the reduction of the time needed for the design and the increased accuracy in resulting quantization points and thresholds, because the algorithm is non-iterative and the Lambert W function can be evaluated as accurately as desired. Also, numerical results show how optimal quantization distortion converges monotonically to the Panter-Dite constant and help derive an approximation formula for the key parameters of optimum quantizers.

Study on the Dynamic Analysis of the Continuous System by Digital Modeling (이산화 기법에 의한 연속계의 동적 응답해석에 관한 연구)

  • 이용관;김인수;홍성욱;췌처린
    • Journal of KSNVE
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    • v.7 no.1
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    • pp.135-142
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    • 1997
  • This paper presents a digital modeling technique of the distributed system. The basic idea of the proposed technique is to discretize a continuous system with respect to the spatial coordinates using bilinear method. The response of the discretized system is analyzed by Laplace transform and z-transform. The computational results in torsional shaft and Timoshenko beam using the proposed technique are compared with the exact solutions and the results of finite element method.

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Variance Mismatched Quantization of a Generalized Gamma Source (일반화된 감마 신호원의 분산 불일치된 양치화)

  • 구기일
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.10A
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    • pp.1566-1575
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    • 2000
  • This paper studies mismatched scalar quantization of a generalized gamma source by a quantizer that is optimally (in the mean square error sense) designed for another generalized gamma source. Specifically, it considers variance-mismatched quantization which occurs when the variance of the source to be quantized differs from tat of the designed-for source. The main result is the two distortion formulas derived from Bennett's integral. The first formula is an approximation expression that uses the outermost threshold of an optimum scalar quantizer, and the second formula, in turn, uses an approximation formula for this outermost threshold. Numerical results are obtained for Laplacian sources, which are example of a generalized gamma source, and comparisons are made between actual mismatched distortions and the two formulas. These numerical results show that the two formulas become more accurate, as the number of quantization points gets larger and the ratio of the source variance to that of the designed-for source gets bigger. For example, the formulas are within 2~4% of the actual distortion for approximately 64 quantization points or more. In conclusion, the proposed approximation formulas are considered to have contribution as closed formulas and for their accuracy.

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Minimum Density Power Divergence Estimation for Normal-Exponential Distribution (정규-지수분포에 대한 최소밀도함수승간격 추정법)

  • Pak, Ro Jin
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.397-406
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    • 2014
  • The minimum density power divergence estimation has been a popular topic in the field of robust estimation for since Basu et al. (1988). The minimum density power divergence estimator has strong robustness properties with the little loss in asymptotic efficiency relative to the maximum likelihood estimator under model conditions. However, a limitation in applying this estimation method is the algebraic difficulty on an integral involved in an estimation function. This paper considers a minimum density power divergence estimation method with approximated divergence avoiding such difficulty. As an example, we consider the normal-exponential convolution model introduced by Bolstad (2004). The estimated divergence in this case is too complicated; consequently, a Laplace approximation is employed to obtain a manageable form. Simulations and an empirical study show that the minimum density power divergence estimators based on an approximated estimated divergence for the normal-exponential model perform adequately in terms of bias and efficiency.

Advanced Rake Receiver for Multiple Access M-ary Modulation UWB System in the IEEE Multipath Channel (IEEE 다중경로 채널에서 다중접속 M진 변조 초광대역 시스템을 위한 개선된 Rake 수신기)

  • An, Jinyoung
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.12
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    • pp.12-19
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    • 2014
  • In this paper, an advanced UWB (ultra wideband) Rake receiving technique based on the statistical distribution model is studied in the M-ary TH-PPM system with multiple access interference (MAI). In order to improve the performance of the Rake receiver, the stochastic model, which can flexibly express the behavior of MAI-plus-noise, is required and the Laplace distribution and the generalized normal Laplace (GNL) model applied by the curtosis matching method are considered. The performance of Rake receiver based on each probability distribution is evaluated in the IEEE multipath fading channel and compared to that of the conventional Rake receiver. The suggested approach shows a superior BER performance than that of conventional Rake receiver.

Evaluation of Ride Comfort in Time Domain by Using z-Transform (z변환을 이용한 시간영역에서의 승차감 평가)

  • Kim, Young-Guk;Kim, Seog-Won;Park, Chan-Kyoung;Kim, Sang-Soo;Kim, Ki-Hwan
    • Journal of the Korean Society for Railway
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    • v.14 no.6
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    • pp.495-500
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    • 2011
  • In evaluating the ride comfort of railway vehicles, relationship between passenger's feeling and vibration characteristics is very important because human feeling is dependent on frequency spectrum of vibration. Therefore, the weighing curves in frequency domain are used to evaluate the ride comfort of railway vehicles. These curves have been defined in the Laplace transfer functions. It is necessary to convert the Laplace weighing function to the z weighing function in order to obtain the rms value in the time domain. In the present paper, we have applied Tustin's approximation to transform the Laplace weighing function to the z weighing and validated this method by reviewing the various cases.

A Study on the Development of Shape Functions of Polyhedral Finite Elements (다면체 유한요소의 형상함수 개발에 관한 연구)

  • Kim, Hyun-Gyu
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.27 no.3
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    • pp.183-189
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    • 2014
  • In this paper, a polyhedral element is presented to solve three-dimensional problems by developing shape functions based on Wachspress coordinates and moving least square approximation. A subdivision of polyhedrons into tetrahedral domains is performed for the construction of shape functions of polyhedral elements, and numerical integration of the weak form is carried out consistently over the tetrahedral domains. The weight functions for moving least square approximation are defined by solving Laplace equation with boundary values based on Wachspress coordinates on polyhedral element faces. Polyhedral elements presented in this paper have similar properties to conventional finite element regarding the continuity, the completeness, the node-element connectivity and the inter-element compatibility. Numerical examples show the effectiveness of the present method for solving three-dimensional problems using polyhedral elements.

Derivation of Asymptotic Formulas for the Signal-to-Noise Ratio of Mismatched Optimal Laplacian Quantizers (불일치된 최적 라플라스 양자기의 신호대잡음비 점근식의 유도)

  • Na, Sang-Sin
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.5C
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    • pp.413-421
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    • 2008
  • The paper derives asymptotic formulas for the MSE distortion and the signal-to-noise ratio of a mismatched fixed-rate minimum MSE Laplacian quantizer. These closed-form formulas are expressed in terms of the number N of quantization points, the mean displacement $\mu$, and the ratio $\rho$ of the standard deviation of the source to that for which the quantizer is optimally designed. Numerical results show that the principal formula is accurate in that, for rate R=$log_2N{\geq}6$, it predicts signal-to-noise ratios within 1% of the true values for a wide range of $\mu$, and $\rho$. The new findings herein include the fact that, for heavy variance mismatch of ${\rho}>3/2$, the signal-to-noise ratio increases at the rate of $9/\rho$ dB/bit, which is slower than the usual 6 dB/bit, and the fact that an optimal uniform quantizer, though optimally designed, is slightly more than critically mismatched to the source. It is also found that signal-to-noise ratio loss due to $\mu$ is moderate. The derived formulas can be useful in quantization of speech or music signals, which are modeled well as Laplacian sources and have changing short-term variances.

Dynamic Stability of a Flexible Cylinder Subjected to Inviscid Flow in a Coaxial Cylindrical Duct Based on Spectral Method (스펙트럼 배치방법에 의한 원형도관내의 비점성유동장에 놓인 유연성 실린더의 안정성 분석)

  • Sim, Woo-Gun;Bae, Yoon-Yeong
    • Nuclear Engineering and Technology
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    • v.26 no.2
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    • pp.212-224
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    • 1994
  • A numerical method has been developed for studying the dynamics of a flexible cylinder in a coaxial cylindrical duct, immersed in inviscid flow. The unsteady inviscid fluid-dynamic force acting on the oscillating cylinder has been estimated more rigorously by means of a spectral collocation method without simplification of governing equations. This numerical approach is applicable to the system haying wider annular gap and/or shorter length of cylinder as compared to existing potential theory. The governing equation of the unsteady flow was obtained from Laplace equation. The equation of cylinder motion coupled with the fluid motion was discretized by Galerkin's method, from which the dynamic behaviour of the system has been evaluated. The effect of the length of the cylinder and the annular gap on the critical flour velocity, where the system loses stability by buckling, was investigated. To validate the numerical method, the potential flow theory developed by Hobson based on thin film approximation has been improved. Typical results of the present numerical theory on the dynamics and stability of the system are compared with those of available existing theory and the present approximate results. Good agreement was found between the results. It was also found that a nondimensional critical flow velocity becomes larger as increasing the annular gap and decreasing the length of cylinder.

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