• 제목/요약/키워드: Balanced loss function

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Bayesian and maximum likelihood estimations from exponentiated log-logistic distribution based on progressive type-II censoring under balanced loss functions

  • Chung, Younshik;Oh, Yeongju
    • Communications for Statistical Applications and Methods
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    • 제28권5호
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    • pp.425-445
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    • 2021
  • A generalization of the log-logistic (LL) distribution called exponentiated log-logistic (ELL) distribution on lines of exponentiated Weibull distribution is considered. In this paper, based on progressive type-II censored samples, we have derived the maximum likelihood estimators and Bayes estimators for three parameters, the survival function and hazard function of the ELL distribution. Then, under the balanced squared error loss (BSEL) and the balanced linex loss (BLEL) functions, their corresponding Bayes estimators are obtained using Lindley's approximation (see Jung and Chung, 2018; Lindley, 1980), Tierney-Kadane approximation (see Tierney and Kadane, 1986) and Markov Chain Monte Carlo methods (see Hastings, 1970; Gelfand and Smith, 1990). Here, to check the convergence of MCMC chains, the Gelman and Rubin diagnostic (see Gelman and Rubin, 1992; Brooks and Gelman, 1997) was used. On the basis of their risks, the performances of their Bayes estimators are compared with maximum likelihood estimators in the simulation studies. In this paper, research supports the conclusion that ELL distribution is an efficient distribution to modeling data in the analysis of survival data. On top of that, Bayes estimators under various loss functions are useful for many estimation problems.

손해보험 위험도 추정에 대한 베이즈 위험 비교 연구 (Bayes Risk Comparison for Non-Life Insurance Risk Estimation)

  • 김명준;우호영;김영화
    • 응용통계연구
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    • 제27권6호
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    • pp.1017-1028
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    • 2014
  • 잘 알려져 있는 것처럼 일반적인 베이즈 추정량(Bayes estimator)과 경험적 베이즈 추정량(empirical Bayes estimator)은 모수를 추정하는데 있어서 오차를 과다축소하는 단점을 가지고 있다. 따라서 이러한 단점을 극복하기 위하여 constrained 베이즈 추정량이 일차 적률과 이차 적률을 일치시키는 성질을 만족시키며 제안되었다. 또한 평균 제곱오차 함수와 같은 전통적인 손실함수에서는 추정의 정확성만을 고려하는 특징을 가지고 있기 때문에, 추정의 정확성과 정합성을 동시에 고려하는 균형 손실함수가 제안되었다. 이러한 이유로 인하여 균형손실 함수하에서의 제한적 베이즈 추정량의 활용이 손해 보험의 가격 산출에 제안되는 것은 타당하다. 그러나 대부분의 연구는 추정의 문제에만 집중하는 경향이 있으며. 이는 새롭게 제안되는 특정 손실함수하에서의 constrained 베이즈 추정량과 constrained empirical 베이즈 추정량의 베이즈 위험의 계산이 어렵다는 점에서 기인한다. 본 연구에서는 다양한 베이즈 추정량들에 대한 베이즈 위험을 서로 다른 두 손실함수하에서 비교하였으며, 그 대상은 자동차 보험 산업에서의 위험도 추정 분야이다. 또한 자동차 보험 산업의 실제 사고 데이터를 이용하여 새롭게 제안된 베이즈 추정량의 베이즈 위험을 비교함으로써 그 효용성을 입증하였다.

균형 잡힌 데이터 증강 기반 영상 감정 분류에 관한 연구 (A Study on Visual Emotion Classification using Balanced Data Augmentation)

  • 정치윤;김무섭
    • 한국멀티미디어학회논문지
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    • 제24권7호
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    • pp.880-889
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    • 2021
  • In everyday life, recognizing people's emotions from their frames is essential and is a popular research domain in the area of computer vision. Visual emotion has a severe class imbalance in which most of the data are distributed in specific categories. The existing methods do not consider class imbalance and used accuracy as the performance metric, which is not suitable for evaluating the performance of the imbalanced dataset. Therefore, we proposed a method for recognizing visual emotion using balanced data augmentation to address the class imbalance. The proposed method generates a balanced dataset by adopting the random over-sampling and image transformation methods. Also, the proposed method uses the Focal loss as a loss function, which can mitigate the class imbalance by down weighting the well-classified samples. EfficientNet, which is the state-of-the-art method for image classification is used to recognize visual emotion. We compare the performance of the proposed method with that of conventional methods by using a public dataset. The experimental results show that the proposed method increases the F1 score by 40% compared with the method without data augmentation, mitigating class imbalance without loss of classification accuracy.

Note on Truncated Estimators in Recovery of Interblock Information

  • Tatsuya Kubokawa;Kim, Woo-Chul
    • Journal of the Korean Statistical Society
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    • 제19권1호
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    • pp.88-92
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    • 1990
  • In the problem of the recovery of interblock information in balanced incomplete block designs(BIBD), it is well known that a truncated estimator dominates the untruncated estimator under mean squared error loss. This paper shows that the domination result holds universally for every nondecreasing loss function.

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Estimation based on lower record values from exponentiated Pareto distribution

  • Yoon, Sanggyeong;Cho, Youngseuk;Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • 제28권5호
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    • pp.1205-1215
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    • 2017
  • In this paper, we aim to estimate two scale-parameters of exponentiated Pareto distribution (EPD) based on lower record values. Record values arise naturally in many real life applications involving data relating to weather, sport, economics and life testing studies. We calculate the Bayesian estimators for the two parameters of EPD based on lower record values. The Bayes estimators of two parameters for the EPD with lower record values under the squared error loss (SEL), linex loss (LL) and entropy loss (EL) functions are provided. Lindley's approximate method is used to compute these estimators. We compare the Bayesian estimators in the sense of the bias and root mean squared estimates (RMSE).

트란스레스 이중평형변조기의 해석 (An Analysis of a Transless Double Balanced Modulator)

  • 문상재
    • 대한전자공학회논문지
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    • 제14권6호
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    • pp.1-5
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    • 1977
  • 다이오우드의 비선형특성을 고려하여 트란스레스 이중평형변조제의 입력등가저항 및 동작특성을 정량적으로 고찰하였다. 인력등가저항은 회로의 전력손실 계산식에서 유도하였으며, 반송신호억압 및 변조효율은 다이오우드 회로의 동특성곡선을 나타내는 근사식을 사용하여 계산하였다. 결과식은 다이오우드의 비선형특성 때문에 반송신호전압의 함수로 표시되었다.

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Balanced RF Duplexer with Low Interference Using Hybrid BAW Resonators for LTE Application

  • Shin, Jea-Shik;Song, Insang;Kim, Chul-Soo;Lee, Moon-Chul;Son, Sang Uk;Kim, Duck-Hwan;Park, Ho-Soo;Hwang, Sungwoo;Rieh, Jae-Sung
    • ETRI Journal
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    • 제36권2호
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    • pp.317-320
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    • 2014
  • A balanced RF duplexer with low interference in an extremely narrow bandgap is proposed. The Long-Term Evolution band-7 duplexer should be designed to prevent the co-existence problem with the WiFi band, whose fractional bandgap corresponds to only 0.7%. By implementing a hybrid bulk acoustic wave (BAW) structure, the temperature coefficient of frequency (TCF) value of the duplexer is successfully reduced and the suppressed interference for the narrow bandgap is performed. To achieve an RF duplexer with balanced Rx output topology, we also propose a novel balanced BAW Rx topology and RF circuit block. The novel balanced Rx filter is designed with both lattice- and ladder-type configurations to ensure excellent attenuation. The RF circuit block, which is located between the antenna and the Rx filter, is developed to simultaneously function as a balance-tounbalance transformer and a phase shift network. The size of the fabricated duplexer is as small as $2.0mm{\times}1.6mm$. The maximum insertion loss of the duplexer is as low as 2.4 dB in the Tx band, and the minimum attenuation in the WiFi band is as high as 36.8 dB. The TCF value is considerably lowered to $-16.9ppm/^{\circ}C$.

WiMAX 응용을 위한 결합 공진기 기반의 PCB 내장형 평형신호 듀플렉서의 설계 (Design of PCB Embedded Balanced-to-unbalanced WiMax Duplexer Using Coupled LC Resonators)

  • 박주용;박종철;박재영
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2009년도 제40회 하계학술대회
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    • pp.1587_1588
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    • 2009
  • In this paper, PCB embedded balanced-to-unbalamced duplexer using coupled LC resonator was introduced for low cost dualband WiMax front-end-module application. In order to obtain the function of bandpass filter and balun transformer, proposed duplexer was configured by using magnetically coupled LC resonator. Out-of-band suppression was enhanced by applying two m-Derived transform circuits to obtain transmission zeros at 2GHz and 4.8GHz. In order to reduce the size of embedded duplexer, BaSrTiO3 (BST) composite high Dk RCC film was applied to improve the capacitance density. This high Dk film provided the capacitance density of 12.2 pF/mm2. The simulation results shows that fabricated duplexer had an insertion loss of 2.9dB and 5.5dB and return loss of 15dB and 16dB for 2.5GHz~2.6GHz and 3.5GHz~3.6GHz, respectively. The maximum magnitude and phase imbalance were 0.01dB and 0.17dB, and 1degree and 2degree in its passband, respectively. The out-of-band suppression was observed approximately 29dB and 40dB below 1.9GHz and over 4.5GHz, respectively. It has a volume of 6 mm $\times$ 7 mm $\times$ 0.7 mm (height).

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발달 단계의 축대칭 열대저기압의 각운동량에 관한 연구 (Study on the Angular Momentum of Axisymmetric Tropical Cyclone in the Developing Stage)

  • 강현규;정형빈
    • 대기
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    • 제23권1호
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    • pp.1-11
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    • 2013
  • The angular momentum transport of an idealized axisymmetric vortex in the developing stage was investigated using the Weather Research and Forecast (WRF) model. The balanced axisymmetric vortex was constructed based on an empirical function for tangential wind, and the temperature, geopotential, and surface pressure were obtained from the balanced equation. The numerical simulation was carried out for 6 days on the f-plane with the Sea Surface Temperature (SST) set as constant. The weak vortex at initial time was intensified with time, and reached the strength of tropical cyclone in a couple of days. The Absolute Angular Momentum (AAM) was transported along with the secondary circulation of the vortex. Total AAM integrated over a cylinder of radius of 2000 km decreased with simulation time, but total kinetic energy increased rapidly. From the budget analysis, it was found that the surface friction is mainly responsible for the decrease of total AAM. Also, contribution of the surface friction to the AAM loss was about 90% while that of horizontal advection was as small as 8%. The trajectory of neutral numerical tracers following the secondary circulation was presented for the Lagrangian viewpoint of the transports of absolute angular momentum. From the analysis using the trajectory of tracers it was found that the air parcel was under the influence of the surface friction continuously until it leaves the boundary layer near the core. Then the air parcel with reduced amount of angular momentum compared to its original amount was transported from boundary layer to upper level of the vortex and contributed to form the anti-cyclone. These results suggest that the tropical cyclone loses angular momentum as it develops, which is due to the dissipation of angular momentum by the surface friction.

지수 생존 모형에서의 베이지안 모형 선택 (Bayesian model selection in exponential survival models)

  • 정윤식;김미숙
    • 응용통계연구
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    • 제15권1호
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    • pp.57-71
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    • 2002
  • 본 논문에서는 지수생존 모형의 형태들로써 단순 지수모형, 변환 점 지수모형과 유한 혼합 지수모형 등 세 가지 모형을 소개한다. 이러한 모형들 중에서, 최적의 모형을 찾기 위하여 Gelfand와 Ghosh(1998)의 방법을 이용한 모형 선택 방법을 제안한다. 이때, 계산상의 어려움을 피하기 위하여 자료 확장 기법(Tanner와 Wong, 1987)과 깁스 샘플러(Gelfand와 Smith, 1990)를 사용하였다. 제안된 베이지안 방법을 설명하기 위하여 모의 실험 자료와Stangl의 항 우울제 자료에 적용한다. 모형 선택 방법은 사전 분포와 모형 선택 기준의 가중치에 민감하지 않다는 것을 제한된 우리의 실험으로 알 수 있었다.