• Title/Summary/Keyword: 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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    • v.28 no.5
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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.

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

  • Kim, Myung Joon;Woo, Ho Young;Kim, Yeong-Hwa
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1017-1028
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    • 2014
  • Well-known Bayes and empirical Bayes estimators have a disadvantage in respecting to overshink the parameter estimator error; therefore, a constrained Bayes estimator is suggested by matching the first two moments. Also traditional loss function such as mean square error loss function only considers the precision of estimation and to consider both precision and goodness of fit, balanced loss function is suggested. With these reasons, constrained Bayes estimators under balanced loss function is recommended for non-life insurance pricing.; however, most studies focus on the performance of estimation since Bayes risk of newly suggested estimators such as constrained Bayes and constrained empirical Bayes estimators under specific loss function is difficult to derive. This study compares the Bayes risk of several Bayes estimators under two different loss functions for estimating the risk in the auto insurance business and indicates the effectiveness of the newly suggested Bayes estimators with regards to Bayes risk perspective through auto insurance real data analysis.

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

  • Jeong, Chi Yoon;Kim, Mooseop
    • Journal of Korea Multimedia Society
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    • v.24 no.7
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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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    • v.19 no.1
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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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    • v.28 no.5
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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).

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

  • 문상재
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.14 no.6
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    • pp.1-5
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    • 1977
  • The input equivalent resistances and operating properties of a transless double balanced modulator are quantitatively investigated in considerations of the nonlinear characteristics of diodes. The input equivalent resistances are derived from the power loss calculations of the circuit. Carrier suppression and modulation efficiency are calculated by using approximate equations which describe the dynamic curves of the diode circuits. The results are represented as a function of the voltage amplitude of a carrier signal owing to the nonlinear characteristics of diodes.

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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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    • v.36 no.2
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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 $-16.9ppm/^{\circ}C$.

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

  • Park, Ju-Y.;Park, Jong-C.;Park, Jae-Y.
    • Proceedings of the KIEE Conference
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    • 2009.07a
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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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Study on the Angular Momentum of Axisymmetric Tropical Cyclone in the Developing Stage (발달 단계의 축대칭 열대저기압의 각운동량에 관한 연구)

  • Kang, Hyun-Gyu;Cheong, Hyeong-Bin
    • Atmosphere
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    • v.23 no.1
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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.

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

  • 정윤식;김미숙
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.57-71
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    • 2002
  • We introduce three types of exponential survival models, such as simple model, change-point model and finite mixture model in this paper. Among these models, in order to choose the best model, the model choice method is proposed using Gelfand and Ghosh(1998)'s idea. Then to avoid the computational difficulties, data augmentation method (Tanner and Wong, 1987) and Gibbs sampler (Gelfand and Smith, 1990) are employed. Our methodology is applied to both simulated data and Stangl (1991)'s On-impramint Hydrochloride data.