• Title/Summary/Keyword: Conditional likelihood

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A Survey on Security Schemes based on Conditional Privacy-Preserving in Vehicular Ad Hoc Networks

  • Al-Mekhlafi, Zeyad Ghaleb;Mohammed, Badiea Abdulkarem
    • International Journal of Computer Science & Network Security
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    • v.21 no.11
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    • pp.105-110
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    • 2021
  • Contact between Vehicle-to-vehicle and vehicle-to-infrastructural is becoming increasingly popular in recent years due to their crucial role in the field of intelligent transportation. Vehicular Ad-hoc networks (VANETs) security and privacy are of the highest value since a transparent wireless communication tool allows an intruder to intercept, tamper, reply and erase messages in plain text. The security of a VANET based intelligent transport system may therefore be compromised. There is a strong likelihood. Securing and maintaining message exchange in VANETs is currently the focal point of several security testing teams, as it is reflected in the number of authentication schemes. However, these systems have not fulfilled all aspects of security and privacy criteria. This study is an attempt to provide a detailed history of VANETs and their components; different kinds of attacks and all protection and privacy criteria for VANETs. This paper contributed to the existing literature by systematically analyzes and compares existing authentication and confidentiality systems based on all security needs, the cost of information and communication as well as the level of resistance to different types of attacks. This paper may be used as a guide and reference for any new VANET protection and privacy technologies in the design and development.

News Impacts and the Asymmetry of Oil Price Volatility (뉴스충격과 유가변동성의 비대칭성)

  • Mo, SooWon
    • Environmental and Resource Economics Review
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    • v.13 no.2
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    • pp.175-194
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    • 2004
  • Volumes of research have been implemented to estimate and predict the oil price. These models, however, fail in accurately predicting oil price as a model composed of only a few observable variables is limiting. Unobservable variables and news that have been overlooked in past research, yet have a high likelihood of affecting the oil price. Hence, this paper analyses the news impact on the price. The standard GARCH model fails in capturing some important features of the data. The estimated news impact curve for the GARCH model, which imposes symmetry on the conditional variances, suggests that the conditional variance is underestimated for negative shocks and overestimated for positive shocks. Hence, this paper introduces the asymmetric or leverage volatility models, in which good news and bad news have different impact on volatility. They include the EGARCH, AGARCH, and GJR models. The empirical results showed that negative shocks introduced more volatility than positive shocks. Overall, the AGARCH and GJR were the best at capturing this asymmetric effect. Furthermore, the GJR model successfully revealed the shape of the news impact curve and was a useful approach to modeling conditional heteroscedasticity.

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Estimation of Economic Valuation of Forest Landscape Function Using Conditional Logit Model (조건부 로짓 모델을 이용한 산림경관기능의 경제적 가치 평가)

  • Kim, Eui-Gyeong;Kim, Dong-Hyeon;Yoo, Jin-Chae;Kim, Mi-Ok
    • Journal of Korean Society of Forest Science
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    • v.99 no.6
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    • pp.891-899
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    • 2010
  • The purpose of this study is to estimate economic value of forest landscape function using conditional logit model, applied by Choice Experiment. For the study, we have chosen attributes and levels of forest landscape. In specific, topographical forest type, forest type, forest density, recreational factor (side trip, accessibility of valley) and WTP were included in attributes. Based on factors, we have made 48 choice sets with Balanced and Orthogonal form using SAS 9.1. The efficiency of questionnaire was 6.02 (D-Error: 0.1) and choice set and socio-economic variable were selected. In order to reduce cognitive load of respondent, 96 choice sets were divided into 4 types in questionnaire so that respondent could respond to 12 choice sets respectively. Population was citizens from 7 metropolitan cities including Seoul, and the interview survey was conducted to find out average annual WTP per household for the total 280 interviewees. As a result, In the Non-ASC model, Mcfadden' ${\rho}$ had 0.21, and Log Likelihood: -2,631. Average annual WTP per household for forest landscape was 266,723 Won(Korean currency).

Analysis of Violent Crime Count Data Based on Bivariate Conditional Auto-Regressive Model (이변량 조건부자기회귀모형을이용한강력범죄자료분석)

  • Choi, Jung-Soon;Park, Man-Sik;Won, Yu-Bok;Kim, Hag-Yeol;Heo, Tae-Young
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.413-421
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    • 2010
  • In this study, we considered bivariate conditional auto-regressive model taking into account spatial association as well as correlation between the two dependent variables, which are the counts of murder and burglary. We conducted likelihood ratio test for checking over-dispersion issues prior to applying spatial poisson models. For the real application, we used the annual counts of violent crimes at 25 districts of Seoul in 2007. The statistical results are visually illustrated by geographical information system.

The Comparison of Imputation Methods in Space Time Series Data with Missing Values (공간시계열모형의 결측치 추정방법 비교)

  • Lee, Sung-Duck;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.263-273
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    • 2010
  • Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the conditional expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA and STAR model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001~2009 are used, and estimate precision of missing values and forecast precision of future data are compared with two methods.

Voice Personality Transformation Using a Probabilistic Method (확률적 방법을 이용한 음성 개성 변환)

  • Lee Ki-Seung
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.3
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    • pp.150-159
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    • 2005
  • This paper addresses a voice personality transformation algorithm which makes one person's voices sound as if another person's voices. In the proposed method, one person's voices are represented by LPC cepstrum, pitch period and speaking rate, the appropriate transformation rules for each Parameter are constructed. The Gaussian Mixture Model (GMM) is used to model one speaker's LPC cepstrums and conditional probability is used to model the relationship between two speaker's LPC cepstrums. To obtain the parameters representing each probabilistic model. a Maximum Likelihood (ML) estimation method is employed. The transformed LPC cepstrums are obtained by using a Minimum Mean Square Error (MMSE) criterion. Pitch period and speaking rate are used as the parameters for prosody transformation, which is implemented by using the ratio of the average values. The proposed method reveals the superior performance to the previous VQ-based method in subjective measures including average cepstrum distance reduction ratio and likelihood increasing ratio. In subjective test. we obtained almost the same correct identification ratio as the previous method and we also confirmed that high qualify transformed speech is obtained, which is due to the smoothly evolving spectral contours over time.

Error Intensity Function Models for ML Estimation of Signal Parameter, Part I : Model Derivation (신호 파라미터의 ML 추정기법에 대한 에러 밀도 함수 모델에 관한 연구 I : 모델 정립)

  • Joong Kyu Kim
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.30B no.12
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    • pp.1-11
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    • 1993
  • This paper concentrates on models useful for analyzing the error performance of ML(Maximum Likelihood) estimators of a single unknown signal parameter: that is the error intensity model. We first develop the point process representation for the estimation error and the conditional distribution of the estimator as well as the distribution of error candidate point process. Then the error intensity function is defined as the probability dessity of the estimate and the general form of the error intensity function is derived. We then develop several intensity models depending on the way we choose the candidate error locations. For each case, we compute the explicit form of the intensity function and discuss the trade-off among models as well as the extendability to the case of multiple parameter estimation.

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Semiparametric and Nonparametric Modeling for Matched Studies

  • Kim, In-Young;Cohen, Noah
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.179-182
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    • 2003
  • This study describes a new graphical method for assessing and characterizing effect modification by a matching covariate in matched case-control studies. This method to understand effect modification is based on a semiparametric model using a varying coefficient model. The method allows for nonparametric relationships between effect modification and other covariates, or can be useful in suggesting parametric models. This method can be applied to examining effect modification by any ordered categorical or continuous covariates for which cases have been matched with controls. The method applies to effect modification when causality might be reasonably assumed. An example from veterinary medicine is used to demonstrate our approach. The simulation results show that this method, when based on linear, quadratic and nonparametric effect modification, can be more powerful than both a parametric multiplicative model fit and a fully nonparametric generalized additive model fit.

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Discriminative Training of Stochastic Segment Model Based on HMM Segmentation for Continuous Speech Recognition

  • Chung, Yong-Joo;Un, Chong-Kwan
    • The Journal of the Acoustical Society of Korea
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    • v.15 no.4E
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    • pp.21-27
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    • 1996
  • In this paper, we propose a discriminative training algorithm for the stochastic segment model (SSM) in continuous speech recognition. As the SSM is usually trained by maximum likelihood estimation (MLE), a discriminative training algorithm is required to improve the recognition performance. Since the SSM does not assume the conditional independence of observation sequence as is done in hidden Markov models (HMMs), the search space for decoding an unknown input utterance is increased considerably. To reduce the computational complexity and starch space amount in an iterative training algorithm for discriminative SSMs, a hybrid architecture of SSMs and HMMs is programming using HMMs. Given the segment boundaries, the parameters of the SSM are discriminatively trained by the minimum error classification criterion based on a generalized probabilistic descent (GPD) method. With the discriminative training of the SSM, the word error rate is reduced by 17% compared with the MLE-trained SSM in speaker-independent continuous speech recognition.

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Initial Value Selection in Applying an EM Algorithm for Recursive Models of Categorical Variables

  • Jeong, Mi-Sook;Kim, Sung-Ho;Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.25-55
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    • 1998
  • Maximum likelihood estimates (MLEs) for recursive models of categorical variables are discussed under an EM framework. Since MLEs by EM often depend on the choice of the initial values for MLEs, we explore reasonable rules for selecting the initial values for EM. Simulation results strongly support the proposed rules.

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