• Title/Summary/Keyword: EM, Expectation Maximization

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Analysis of Incomplete Data with Nonignorable Missing Values

  • Kim, Hyun-Jeong
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.167-174
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    • 2002
  • In the case of "nonignorable missing data", it is necessary to assume a model dealing with the missing on each situations. In this article, for example, we sometimes meet situations where data set are income amounts in a survey of individuals and assume a model as the values are the larger, a missing data probability is the higher. The method is to maximize using the EM(Expectation and Maximization) algorithm based on the (missing data) mechanism that creates missing data of the case of exponential distribution. The method started from any initial values, and converged in a few iterations. We changed the missing data probability and the artificial data size to show the estimated accuracy. Then we discuss the properties of estimates.

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A Study on the PMC Adaptation for Speech Recognition under Noisy Conditions (잡음 환경에서의 음성인식을 위한 PMC 적응에 관한 연구)

  • 김현기
    • Journal of Korea Society of Industrial Information Systems
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    • v.7 no.3
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    • pp.9-14
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    • 2002
  • In this paper we propose a method for performance enhancement of speech recognizer under noisy conditions. The parallel combination model which is presented at the PMC method using multiple Gaussian-distributed mixtures have been adapted to the variation of each mixture. The CDHMM(continuous observation density HMM) which has multiple Gaussian distributed mixtures are combined by the proposed PMC method. Also, the EM(expectation maximization) algorithm is used for adapting the model mean parameter in order to reduce the variation of the mixture density. The result of simulation, the proposed PMC adaptation method show better performance than the conventional PMC method.

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A Study on the Unsupervised Change Detection for Hyperspectral Data Using Similarity Measure Techniques (화소간 유사도 측정 기법을 이용한 하이퍼스펙트럴 데이터의 무감독 변화탐지에 관한 연구)

  • Kim Dae-Sung;Kim Yong-Il
    • Proceedings of the Korean Society of Surveying, Geodesy, Photogrammetry, and Cartography Conference
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    • 2006.04a
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    • pp.243-248
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    • 2006
  • In this paper, we propose the unsupervised change detection algorithm that apply the similarity measure techniques to the hyperspectral image. The general similarity measures including euclidean distance and spectral angle were compared. The spectral similarity scale algorithm for reducing the problems of those techniques was studied and tested with Hyperion data. The thresholds for detecting the change area were estimated through EM(Expectation-Maximization) algorithm. The experimental result shows that the similarity measure techniques and EM algorithm can be applied effectively for the unsupervised change detection of the hyperspectral data.

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고장 보고율을 이용한 현장 수명자료 분포의 모수추정

  • Park, Tae-Ung;Kim, Yeong-Bok;Lee, Chang-Hun
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.678-685
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    • 2005
  • Estimating parameters of the lifetime distribution is investigated when field failure data are not completely reported. To take into account the reality and the accuracy of the estimates in such a case, the failure reporting probability is incorporated in estimating parameters. Firstly, method of maximum likelihood estimate(MLE) is used to estimate parameters of the lifetime distribution when failure reporting probability is known. Secondly, Expectation and Maximization(EM) algorithm is used to estimate the failure reporting probability and parameters of the lifetime distribution simultaneously when failure reporting probability is unknown. For both case, procedures of estimation are illustrated for single Weibull distribution and mixed Weibull distribution. Simulation results show that MLE obtained by the proposed method is more accurate than the conventional MLE.

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Optimal Decoding Algorithm with Diversity Reception for a Fading Channel (협대역 무선채널에서 최적의 다이버시티 수신알고리즘 연구)

  • 한재충
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.24 no.8A
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    • pp.1156-1162
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    • 1999
  • In this paper, the problem of decoding transmitted data sequence with diversity reception in the presence of nondelective fading is studied. The expection maximizaton (EM) algorithm is employed to derive an interactive algorithm. The algorithm performs block-by-block coherent decoding with the aid of pilot symbols. It is shown that the complexity of the algorithm grows linearly as a function of sequence length. The performance of the algorithm is shown to better than that of the conventional pilot symbol aided (PSI) algorithm. Simulation results are presented to assess the performance of the algorithm and the results are compared with that of the conventional PSI alforithm.

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The Algorithm Development of Aging Diagnosis Using Swarm Optimization (군집 최적화를 이용한 열화 진단 알고리즘 개발)

  • Kim, Ki-Joon
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.26 no.2
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    • pp.151-157
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    • 2013
  • In this paper, properties of pattern using LBG (Linde-Buzo-Gray) Algorithm was explored including the exactness of K-means algorithm and process time of EM (Expectation Maximization) algorithm in order to develop analysis algorithm of partial discharge pattern in a cable using acoustic data analysis system. Partial discharge was measured by generating inner fault due to lamination of XLPE which is used for cable insulation material. Discharge pattern was analysed by changing the number of swarm article to 2, 4, and 6 in order to interpret swarm structure and properties.

Comprehensive Cumulative Shock Common Cause Failure Models and Assessment of System Reliability (포괄적 누적 충격 공통원인고장 모형 및 시스템 신뢰도 평가)

  • Lim, Tae-Jin
    • Journal of Korean Society for Quality Management
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    • v.39 no.2
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    • pp.320-328
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    • 2011
  • This research proposes comprehensive models for analyzing common cause failures (CCF) due to cumulative shocks and to assess system reliability under the CCF. The proposed cumulative shock models are based on the binomial failure rate (BFR) model. Six kinds of models are proposed so as to explain diverse cumulative shock phenomena. The models are composed of the initial failure probability, shape parameter, and the total shock number. Some parameters of the proposed models can not be explicitly estimated, so we adopt the Expectation-maximization (EM) algorithm in order to obtain the maximum likelihood estimator (MLE) for the parameters. By estimating the parameters for the cumulative shock models, the system reliability with CCF can be assessed sequentially according to the number of cumulative shocks. The result can be utilizes in dynamic probabilistic safety assessment (PSA), aging studies, or risk management for nuclear power plants. Replacement or maintenance policies can also be developed based on the proposed model.

An Elliptical Basis Function Network for Classification of Remote-Sensing Images

  • Luo, Jian-Cheng;Chen, Qiu-Xiao;Zheng, Jiang;Leung, Yee;Ma, Jiang-Hong
    • Proceedings of the KSRS Conference
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    • 2003.11a
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    • pp.1326-1328
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    • 2003
  • An elliptical basis function (EBF) network is proposed in this study for the classification of remotely sensed images. Though similar in structure, the EBF network differs from the well-known radial basis function (RBF) network by incorporating full covariance matrices and uses the expectation-maximization (EM) algorithm to estimate the basis functions. Since remotely sensed data often take on mixture -density distributions in the feature space, the proposed network not only possesses the advantage of the RBF mechanism but also utilizes the EM algorithm to compute the maximum likelihood estimates of the mean vectors and covariance matrices of a Gaussian mixture distribution in the training phase. Experimental results show that the EM-based EBF network is faster in training, more accurate, and simpler in structure.

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Computationally efficient variational Bayesian method for PAPR reduction in multiuser MIMO-OFDM systems

  • Singh, Davinder;Sarin, Rakesh Kumar
    • ETRI Journal
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    • v.41 no.3
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    • pp.298-307
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    • 2019
  • This paper investigates the use of the inverse-free sparse Bayesian learning (SBL) approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency-division multiplexing (OFDM)-based multiuser massive multiple-input multiple-output (MIMO) systems. The Bayesian inference method employs a truncated Gaussian mixture prior for the sought-after low-PAPR signal. To learn the prior signal, associated hyperparameters and underlying statistical parameters, we use the variational expectation-maximization (EM) iterative algorithm. The matrix inversion involved in the expectation step (E-step) is averted by invoking a relaxed evidence lower bound (relaxed-ELBO). The resulting inverse-free SBL algorithm has a much lower complexity than the standard SBL algorithm. Numerical experiments confirm the substantial improvement over existing methods in terms of PAPR reduction for different MIMO configurations.

EM Algorithm with Initialization Based on Incremental ${\cal}k-means$ for GMM and Its Application to Speaker Identification (GMM을 위한 점진적 ${\cal}k-means$ 알고리즘에 의해 초기값을 갖는 EM알고리즘과 화자식별에의 적용)

  • Seo Changwoo;Hahn Hernsoo;Lee Kiyong;Lee Younjeong
    • The Journal of the Acoustical Society of Korea
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    • v.24 no.3
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    • pp.141-149
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    • 2005
  • Tn general. Gaussian mixture model (GMM) is used to estimate the speaker model from the speech for speaker identification. The parameter estimates of the GMM are obtained by using the Expectation-Maximization (EM) algorithm for the maximum likelihood (ML) estimation. However the EM algorithm has such drawbacks that it depends heavily on the initialization and it needs the number of mixtures to be known. In this paper, to solve the above problems of the EM algorithm. we propose an EM algorithm with the initialization based on incremental ${\cal}k-means$ for GMM. The proposed method dynamically increases the number of mixtures one by one until finding the optimum number of mixtures. Whenever adding one mixture, we calculate the mutual relationship between it and one of other mixtures respectively. Finally. based on these mutual relationships. we can estimate the optimal number of mixtures which are statistically independent. The effectiveness of the proposed method is shown by the experiment for artificial data. Also. we performed the speaker identification by applying the proposed method comparing with other approaches.