• 제목/요약/키워드: Efficiency of Estimator

검색결과 237건 처리시간 0.023초

Negative Exponential Disparity Based Deviance and Goodness-of-fit Tests for Continuous Models: Distributions, Efficiency and Robustness

  • Jeong, Dong-Bin;Sahadeb Sarkar
    • Journal of the Korean Statistical Society
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    • 제30권1호
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    • pp.41-61
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    • 2001
  • The minimum negative exponential disparity estimator(MNEDE), introduced by Lindsay(1994), is an excellenet competitor to the minimum Hellinger distance estimator(Beran 1977) as a robust and yet efficient alternative to the maximum likelihood estimator in parametric models. In this paper we define the negative exponential deviance test(NEDT) as an analog of the likelihood ratio test(LRT), and show that the NEDT is asymptotically equivalent to he LRT at the model and under a sequence of contiguous alternatives. We establish that the asymptotic strong breakdown point for a class of minimum disparity estimators, containing the MNEDE, is at least 1/2 in continuous models. This result leads us to anticipate robustness of the NEDT under data contamination, and we demonstrate it empirically. In fact, in the simulation settings considered here the empirical level of the NEDT show more stability than the Hellinger deviance test(Simpson 1989). The NEDT is illustrated through an example data set. We also define a goodness-of-fit statistic to assess adequacy of a specified parametric model, and establish its asymptotic normality under the null hypothesis.

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A P-HIERARCHICAL ERROR ESTIMATOR FOR A FEM-BEM COUPLING OF AN EDDY CURRENT PROBLEM IN ℝ3 -DEDICATED TO PROFESSOR WOLFGANG L. WENDLAND ON THE OCCASION OF HIS 75TH BIRTHDAY

  • Leydecker, Florian;Maischak, Matthias;Stephan, Ernst P.;Teltscher, Matthias
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제17권3호
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    • pp.139-170
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    • 2013
  • We extend a p-hierarchical decomposition of the second degree finite element space of N$\acute{e}$d$\acute{e}$lec for tetrahedral meshes in three dimensions given in [1] to meshes with hexahedral elements, and derive p-hierarchical decompositions of the second degree finite element space of Raviart-Thomas in two dimensions for triangular and quadrilateral meshes. After having proved stability of these subspace decompositions and requiring certain saturation assumptions to hold, we construct a local a posteriori error estimator for fem and bem coupling of a time-harmonic electromagnetic eddy current problem in $\mathbb{R}^3$. We perform some numerical tests to underline reliability and efficiency of the estimator and test its usefulness in an adaptive refinement scheme.

The methods of CADIS-NEE and CADIS-DXTRAN in NECP-MCX and their applications

  • Qingming He;Zhanpeng Huang;Liangzhi Cao;Hongchun Wu
    • Nuclear Engineering and Technology
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    • 제56권7호
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    • pp.2748-2755
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    • 2024
  • This paper presents two new methods for variance reduction for shielding calculation in Monte Carlo radiation transport. One method is CADIS-NEE, which combines Consistent Adjoint Driven Importance Sampling (CADIS) and next-event estimator (NEE) methods to increase the calculation efficiency of tallies at points. The other is CADIS-deterministic transport (DXTRAN), which combines CADIS and DXTRAN to obtain higher performance than using CADIS and DXTRAN separately. The combination processes are derived and implemented in the hybrid Monte-Carlo-Deterministic particle-transport code NECP-MCX. Various problems are tested to demonstrate the effectiveness of the two methods. According to the results, the two combination methods have higher efficiency than using CADIS, NEE or DXTRAN separately. In a long-distance photon-transport problem, CADIS-NEE converges faster than NEE and the figure of merit (FOM) of CADIS-NEE is 75.6 times of NEE. In a labyrinthine problem, CADIS-DXTRAN's FOM surpasses that of DXTRAN and CADIS by a factor of 45.3 and 17.7, respectively. Therefore, it is advisable to employ these two novel methods selectively in appropriate scenarios to reduce variance.

CONFLICT AMONG THE SHRINKAGE ESTIMATORS INDUCED BY W, LR AND LM TESTS UNDER A STUDENT'S t REGRESSION MODEL

  • Kibria, B.M.-Golam
    • Journal of the Korean Statistical Society
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    • 제33권4호
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    • pp.411-433
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    • 2004
  • The shrinkage preliminary test ridge regression estimators (SPTRRE) based on Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests for estimating the regression parameters of the multiple linear regression model with multivariate Student's t error distribution are considered in this paper. The quadratic biases and risks of the proposed estimators are compared under both null and alternative hypotheses. It is observed that there is conflict among the three estimators with respect to their risks because of certain inequalities that exist among the test statistics. In the neighborhood of the restriction, the SPTRRE based on LM test has the smallest risk followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameters move away from the subspace of the restrictions. Some tables for the maximum and minimum guaranteed efficiency of the proposed estimators have been given, which allow us to determine the optimum level of significance corresponding to the optimum estimator among proposed estimators. It is evident that in the choice of the smallest significance level to yield the best estimator the SPTRRE based on Wald test dominates the other two estimators.

MDPDE의 조율모수 선택에 관한 연구 (A study on tuning parameter selection for MDPDE)

  • 유동현;김병수
    • Journal of the Korean Data and Information Science Society
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    • 제26권3호
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    • pp.549-559
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    • 2015
  • MDPDE는 이상치에 강건한 성질을 가진 추정량으로써 최대우도추정량의 대안으로 많은 연구자들에 의해 연구되어 왔다. MDPDE는 조율모수에 따라 성질이 변하게 되는데, 로버스트성과 점근효율성이 서로 상충하는 현상으로 인해 최적의 조율모수를 선택하는 것은 쉽지 않다. 본 연구에서는 MDPDE의 최적의 조율모수를 선택하는 방법으로 Fujisawa와 Eguchi (2006)가 제시한 방법과 Warwick (2006)이 제시한 방법을 소개하고, 모의실험을 통해 비교분석하였다. 연구 결과 Warwick (2006)의 방법은 특정한 경우 매우 작은 조율모수를 선택하게 될 수도 있다는 사실을 알 수 있었는데, 같은 경우에 Fujisawa와 Eguchi (2006)의 방법은 이러한 현상을 보이지 않았다. 따라서, Fujisawa와 Eguchi (2006)의 방법이 범용적으로 사용하기에 적절하다고 판단된다.

Maximum A Posteriori Estimation-based Adaptive Search Range Decision for Accelerating HEVC Motion Estimation on GPU

  • Oh, Seoung-Jun;Lee, Dongkyu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권9호
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    • pp.4587-4605
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    • 2019
  • High Efficiency Video Coding (HEVC) suffers from high computational complexity due to its quad-tree structure in motion estimation (ME). This paper exposes an adaptive search range decision algorithm for accelerating HEVC integer-pel ME on GPU which estimates the optimal search range (SR) using a MAP (Maximum A Posteriori) estimator. There are three main contributions; First, we define the motion feature as the standard deviation of motion vector difference values in a CTU. Second, a MAP estimator is proposed, which theoretically estimates the motion feature of the current CTU using the motion feature of a temporally adjacent CTU and its SR without any data dependency. Thus, the SR for the current CTU is parallelly determined. Finally, the values of the prior distribution and the likelihood for each discretized motion feature are computed in advance and stored at a look-up table to further save the computational complexity. Experimental results show in conventional HEVC test sequences that the proposed algorithm can achieves high average time reductions without any subjective quality loss as well as with little BD-bitrate increase.

Reduction of Torque Ripple of PMSM Using Iterative Flux Estimation

  • Lee D. H.;Kim C. H.;Kwon Y. A.
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2001년도 Proceedings ICPE 01 2001 International Conference on Power Electronics
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    • pp.346-350
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    • 2001
  • PMSM drives are widely used in the industrial and residential applications because of high efficiency, high power density and high performance. For better performance of PMSM, however, torque ripples should be reduced. This paper investigates a reduction of torque ripple due to the unsinusoidal flux linkage produced by the shapes of stator slot and magnetic pole. To minimize torque ripple, a simple flux estimator is proposed. This method interatively compensates the distributed flux linkage from an error between the measured and estimated currents. The proposed algorithm is verified through simulation.

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Asymptotic Relative Efficiencies of the Nonparametric Relative Risk Estimators for the Two Sample Proportional Hazard Model

  • Cho, Kil-Ho;Lee, In-Suk;Choi, Jeen-Kap;Jeong, Seong-Hwa;Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.103-110
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    • 1999
  • In this paper, we summarize some relative risk estimators under the two sample model with proportional hazard and examine the relative efficiencies of the nonparametric estimators relative to the maximum likelihood estimator of a parametric survival function under random censoring model by comparing their asymptotic variances.

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Online Compensation of Parameter Variation Effects for Robust Interior PM Synchronous Motor Drives

  • Shrestha, Rajendra L.;Seok, Jul-Ki
    • Journal of Power Electronics
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    • 제11권5호
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    • pp.713-718
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    • 2011
  • This paper presents an online voltage disturbance estimator to achieve precise torque control of IPMSMs over a high speed operating region. The proposed design has a type of state-filter based on a Luenburger-style closed loop stator current vector observer. Utilizing the frequency response plot (FRF) approach, the estimation accuracy and the parameter sensitivities are analyzed. Accurate torque control and improved efficiency are provided with the decoupling of the effect of the parameter variations. The feasibility of the presented idea is verified by laboratory experiments.

관성 추정기를 이용한 드럼 세탁기의 최적 세탁시간 조절 알고리즘 (Optimal Washing Time Control Algorithm of the Drum Washing Machine Using an Inertia Estimator)

  • 황춘환;이정효;김경민;공태웅;이원철;원충연;김영렬
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 2008년도 하계학술대회 논문집
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    • pp.571-573
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    • 2008
  • Conventional drum washing machine is divided by amount of laundry on 3 step. Because that, this method is arisen in case of washing smaller amount of laundry than each weight during same time. In other words, power is wasted by unnecessary washing time. In this paper, exact quantity of laundry is obtained by using inertia estimator considering features of drum washing machine, unnecessary washing time is decreased by selection proper washing time, thus the algorithm that increase efficiency by reducing power consumption is proposed.

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