• 제목/요약/키워드: Estimation models

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Discriminant Analysis of Binary Data with Multinomial Distribution by Using the Iterative Cross Entropy Minimization Estimation

  • Lee Jung Jin
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.125-137
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    • 2005
  • Many discriminant analysis models for binary data have been used in real applications, but none of the classification models dominates in all varying circumstances(Asparoukhov & Krzanowski(2001)). Lee and Hwang (2003) proposed a new classification model by using multinomial distribution with the maximum entropy estimation method. The model showed some promising results in case of small number of variables, but its performance was not satisfactory for large number of variables. This paper explores to use the iterative cross entropy minimization estimation method in replace of the maximum entropy estimation. Simulation experiments show that this method can compete with other well known existing classification models.

비모수적 코플라를 이용한 반복측정 이변량 자료의 조건부 결합 분포 추정 (Estimation of the joint conditional distribution for repeatedly measured bivariate cholesterol data using nonparametric copula)

  • 곽민정
    • Journal of the Korean Data and Information Science Society
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    • 제27권3호
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    • pp.689-700
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    • 2016
  • 본 논문에서는 이변량 경시적 자료의 조건부 결합 분포를 추정하기 위하여 회귀 모형과 코플라 모형을 연구하였다. 주변 분포의 추정을 위하여 시변 전환 모형을 고려하였고, 이변량 반응변수 각각에 대한 주변 분포를 경험 분포를 이용한 비모수적 코플라를 이용하여 결합하여 조건부 결합 분포를 추정하였다. 주변 분포 모형의 모수 추정치는 추정방정식의 해로 얻어낼 수 있으며 우리가 제안한 모형은 조건부 평균 모형만으로 자료를 설명하기 어려운 경우에 적용될 수 있다. 시변 전환 모형과 비모수적 코플라 모형을 결합한 본 논문의 방법은 반복 측정된 이변량 경시적 자료에 대한 모형화가 모형에 대한 가정에서 비교적 자유로운 장점이 있다. 우리는 본 논문의 방법을 반복 측정된 이변량 콜레스테롤 자료를 분석하는데 적용하여 보았다.

저수지 CO2 배출량 산정을 위한 기계학습 모델의 적용 (Applications of Machine Learning Models for the Estimation of Reservoir CO2 Emissions)

  • 유지수;정세웅;박형석
    • 한국물환경학회지
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    • 제33권3호
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    • pp.326-333
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    • 2017
  • The lakes and reservoirs have been reported as important sources of carbon emissions to the atmosphere in many countries. Although field experiments and theoretical investigations based on the fundamental gas exchange theory have proposed the quantitative amounts of Net Atmospheric Flux (NAF) in various climate regions, there are still large uncertainties at the global scale estimation. Mechanistic models can be used for understanding and estimating the temporal and spatial variations of the NAFs considering complicated hydrodynamic and biogeochemical processes in a reservoir, but these models require extensive and expensive datasets and model parameters. On the other hand, data driven machine learning (ML) algorithms are likely to be alternative tools to estimate the NAFs in responding to independent environmental variables. The objective of this study was to develop random forest (RF) and multi-layer artificial neural network (ANN) models for the estimation of the daily $CO_2$ NAFs in Daecheong Reservoir located in Geum River of Korea, and compare the models performance against the multiple linear regression (MLR) model that proposed in the previous study (Chung et al., 2016). As a result, the RF and ANN models showed much enhanced performance in the estimation of the high NAF values, while MLR model significantly under estimated them. Across validation with 10-fold random samplings was applied to evaluate the performance of three models, and indicated that the ANN model is best, and followed by RF and MLR models.

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

  • Joong Kyu Kim
    • 전자공학회논문지B
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    • 제30B권12호
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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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Marginal Likelihoods for Bayesian Poisson Regression Models

  • Kim, Hyun-Joong;Balgobin Nandram;Kim, Seong-Jun;Choi, Il-Su;Ahn, Yun-Kee;Kim, Chul-Eung
    • Communications for Statistical Applications and Methods
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    • 제11권2호
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    • pp.381-397
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    • 2004
  • The marginal likelihood has become an important tool for model selection in Bayesian analysis because it can be used to rank the models. We discuss the marginal likelihood for Poisson regression models that are potentially useful in small area estimation. Computation in these models is intensive and it requires an implementation of Markov chain Monte Carlo (MCMC) methods. Using importance sampling and multivariate density estimation, we demonstrate a computation of the marginal likelihood through an output analysis from an MCMC sampler.

딥러닝 기반 영상 주행기록계와 단안 깊이 추정 및 기술을 위한 벤치마크 (Benchmark for Deep Learning based Visual Odometry and Monocular Depth Estimation)

  • 최혁두
    • 로봇학회논문지
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    • 제14권2호
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    • pp.114-121
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    • 2019
  • This paper presents a new benchmark system for visual odometry (VO) and monocular depth estimation (MDE). As deep learning has become a key technology in computer vision, many researchers are trying to apply deep learning to VO and MDE. Just a couple of years ago, they were independently studied in a supervised way, but now they are coupled and trained together in an unsupervised way. However, before designing fancy models and losses, we have to customize datasets to use them for training and testing. After training, the model has to be compared with the existing models, which is also a huge burden. The benchmark provides input dataset ready-to-use for VO and MDE research in 'tfrecords' format and output dataset that includes model checkpoints and inference results of the existing models. It also provides various tools for data formatting, training, and evaluation. In the experiments, the exsiting models were evaluated to verify their performances presented in the corresponding papers and we found that the evaluation result is inferior to the presented performances.

Assessing the impact of recombination on the estimation of isolation-with-migration models using genomic data: a simulation study

  • Yujin Chung
    • Genomics & Informatics
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    • 제21권2호
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    • pp.27.1-27.7
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    • 2023
  • Recombination events complicate the evolutionary history of populations and species and have a significant impact on the inference of isolation-with-migration (IM) models. However, several existing methods have been developed, assuming no recombination within a locus and free recombination between loci. In this study, we investigated the effect of recombination on the estimation of IM models using genomic data. We conducted a simulation study to evaluate the consistency of the parameter estimators with up to 1,000 loci and analyze true gene trees to examine the sources of errors in estimating the IM model parameters. The results showed that the presence of recombination led to biased estimates of the IM model parameters, with population sizes being more overestimated and migration rates being more underestimated as the number of loci increased. The magnitude of the biases tended to increase with the recombination rates when using 100 or more loci. On the other hand, the estimation of splitting times remained consistent as the number of loci increased. In the absence of recombination, the estimators of the IM model parameters remained consistent.

Quasi-Likelihood Estimation for ARCH Models

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.651-656
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    • 2005
  • In this paper the quasi-likelihood function was proposed and the estimators which are the solutions of the estimating equations for estimation of a class of nonlinear time series models. We compare the performances of the proposed estimators with those of the ML estimators under the heavy-railed distributions by simulation.

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통행시간 산정 및 예측을 위한 최적 집계시간간격 결정에 관한 연구 (Determining Optimal Aggregation Interval Size for Travel Time Estimation and Forecasting with Statistical Models)

  • Park, Dong-Joo
    • 대한교통학회지
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    • 제18권3호
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    • pp.55-76
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    • 2000
  • 실시간 통행시간관련자료의 집계시간간격은 보다 신뢰성있는 통행시간정보제공과 교통정보센터의 효율적인 운영을 위해 매우 중요한 요소이다. 그러나 대부분의 기존 VDS 및 TCS교통정보 데이터는 통계학적·공학적 차원에서의 합리적인 연구나 검증없이 경험적 간격으로 집계되고 있다. 본 연구의 목적은 링크 및 교통축(Corridor) 통행시간 산정 및 예측시의 최적 집계 시간간격을 결정할 수 있는 통계학적 모형을 개발하고 실제 도로망에서 수집되는 통행시간자료에 적용하는 것이다 첫째로, 본 연구는 링크 및 교통축 통행시간 산정 및 예측으로 인한 오차를 계량화하는 통계학적 모형을 제시하고, 제시된 모형의 의미를 교통류이론 측면과 통행시간정보 이용자측면에서 살펴보았다. 둘째로, 미국 Texas, Houston의 도시고속도로에서 AVI시스템을 통해 수집된 통행시간자료를 제시된 모형에 적용하였다. 적용결과 링크통행시간 산정을 위한 최적 집계시간간격보다 링크통행시간예측을 위한 최적 집계시간간격이 큰 것으로 나타났으며, 교통축 통행시간 산정 및 예측을 위한 최적 집계시간간격은 교통축을 구성하는 링크간의 상관관계 (Correlation)에 큰 영향을 받는 것으로 분석되었다.

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다시점 준지도 학습 기반 3차원 휴먼 자세 추정 (Multi-view Semi-supervised Learning-based 3D Human Pose Estimation)

  • 김도엽;장주용
    • 방송공학회논문지
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    • 제27권2호
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    • pp.174-184
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    • 2022
  • 3차원 휴먼 자세 추정 모델은 다시점 모델과 단시점 모델로 분류될 수 있다. 일반적으로 다시점 모델은 단시점 모델에 비하여 뛰어난 자세 추정 성능을 보인다. 단시점 모델의 경우 3차원 자세 추정 성능의 향상은 많은 양의 학습 데이터를 필요로 한다. 하지만 3차원 자세에 대한 참값을 획득하는 것은 쉬운 일이 아니다. 이러한 문제를 다루기 위해, 우리는 다시점 모델로부터 다시점 휴먼 자세 데이터에 대한 의사 참값을 생성하고, 이를 단시점 모델의 학습에 활용하는 방법을 제안한다. 또한, 우리는 각각의 다시점 영상으로부터 추정된 자세의 일관성을 고려하는 다시점 일관성 손실함수를 제안하여, 이것이 단시점 모델의 효과적인 학습에 도움을 준다는 것을 보인다. Human3.6M과 MPI-INF-3DHP 데이터셋을 사용한 실험은 제안하는 방법이 3차원 휴먼 자세 추정을 위한 단시점 모델의 학습에 효과적임을 보여준다.