• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.183-196
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• 2012

The inference for incomplete data such as missing data, truncated distribution and censored data is a phenomenon that occurs frequently in statistics. To solve this problem, Expectation Maximization(EM), Monte Carlo Expectation Maximization(MCEM) and Stochastic Expectation Maximization(SEM) algorithm have been used for a long time; however, they generally assume known distributions. In this paper, we propose the Metropolis-Hastings Expectation Maximization(MHEM) algorithm for unknown distributions. The performance of our proposed algorithm has been investigated on simulated and real dataset, KOSPI 200.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.37A no.10
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• pp.809-814
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• 2012

We propose an adaptive threshold detector algorithm for multi-level holographic data storage based on the expectation-maximization (EM) method. In this paper, the signal intensities that are passed through the four-level holographic channel are modeled as a four Gaussian mixture with unknown DC offsets and the threshold levels are estimated based on the maximum likelihood criterion. We compare the bit error rate (BER) performance of the proposed algorithm with the non-adaptive threshold detection algorithm for various levels of DC offset and misalignments. Our proposed algorithm shows consistently acceptable performance when the DC offset variance is fixed or the misalignments are lower than 20%. When the DC offset varies with each page, the BER of the proposed method is acceptable when the misalignments are lower than 10% and DC offset variance is 0.001.

• Journal of Communications and Networks
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• v.12 no.4
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• pp.317-329
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• 2010

In recent years, many sparse estimation methods, also known as compressed sensing, have been developed. However, most of these methods presume that the measurement matrix is completely known. We develop a new blind maximum likelihood method-the expectation-sparse-maximization (ESpaM) algorithm-for models where the measurement matrix is the product of one unknown and one known matrix. This method is a variant of the expectation-maximization algorithm to deal with the resulting problem that the maximization step is no longer unique. The ESpaM algorithm is justified theoretically. We present as well numerical results for two concrete examples of blind channel identification in digital communications, a doubly-selective channel model and linear time invariant sparse channel model.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.4C
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• pp.397-402
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• 2009

Accurate estimation of time-selective fading channel is a difficult problem in OFDM(Orthogonal Frequency Division Multiplexing) system. There are many channel estimation algorithms that are very weak in noisy channel. For solving this problem, we use EM (Expectation-Maximization) algorithm for iterative optimization of the data. We propose an EM-LPC algorithm to estimate the time-selective fading. The proposed algorithm improves of the BER performance compared to EM based channel estimation algorithm and reduces the iteration number of the EM loop. We simulated the uncoded system. If coded system use the EM-LPC algorithm, the performance are enhanced because of the coding gain. The EM-LPC algorithm is able to apply to another communication system, not only OFDM systems. The image processing of the medical instruments that the demand of accurate estimation can also use the proposed algorithm.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.7C
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• pp.635-643
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• 2007

In this paper, a decision-directed expectation maximization (DEM) algorithm is proposed to improve the performance of channel estimation in OFDM-based cellular systems. The DEM algorithm enables a mobile station (MS) with multiple antennas, located at the cell boundary, to increase the performance of channel estimation using transmit data, without decreasing spectral efficiency. Also, DEM algorithm can apply fast fading without loss of channel estimation performance because that includes channel variation factor in a group. It is verified by computer simulation that the DEM algorithm can reduce computational complexity significantly while improving the performance of channel estimation in fast fading channels, compared with the expectation maximization (EM) algorithm.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.8
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• pp.3498-3511
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• 2016

We investigate the channel state information (CSI) in multi-input multi-output (MIMO) cooperative networks that employ the amplify-and-forward transmission scheme. Least squares and expectation conditional maximization have been proposed in the system. However, neither of these two approaches takes advantage of channel sparsity, and they cause estimation performance loss. Unlike linear channel estimation methods, several compressed channel estimation methods are proposed in this study to exploit the sparsity of the MIMO cooperative channels based on the theory of compressed sensing. First, the channel estimation problem is formulated as a compressed sensing problem by using sparse decomposition theory. Second, the lower bound is derived for the estimation, and the MIMO relay channel is reconstructed via compressive sampling matching pursuit algorithms. Finally, based on this model, we propose a novel algorithm so called sparsity adaptive expectation maximization (SAEM) by using Kalman filter and expectation maximization algorithm so that it can exploit channel sparsity alternatively and also track the true support set of time-varying channel. Kalman filter is used to provide soft information of transmitted signals to the EM-based algorithm. Various numerical simulation results indicate that the proposed sparse channel estimation technique outperforms the previous estimation schemes.

• Journal of KIISE:Software and Applications
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• v.31 no.2
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• pp.245-254
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• 2004

This paper deals with the problem of estimating structure and motion from long continuous image sequences, applying the Expectation Maximization algorithm based on extended Kalman smoother to impose the time-continuity of the motion parameters. By repeatedly estimating the state transition matrix of the dynamic equation and the parameters of noise processes in the dynamic and measurement equations, this optimization gives the maximum likelihood estimates of the motion and structure parameters. Practically, this research is essential for dealing with a long video-rate image sequence with partially unknown system equation and noise. The algorithm is implemented and tested for a real image sequence.

• Journal of Korea Multimedia Society
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• v.23 no.7
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• pp.883-890
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• 2020

In this paper, we propose a variational expectation-maximization algorithm that computes posterior probabilities from Latent Dirichlet Allocation (LDA) model. The algorithm approximates the intractable posterior distribution of a document term matrix generated from a corpus made up by 50 papers. It approximates the posterior by searching the local optima using lower bound of the true posterior distribution. Moreover, it maximizes the lower bound of the log-likelihood of the true posterior by minimizing the relative entropy of the prior and the posterior distribution known as KL-Divergence. The experimental results indicate that documents clustered to image classification and segmentation are correlated at 0.79 while those clustered to object detection and image segmentation are highly correlated at 0.96. The proposed variational inference algorithm performs efficiently and faster than Gibbs sampling at a computational time of 0.029s.

• Journal of the Korean Operations Research and Management Science Society
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• v.30 no.2
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• pp.63-71
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• 2005

In the field of nuclear reactor safety study, common cause failures (CCFs) became significant contributors to system failure probability and core damage frequency in most Probabilistic risk assessments. However, it is hard to estimate the reliability of such a system, because of the dependency of components caused by CCFs. In order to analyze the system, we propose an analytic method that can find the parameters with lack of raw data. This study adopts the shock model in which the failure probability increases as the shock is cumulated. We use two-step Expectation and Maximization (EM) algorithm to find the unknown parameters. In order to verify the analysis result, we perform the simulation under same environment. This approach might be helpful to build the defensive strategy for the CCFs.

• International Journal of Advanced Culture Technology
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• v.8 no.3
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• pp.275-279
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• 2020

Due to the recent rapid industrialization worldwide, the number of pediatric asthma patients is increasing. And the fine dust containing heavy metals is linked to the characteristics of high toxic lead due to the increase heating in factory operation and automobile driving. It is the reason of arsenic increasing. In the treatment of pediatric asthma patients, drug administration, oral drug entry, and HMPC (Home Management Plan of Care) are used. In this paper, we analyze the relationship between the onset of asthma and the method of prescription for specific childhood asthma in the United States using EM (Expectation Maximization) and MDL (Minimum Description Length) algorithms. And the association is also analyzed by comparing the nature of specific congestion between the past prevalence of digestive asthma and the recent prevalence of environmental pollution.