• Communications for Statistical Applications and Methods
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• v.23 no.4
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• pp.321-334
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• 2016

In this paper, we propose power t distribution based on t distribution. We also study the properties of and inferences for power t model in order to solve the problem of real data showing both skewness and heavy tails. The comparison of skew t and power t distributions is based on density plots, skewness and kurtosis. Note that, at the given degree of freedom, the kurtosis's range of the power t model surpasses that of the skew t model at all times. We draw inferences for two parameters of the power t distribution and four parameters of the location-scale extension of power t distribution via maximum likelihood. The Fisher information matrix derived is nonsingular on the whole parametric space; in addition we obtain the profile log-likelihood functions on two parameters. The response plots for different sample sizes provide strong evidence for the estimators' existence and unicity. An application of the power t distribution suggests that the model can be very useful for real data.

• International Journal of Reliability and Applications
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• v.18 no.2
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• pp.21-44
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• 2017

Accelerated life tests (ALTs) are frequently used in manufacturing industries to evaluate the reliability of products within a reasonable amount of time and cost. Test units are subjected to elevated stresses which yield quick failures. Most of the previous works on designing ALT plans are focused on tests that involve a single stress. Many times more than one stress factor influence the product's functioning. This paper deals with the design of optimum modified ramp-stress ALT plan for Burr type XII distribution with Type-I censoring under two stress factors, viz., voltage and switching rate each at two levels- low and high. It is assumed that usage time to failure is power law function of switching rate, and voltage increases linearly with time according to modified ramp-stress scheme. The cumulative exposure model is used to incorporate the effect of changing stresses. The optimum plan is devised using D-optimality criterion wherein the ${\log}_{10}$ of the determinant of Fisher information matrix is maximized. The method developed has been explained using a numerical example and sensitivity carried out.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.2
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• pp.832-854
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• 2019

Action recognition has been studied in computer vision field for years. We present an effective approach to recognize actions using a dimension reduction method, which is applied as a crucial step to reduce the dimensionality of feature descriptors after extracting features. We propose to use sparse matrix and randomized kd-tree to modify it and then propose modified Local Fisher Discriminant Analysis (mLFDA) method which greatly reduces the required memory and accelerate the standard Local Fisher Discriminant Analysis. For feature encoding, we propose a useful encoding method called mix encoding which combines Fisher vector encoding and locality-constrained linear coding to get the final video representations. In order to add more meaningful features to the process of action recognition, the convolutional neural network is utilized and combined with mix encoding to produce the deep network feature. Experimental results show that our algorithm is a competitive method on KTH dataset, HMDB51 dataset and UCF101 dataset when combining all these methods.

• The Journal of Engineering Geology
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• v.6 no.2
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• pp.83-93
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• 1996

A method is proposed to estimate aquifer parameters in a heterogeneous and anisotropic aquifer under steady-state groundwater flow conditions on the basis of maximum likelihood concept. Zonation method is adopted for parameterization, and estimation errors are analyzed by examining the estimation error covariance matrix in the eigenspace. This study demonstrates the ability of the proposed model to estimate parameters and helps to understand the characteristics of the inverse problem. This study also explores various features of the inverse methodology by applying it to a set of field data of the Taegu area. In the field example, transmissivities were estimated under three different zonation patterns. Recharge rates in the Taegu area were also estimated using MODINV which is an inverse model compatible with MODFLOW.The estimation results indicate that anisotropy of aquifer parameters should be considered for the crystalline rock aquifer which is the dominant aquifer system in Korea.

• Communications for Statistical Applications and Methods
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• v.25 no.4
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• pp.411-430
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• 2018

The Bayesian approach is a suitable alternative in constructing appropriate models for observed record values because the number of these values is small. This paper provides an objective Bayesian analysis method for upper record values arising from the Rayleigh distribution. For the objective Bayesian analysis, the Fisher information matrix for unknown parameters is derived in terms of the second derivative of the log-likelihood function by using Leibniz's rule; subsequently, objective priors are provided, resulting in proper posterior distributions. We examine if these priors are the PMPs. In a simulation study, inference results under the provided priors are compared through Monte Carlo simulations. Through real data analysis, we reveal a limitation of the appropriate confidence interval based on the maximum likelihood estimator for the scale parameter and evaluate the models under the provided priors.

• Journal of the Korean Operations Research and Management Science Society
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• v.19 no.1
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• pp.145-152
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• 1994

This paper deals with an economic design of acelerated life test under constant stresses where failure times are exponentially distributed. In this case the optimization criterion is the information amount per unit cost. Fisher's information matrix of exponential distribution's parameters and expected cost considering fixed and variable costs are obtained. The decision variable is the censoring time in the model. In the 2-level constant stress case, it is proved that the optimal solution exists and is unique under some condition. Numerical examples are also included.

• Communications of the Korean Mathematical Society
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• v.21 no.2
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• pp.363-374
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• 2006

A new bivariate beta distribution based on the Appell function of the third kind is introduced. Various representations are derived for its product moments, marginal densities, marginal moments, conditional densities and conditional moments. The method of maximum likelihood is used to derive the associated estimation procedure as well as the Fisher information matrix.

• Journal of the Earthquake Engineering Society of Korea
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• v.10 no.6 s.52
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• pp.29-36
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• 2006

This paper proposes a new algorithm of MS-EIDV (modal sensitivity-effective independence distribution vector) for determining optimal accelerometer locations (OAL) by using the Fisher Information Matrix (FIM) derived from mode-shape sensitivities. Also, the paper provides a reasonable guideline for selecting OAL which can reflect dynamic responses of a structure effectively. Since OAL should be determined with known values of structural parameters but since the parameters can be estimated by applying an inverse method such as SI (system identification) using measured response, the paper proposes a statistical method to overcome the paradox by considering the error bound of the structural parameters. To examine the proposed methods, a frequency-domain SI method has been applied. By using the identified results, the minimum necessary number of accelerometers could be selected depending on the number of target measurable modes. Through simulation studies, the results by applying EIDV method directly using the information of mode shapes were compared with those by applying the proposed MS-EIDV.

• Smart Structures and Systems
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• v.25 no.2
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• pp.169-181
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• 2020

Sensor placement is a crucial aspect of bridge health monitoring (BHM) dedicated to accurately estimate and locate structural damages. In addressing this goal, a sensor placement framework based on the deflection influence line (DIL) analysis is here proposed, for the optimal design of damage detection-oriented BHM system. In order to improve damage detection accuracy, we explore the change of global stiffness matrix, damage coefficient matrix and DIL vector caused by structural damage, and thus develop a novel sensor placement framework based on the Fisher information matrix. Our approach seeks to determine the contribution of each sensing node to damage detection, and adopts a distance correction coefficient to eliminate the information redundancy among sensors. The proposed damage detection-oriented optimal sensor placement (OSP) method is verified by two examples: (1) a numerically simulated three-span continuous beam, and (2) the Pinghu bridge which has existing real damage conditions. These two examples verify the performance of the distance corrected damage sensitivity of influence line (DSIL) method in significantly higher contribution to damage detection and lower information redundancy, and demonstrate the proposed OSP framework can be potentially employed in BHM practices.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.3
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• pp.1243-1263
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• 2018

The two-stage linear discrimination analysis (TSLDA) is a feature extraction technique to solve the small size sample problem in the field of image recognition. The TSLDA has retained all subspace information of the between-class scatter and within-class scatter. However, the feature information in the four subspaces may not be entirely beneficial for classification, and the regularization procedure for eliminating singular metrics in TSLDA has higher time complexity. In order to address these drawbacks, this paper proposes an improved two-stage linear discriminant analysis (Improved TSLDA). The Improved TSLDA proposes a selection and compression method to extract superior feature information from the four subspaces to constitute optimal projection space, where it defines a single Fisher criterion to measure the importance of single feature vector. Meanwhile, Improved TSLDA also applies an approximation matrix method to eliminate the singular matrices and reduce its time complexity. This paper presents comparative experiments on five face databases and one handwritten digit database to validate the effectiveness of the Improved TSLDA.