• Title/Summary/Keyword: Gaussian distribution model

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A Penalized Likelihood Method for Model Complexity

  • Ahn, Sung M.
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.173-184
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    • 2001
  • We present an algorithm for the complexity reduction of a general Gaussian mixture model by using a penalized likelihood method. One of our important assumptions is that we begin with an overfitted model in terms of the number of components. So our main goal is to eliminate redundant components in the overfitted model. As shown in the section of simulation results, the algorithm works well with the selected densities.

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Convergence of Min-Sum Decoding of LDPC codes under a Gaussian Approximation (MIN-SUM 복호화 알고리즘을 이용한 LDPC 오류정정부호의 성능분석)

  • Heo, Jun
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.10C
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    • pp.936-941
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    • 2003
  • Density evolution was developed as a method for computing the capacity of low-density parity-check(LDPC) codes under the sum-product algorithm [1]. Based on the assumption that the passed messages on the belief propagation model can be approximated well by Gaussian random variables, a modified and simplified version of density evolution technique was introduced in [2]. Recently, the min-sum algorithm was applied to the density evolution of LDPC codes as an alternative decoding algorithm in [3]. Next question is how the min-sum algorithm is combined with a Gaussian approximation. In this paper, the capacity of various rate LDPC codes is obtained using the min-sum algorithm combined with the Gaussian approximation, which gives a simplest way of LDPC code analysis. Unlike the sum-product algorithm, the symmetry condition [4] is not maintained in the min-sum algorithm. Therefore, the variance as well as the mean of Gaussian distribution are recursively computed in this analysis. It is also shown that the min-sum threshold under a gaussian approximation is well matched to the simulation results.

A Laplacian Autoregressive Moving-Average Time Series Model

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.259-269
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    • 1993
  • A moving average model, LMA(q) and an autoregressive-moving average model, NLARMA(p, q), with Laplacian marginal distribution are constructed and their properties are discussed; Their autocorrelation structures are completely analogus to those of Gaussian process and they are partially time reversible in the third order moments. Finally, we study the mixing property of NLARMA process.

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Distribution of Path Loss for Wireless Personal Networks Operating in a Square Region

  • Yang, Rumin;Shen, Bin;Kwak, Kyung-Sup
    • ETRI Journal
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    • v.33 no.2
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    • pp.283-286
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    • 2011
  • Path loss plays fundamental roles in system design, spectrum management, and performance evaluation. The traditional path loss model has a slight inconvenience; it depends on the unknown distance. In this letter, we explore the probability distribution function (PDF) of path loss in an indoor office environment by randomizing out the distance variable. It is shown that the resulting PDF is not Gaussian-like but is skewed to the right, and both the PDF and the moments are related to the size of the office instead of the unknown distance. To be specific, we incorporate the IEEE 802.15.4a channel parameters into our model and tabulate the cumulative distribution function with respect to different room sizes. Through a simple example, we show how our model helps a cognitive spectrum user to infer path loss information of primary users without necessarily knowing their transmitter-receiver distance.

Gaussian Approximation of Stochastic Lanchester Model for Heterogeneous Forces (혼합 군에 대한 확률적 란체스터 모형의 정규근사)

  • Park, Donghyun;Kim, Donghyun;Moon, Hyungil;Shin, Hayong
    • Journal of Korean Institute of Industrial Engineers
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    • v.42 no.2
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    • pp.86-95
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    • 2016
  • We propose a new approach to the stochastic version of Lanchester model. Commonly used approach to stochastic Lanchester model is through the Markov-chain method. The Markov-chain approach, however, is not appropriate to high dimensional heterogeneous force case because of large computational cost. In this paper, we propose an approximation method of stochastic Lanchester model. By matching the first and the second moments, the distribution of each unit strength can be approximated with multivariate normal distribution. We evaluate an approximation of discrete Markov-chain model by measuring Kullback-Leibler divergence. We confirmed high accuracy of approximation method, and also the accuracy and low computational cost are maintained under high dimensional heterogeneous force case.

Gaussian Interpolation-Based Pedestrian Tracking in Continuous Free Spaces (연속 자유 공간에서 가우시안 보간법을 이용한 보행자 위치 추적)

  • Kim, In-Cheol;Choi, Eun-Mi;Oh, Hui-Kyung
    • The KIPS Transactions:PartB
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    • v.19B no.3
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    • pp.177-182
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    • 2012
  • We propose effective motion and observation models for the position of a WiFi-equipped smartphone user in large indoor environments. Three component motion models provide better proposal distribution of the pedestrian's motion. Our Gaussian interpolation-based observation model can generate likelihoods at locations for which no calibration data is available. These models being incorporated into the particle filter framework, our WiFi fingerprint-based localization algorithm can track the position of a smartphone user accurately in large indoor environments. Experiments carried with an Android smartphone in a multi-story building illustrate the performance of our WiFi localization algorithm.

Tsunami-induced Change Detection Using SAR Intensity and Texture Information Based on the Generalized Gaussian Mixture Model

  • Jung, Min-young;Kim, Yong-il
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.34 no.2
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    • pp.195-206
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    • 2016
  • The remote sensing technique using SAR data have many advantages when applied to the disaster site due to its wide coverage and all-weather acquisition availability. Although a single-pol (polarimetric) SAR image cannot represent the land surface better than a quad-pol SAR image can, single-pol SAR data are worth using for disaster-induced change detection. In this paper, an automatic change detection method based on a mixture of GGDs (generalized Gaussian distribution) is proposed, and usability of the textural features and intensity is evaluated by using the proposed method. Three ALOS/PALSAR images were used in the experiments, and the study site was Norita City, which was affected by the 2011 Tohoku earthquake. The experiment results showed that the proposed automatic change detection method is practical for disaster sites where the large areas change. The intensity information is useful for detecting disaster-induced changes with a 68.3% g-mean, but the texture information is not. The autocorrelation and correlation show the interesting implication that they tend not to extract agricultural areas in the change detection map. Therefore, the final tsunami-induced change map is produced by the combination of three maps: one is derived from the intensity information and used as an initial map, and the others are derived from the textural information and used as auxiliary data.

Performance analysis of packet transmission for a Signal Flow Graph based time-varying channel over a Wireless Network (무선 네트워크 시변(time-varying) 채널에서 SFG (Signal Flow Graph)를 이용한 패킷 전송 성능 분석)

  • Kim Sang Yong;Park Hong Seong;Oh Hoon;LI Vitaly
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.42 no.2 s.332
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    • pp.23-38
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    • 2005
  • The state of channel between two or more wireless terminals is changed frequently due to noise or multiple environmental conditions in wireless network. In this paper, we analyze packet transmission time and queue length in a time-varying channel of packet based Wireless Networks. To reflect the feature of the time-varying channel, we model the channel as two-state Markov model and three-state Markov model Which are transformed to SFG(Signal Flow Graph) model, and then the distribution of the packet transmission can be modeled as Gaussian distribution. If the packet is arrived with Poisson distribution, then the packet transmission system is modeled as M/G/1. The average transmission time and the average queue length are analyzed in the time-varying channel, and are verified with some simulations.

Estimation of Classification Error Based on the Bhattacharyya Distance for Data with Multimodal Distribution (Multimodal 분포 데이터를 위한 Bhattacharyya distance 기반 분류 에러예측 기법)

  • 최의선;이철희
    • Proceedings of the IEEK Conference
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    • 2000.06d
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    • pp.85-87
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    • 2000
  • In pattern classification, the Bhattacharyya distance has been used as a class separability measure and provides useful information for feature selection and extraction. In this paper, we propose a method to predict the classification error for multimodal data based on the Bhattacharyya distance. In our approach, we first approximate the pdf of multimodal distribution with a Gaussian mixture model and find the bhattacharyya distance and classification error. Exprimental results showed that there is a strong relationship between the Bhattacharyya distance and the classification error for multimodal data.

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Optimal Var allocation in System planning by Stochastic Linear Programming(II) (확률선형 계획법에 의한 최적 Var 배분 계뵉에 관한 연구(II))

  • Song, Kil-Yeong;Lee, Hee-Yoeng
    • Proceedings of the KIEE Conference
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    • 1989.11a
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    • pp.191-193
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    • 1989
  • This paper presents a optimal Var allocation algorithm for minimizing power loss and improving voltage profile in a given system. In this paper, nodal input data is considered as Gaussian distribution with their mean value and their variance. A stochastic Linear Programming technique based on chance constrained method is applied to solve the probabilistic constraint. The test result in IEEE-14 Bus model system showes that the voltage distribution of load buses is improved and the power loss is more reduced than before Var allocation.

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