• Title/Summary/Keyword: Generalized covariance

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이동로봇의 위치인식을 위한 공분산 행렬 예측 기법 (An Estimation Method of the Covariance Matrix for Mobile Robots' Localization)

  • 도낙주;정완균
    • 제어로봇시스템학회논문지
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    • 제11권5호
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    • pp.457-462
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    • 2005
  • An empirical way of a covariance matrix which expresses the odometry uncertainty of mobile robots is proposed. This method utilizes PC-method which removes systematic errors of odometry. Once the systematic errors are removed, the odometry error can be modeled using the Gaussian probability distribution, and the parameters of the distribution can be represented by the covariance matrix. Experimental results show that the method yields $5{\%}$ and $2.3{\%}$ offset for the synchro and differential drive robots.

MULTIVARIATE JOINT NORMAL LIKELIHOOD DISTANCE

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
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    • 제27권5_6호
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    • pp.1429-1433
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    • 2009
  • The likelihood distance for the joint distribution of two multivariate normal distributions with common covariance matrix is explicitly derived. It is useful for identifying outliers which do not follow the joint multivariate normal distribution with common covariance matrix. The likelihood distance derived here is a good ground for the use of a generalized Wilks statistic in influence analysis of two multivariate normal data.

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A GEE approach for the semiparametric accelerated lifetime model with multivariate interval-censored data

  • Maru Kim;Sangbum Choi
    • Communications for Statistical Applications and Methods
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    • 제30권4호
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    • pp.389-402
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    • 2023
  • Multivariate or clustered failure time data often occur in many medical, epidemiological, and socio-economic studies when survival data are collected from several research centers. If the data are periodically observed as in a longitudinal study, survival times are often subject to various types of interval-censoring, creating multivariate interval-censored data. Then, the event times of interest may be correlated among individuals who come from the same cluster. In this article, we propose a unified linear regression method for analyzing multivariate interval-censored data. We consider a semiparametric multivariate accelerated failure time model as a statistical analysis tool and develop a generalized Buckley-James method to make inferences by imputing interval-censored observations with their conditional mean values. Since the study population consists of several heterogeneous clusters, where the subjects in the same cluster may be related, we propose a generalized estimating equations approach to accommodate potential dependence in clusters. Our simulation results confirm that the proposed estimator is robust to misspecification of working covariance matrix and statistical efficiency can increase when the working covariance structure is close to the truth. The proposed method is applied to the dataset from a diabetic retinopathy study.

Beamforming for Downlink Multiuser MIMO Time-Varying Channels Based on Generalized Eigenvector Perturbation

  • Yu, Heejung;Lee, Sok-Kyu
    • ETRI Journal
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    • 제34권6호
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    • pp.869-878
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    • 2012
  • A beam design method based on signal-to-leakage-plus-noise ratio (SLNR) has been recently proposed as an effective scheme for multiuser multiple-input multiple-output downlink channels. It is shown that its solution, which maximizes the SLNR at a transmitter, can be simply obtained by the generalized eigenvectors corresponding to the dominant generalized eigenvalues of a pair of covariance matrices of a desired signal and interference leakage plus noise. Under time-varying channels, however, generalized eigendecomposition is required at each time step to design the optimal beam, and its level of complexity is too high to implement in practical systems. To overcome this problem, a predictive beam design method updating the beams according to channel variation is proposed. To this end, the perturbed generalized eigenvectors, which can be obtained by a perturbation theory without any iteration, are used. The performance of the method in terms of SLNR is analyzed and verified using numerical results.

두개의 공분산 행렬의 동질성 검정에서의 영향치 분석 (Influence in Testing the Equality of Two Covariance Matrices)

  • Myung Geun Kim
    • 응용통계연구
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    • 제7권2호
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    • pp.213-224
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    • 1994
  • 두개의 공분산 행렬의 동질성을 검정하는데 있어서, influence curve 방법을 이용하여 outlier를 찾는데 유용한 진단법을 제시한다. 이러한 진단법은 두개 이상의 공분산 행렬의 경우에 쉽게 일반화된다. 경험적 분포함수에 입각한 진단법의 sample version을 고려하며, 이것은 Wilks가 제안한 한개의 outlier를 찾는데 필요한 통계량과 두개의 모집단의 경우로 일반화된 Wilks 통계량을 포함한다.

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Moments calculation for truncated multivariate normal in nonlinear generalized mixed models

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.377-383
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    • 2020
  • The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

채널 정보 오차에 강인한 일반화 공간변조 수신기 (A Robust Receiver for Generalized Spatial Modulation under Channel Information Errors)

  • 이재성;우대위;전은탁;윤성민;이경천
    • 한국정보통신학회논문지
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    • 제20권1호
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    • pp.45-51
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    • 2016
  • 본 논문에서는 전체 송신 안테나 중 일부 안테나만을 활성화하여 신호 송신에 사용하는 일반화 공간변조(Generalized Spatial Modulation) 시스템을 위한 최대우도 수신기를 제안한다. 제안 수신기는 신호 검출시 채널 정보 오차의 효과를 완화시키기 위하여 채널 정보 오차로 인해 생성되는 실질 잡음 신호의 순시 공분산 행렬을 추정한다. 추정된 공분산 행렬은 검출 정확도를 높이기 위해 반복수행을 통해 갱신되며, 추정 결과는 최대 우도 검출에 사용된다. 모의 실험 결과에서 기존의 채널 정보 오차를 고려하지 않는 수신기와 비교하여 높은 성능을 얻음을 확인할 수 있다.

강우 자료 형태에 따른 분포형 유출 모형의 적용성 평가 (The Assessment of Application of the Distributed Runoff Model in accordance with Rainfall Data Form)

  • 최용준;김주철
    • 한국물환경학회지
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    • 제26권2호
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    • pp.252-260
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    • 2010
  • The point rainfall measurements need to be converted to the areal rainfall by means of mean areal precipitation (MAP) estimation methods. And it is not appropriate to evaluate the areal rainfall with constant drift because of the geomorphological influences to rainfall field. Non-stationarity should be applied to the estimation of the areal rainfall, therefore, to consider these effects. Kriging methods with special functional would be a suitable tool in this case. Generalized covariance Kriging method is the most developed one among different Kriging methods. From this point of view this study performs the analysis of its applicability to distributed runoff model. For these purpose, distributed rainfall was created by Thiessen and Kriging method. And distributed rainfall of each method was applied into HyGIS-GRM. The result of applying, Runoff was different in the rainfall data form. Therefore, To apply Kriging method with physical meaning is that it is the useful method as distributed rainfall-runoff model.

Time-history analysis based optimal design of space trusses: the CMA evolution strategy approach using GRNN and WA

  • Kaveh, A.;Fahimi-Farzam, M.;Kalateh-Ahani, M.
    • Structural Engineering and Mechanics
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    • 제44권3호
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    • pp.379-403
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    • 2012
  • In recent years, the need for optimal design of structures under time-history loading aroused great attention in researchers. The main problem in this field is the extremely high computational demand of time-history analyses, which may convert the solution algorithm to an illogical one. In this paper, a new framework is developed to solve the size optimization problem of steel truss structures subjected to ground motions. In order to solve this problem, the covariance matrix adaptation evolution strategy algorithm is employed for the optimization procedure, while a generalized regression neural network is utilized as a meta-model for fitness approximation. Moreover, the computational cost of time-history analysis is decreased through a wavelet analysis. Capability and efficiency of the proposed framework is investigated via two design examples, comprising of a tower truss and a footbridge truss.

치의학 분야에서 SPSS를 이용한 일반화 추정방정식의 단계별 안내 (A step-by-step guide to Generalized Estimating Equations using SPSS in dental research)

  • 임회정;박수현
    • 대한치과의사협회지
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    • 제54권11호
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    • pp.850-864
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    • 2016
  • The Generalized Estimating Equations (GEE) approach is a widely used statistical method for analyzing longitudinal data and clustered data in clinical studies. In dentistry, due to multiple outcomes obtained from one patient, the outcomes produced from an individual patient are correlated with one another. This study focused on the basic ideas of GEE and introduced the types of covariance matrix and working correlation matrix. The quasi-likelihood information criterion (QIC) and quasi-likelihood information criterion approximation ($QIC_u$) were used to select the best working correlation matrix and the best fitting model for the correlated outcomes. The purpose of this study is to show a detailed process for the GEE analysis using SPSS software along with an orthodontic miniscrew example, and to help understand how to use GEE analysis in dental research.

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