• Title/Summary/Keyword: Information Criterion

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Generalized Linear Model with Time Series Data (비정규 시계열 자료의 회귀모형 연구)

  • 최윤하;이성임;이상열
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.365-376
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    • 2003
  • In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.

Nonparametric Bayesian Multiple Change Point Problems

  • Kim, Chansoo;Younshik Chung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.1-16
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    • 2002
  • Since changepoint identification is important in many data analysis problem, we wish to make inference about the locations of one or more changepoints of the sequence. We consider the Bayesian nonparameteric inference for multiple changepoint problem using a Bayesian segmentation procedure proposed by Yang and Kuo (2000). A mixture of products of Dirichlet process is used as a prior distribution. To decide whether there exists a single change or not, our approach depends on nonparametric Bayesian Schwartz information criterion at each step. We discuss how to choose the precision parameter (total mass parameter) in nonparametric setting and show that the discreteness of the Dirichlet process prior can ha17e a large effect on the nonparametric Bayesian Schwartz information criterion and leads to conclusions that are very different results from reasonable parametric model. One example is proposed to show this effect.

A Study on the Minimum Error Entropy - related Criteria for Blind Equalization (블라인드 등화를 위한 최소 에러 엔트로피 성능기준들에 관한 연구)

  • Kim, Namyong;Kwon, Kihyun
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.2 no.3
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    • pp.87-95
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    • 2009
  • As information theoretic learning techniques, error entropy minimization criterion (MEE) and maximum cross correntropy criterion (MCC) have been studied in depth for supervised learning. MEE criterion leads to maximization of information potential and MCC criterion leads to maximization of cross correlation between output and input random processes. The weighted combination scheme of these two criteria, namely, minimization of Error Entropy with Fiducial points (MEEF) has been introduced and developed by many researchers. As an approach to unsupervised, blind channel equalization, we investigate the possibility of applying constant modulus error (CME) to MEE criterion and some problems of the method. Also we study on the application of CME to MEEF for blind equalization and find out that MEE-CME loses the information of the constant modulus. This leads MEE-CME and MEEF-CME not to converge or to converge slower than other algorithms dependent on the constant modulus.

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A Review on the Effectiveness of Selective Assembly by Simulation (선택조립방식의 효율성에 대한 시뮬레이션 검토)

  • Kwon, Hyuck Moo;Lee, Young Jun;Lee, Min Koo;Hong, Sung Hoon
    • Journal of Korean Society for Quality Management
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    • v.45 no.4
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    • pp.829-846
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    • 2017
  • Purpose: This paper compares the effectiveness of typical selective assembly criteria and suggests the most promising one. Based on the result of a computer simulation, the key issues of selective assembly are examined and the best criterion is recommended from the effectiveness perspective. Methods: Using JAVA program, production of ten thousand units for each pair of components are simulated for selective assembly of the two types. And the number of mismatching and the fraction nonconforming for each criterion are determined. Results: The best match criterion appeared to be most promising from the perspectives of both mismatching and nonconforming problems. Its effectiveness appears to be also good even when the precision of one component is different from that of the other. Conclusion: For designing an optimal method for selective assembly, the best match criterion is recommendable as the base criterion.

LMI based criterion for reinforced concrete frame structures

  • Chen, Tim;Kau, Dar;Tai, Y.;Chen, C.Y.J.
    • Advances in concrete construction
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    • v.9 no.4
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    • pp.407-412
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    • 2020
  • Due to the influence of nonlinearity and time-variation, it is difficult to establish an accurate model of concrete frame structures that adopt active controllers. Fuzzy theory is a relatively appropriate method but susceptible to human subjective experience to decrease the performance. To guarantee the stability of multi-time delays complex system with multi-interconnections, a delay-dependent criterion of evolved design is proposed in this paper. Based on this criterion, the sector nonlinearity which converts the nonlinear model to multiple rule base of the linear model and a new sufficient condition to guarantee the asymptotic stability via Lyapunov function is implemented in terms of linear matrix inequalities (LMI). A numerical simulation for a three-layer reinforced concrete frame structure subjected to earthquakes is demonstrated that the proposed criterion is feasible for practical applications.

Macroblock-based Adaptive Interpolation Filter Method Using New Filter Selection Criterion in H.264/AVC (H.264/AVC에서 새로운 필터 선택 기준을 이용한 매크로 블록 기반 적응 보간 필터 방법)

  • Yoon, Kun-Su;Moon, Yong-Ho;Kim, Jae-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.4C
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    • pp.312-320
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    • 2008
  • The macroblock-based adaptive interpolation filter method has been considered to be able to achieve high coding efficiency in H.264/AVC. In this method, although the filter selection criterion considered in terms of rate and distortion have showed a good performance, it still leaves room for improvement. To improve high coding efficiency better than conventional method, we propose a new filter selection criterion which considers two bit rates, motion vector and prediction error, and reconstruction error. In addition, the algorithm for reducing the overhead of transmitting the selected filter information is presented. Experimental results show that the proposed method significantly improves the coding efficiency compared to ones using conventional criterion. It leads to about a 5.19% (1 reference frame) and 5.14% (5 reference frames) bit rate savings on average compared to H.264/AVC, respectively.

Mutual Information as a Criterion for Evaluating the Degree of the Orthogonality of Nearly Orthogonal Arrays (근사직교배열의 직교성을 평가하기 위한 측도로서의 상호정보)

  • Jang, Dae-Heung
    • Journal of Korean Society for Quality Management
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    • v.36 no.3
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    • pp.13-21
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    • 2008
  • The orthogonality is an important property in the experimental designs. When we use nearly orthogonal arrays(for example, supersaturated designs), we need evaluate the degree of the orthogonality of given nearly orthogonal arrays. We can use the mutual information as a new criterion for evaluating and testing the degree of the orthogonality of given nearly orthogonal arrays.

Data-Adaptive ECOC for Multicategory Classification

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.1
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    • pp.25-36
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    • 2008
  • Error Correcting Output Codes (ECOC) can improve generalization performance when applied to multicategory classification problem. In this study we propose a new criterion to select hyperparameters included in ECOC scheme. Instead of margins of a data we propose to use the probability of misclassification error since it makes the criterion simple. Using this we obtain an upper bound of leave-one-out error of OVA(one vs all) method. Our experiments from real and synthetic data indicate that the bound leads to good estimates of parameters.

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An Efficient Iterative Decoding Stop Criterion using the Variance Value of LLR (LLR의 분산값을 이용한 효율적인 반복중단 알고리즘)

  • 심병섭;정대호;정성태;정경택;김환용
    • Proceedings of the IEEK Conference
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    • 2003.07a
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    • pp.178-181
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    • 2003
  • In this paper, it proposes the efficient iterative decoding stop criterion using the variance value of LLR. It is verifying that the proposal iterative decoding stop criterion can be reduced the average iterative decoding number compared to conventional schemes with a negligible degradation of the error performance.

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On Second Order Probability Matching Criterion in the One-Way Random Effect Model

  • Kim, Dal Ho;Kang, Sang Gil;Lee, Woo Dong
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.29-37
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    • 2001
  • In this paper, we consider the second order probability matching criterion for the ratio of the variance components under the one-way random effect model. It turns out that among all of the reference priors given in Ye(1994), the only one reference prior satisfies the second order matching criterion. Similar results are also obtained for the intraclass correlation as well.

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