• 제목/요약/키워드: Kernel density

검색결과 301건 처리시간 0.023초

Asymptotic Approximation of Kernel-Type Estimators with Its Application

  • 장유선;김성래;김성균
    • 한국전산응용수학회:학술대회논문집
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    • 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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    • pp.12.1-12
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    • 2003
  • Sufficient conditions are given under which a generalized class of kernel-type estimators allows asymptotic approximation On the modulus of continuity This generalized class includes sample distribution function, kernel-type estimator of density function, and an estimator that may apply to the censored case. In addition, an application is given to asymptotic normality of recursive density estimators of density function at an unknown point.

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Identification of the associations between genes and quantitative traits using entropy-based kernel density estimation

  • Yee, Jaeyong;Park, Taesung;Park, Mira
    • Genomics & Informatics
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    • 제20권2호
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    • pp.17.1-17.11
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    • 2022
  • Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

Kernel Density Estimation in the L$^{\infty}$ Norm under Dependence

  • Kim, Tae-Yoon
    • Journal of the Korean Statistical Society
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    • 제27권2호
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    • pp.153-163
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    • 1998
  • We investigate density estimation problem in the L$^{\infty}$ norm and show that the iii optimal minimax rates are achieved for smooth classes of weakly dependent stationary sequences. Our results are then applied to give uniform convergence rates for various problems including the Gibbs sampler.

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Selection of Spatial Regression Model Using Point Pattern Analysis

  • Shin, Hyun Su;Lee, Sang-Kyeong;Lee, Byoungkil
    • 한국측량학회지
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    • 제32권3호
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    • pp.225-231
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    • 2014
  • When a spatial regression model that uses kernel density values as a dependent variable is applied to retail business data, a unique model cannot be selected because kernel density values change following kernel bandwidths. To overcome this problem, this paper suggests how to use the point pattern analysis, especially the L-index to select a unique spatial regression model. In this study, kernel density values of retail business are computed by the bandwidth, the distance of the maximum L-index and used as the dependent variable of spatial regression model. To test this procedure, we apply it to meeting room business data in Seoul, Korea. As a result, a spatial error model (SEM) is selected between two popular spatial regression models, a spatial lag model and a spatial error model. Also, a unique SEM based on the real distribution of retail business is selected. We confirm that there is a trade-off between the goodness of fit of the SEM and the real distribution of meeting room business over the bandwidth of maximum L-index.

THE STUDY OF FLOOD FREQUENCY ESTIMATES USING CAUCHY VARIABLE KERNEL

  • Moon, Young-Il;Cha, Young-Il;Ashish Sharma
    • Water Engineering Research
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    • 제2권1호
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    • pp.1-10
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    • 2001
  • The frequency analyses for the precipitation data in Korea were performed. We used daily maximum series, monthly maximum series, and annual series. For nonparametric frequency analyses, variable kernel estimators were used. Nonparametric methods do not require assumptions about the underlying populations from which the data are obtained. Therefore, they are better suited for multimodal distributions with the advantage of not requiring a distributional assumption. In order to compare their performance with parametric distributions, we considered several probability density functions. They are Gamma, Gumbel, Log-normal, Log-Pearson type III, Exponential, Generalized logistic, Generalized Pareto, and Wakeby distributions. The variable kernel estimates are comparable and are in the middle of the range of the parametric estimates. The variable kernel estimates show a very small probability in extrapolation beyond the largest observed data in the sample. However, the log-variable kernel estimates remedied these defects with the log-transformed data.

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비매개변수 핵밀도함수와 강우-유출모델의 합성곱(Convolution)을 이용한 수학적 해석 (Convolution Interpretation of Nonparametric Kernel Density Estimate and Rainfall-Runoff Modeling)

  • 이태삼
    • 한국방재안전학회논문집
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    • 제8권1호
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    • pp.15-19
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    • 2015
  • 수문학에서 사용되는 강우-유출 모델의 경우 선형적인 시스템을 기반으로 유효강수량으로부터 시간적 지연을 통해서 유출량이 결정되는데 그 양은 강우량의 선형적인 비로 표현되어서 결국 합성곱을 통해 해석되게 된다. 또한 자료에 대한 확률론적 분석에 많이 이용되는 비매개변수 핵밀도함수의 경우, 핵(Kernel)의 의미자체가 합성곱에서 나온 것으로서 개개의 자료를 바탕으로 핵을 통해 매끄러운 확률밀도함수를 구하게 된다. 본 연구에서는 합성곱을 바탕으로 강우-유출 모델과 비매개변수 확률밀도함수를 해석하는 방법에 대해서 되짚어 보고 그 공통적인 특성과 다른 점을 수학적으로 나타내 줌으로써 사용되는 합성곱 함수의 유용성에 대해서 논하였다.

THE BERGMAN KERNEL FUNCTION AND THE DENSITY THEOREMS IN THE PLANE

  • Jeong, Moonja
    • 대한수학회보
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    • 제31권1호
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    • pp.115-123
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    • 1994
  • The Bergman kernel is closely connected to mapping problems in complex analysis. For example, the Riemann mapping function is witten down in terms of the Bergman kernel. Hence, information about the bergman kernel gives information about mappings. In this note, we prove the following theorem.

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ECG Denoising by Modeling Wavelet Sub-Band Coefficients using Kernel Density Estimation

  • Ardhapurkar, Shubhada;Manthalkar, Ramchandra;Gajre, Suhas
    • Journal of Information Processing Systems
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    • 제8권4호
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    • pp.669-684
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    • 2012
  • Discrete wavelet transforms are extensively preferred in biomedical signal processing for denoising, feature extraction, and compression. This paper presents a new denoising method based on the modeling of discrete wavelet coefficients of ECG in selected sub-bands with Kernel density estimation. The modeling provides a statistical distribution of information and noise. A Gaussian kernel with bounded support is used for modeling sub-band coefficients and thresholds and is estimated by placing a sliding window on a normalized cumulative density function. We evaluated this approach on offline noisy ECG records from the Cardiovascular Research Centre of the University of Glasgow and on records from the MIT-BIH Arrythmia database. Results show that our proposed technique has a more reliable physical basis and provides improvement in the Signal-to-Noise Ratio (SNR) and Percentage RMS Difference (PRD). The morphological information of ECG signals is found to be unaffected after employing denoising. This is quantified by calculating the mean square error between the feature vectors of original and denoised signal. MSE values are less than 0.05 for most of the cases.

On Bias Reduction in Kernel Density Estimation

  • 김충락;박병욱;김우철
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.65-73
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    • 2000
  • Kernel estimator is very popular in nonparametric density estimation. In this paper we propose an estimator which reduces the bias to the fourth power of the bandwidth, while the variance of the estimator increases only by at most moderate constant factor. The estimator is fully nonparametric in the sense of convex combination of three kernel estimators, and has good numerical properties.

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A Kernel Approach to the Goodness of Fit Problem

  • Kim, Dae-Hak
    • Journal of the Korean Data and Information Science Society
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    • 제6권1호
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    • pp.31-37
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    • 1995
  • We consider density estimates of the usual type generated by a kernel function. By using the limit theorems for the maximum of normalized deviation of the estimate from its expected value, we propose to use data dependent bandwidth in the tests of goodness of fit based on these statistics. Also a small sample Monte Carlo simulation is conducted and proposed method is compared with Kolmogorov-Smirnov test.

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