• 제목/요약/키워드: Kullback­Leibler information function

검색결과 25건 처리시간 0.019초

Effects on Regression Estimates under Misspecified Generalized Linear Mixed Models for Counts Data

  • Jeong, Kwang Mo
    • 응용통계연구
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    • 제25권6호
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    • pp.1037-1047
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    • 2012
  • The generalized linear mixed model(GLMM) is widely used in fitting categorical responses of clustered data. In the numerical approximation of likelihood function the normality is assumed for the random effects distribution; subsequently, the commercial statistical packages also routinely fit GLMM under this normality assumption. We may also encounter departures from the distributional assumption on the response variable. It would be interesting to investigate the impact on the estimates of parameters under misspecification of distributions; however, there has been limited researche on these topics. We study the sensitivity or robustness of the maximum likelihood estimators(MLEs) of GLMM for counts data when the true underlying distribution is normal, gamma, exponential, and a mixture of two normal distributions. We also consider the effects on the MLEs when we fit Poisson-normal GLMM whereas the outcomes are generated from the negative binomial distribution with overdispersion. Through a small scale Monte Carlo study we check the empirical coverage probabilities of parameters and biases of MLEs of GLMM.

Secure and Robust Clustering for Quantized Target Tracking in Wireless Sensor Networks

  • Mansouri, Majdi;Khoukhi, Lyes;Nounou, Hazem;Nounou, Mohamed
    • Journal of Communications and Networks
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    • 제15권2호
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    • pp.164-172
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    • 2013
  • We consider the problem of secure and robust clustering for quantized target tracking in wireless sensor networks (WSN) where the observed system is assumed to evolve according to a probabilistic state space model. We propose a new method for jointly activating the best group of candidate sensors that participate in data aggregation, detecting the malicious sensors and estimating the target position. Firstly, we select the appropriate group in order to balance the energy dissipation and to provide the required data of the target in the WSN. This selection is also based on the transmission power between a sensor node and a cluster head. Secondly, we detect the malicious sensor nodes based on the information relevance of their measurements. Then, we estimate the target position using quantized variational filtering (QVF) algorithm. The selection of the candidate sensors group is based on multi-criteria function, which is computed by using the predicted target position provided by the QVF algorithm, while the malicious sensor nodes detection is based on Kullback-Leibler distance between the current target position distribution and the predicted sensor observation. The performance of the proposed method is validated by simulation results in target tracking for WSN.

Factor Graph-based Multipath-assisted Indoor Passive Localization with Inaccurate Receiver

  • Hao, Ganlin;Wu, Nan;Xiong, Yifeng;Wang, Hua;Kuang, Jingming
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권2호
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    • pp.703-722
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    • 2016
  • Passive wireless devices have increasing civilian and military applications, especially in the scenario with wearable devices and Internet of Things. In this paper, we study indoor localization of a target equipped with radio-frequency identification (RFID) device in ultra-wideband (UWB) wireless networks. With known room layout, deterministic multipath components, including the line-of-sight (LOS) signal and the reflected signals via multipath propagation, are employed to locate the target with one transmitter and a single inaccurate receiver. A factor graph corresponding to the joint posterior position distribution of target and receiver is constructed. However, due to the mixed distribution in the factor node of likelihood function, the expressions of messages are intractable by directly applying belief propagation on factor graph. To this end, we approximate the messages by Gaussian distribution via minimizing the Kullback-Leibler divergence (KLD) between them. Accordingly, a parametric message passing algorithm for indoor passive localization is derived, in which only the means and variances of Gaussian distributions have to be updated. Performance of the proposed algorithm and the impact of critical parameters are evaluated by Monte Carlo simulations, which demonstrate the superior performance in localization accuracy and the robustness to the statistics of multipath channels.

Distributed Target Localization with Inaccurate Collaborative Sensors in Multipath Environments

  • Feng, Yuan;Yan, Qinsiwei;Tseng, Po-Hsuan;Hao, Ganlin;Wu, Nan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권5호
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    • pp.2299-2318
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    • 2019
  • Location-aware networks are of great importance for both civil lives and military applications. Methods based on line-of-sight (LOS) measurements suffer sever performance loss in harsh environments such as indoor scenarios, where sensors can receive both LOS and non-line-of-sight (NLOS) measurements. In this paper, we propose a data association (DA) process based on the expectation maximization (EM) algorithm, which enables us to exploit multipath components (MPCs). By setting the mapping relationship between the measurements and scatters as a latent variable, coefficients of the Gaussian mixture model are estimated. Moreover, considering the misalignment of sensor position, we propose a space-alternating generalized expectation maximization (SAGE)-based algorithms to jointly update the target localization and sensor position information. A two dimensional (2-D) circularly symmetric Gaussian distribution is employed to approximate the probability density function of the sensor's position uncertainty via the minimization of the Kullback-Leibler divergence (KLD), which enables us to calculate the expectation step with low computational complexity. Moreover, a distributed implementation is derived based on the average consensus method to improve the scalability of the proposed algorithm. Simulation results demonstrate that the proposed centralized and distributed algorithms can perform close to the Monte Carlo-based method with much lower communication overhead and computational complexity.

혼합 교차-엔트로피 알고리즘을 활용한 다수 에이전트-다수 작업 할당 문제 (Multi Agents-Multi Tasks Assignment Problem using Hybrid Cross-Entropy Algorithm)

  • 김광
    • 한국산업정보학회논문지
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    • 제27권4호
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    • pp.37-45
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    • 2022
  • 본 논문에서는 대표적인 조합 최적화(combinatorial optimization) 문제인 다수 에이전트-다수 작업 할당 문제를 제시한다. 할당 문제의 목적은 각 작업의 달성률(achievement rate)의 합을 최대로 하는 에이전트-작업 할당을 결정하는 것이다. 달성률은 각 작업의 할당된 에이전트의 수에 따라 아래 오목 증가(concave down increasing)형태로 다루어지며, 본 할당 문제는 비선형(non-linearity)의 목적함수를 갖는 NP-난해(NP-hard) 문제로 표현된다. 본 논문에서는 할당 문제를 해결하기 위한 효과적이면서 효율적인 문제 해결 방법론으로 혼합 교차-엔트로피 알고리즘(hybrid cross-entropy algorithm)을 제안한다. 일반적인 교차-엔트로피 알고리즘은 문제 상황에 따라 느린 매개변수 업데이트 속도와 조기수렴(premature convergence)이 발생할 수 있다. 본 연구에서 제안하는 문제 해결 방법론은 이러한 단점의 발생 확률을 낮추도록 설계되었으며, 실험적으로도 우수한 성능을 보이는 알고리즘임을 수치실험을 통해 제시한다.