• 제목/요약/키워드: Kullback-Leibler

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Kullback-Leibler Information of Consecutive Order Statistics

  • Kim, Ilmun;Park, Sangun
    • Communications for Statistical Applications and Methods
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    • 제22권5호
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    • pp.487-494
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    • 2015
  • A calculation of the Kullback-Leibler information of consecutive order statistics is complicated because it depends on a multi-dimensional integral. Park (2014) discussed a representation of the Kullback-Leibler information of the first r order statistics in terms of the hazard function and simplified the r-fold integral to a single integral. In this paper, we first express the Kullback-Leibler information in terms of the reversed hazard function. Then we establish a generalized result of Park (2014) to an arbitrary consecutive order statistics. We derive a single integral form of the Kullback-Leibler information of an arbitrary block of order statistics; in addition, its relation to the Fisher information of order statistics is discussed with numerical examples provided.

On Estimating of Kullback-Leibler Information Function using Three Step Stress Accelerated Life Test

  • Park, Byung-Gu;Yoon, Sang-Chul;Cho, Ji-Young
    • International Journal of Reliability and Applications
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    • 제1권2호
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    • pp.155-165
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    • 2000
  • In this paper, we propose some estimators of Kullback- Leibler Information functions using the data from three step stress accelerated life tests. This acceleration model is assumed to be a tampered random variable model. Some asymptotic properties of proposed estimators are proved. Simulations are performed for comparing the small sample properties of the proposed estimators under use condition of accelerated life test.

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Exponentiality Test of the Three Step-Stress Accelerated Life Testing Model based on Kullback-Leibler Information

  • Park, Byung-Gu;Yoon, Sang-Chul;Lee, Jeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • 제14권4호
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    • pp.951-963
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    • 2003
  • In this paper, we propose goodness of fit test statistics based on the estimated Kullback-Leibler information functions using the data from three step stress accelerated life test. This acceleration model is assumed to be a tampered random variable model. The power of the proposed test under various alternatives is compared with Kolmogorov-Smirnov statistic, Cramer-von Mises statistic and Anderson-Darling statistic.

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Kullback-Leibler Information in View of an Extended Version of κ-Records

  • Ahmadi, Mosayeba;Mohtashami Borzadaran, G.R.
    • Communications for Statistical Applications and Methods
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    • 제20권1호
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    • pp.1-13
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    • 2013
  • This paper introduces an extended version of ${\kappa}$-records. Kullback-Leibler (K-L) information between two generalized distributions arising from ${\kappa}$-records is derived; subsequently, it is shown that K-L information does not depend on the baseline distribution. The behavior of K-L information for order statistics and ${\kappa}$-records, is studied. The exact expressions for K-L information between distributions of order statistics and upper (lower) ${\kappa}$-records are obtained and some special cases are provided.

대규모 분할표 분석 (Analysis of Large Tables)

  • 최현집
    • 응용통계연구
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    • 제18권2호
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    • pp.395-410
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    • 2005
  • 많은 수의 범주형 변수에 의한 대규모 분할표 분석을 위하여 차원축소(collapsibility) 성질을 이용한 분석 방법을 제안하였다. kullback-Leibler의 발산 측도(divergence measure)를 이용한 서로 완전한 연관을 갖는 변수그룹을 결정하는 방법을 제안하였으며, 제안된 방법에 의한 변수그룹은 주변 로그선형모형(marginal log-linear models)에 의하여 변수들간의 연관성을 식별할 수 있다. 제안된 방법의 적용 예로 데이터 마이닝에서 흔히 접할 수 있는 대규모 분할표 자료인 소비자들의 구매행위 분석을 위한 장바구니 자료의 분석 결과를 제시하였다.

Video Content Indexing using Kullback-Leibler Distance

  • Kim, Sang-Hyun
    • International Journal of Contents
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    • 제5권4호
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    • pp.51-54
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    • 2009
  • In huge video databases, the effective video content indexing method is required. While manual indexing is the most effective approach to this goal, it is slow and expensive. Thus automatic indexing is desirable and recently various indexing tools for video databases have been developed. For efficient video content indexing, the similarity measure is an important factor. This paper presents new similarity measures between frames and proposes a new algorithm to index video content using Kullback-Leibler distance defined between two histograms. Experimental results show that the proposed algorithm using Kullback-Leibler distance gives remarkable high accuracy ratios compared with several conventional algorithms to index video content.

Kullback-Leibler 엔트로피를 이용한 종분화 신경망 결합의 성능향상 (Performance Improvement of Ensemble Speciated Neural Networks using Kullback-Leibler Entropy)

  • 김경중;조성배
    • 대한전기학회논문지:시스템및제어부문D
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    • 제51권4호
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    • pp.152-159
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    • 2002
  • Fitness sharing that shares fitness if calculated distance between individuals is smaller than sharing radius is one of the representative speciation methods and can complement evolutionary algorithm which converges one solution. Recently, there are many researches on designing neural network architecture using evolutionary algorithm but most of them use only the fittest solution in the last generation. In this paper, we elaborate generating diverse neural networks using fitness sharing and combing them to compute outputs then, propose calculating distance between individuals using modified Kullback-Leibler entropy for improvement of fitness sharing performance. In the experiment of Australian credit card assessment, breast cancer, and diabetes in UCI database, proposed method performs better than not only simple average output or Pearson Correlation but also previous published methods.

A study on bandwith selection based on ASE for nonparametric density estimators

  • Kim, Tae-Yoon
    • Journal of the Korean Statistical Society
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    • 제29권3호
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    • pp.307-313
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    • 2000
  • Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

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베타-발산 함수를 활용한 비음수 행렬 분해 기반의 능동 소나 잔향 제거 기법에 대한 연구 (A study on the active sonar reverberation suppression method based on non-negative matrix factorization with beta-divergence function)

  • 이석진;김근환
    • 한국음향학회지
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    • 제43권4호
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    • pp.369-382
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    • 2024
  • 능동 소나 시스템에서 잔향을 제거하기 위하여 최근 비음수 행렬 분해 기법을 활용한 잔향 제거 알고리즘이 고안된 바 있다. 비음수 행렬 분해 알고리즘을 설계하기 위해서는 분해된 기저 행렬의 곱이 원본 신호와 같도록 유도하는 추정 비용 함수가 필요한데, 기존의 연구에서는 이에 대한 고찰이 없이 쿨백-라이블러 발산 함수를 활용하였다. 본 논문에서는 쿨백-라이블러 발산 함수의 선택이 좋은 선택이었는지, 혹은 성능을 개선할 수 있는 다른 추정 비용 함수가 있는지 연구하고자 하였다. 이를 위하여, 먼저 쿨백-라이블러 함수를 포함하여 일반화된 베타-발산 함수를 활용하여 수정된 잔향 제거 알고리즘을 제안하였다. 그리고 수정된 잔향 제거 알고리즘에 대해 합성된 잔향 신호를 활용한 몬테-카를로 시뮬레이션을 수행하였다. 그 결과 높은 신호대잔향비 환경에서는 쿨백-라이블러 발산 함수(β= 1)가 좋은 성능을 보이지만, 낮은 신호대잔향비 환경에서는 쿨백-라이블러 발산 함수와 유클리드 거리의 중간 특성을 가지는 함수(β= 1.25)가 더 좋은 성능을 보이는 것을 확인하였다.

쿨백-라이블러 정보함수를 이용한 누적노출모형 추정 (An Estimation of Cumulative Exposure Model based on Kullback-Leibler Information Function)

  • 안정향;윤상철
    • 한국산업정보학회논문지
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    • 제9권2호
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    • pp.1-8
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    • 2004
  • 본 논문은 누적노출모형에서 수명시간이 지수분포를 따르고 서로 독립일 때 쿨백-라이블러 정보함수를 이용하여 단계 스트레스 가속수명시험으로부터 얻은 자료로부터 모수의 추정량을 제안하고, 단계 스트레스 가속수명시험의 정상조건에서 편의와 평균제곱오차 관점에서 모의실험을 통하여 Vasicek (1976), Van Es (1992)와 Correa (1995)가 제안한 세가지 추정량들에 대한 소표본 특성을 비교 논의하고자 한다.

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