• 제목/요약/키워드: Likelihood function

검색결과 606건 처리시간 0.026초

Optimization-based Image Watermarking Algorithm Using a Maximum-Likelihood Decoding Scheme in the Complex Wavelet Domain

  • Liu, Jinhua;Rao, Yunbo
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권1호
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    • pp.452-472
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    • 2019
  • Most existing wavelet-based multiplicative watermarking methods are affected by geometric attacks to a certain extent. A serious limitation of wavelet-based multiplicative watermarking is its sensitivity to rotation, scaling, and translation. In this study, we propose an image watermarking method by using dual-tree complex wavelet transform with a multi-objective optimization approach. We embed the watermark information into an image region with a high entropy value via a multiplicative strategy. The major contribution of this work is that the trade-off between imperceptibility and robustness is simply solved by using the multi-objective optimization approach, which applies the watermark error probability and an image quality metric to establish a multi-objective optimization function. In this manner, the optimal embedding factor obtained by solving the multi-objective function effectively controls watermark strength. For watermark decoding, we adopt a maximum likelihood decision criterion. Finally, we evaluate the performance of the proposed method by conducting simulations on benchmark test images. Experiment results demonstrate the imperceptibility of the proposed method and its robustness against various attacks, including additive white Gaussian noise, JPEG compression, scaling, rotation, and combined attacks.

Estimation and variable selection in censored regression model with smoothly clipped absolute deviation penalty

  • Shim, Jooyong;Bae, Jongsig;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • 제27권6호
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    • pp.1653-1660
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    • 2016
  • Smoothly clipped absolute deviation (SCAD) penalty is known to satisfy the desirable properties for penalty functions like as unbiasedness, sparsity and continuity. In this paper, we deal with the regression function estimation and variable selection based on SCAD penalized censored regression model. We use the local linear approximation and the iteratively reweighted least squares algorithm to solve SCAD penalized log likelihood function. The proposed method provides an efficient method for variable selection and regression function estimation. The generalized cross validation function is presented for the model selection. Applications of the proposed method are illustrated through the simulated and a real example.

비선형 블라인드 채널등화를 위한 퍼지 클러스터 알고리즘의 성능개선 (Performance Improvement on Fuzzy C-Means Algorithm for Nonlinear Blind Channel Equalization)

  • 박성대;한수환
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2007년도 한국지능정보시스템학회
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    • pp.382-388
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    • 2007
  • 본 논문에서는 비선형 블라인드 채널등화기의 구현을 위하여 개선된 퍼지 클러스터(Modified Fuzzy C-Means: MFCM) 알고리즘을 제안한다. 제안된 MFCM은 기존의 유클리디언 거리 값 대신 Bayesian Likelihood 목적함수(fitness function)를 이용하여 비선형 채널의 출력으로 수신된 데이터들로부터 최적의 채널 출력 상태값(optimal channel output states)을 추정한다. 이렇게 추정된 채널 출력 상태 값들로 비선형 채널의 이상적인 채널 상태(desired channel states) 벡터들을 구성하고 이를 Radial Basis Function(RBF) 등화기의 중심(center)으로 활용함으로써 송신된 데이터 심볼을 찾아낸다. 실험에서는 무작위 이진 신호에 가우스 노이즈를 추가한 데이터를 사용하여 하이브리드 유전자 알고리즘 (GA merged with simulated annealing (SA): GASA)과 그 성능을 비교 하였으며, 제안된 MFCM을 이용한 등화기가 GASA를 활용한 것 보다 상대적으로 정확도와 속도 면에서 우수함을 보였다.

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MFCM의 성능개선을 통한 블라인드 비선형 채널 등화 (Blind Nonlinear Channel Equalization by Performance Improvement on MFCM)

  • 박성대;우영운;한수환
    • 한국정보통신학회논문지
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    • 제11권11호
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    • pp.2158-2165
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    • 2007
  • 본 논문에서는 비선형 블라인드 채널등화기의 구현을 위하여 가우시안 가중치(gaussian weights)를 이용한 개선된 퍼지 클러스터(Modified Fuzzy C-Means with Gaussian Weights: MFCM_GW) 알고리즘을 제안한다. 제안된 알고리즘은 기존 FCM 알고리즘의 유클리디언 거리(Euclidean distance) 값 대신 Bayesian Likelihood 목적 함수(fitness function)와 가우시안 가중치가 적용된 멤버십 매트릭스(partition matrix)를 이용하여, 비선형 채널의 출력으로 수신된 데이터들로부터 최적의 채널 출력 상태 값(optimal channel output states)들을 직접 추정한다. 이렇게 추정된 채널 출력 상태 값들로 비선형 채널의 이상적 채널 상태(desired channel states) 백터들을 구성하고, 이를 Radial Basis Function(RBF) 등화기의 중심(center)으로 활용함으로써 송신된 데이터 심볼을 찾아낸다. 실험에서는 무작위 이진 신호에 가우시안 잡음이 추가된 데이터를 사용하여 기존의 Simplex Genetic Algorithm(GA), 하이브리드 형태의 GASA(GA merged with simulated annealing(SA)), 그리고 과거에 발표되었던 MFCM 등과 그 성능을 비교 분석하였으며, 가우시안 가중치가 적용된 MFCM_GW를 이용한 채널등화기가 상대적으로 정확도와 속도 면에서 우수함을 보였다.

Estimators for Parameters Included in Cold Standby Systems with Imperfect Switches

  • Al-Ruzaiza A. S.;Sarhan Ammar M.
    • International Journal of Reliability and Applications
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    • 제6권2호
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    • pp.65-78
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    • 2005
  • In this paper we derive estimations of the parameters included in the distribution of the lifetime of k-out-of-m cold standby system with imperfect switches. Maximum likelihood and Bayes procedures are followed to get such estimations. Numerical studies, using Monte Carlo simulation method, are given in order to explain how we can utilize the theoretical results derived, and to compare the performance of the two different methods used. The criterion of comparisons is the mean squared errors associated with each estimate.

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A statistical quality control for the dispersion matrix

  • Jo, Jinnam
    • Journal of the Korean Data and Information Science Society
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    • 제26권4호
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    • pp.1027-1034
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    • 2015
  • A control chart is very useful in monitoring various production process. There are many situations in which the simultaneous control of two or more related quality variables is necessary. When the joint distribution of the process variables is multivariate normal, multivariate Shewhart control charts using the function of the maximum likelihood estimator for monitoring the dispersion matrix are considered for the simultaneous monitoring of the dispersion matrix. The performances of the multivariate Shewhart control charts based on the proposed control statistic are evaluated in term of average run length (ARL). The performance is investigated in three cases, where the variances, covariances, and variances and covariances are changed respectively. The numerical results show that the performances of the proposed multivariate Shewhart control charts are not better than the control charts using the trace of the covariance matrix in the Jeong and Cho (2012) in terms of the ARLs.

Reliability Estimation in Bivariate Pareto Model with Bivariate Type I Censored Data

  • 조장식;조길호;강상길
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.31-38
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    • 2003
  • In this paper, we obtain the estimator of system reliability for the bivariate Pareto model with bivariate type 1 censored data. We obtain the estimators and approximated confidence intervals of the reliability for the parallel system based on likelihood function and the relative frequency, respectively. Also we present a numerical example by giving a data set which is generated by computer.

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A BAYESIAN APPROACH FOR A DECOMPOSITION MODEL OF SOFTWARE RELIABILITY GROWTH USING A RECORD VALUE STATISTICS

  • Choi, Ki-Heon;Kim, Hee-Cheul
    • Journal of applied mathematics & informatics
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    • 제8권1호
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    • pp.243-252
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    • 2001
  • The points of failure of a decomposition process are defined to be the union of the points of failure from two component point processes for software reliability systems. Because sampling from the likelihood function of the decomposition model is difficulty, Gibbs Sampler can be applied in a straightforward manner. A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For model determination, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. A numerical example with a simulated data set is given.

Semiparametric Kernel Poisson Regression for Longitudinal Count Data

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Communications for Statistical Applications and Methods
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    • 제15권6호
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    • pp.1003-1011
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    • 2008
  • Mixed-effect Poisson regression models are widely used for analysis of correlated count data such as those found in longitudinal studies. In this paper, we consider kernel extensions with semiparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

Transmuted new generalized Weibull distribution for lifetime modeling

  • Khan, Muhammad Shuaib;King, Robert;Hudson, Irene Lena
    • Communications for Statistical Applications and Methods
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    • 제23권5호
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    • pp.363-383
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    • 2016
  • The Weibull family of lifetime distributions play a fundamental role in reliability engineering and life testing problems. This paper investigates the potential usefulness of transmuted new generalized Weibull (TNGW) distribution for modeling lifetime data. This distribution is an important competitive model that contains twenty-three lifetime distributions as special cases. We can obtain the TNGW distribution using the quadratic rank transmutation map (QRTM) technique. We derive the analytical shapes of the density and hazard functions for graphical illustrations. In addition, we explore some mathematical properties of the TNGW model including expressions for the quantile function, moments, entropies, mean deviation, Bonferroni and Lorenz curves and the moments of order statistics. The method of maximum likelihood is used to estimate the model parameters. Finally the applicability of the TNGW model is presented using nicotine in cigarettes data for illustration.