• Journal of the Korean Statistical Society
• /
• v.32 no.1
• /
• pp.1-10
• /
• 2003

We consider obtaining graphical summaries of uncertainty in estimates of parameters in nonlinear models. A nonlinear constrained optimization algorithm is developed for likelihood based confidence intervals for the functions of parameters in the model The results are applied to the problem of finding significance levels in nonlinear models.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.41 no.12
• /
• pp.1736-1738
• /
• 2016

In modern digital communication systems adapting high-order modulation and high performance channel code, log-likelihood ratios involving the repeated calculations of the logarithm of sum of exponential functions are necessary for demodulation and decoding. In this paper, the approximation methods called Min and MinC are applied to demodulation and decoding together and their complexity and joint performance are analyzed.

• Phonetics and Speech Sciences
• /
• v.1 no.1
• /
• pp.55-62
• /
• 2009

This paper proposes an improved method to verify a keyword segment that results from a word spotting system. First a baseline word spotting system is implemented. In order to improve performance of the word spotting systems, we use a two-pass structure which consists of a word spotting system and an utterance verification system. Using the basic likelihood ratio test (LRT) based utterance verification system to verify the keywords, there have been certain problems which lead to performance degradation. So, we propose a method which uses phone-level log-likelihood ratios (PLLR) patterns in computing confidence measures for each keyword. The proposed method generates weights according to the PLLR patterns and assigns different weights to each phone in the process of generating confidence measures for the keywords. This proposed method has shown to be more appropriate to word spotting systems and we can achieve improvement in final word spotting accuracy.

• Communications for Statistical Applications and Methods
• /
• v.30 no.1
• /
• pp.49-63
• /
• 2023

A lot of studies on the summary measures of predictive strength of categorical response models consider the likelihood ratio index (LRI), also known as the McFadden-R², a better option than many other measures. We propose a simple modification of the LRI that adjusts for the effect of the number of response categories on the measure and that also rescales its values, mimicking an underlying latent measure. The modified measure is applicable to both binary and ordinal response models fitted by maximum likelihood. Results from simulation studies and a real data example on the olfactory perception of boar taint show that the proposed measure outperforms most of the widely used goodness-of-fit measures for binary and ordinal models. The proposed R² interestingly proves quite invariant to an increasing number of response categories of an ordinal model.

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.15 no.12
• /
• pp.2534-2542
• /
• 2011

In this paper, we show that performance can be improved by using multiple antennas in the conventional orthogonal code hopping multiplexing (OCHM) scheme, which was proposed for accommodating a larger number of users with low channel activities than the number of orthogonal codewords used in code division multiple access (CDMA)-based communication systems through downlink statistical multiplexing. First, we introduce two different types of OCHM systems together with orthogonal codeword allocation strategies, and then derive their mathematical expression for log-likelihood ratio (LLR) values according to the two different schemes. Next, when a turbo encoder based on the LLR computation is used, we evaluate performance on the frame error rate (FER) for the aformentioned OCHM system. For comparison, we also show performance for the existing symbol mapping method using multiple antennas, which was used in 3GPP standards. As a result, it is shown that our OCHM system with multiple antennas based on the proposed orthogonal codeword allocation strategy leads to performance gain over the conventional system---energy required to satisfy a target FER is significantly reduced.

• The Korean Journal of Applied Statistics
• /
• v.30 no.5
• /
• pp.647-663
• /
• 2017

Weibull distribution is a popular distribution for modeling lifetimes because it reflects the characteristics of failure adequately and it models either increasing or decreasing failure rates simply. It is a standard method of the lifetimes test to wait until all samples failed; however, censoring can occur due to some realistic limitations. In this paper, we propose a generalized likelihood ratio (GLR) chart to monitor changes in the scale parameter for type I right-censored Weibull lifetime data. We also compare the performance of the proposed GLR chart with two CUSUM charts proposed earlier using average run length (ARL). Simulation results show that the Weibull GLR chart is effective to detect a wide range of shift sizes when the shape parameter and sample size are large and the censoring rate is not too high.

• The Journal of the Acoustical Society of Korea
• /
• v.26 no.8
• /
• pp.397-402
• /
• 2007

In this paper, we apply a support vector machine(SVM) that incorporates an optimized nonlinear decision rule over different sets of feature vectors to improve the performance of statistical model-based voice activity detection(VAD). Conventional method performs VAD through setting up statistical models for each case of speech absence and presence assumption and comparing the geometric mean of the likelihood ratio (LR) for the individual frequency band extracted from input signal with the given threshold. We propose a novel VAD technique based on SVM by treating the LRs computed in each frequency bin as the elements of feature vector to minimize classification error probability instead of the conventional decision rule using geometric mean. As a result of experiments, the performance of SVM-based VAD using the proposed feature has shown better results compared with those of reported VADs in various noise environments.

• Journal of the Korean Data and Information Science Society
• /
• v.9 no.2
• /
• pp.289-298
• /
• 1998

We investigate the distribution of likelihood ratio test(LRT) of null hypothesis a sample is from single gamma with unknown shape and scale against the alternative hypothesis a sample is from a mixture of two gammas, each with unknown scale and unknown (but equal) scale. To obtain stable maximum likelihood estimates(MLE) of a mixture of two gamma distributions, the EM(Dempster, Laird, and Robin(1977))and Modified Newton(Jensen and Johansen(1991)) algorithms were implemented. Based on EM, we made a simple structure likelihood equation for each parameter and could obtain stable solution by Modified Newton Algorithms. Simulation study was conducted to investigate the distribution of LRT for sample size n = 25, 50, 75, 100, 50, 200, 300, 400, 500 with 2500 replications. To determine the small sample distribution of LRT, I considered the model of a gamma distribution with shape parameter equal to 1 + f(n) and scale parameter equal to 2. The simulation results indicate that the null distribution is essentially invariant to the value of the shape parameter. Modeling of the null distribution indicates that it is well approximated by a gamma distribution with shape parameter equal to the quantity $0.927+1.18/\sqrt{n}$ and scale parameter equal to 2.16.

• The Journal of Korean Institute of Communications and Information Sciences
• /
• v.32 no.7C
• /
• pp.616-626
• /
• 2007

In spatially multiplexed MIMO systems that enable high data rate transmission over wireless communication channels, the spatial demultiplexing at the receiver is a challenging task, and various demultiplexing methods have been developed recently by many researchers. Among the previous methods, maximum likelihood detection with QR decomposition and M-algorithm (QRM-MM)), and sphere decoding (SD) schemes have been reported to achieve a (near) maximum likelihood (ML) performance. In this paper, we propose a novel signal detection method that achieves a near ML performance in a computationally efficient manner. The proposed method is demonstrated via a set of computer simulations that the proposed method achieves a near ML performance while requiring a complexity that is comparable to that of the conventional MMSE-OSIC. We also show that the log likelihood ratio (LLR) values for all bits are obtained without additional calculation but as byproduct in the proposed detection method, while in the previous QRM-MLD, SD, additional computation is necessary after the hard decision for LLR calculation.

• Journal of Family Resource Management and Policy Review
• /
• v.23 no.2
• /
• pp.99-115
• /
• 2019

This study examined the insolvency likelihood of young debtors from the 2018 Household Financial and Welfare Survey. This study used the Household Default Risk Index (HDRI), which considers the ratio of total debt to total assets (DTA), and a total debt service ratio (DSR) to examine the insolvency level of debtors. The descriptive analyses showed no difference in frequency of households with a high probability of insolvency between those less than 35 years of age and those over 35 years of age. However, the median HDRI value for those less than 35 years of age was higher than those over 35 years of age. The multivariate analyses indicated that educational expenses for young Korean debtors was a factor that increased their probability of insolvency, while income was the only variable that decreased their insolvency likelihood.