• Title/Summary/Keyword: Long-Tailed

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CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

  • Dindiene, Lina;Leipus, Remigijus;Siaulys, Jonas
    • Journal of the Korean Mathematical Society
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    • v.54 no.6
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    • pp.1879-1903
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    • 2017
  • In this paper we study the closure property and probability tail asymptotics for randomly weighted sums $S^{\Theta}_n={\Theta}_1X_1+{\cdots}+{\Theta}_nX_n$ for long-tailed random variables $X_1,{\ldots},X_n$ and positive bounded random weights ${\Theta}_1,{\ldots},{\Theta}_n$ under similar dependence structure as in [26]. In particular, we study the case where the distribution of random vector ($X_1,{\ldots},X_n$) is generated by an absolutely continuous copula.

Long-Term Monitoring of the Barrier Effect of the Wild Boar Fence

  • Lim, Sang Jin;Kwon, Ji Hyun;Namgung, Hun;Park, Joong Yeol;Kim, Eui Kyeong;Park, Yung Chul
    • Journal of Forest and Environmental Science
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    • v.38 no.2
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    • pp.128-132
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    • 2022
  • Wild boars (Sus scrofa) not only cause crop damage and human casualties, but also facilitate the spread of many infectious diseases in domestic animals and humans. To determine the efficiency of a fencing system in blocking the movement of wild boars, long-term monitoring was performed in a fenced area in Bukhansan National Park using camera traps. Upon monitoring for a period of 46 months, there was a 72.6% reduction in the number of wild boar appearances in the fence-enclosed area, compared to that in the unenclosed area. For 20 months after the fence installation, the blocking effect of the fence was effective enough to reduce the appearance of wild boars by 92.6% in the fence-enclosed area, compared to that in the unenclosed area. The blocking effect of the fence remained effective for 20 months after its installation, after which its effectiveness decreased. Maintaining a fence for a long time is likely to lead to habitat fragmentation. It can also block the movement of other wild animals, including the endangered species - the long-tailed goral. This study suggests a 20-month retention period for the fences installed to inhibit the movement of wild boars in wide forests such as Gangwon-do in South Korea. To identify how long the blocking effect of the fences lasts, further studies are needed focusing on the length and height of the fence, and the conditions of the ground surface.

Methods of in situ PCR to Retain the Amplification Products Inside the Cells (원위치 중합효소 연쇄반응에서 증폭산물의 세포내 보존을 위한 방법들)

  • 이재영
    • Korean Journal of Microbiology
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    • v.37 no.4
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    • pp.294-298
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    • 2001
  • Highly effective polymerase chain reaction (PCR) often brings about false positivity caused by contamination of the sample with target nucleic acids. To solve this problem, in situ PCR (ISPCR) has been developed and applied onto various tissue sections and suspension cultures. With combination of PCR and in situ hybridization, this method amplifies the nucleic acid targets in situ and detect the amplified products inside the cells over the background of various cell types. In order to amplify the nucleic acid targets inside the cells, permeabilisation of a sample is required for the entry of amplification reactants into a cell. Treatments of a sample for the purpose allow not only the entry of reactants into the cell but also the exit of amplification products out of the cell. As a means to reduce the leakage of the amplification products, two methods were applied to suspension cultures of HIV-infected Molt/LAV and U 1.1 cells, in which modified, tailed primers produced long linear amplificants whereas biotinylated dUTP instead of dTTP did bulky products.

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The Investigation of the Relationship between Eye Blink and Visual Attention with Video Clip (영화클립을 이용한 눈깜빡임과 시각적 주의력과의 상관성 연구)

  • Kim, Sung Kyung;Kang, Min;Kang, Geon Ju;Park, Sujie;Shin, Young Seok;Jang, Dong Pyo
    • Journal of Biomedical Engineering Research
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    • v.35 no.4
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    • pp.99-104
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    • 2014
  • Generally, human eye blinks are closely associated with the cognitive state or visual attention such as attentional requirements on visual stimuli. These previous studies have reported that eye blinks are related to explicit visual attention using blink rate, pattern and blink timing across subjects. However, these results have been obtained in a well-controlled experimental settings. So, it would prove difficult to investigate human's natural response in a continuous and realistic situation. In our study, we measured the eye blink intervals while participants viewed a movie clip. And we analyzed the blink interval data for relationship between visual attention and eye blink intervals. 24 participants took part in two experimental sessions, first session to measure the IEBI while viewing the movie clip and second session to conduct a memory performance test using a self-questionnaire, which were spaced 3 weeks apart. The results indicate significantly higher memory performance at long IEBI period than short IEBI period while watching a movie clip(t = 3.257, df = 17, p < 0.005, 2-tailed). In addition, memory performance score significantly correlated with the IEBI value(spearman's rho = 0.40, N = 36, p < 0.01, 2-tailed). Our results suggest that IEBI is used to measure or assess visual attention while wiewing the movie that it is capable of simulating aspects of real-life experiences by visual attention. Thus, we expect IEBI to be used to measure or assess our visual attention, cognition, further emotion about not only movies, advertisements and other cultural contents but also cognitive science.

Time Series Modelling of Air Quality in Korea: Long Range Dependence or Changes in Mean? (한국의 미세먼지 시계열 분석: 장기종속 시계열 혹은 비정상 평균변화모형?)

  • Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.987-998
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    • 2013
  • This paper considers the statistical characteristics on the air quality (PM10) of Korea collected hourly in 2011. PM10 in Korea exhibits very strong correlations even for higher lags, namely, long range dependence. It is power-law tailed in marginal distribution, and generalized Pareto distribution successfully captures the thicker tail than log-normal distribution. However, slowly decaying autocorrelations may confuse practitioners since a non-stationary model (such as changes in mean) can produce spurious long term correlations for finite samples. We conduct a statistical testing procedure to distinguish two models and argue that the high persistency can be explained by non-stationary changes in mean model rather than long range dependent time series models.

Vertical Distribution of Foraging Tits in Mixed Species Flocks in Urban Forests

  • Lee, Sang-Don
    • The Korean Journal of Ecology
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    • v.22 no.2
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    • pp.65-68
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    • 1999
  • In December-January of 1996-1997 and 1997-1998, information was gathered about vertical distribution of foraging sites of tits in 34 flocks in coniferous and deciduous forests. There was a significant effect of forest type on the distribution of foraging sites of each species. Habitat was classified into 5 height layers vertically: ground, bushes (usually<1.5 m, up to 3 m), tree layer 1 (up to 1/3 of tree height), tree layer 2 (1/3-2/3 tree height). and tree layer 3 (>2/3 tree height). There were differences among species: great tit (Parus major) foraged mostly on the ground, coal tit (P. ater) and long-tailed tit (Acrocephalus caudatus) - on the highest tree layer, marsh tit (P. palustris) was often seen on bushes, and varied tit (P. varius) - in tree layer 2. Smaller species used upper and outer parts of trees. suggesting that, like in most other similar studies. larger dominant species prevented smaller species from using inner parts of trees.

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Robust Nonparametric Regression Method using Rank Transformation

    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.574-574
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    • 2000
  • Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

Robust Nonparametric Regression Method using Rank Transformation

  • Park, Dongryeon
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.575-583
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    • 2000
  • Consider the problem of estimating regression function from a set of data which is contaminated by a long-tailed error distribution. The linear smoother is a kind of a local weighted average of response, so it is not robust against outliers. The kernel M-smoother and the lowess attain robustness against outliers by down-weighting outliers. However, the kernel M-smoother and the lowess requires the iteration for computing the robustness weights, and as Wang and Scott(1994) pointed out, the requirement of iteration is not a desirable property. In this article, we propose the robust nonparametic regression method which does not require the iteration. Robustness can be achieved not only by down-weighting outliers but also by transforming outliers. The rank transformation is a simple procedure where the data are replaced by their corresponding ranks. Iman and Conover(1979) showed the fact that the rank transformation is a robust and powerful procedure in the linear regression. In this paper, we show that we can also use the rank transformation to nonparametric regression to achieve the robustness.

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Hybrid Filter Design for a Nonlinear System with Glint Noise (글린트잡음을 갖는 비선형 시스템에 대한 하이브리드 필터 설계)

  • Kwak, Ki-Seok;Yoon, Tae-Sung;Park, Ji-Bae;Shin, Jong-Gun
    • Proceedings of the KIEE Conference
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    • 2001.11c
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    • pp.26-29
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    • 2001
  • In a target tracking problem the radar glint noise has non-Gaussian heavy-tailed distribution and will seriously affect the target tracking performance. In most nonlinear situations an Extended Robust Kalman Filter(ERKF) can yield acceptable performance as long as the noises are white Gaussian. However, an Extended Robust $H_{\infty}$ Filter (ERHF) can yield acceptable performance when the noises are Laplacian. In this paper, we use the Interacting Multiple Model(IMM) estimator for the problem of target tracking with glint noise. In the IMM method, two filters(ERKF and ERHF) are used in parallel to estimate the state. Computer simulations of a real target tracking shows that hybrid filter used the IMM algorithm has superior performance than a single type filter.

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IMAGE DENOISING BASED ON MIXTURE DISTRIBUTIONS IN WAVELET DOMAIN

  • Bae, Byoung-Suk;Lee, Jong-In;Kang, Moon-Gi
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2009.01a
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    • pp.246-249
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    • 2009
  • Due to the additive white Gaussian noise (AWGN), images are often corrupted. In recent days, Bayesian estimation techniques to recover noisy images in the wavelet domain have been studied. The probability density function (PDF) of an image in wavelet domain can be described using highly-sharp head and long-tailed shapes. If a priori probability density function having the above properties would be applied well adaptively, better results could be obtained. There were some frequently proposed PDFs such as Gaussian, Laplace distributions, and so on. These functions model the wavelet coefficients satisfactorily and have its own of characteristics. In this paper, mixture distributions of Gaussian and Laplace distribution are proposed, which attempt to corporate these distributions' merits. Such mixture model will be used to remove the noise in images by adopting Maximum a Posteriori (MAP) estimation method. With respect to visual quality, numerical performance and computational complexity, the proposed technique gained better results.

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