• Title/Summary/Keyword: Maximum likelihood method

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Box Feature Estimation from LiDAR Point Cluster using Maximum Likelihood Method (최대우도법을 이용한 라이다 포인트군집의 박스특징 추정)

  • Kim, Jongho;Yi, Kyongsu
    • Journal of Auto-vehicle Safety Association
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    • v.13 no.4
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    • pp.123-128
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    • 2021
  • This paper present box feature estimation from LiDAR point cluster using maximum likelihood Method. Previous LiDAR tracking method for autonomous driving shows high accuracy about velocity and heading of point cluster. However, Assuming the average position of a point cluster as the vehicle position has a lower accuracy than ground truth. Therefore, the box feature estimation algorithm to improve position accuracy of autonomous driving perception consists of two procedures. Firstly, proposed algorithm calculates vehicle candidate position based on relative position of point cluster. Secondly, to reflect the features of the point cluster in estimation, the likelihood of the particle scattered around the candidate position is used. The proposed estimation method has been implemented in robot operating system (ROS) environment, and investigated via simulation and actual vehicle test. The test result show that proposed cluster position estimation enhances perception and path planning performance in autonomous driving.

Likelihood ratio in estimating gamma distribution parameters

  • Rahman, Mezbahur;Muraduzzaman, S. M.
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.345-354
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    • 2010
  • The Gamma Distribution is widely used in Engineering and Industrial applications. Estimation of parameters is revisited in the two-parameter Gamma distribution. The parameters are estimated by minimizing the likelihood ratios. A comparative study between the method of moments, the maximum likelihood method, the method of product spacings, and minimization of three different likelihood ratios is performed using simulation. For the scale parameter, the maximum likelihood estimate performs better and for the shape parameter, the product spacings estimate performs better. Among the three likelihood ratio statistics considered, the Anderson-Darling statistic has inferior performance compared to the Cramer-von-Misses statistic and the Kolmogorov-Smirnov statistic.

Simplified Maximum Likelihood Estimation of the Frequencies of Multiple Sinusoids (간략화된 최우도 방법을 사용한 다중 정현파의 주파수 추정)

  • Ahn, Tae-Chon;Oh, Sung-Kwun
    • The Journal of the Acoustical Society of Korea
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    • v.13 no.4
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    • pp.20-31
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    • 1994
  • The maximum likelihood(ML) estimation has excellent accuracy for frequency estimation of multiple sinusoids, but the maximum likelihood function requires much loss owing to the high nonlinearity. This paper presents a simplified maximum likelihood estimation, in order to improve the nonlinearity of the maximum likelihood estimation for frequencies of sinusoids in signals. This method is applied to the frequency estimation of sinusoidal signals corrupted by white or colored measurement noise. Monte-carlo simulations are conducted for the comparison of ML method with the best MFBLP method, in terms of sampled mean, root mean square and relative bias. The power spectral density and the position of frequency in unit circle are appeared in figures.

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Vector Quantization based Speech Recognition Performance Improvement using Maximum Log Likelihood in Gaussian Distribution (가우시안 분포에서 Maximum Log Likelihood를 이용한 벡터 양자화 기반 음성 인식 성능 향상)

  • Chung, Kyungyong;Oh, SangYeob
    • Journal of Digital Convergence
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    • v.16 no.11
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    • pp.335-340
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    • 2018
  • Commercialized speech recognition systems that have an accuracy recognition rates are used a learning model from a type of speaker dependent isolated data. However, it has a problem that shows a decrease in the speech recognition performance according to the quantity of data in noise environments. In this paper, we proposed the vector quantization based speech recognition performance improvement using maximum log likelihood in Gaussian distribution. The proposed method is the best learning model configuration method for increasing the accuracy of speech recognition for similar speech using the vector quantization and Maximum Log Likelihood with speech characteristic extraction method. It is used a method of extracting a speech feature based on the hidden markov model. It can improve the accuracy of inaccurate speech model for speech models been produced at the existing system with the use of the proposed system may constitute a robust model for speech recognition. The proposed method shows the improved recognition accuracy in a speech recognition system.

On the Maximum Probable Earthquakes in the Korean Peninsula (한반도에서 발생 가능한 최대지진에 대하여)

  • 김성균
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2000.04a
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    • pp.21-27
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    • 2000
  • For earthquake hazard estimation the data containing large historical events and recent complete observations with various uncertainty should be used together. The traditional maximum likelihood method is not adequate for this kind work. The maximum probable earthquakes in the Korean Peninsula are estimated by the method of an extended maximum likelihood estimation. The method can handle data with various uncertainty. The maximum probable earthquake in the Korean Peninsula is appeared to be 7.14$\pm$0.34 in magnitude.

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Review of Parameter Estimation Procedure of Freund Bivariate Exponential Distribution (Freund 이변량 지수분포의 매개변수 추정과정 검토)

  • Park, Cheol-Soon;Yoo, Chul-Sang
    • Journal of Korea Water Resources Association
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    • v.45 no.2
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    • pp.191-201
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    • 2012
  • This study reviewed the parameter estimation procedure of the Freund bivariate exponential distribution for the decision of the annual maximum rainfall event. The method of moments was reviewed first, whose results were compared with those from the method of maximum likelihood. Both methods were applied to the hourly rainfall data of the Seoul rain gauge station measured from 1961 to 2010 to select the annual maximum rainfall events, which were also compared each other. The results derived are as follows. First, when applying the method of moments for the parameter estimation, it was found necessary to consider the correlation coefficient between the two variables as well as the mean and variance. Second, the method of maximum likelihood was better to reproduce the mean, but the method of moments was better to reproduce the annual variation of the variance. Third, The annual maximum rainfall events derived were very similar in both cases. Among differently selected annual maximum rainfall events, those with the higher rainfall amount were selected by the method of maximum likelihood, but those with the higher rainfall intensity by the method of moments.

EXTENSION OF FACTORING LIKELIHOOD APPROACH TO NON-MONOTONE MISSING DATA

  • Kim, Jae-Kwang
    • Journal of the Korean Statistical Society
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    • v.33 no.4
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    • pp.401-410
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    • 2004
  • We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

CONSISTENCY AND ASYMPTOTIC NORMALITY OF A MODIFIED LIKELIHOOD APPROACH CONTINUAL REASSESSMENT METHOD

  • Kang, Seung-Ho
    • Journal of the Korean Statistical Society
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    • v.32 no.1
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    • pp.33-46
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    • 2003
  • The continual reassessment method (CRM) provides a Bayesian estimation of the maximum tolerated dose (MTD) in phase I clinical trials. The CRM has been proposed as an alternative design of the standard design. The CRM has been modified to improve practical feasibility and, recently, the likelihood approach CRM has been proposed. In this paper we investigate the consistency and asymptotic normality of the modified likelihood approach CRM in which the maximum likelihood estimate is used instead of the posterior mean. Small-sample properties of the consistency is examined using complete enumeration. Both the asymptotic results and their small-sample properties show that the modified CRML outperforms the standard design.

Likelihood ratio in estimating Chi-square parameter

  • Rahman, Mezbahur
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.587-592
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    • 2009
  • The most frequent use of the chi-square distribution is in the area of goodness-of-t of a distribution. The likelihood ratio test is a commonly used test statistic as the maximum likelihood estimate in statistical inferences. The recently revised versions of the likelihood ratio test statistics are used in estimating the parameter in the chi-square distribution. The estimates are compared with the commonly used method of moments and the maximum likelihood estimate.

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Likelihood Ratio Criterion for Testing Sphericity from a Multivariate Normal Sample with 2-step Monotone Missing Data Pattern

  • Choi, Byung-Jin
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.473-481
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    • 2005
  • The testing problem for sphericity structure of the covariance matrix in a multivariate normal distribution is introduced when there is a sample with 2-step monotone missing data pattern. The maximum likelihood method is described to estimate the parameters on the basis of the sample. Using these estimates, the likelihood ratio criterion for testing sphericity is derived.