• 제목/요약/키워드: Non-Gaussian data

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비 정규 분포 잡음 채널에서 높은 신호 대 잡음비를 갖는 무선 센서 네트워크의 정보 융합 (Fusion of Decisions in Wireless Sensor Networks under Non-Gaussian Noise Channels at Large SNR)

  • 박진태;김기성;김기선
    • 한국군사과학기술학회지
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    • 제12권5호
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    • pp.577-584
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    • 2009
  • Fusion of decisions in wireless sensor networks having flexibility on energy efficiency is studied in this paper. Two representative distributions, the generalized Gaussian and $\alpha$-stable probability density functions, are used to model non-Gaussian noise channels. By incorporating noise channels into the parallel fusion model, the optimal fusion rules are represented and suboptimal fusion rules are derived by using a large signal-to-noise ratio(SNR) approximation. For both distributions, the obtained suboptimal fusion rules are same and have equivalent form to the Chair-Varshney fusion rule(CVR). Thus, the CVR does not depend on the behavior of noise distributions that belong to the generalized Gaussian and $\alpha$-stable probability density functions. The simulation results show the suboptimality of the CVR at large SNRs.

Computation and Smoothing Parameter Selection In Penalized Likelihood Regression

  • Kim Young-Ju
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.743-758
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    • 2005
  • This paper consider penalized likelihood regression with data from exponential family. The fast computation method applied to Gaussian data(Kim and Gu, 2004) is extended to non Gaussian data through asymptotically efficient low dimensional approximations and corresponding algorithm is proposed. Also smoothing parameter selection is explored for various exponential families, which extends the existing cross validation method of Xiang and Wahba evaluated only with Bernoulli data.

Gaussian models for bond strength evaluation of ribbed steel bars in concrete

  • Prabhat R., Prem;Branko, Savija
    • Structural Engineering and Mechanics
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    • 제84권5호
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    • pp.651-664
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    • 2022
  • A precise prediction of the ultimate bond strength between rebar and surrounding concrete plays a major role in structural design, as it effects the load-carrying capacity and serviceability of a member significantly. In the present study, Gaussian models are employed for modelling bond strength of ribbed steel bars embedded in concrete. Gaussian models offer a non-parametric method based on Bayesian framework which is powerful, versatile, robust and accurate. Five different Gaussian models are explored in this paper-Gaussian Process (GP), Variational Heteroscedastic Gaussian Process (VHGP), Warped Gaussian Process (WGP), Sparse Spectrum Gaussian Process (SSGP), and Twin Gaussian Process (TGP). The effectiveness of the models is also evaluated in comparison to the numerous design formulae provided by the codes. The predictions from the Gaussian models are found to be closer to the experiments than those predicted using the design equations provided in various codes. The sensitivity of the models to various parameters, input feature space and sampling is also presented. It is found that GP, VHGP and SSGP are effective in prediction of the bond strength. For large data set, GP, VHGP, WGP and TGP can be computationally expensive. In such cases, SSGP can be utilized.

Target segmentation in non-homogeneous infrared images using a PCA plane and an adaptive Gaussian kernel

  • Kim, Yong Min;Park, Ki Tae;Moon, Young Shik
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제9권6호
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    • pp.2302-2316
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    • 2015
  • We propose an efficient method of extracting targets within a region of interest in non-homogeneous infrared images by using a principal component analysis (PCA) plane and adaptive Gaussian kernel. Existing approaches for extracting targets have been limited to using only the intensity values of the pixels in a target region. However, it is difficult to extract the target regions effectively because the intensity values of the target region are mixed with the background intensity values. To overcome this problem, we propose a novel PCA based approach consisting of three steps. In the first step, we apply a PCA technique minimizing the total least-square errors of an IR image. In the second step, we generate a binary image that consists of pixels with higher values than the plane, and then calculate the second derivative of the sum of the square errors (SDSSE). In the final step, an iteration is performed until the convergence criteria is met, including the SDSSE, angle and labeling value. Therefore, a Gaussian kernel is weighted in addition to the PCA plane with the non-removed data from the previous step. Experimental results show that the proposed method achieves better segmentation performance than the existing method.

Observed Data Oriented Bispectral Estimation of Stationary Non-Gaussian Random Signals - Automatic Determination of Smoothing Bandwidth of Bispectral Windows

  • Sasaki, K.;Shirakata, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.502-507
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    • 2003
  • Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

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잡음 민감성이 향상된 주성분 분석 기법의 비선형 변형 (A Non-linear Variant of Improved Robust Fuzzy PCA)

  • 허경용;서진석;이임건
    • 한국컴퓨터정보학회논문지
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    • 제16권4호
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    • pp.15-22
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    • 2011
  • 주성분 분석(PCA)은 데이터의 차원을 줄이면서 최대의 데이터 변이를 보존하는 기법으로 차원 축소나 특징 추출을 위해 널리 사용되고 있다. 하지만 PCA는 잡음에 민감하며 가우스 분포에 대하여만 유효하다는 단점이 있다. 잡음 민감성의 개선을 위해 다양한 방법이 제시되었고 그 중 퍼지 소속도를 이용한 반복적 최적화 기법인 RF-PCA2가 다른 방법에 비해 우수한 성능을 보였다. 하지만 RF-PCA2는 가우스 분포에만 사용할 수 있는 선형 알고리듬이라는 한계가 있다. 이 논문에서는 RF-PCA2와 커널 주성분 분석(kernel PCA, K-PCA)을 결합하여 가우스 분포 이외의 분포들도 다룰 수 있는 비선형 알고리듬인 improved robust kernel fuzzy PCA (RKF-PCA2)를 제안한다. RKF-PCA2는 RF-PCA2 알고리듬의 잡음 강건성과K-PCA의비선형성을 통해 기존알고리듬에 비해 잡음민감성이 적으며 가우스분포 한계를 효과적으로 극복할 수 있다. 이러한 사실은 실험 결과를 통해 확인할 수 있다.

An Anomaly Detection Framework Based on ICA and Bayesian Classification for IaaS Platforms

  • Wang, GuiPing;Yang, JianXi;Li, Ren
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권8호
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    • pp.3865-3883
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    • 2016
  • Infrastructure as a Service (IaaS) encapsulates computer hardware into a large amount of virtual and manageable instances mainly in the form of virtual machine (VM), and provides rental service for users. Currently, VM anomaly incidents occasionally occur, which leads to performance issues and even downtime. This paper aims at detecting anomalous VMs based on performance metrics data of VMs. Due to the dynamic nature and increasing scale of IaaS, detecting anomalous VMs from voluminous correlated and non-Gaussian monitored performance data is a challenging task. This paper designs an anomaly detection framework to solve this challenge. First, it collects 53 performance metrics to reflect the running state of each VM. The collected performance metrics are testified not to follow the Gaussian distribution. Then, it employs independent components analysis (ICA) instead of principal component analysis (PCA) to extract independent components from collected non-Gaussian performance metric data. For anomaly detection, it employs multi-class Bayesian classification to determine the current state of each VM. To evaluate the performance of the designed detection framework, four types of anomalies are separately or jointly injected into randomly selected VMs in a campus-wide testbed. The experimental results show that ICA-based detection mechanism outperforms PCA-based and LDA-based detection mechanisms in terms of sensitivity and specificity.

센서 시스템의 매개변수 교정을 위한 데이터 기반 일괄 처리 방법 (Data-Driven Batch Processing for Parameter Calibration of a Sensor System)

  • 이규만
    • 센서학회지
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    • 제32권6호
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    • pp.475-480
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    • 2023
  • When modeling a sensor system mathematically, we assume that the sensor noise is Gaussian and white to simplify the model. If this assumption fails, the performance of the sensor model-based controller or estimator degrades due to incorrect modeling. In practice, non-Gaussian or non-white noise sources often arise in many digital sensor systems. Additionally, the noise parameters of the sensor model are not known in advance without additional noise statistical information. Moreover, disturbances or high nonlinearities often cause unknown sensor modeling errors. To estimate the uncertain noise and model parameters of a sensor system, this paper proposes an iterative batch calibration method using data-driven machine learning. Our simulation results validate the calibration performance of the proposed approach.

비 가우시안 잡음이 존재하는 무선 센서 네트워크에서 Robust Statistics를 활용하는 수신신호세기기반의 위치 추정 기법 (A RSS-Based Localization Method Utilizing Robust Statistics for Wireless Sensor Networks under Non-Gaussian Noise)

  • 안태준;구인수
    • 한국인터넷방송통신학회논문지
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    • 제11권3호
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    • pp.23-30
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    • 2011
  • 무선 센서 네트워크에서, 각 센서 노드들로부터 수집된 정보를 효율적으로 활용하기 위해 센서 노드의 정확한 위치 정보는 필수적이다. 센서 노드의 위치를 추정하는 다양한 기법들 중, 일반적으로 많이 사용되는 수신신호세기(RSS)기법은 추가적인 하드웨어 자원 없이 쉽게 구현될 수 있으나 채널 환경에 따라 다양한 표본 데이터들이 수집 될 수 있고, 특히 이상점(outlier)이 포함 될 수 있다. 이러한 이상점들은, 수집된 표본들로부터 통계적 분석(statistical analysis)에 상당한 요인을 미치며 위치 추정 오차를 발생시키는 주요한 원인이 된다. 따라서 본 논문에서는, 이상점이 포함 된 표본들로부터 정확한 위치 추정을 위해 Robust Statistics를 적용한 가우시안 필터 알고리즘을 제안한다. 제안한 알고리즘은 이상점이 포함된 표본들로부터 이상점을 제거하고, 낮은 확률값의 표본들을 배제함으로써 위치 추정의 정확도를 향상시킨다. 시뮬레이션 결과로부터, 이상점이 포함 된 표본들로부터 비 가우시안적 환경에서 제안된 방법의 위치 추정의 정확성 향상과 강인성을 확인하였다.

Model selection algorithm in Gaussian process regression for computer experiments

  • Lee, Youngsaeng;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • 제24권4호
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    • pp.383-396
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    • 2017
  • The model in our approach assumes that computer responses are a realization of a Gaussian processes superimposed on a regression model called a Gaussian process regression model (GPRM). Selecting a subset of variables or building a good reduced model in classical regression is an important process to identify variables influential to responses and for further analysis such as prediction or classification. One reason to select some variables in the prediction aspect is to prevent the over-fitting or under-fitting to data. The same reasoning and approach can be applicable to GPRM. However, only a few works on the variable selection in GPRM were done. In this paper, we propose a new algorithm to build a good prediction model among some GPRMs. It is a post-work of the algorithm that includes the Welch method suggested by previous researchers. The proposed algorithms select some non-zero regression coefficients (${\beta}^{\prime}s$) using forward and backward methods along with the Lasso guided approach. During this process, the fixed were covariance parameters (${\theta}^{\prime}s$) that were pre-selected by the Welch algorithm. We illustrated the superiority of our proposed models over the Welch method and non-selection models using four test functions and one real data example. Future extensions are also discussed.