• 제목/요약/키워드: Probability density estimation

검색결과 221건 처리시간 0.031초

신경회로망과 벡터양자화에 의한 사후확률과 확률 밀도함수 추정 및 검증 (Verification and estimation of a posterior probability and probability density function using vector quantization and neural network)

  • 고희석;김현덕;이광석
    • 대한전기학회논문지
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    • 제45권2호
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    • pp.325-328
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    • 1996
  • In this paper, we proposed an estimation method of a posterior probability and PDF(Probability density function) using a feed forward neural network and code books of VQ(vector quantization). In this study, We estimates a posterior probability and probability density function, which compose a new parameter with well-known Mel cepstrum and verificate the performance for the five vowels taking from syllables by NN(neural network) and PNN(probabilistic neural network). In case of new parameter, showed the best result by probabilistic neural network and recognition rates are average 83.02%.

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Monte Carlo Estimation of Multivariate Normal Probabilities

  • Oh, Man-Suk;Kim, Seung-Whan
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.443-455
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    • 1999
  • A simulation-based approach to estimating the probability of an arbitrary region under a multivariate normal distribution is developed. In specific, the probability is expressed as the ratio of the unrestricted and the restricted multivariate normal density functions, where the restriction is given by the region whose probability is of interest. The density function of the restricted distribution is then estimated by using a sample generated from the Gibbs sampling algorithm.

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Identification of the associations between genes and quantitative traits using entropy-based kernel density estimation

  • Yee, Jaeyong;Park, Taesung;Park, Mira
    • Genomics & Informatics
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    • 제20권2호
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    • pp.17.1-17.11
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    • 2022
  • Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

Non-parametric Density Estimation with Application to Face Tracking on Mobile Robot

  • Feng, Xiongfeng;Kubik, K.Bogunia
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.49.1-49
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    • 2001
  • The skin color model is a very important concept in face detection, face recognition and face tracking. Usually, this model is obtained by estimating a probability density function of skin color distribution. In many cases, it is assumed that the underlying density function follows a Gaussian distribution. In this paper, a new method for non-parametric estimation of the probability density function, by using feed-forward neural network, is used to estimate the underlying skin color model. By using this method, the resulting skin color model is better than the Gaussian estimation and substantially approaches the real distribution. Applications to face detection and face ...

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온라인 확률분포 추정기법을 이용한 확률모델 기반 유도전동기의 고장진단 시스템 (Stochastic Model based Fault Diagnosis System of Induction Motors using Online Probability Density Estimation)

  • 조현철;김광수;이권순
    • 전기학회논문지
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    • 제57권10호
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    • pp.1847-1853
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    • 2008
  • This paper presents stochastic methodology based fault detection algorithm for induction motor systems. We measure current of healthy induction motors by means of hall sensor systems and then establish its probability distribution. We propose online probability density estimation which is effective in real-time implementation due to its simplicity and low computational burden. In addition, we accomplish theoretical analysis to demonstrate convergence property of the proposed estimation by using statistical convergence and system stability theory. We apply our fault diagnosis approach to three-phase induction motors and achieve real-time experiment for evaluating its reliability and practicability in industrial fields.

Estimation of Non-Gaussian Probability Density by Dynamic Bayesian Networks

  • Cho, Hyun-C.;Fadali, Sami M.;Lee, Kwon-S.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2005년도 ICCAS
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    • pp.408-413
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    • 2005
  • A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

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모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘 (Real-Time Motion Estimation Algorithm for Mobile Surveillance Robot)

  • 한철훈;심귀보
    • 한국지능시스템학회논문지
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    • 제19권3호
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    • pp.311-316
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    • 2009
  • 본 논문에서는 파티클 필터(Particle Filter)를 사용한 모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘을 제안한다. 파티클 필터는 몬테카를로(Monte Carlo) 샘플링 방법을 기반으로 사전분포확률(Prior distribution probability)와 사후분포확률(Posterior distribution probability)을 가지는 베이지안 조건 확률 모델(Bayesian conditional probabilities model)을 사용하는 방법이다. 그러나 대부분의 파티클 필터에서는 초기 확률밀도(Prior probability density)를 임의로 정의하여 사용하지만, 본 논문에서는 Sum of Absolute Difference (SAD)를 이용하여 초기 확률밀도를 구하고, 이를 파티클 필터에 적용하여 모바일 감시 로봇 환경에서 임의로 움직이는 물체를 강인하게 실시간으로 추정하고 추적하는 시스템을 구현하였다.

A Note on Nonparametric Density Estimation for the Deconvolution Problem

  • Lee, Sung-Ho
    • Communications for Statistical Applications and Methods
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    • 제15권6호
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    • pp.939-946
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    • 2008
  • In this paper the support vector method is presented for the probability density function estimation when the sample observations are contaminated with random noise. The performance of the procedure is compared to kernel density estimates by the simulation study.

Online Probability Density Estimation of Nonstationary Random Signal using Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • 제6권1호
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    • pp.109-118
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    • 2008
  • We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.

확률밀도합수의 축차모수추정방식에 관한 연구 (A Study on the Recursive Parameter Estimation Density Function Algorithm of the Probability)

  • 한영렬;박진수
    • 한국통신학회논문지
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    • 제9권4호
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    • pp.163-169
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    • 1984
  • 本論文에서는 平均値가 確率密度函數의 퍼래미터의 函數일 때 確率1과 mean square로 수렴하는 새로운 母數推定알고리즘을 提案한다. 提案된 逐次알고리즘음 推定하려는 퍼래미터가 다수의 퍼래미터일 경우라도 적용시킬 수 있으며 컴퓨터 시뮬레이션에 의해 결과의 타당성을 입증하였다.

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