• 제목/요약/키워드: Robust Statistics

검색결과 397건 처리시간 0.02초

문자인식을 위한 로버스트 역전파 알고리즘 (A Robust Backpropagation Algorithm and It's Application)

  • 오광식;김상민;이동로
    • Journal of the Korean Data and Information Science Society
    • /
    • 제8권2호
    • /
    • pp.163-171
    • /
    • 1997
  • 공학 분야에서 신경망에 대한 관심은 신호처리, 로보틱스, 컨트롤, 문자인식, 패턴인식 그리고 컴퓨터 그래픽 분야등에서 연구되고 있으며, 이들은 함수근사응용과 밀접한 관련이있다. 통계학 분야에서는 패턴인식의 판별분석, 주성분분석, 회귀분석 그리고 군집분석을 위한 신경망등에 대한 연구가 활발히 이루어지고 있다. 문자인식을 위한 다층 신경망을 학습시키기 위해 역전파 알고리즘이 널리 사용되고 있으나 이 알고리즘은 긴 훈련기간, 극소점 문제, 이상치(outlier)에 민감하다는 단점을 지니고 있다. 이상치에 민감한 일반적인 역전파 알고리즘의 단점을 극복하기 위해 이상치에 민감하지 않은 로버스트 알고리즘의 필요성이 대두되었다. 본 논문에서는 통계물리에서 자주 사용하는 방법을 이용하여 제안한 로버스트 역전파 알고리즘을 문자인식에 적용하여 일반적인 역전파 알고리즘의 문자인식 성능과 비교하였다.

  • PDF

A STUDY ON PROCESS CAPABILITY INDICES FOR NON-NORMAL DATA

  • Kwon Seungsoo;Park Sung H.;Xu Jichao
    • 한국품질경영학회:학술대회논문집
    • /
    • 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
    • /
    • pp.159-173
    • /
    • 1998
  • Quality characteristics on the properties of process capability indices (PCIs) are often required to be normally distributed. But, if a characteristic is not normally distributed, serious errors can result from normal-based techniques. In this case, we may well consider the use of new PCIs specially designed to be robust for non-normality. In this paper, a newly proposed measure of process capability is introduced and compared with existing PCIs using the simulated non-normal data.

  • PDF

Nonparametric Estimation of Distribution Function using Bezier Curve

  • Bae, Whasoo;Kim, Ryeongah;Kim, Choongrak
    • Communications for Statistical Applications and Methods
    • /
    • 제21권1호
    • /
    • pp.105-114
    • /
    • 2014
  • In this paper we suggest an efficient method to estimate the distribution function using the Bezier curve, and compare it with existing methods by simulation studies. In addition, we suggest a robust version of cross-validation criterion to estimate the number of Bezier points, and showed that the proposed method is better than the existing methods based on simulation studies.

사용자 운동 상태 추정을 위한 가속도센서 신호처리 기술 (Accelerometer Signal Processing for User Activity Detection)

  • 백종훈;이기혁
    • 대한전자공학회:학술대회논문집
    • /
    • 대한전자공학회 2003년도 하계종합학술대회 논문집 Ⅲ
    • /
    • pp.1279-1282
    • /
    • 2003
  • Estimation of human motion states is important enabling technologies for realizing a pervasive computing environment. In this paper, an improved method fur estimating human motion state from accelerometer data is introduced. Our method fur estimating human motion state utilizes various statistics of accelerometer data, such as mean, standard variation, skewness, kurtosis, eccentricity, as features for classification, and therefore is expected to be more robust than other existing methods that rely on only a few simple statistics. A series of experiments fur testing the effectiveness of the proposed method has been performed, and its result is presented.

  • PDF

Some Results on the Log-linear Regression Diagnostics

  • Yang, Mi-Young;Choi, Ji-Min;Kim, Choong-Rak
    • Communications for Statistical Applications and Methods
    • /
    • 제14권2호
    • /
    • pp.401-411
    • /
    • 2007
  • In this paper we propose an influence measure for detecting potentially influential observations using the infinitesimal perturbation and the local influence in the log-linear regression model. Also, we propose a goodness-of-fit measure for variable selection. A real data set are used for illustration.

Joint Estimation of the Outliers Effect and the Model Parameters in ARMA Process

  • Lee, Kwang-Ho;Shin, Hye-Jung
    • Journal of the Korean Data and Information Science Society
    • /
    • 제6권2호
    • /
    • pp.41-50
    • /
    • 1995
  • In this paper, an iterative procedure, which detects the location of the outliers and the joint estimates of the outliers effects and the model parameters in the autoregressive moving average model with two types of outliers, is proposed. The performance of the procedure is compared with the one in Chen and Liu(1993) through the Monte Carlo simulation. The proposed procedure is very robust in the sense that applies the procedures to the stationary time series model with any types of outliers.

  • PDF

k-Sample Rank Procedures for Ordered Location-Scale Alternatives

  • Park, Hee-Moon
    • 품질경영학회지
    • /
    • 제22권2호
    • /
    • pp.166-176
    • /
    • 1994
  • Some rank score tests are proposed for testing the equality of all sampling distribution functions against ordered location-scale alternatives in k-sample problem. Under the null hypothesis and a contiguous sequence of ordered location-scale alternatives, the asymptotic properties of the proposed test statistics are investigated. Also, the asymptotic local powers are compared with each others. The results show that the proposed tests based on the Hettmansperger-Norton type statistic are more powerful than others for the general ordered location-scale alternatives. However, the Shiraishi's tests based on the sum of two Bartholomew's rank analogue statistics are robust.

  • PDF

ROBUST ESTIMATION USING QUASI-SCORE ESTIMATING FUNCTIONS FOR NONLINEAR TIME SERIES MODELS

  • Cha, Kyung-Yup;Kim, Sah-Myeong;Lee, Sung-Duck
    • Journal of the Korean Statistical Society
    • /
    • 제32권4호
    • /
    • pp.385-399
    • /
    • 2003
  • We first introduce the quasi-score estimating function and applied the quasi-score estimating function to nonlinear time series models. We proposed the M quasi-score estimating functions bounded functions for the quasi-score estimating functions. Also, we investigated the asymptotic properties of quasi-likelihood estimators and M quasi-likelihood estimators. Simulation results show that the M quasi-likelihood estimators work better than the least squares estimators under the heavy-tailed distributions

Robust Bayesian Models for Meta-Analysis

  • Kim, Dal-Ho;Park, Gea-Joo
    • Journal of the Korean Data and Information Science Society
    • /
    • 제11권2호
    • /
    • pp.313-318
    • /
    • 2000
  • This article addresses aspects of combining information, with special attention to meta-analysis. In specific, we consider hierarchical Bayesian models for meta-analysis under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. Numerical methods of finding Bayes estimators under these heavy tailed prior are given, and are illustrated with an actual example.

  • PDF

More on directional regression

  • Kim, Kyongwon;Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
    • /
    • 제28권5호
    • /
    • pp.553-562
    • /
    • 2021
  • Directional regression (DR; Li and Wang, 2007) is well-known as an exhaustive sufficient dimension reduction method, and performs well in complex regression models to have linear and nonlinear trends. However, the extension of DR is not well-done upto date, so we will extend DR to accommodate multivariate regression and large p-small n regression. We propose three versions of DR for multivariate regression and discuss how DR is applicable for the latter regression case. Numerical studies confirm that DR is robust to the number of clusters and the choice of hierarchical-clustering or pooled DR.