• Title/Summary/Keyword: Squared error loss

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Simultaneous Estimation of Several Poisson Means under a Linex Loss Function (Linex 손실함수하(損失函數下)에서의 여러 포아손 평균(平均)들의 동시추정(同時推定))

  • Lee, In-Suk;Jeong, Won-Tae;Jeong, Hye-Jeong
    • Journal of the Korean Data and Information Science Society
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    • v.4
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    • pp.87-95
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    • 1993
  • We find a class of admissible Bayes estimator for the mean vector ${\theta}=({\theta}_{1},{\theta}_{2},...,{\theta}_{p}$ of Poisson distribution under a LINEX loss function. The Monte Carlo Simulation is performed to compare the emprical Bayes estimater under the LINEX loss function and weighted squared error loss respectively.

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ESTIMATION OF SCALE PARAMETER AND P(Y < X) FROM RAYLEIGH DISTRIBUTION

  • Kim, Chan-Soo;Chung, Youn-Shik
    • Journal of the Korean Statistical Society
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    • v.32 no.3
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    • pp.289-298
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    • 2003
  • We consider the estimation problem for the scale parameter of the Rayleigh distribution using weighted balanced loss function (WBLF) which reflects both goodness of fit and precision. Under WBLF, we obtain the optimal estimator which creates a kind of balance between Bayesian and non-Bayesian estimation. We also deal with the estimation of R = P(Y < X) when Y and X are two independent but not identically distributed Rayleigh distribution under squared error loss function.

Improving the Water Level Prediction of Multi-Layer Perceptron with a Modified Error Function

  • Oh, Sang-Hoon
    • International Journal of Contents
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    • v.13 no.4
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    • pp.23-28
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    • 2017
  • Of the total economic loss caused by disasters, 40% are due to floods and floods have a severe impact on human health and life. So, it is important to monitor the water level of a river and to issue a flood warning during unfavorable circumstances. In this paper, we propose a modified error function to improve a hydrological modeling using a multi-layer perceptron (MLP) neural network. When MLP's are trained to minimize the conventional mean-squared error function, the prediction performance is poor because MLP's are highly tunned to training data. Our goal is achieved by preventing overspecialization to training data, which is the main reason for performance degradation for rare or test data. Based on the modified error function, an MLP is trained to predict the water level with rainfall data at upper reaches. Through simulations to predict the water level of Nakdong River near a UNESCO World Heritage Site "Hahoe Village," we verified that the prediction performance of MLP with the modified error function is superior to that with the conventional mean-squared error function, especially maximum error of 40.85cm vs. 55.51cm.

Comparative studies for Bayes Reliability Estimators of Standby System with Imperfect Switch

  • Lee, Changsoo;Chang, Chuseock
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.525-531
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    • 2000
  • Bayes estimators for reliability of a two-unit hot standby system with the imperfect switch based upon a complete sample of failure times observed from exponential distributions under squared error loss and some priors for failure rates are proposed, and mean squared errors of proposed several Bayes estimators for the system reliability are compared unmerically each other through the Monte Carlo simulation.

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Bayes estimation of entropy of exponential distribution based on multiply Type II censored competing risks data

  • Lee, Kyeongjun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1573-1582
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    • 2015
  • In lifetime data analysis, it is generally known that the lifetimes of test items may not be recorded exactly. There are also situations wherein the withdrawal of items prior to failure is prearranged in order to decrease the time or cost associated with experience. Moreover, it is generally known that more than one cause or risk factor may be present at the same time. Therefore, analysis of censored competing risks data are needed. In this article, we derive the Bayes estimators for the entropy function under the exponential distribution with an unknown scale parameter based on multiply Type II censored competing risks data. The Bayes estimators of entropy function for the exponential distribution with multiply Type II censored competing risks data under the squared error loss function (SELF), precautionary loss function (PLF) and DeGroot loss function (DLF) are provided. Lindley's approximate method is used to compute these estimators.We compare the proposed Bayes estimators in the sense of the mean squared error (MSE) for various multiply Type II censored competing risks data. Finally, a real data set has been analyzed for illustrative purposes.

Performance comparison evaluation of speech enhancement using various loss functions (다양한 손실 함수를 이용한 음성 향상 성능 비교 평가)

  • Hwang, Seo-Rim;Byun, Joon;Park, Young-Cheol
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.2
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    • pp.176-182
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    • 2021
  • This paper evaluates and compares the performance of the Deep Nerual Network (DNN)-based speech enhancement models according to various loss functions. We used a complex network that can consider the phase information of speech as a baseline model. As the loss function, we consider two types of basic loss functions; the Mean Squared Error (MSE) and the Scale-Invariant Source-to-Noise Ratio (SI-SNR), and two types of perceptual-based loss functions, including the Perceptual Metric for Speech Quality Evaluation (PMSQE) and the Log Mel Spectra (LMS). The performance comparison was performed through objective evaluation and listening tests with outputs obtained using various combinations of the loss functions. Test results show that when a perceptual-based loss function was combined with MSE or SI-SNR, the overall performance is improved, and the perceptual-based loss functions, even exhibiting lower objective scores showed better performance in the listening test.

ON THE ADMISSIBILITY OF HIERARCHICAL BAYES ESTIMATORS

  • Kim Byung-Hwee;Chang In-Hong
    • Journal of the Korean Statistical Society
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    • v.35 no.3
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    • pp.317-329
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    • 2006
  • In the problem of estimating the error variance in the balanced fixed- effects one-way analysis of variance (ANOVA) model, Ghosh (1994) proposed hierarchical Bayes estimators and raised a conjecture for which all of his hierarchical Bayes estimators are admissible. In this paper we prove this conjecture is true by representing one-way ANOVA model to the distributional form of a multiparameter exponential family.

A Comparative Study for Several Bayesian Estimators Under Balanced Loss Function

  • Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.291-300
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    • 2006
  • In this research, the performance of widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained empirical Bayes estimator are compared by means of a measurement under balanced loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

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On Estimating Burr Type XII Parameter Based on General Type II Progressive Censoring

  • Kim Chan-Soo
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.89-99
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    • 2006
  • This article deals with the problem of estimating parameters of Burr Type XII distribution, on the basis of a general progressive Type II censored sample using Bayesian viewpoints. The maximum likelihood estimator does not admit closed form but explicit sharp lower and upper bounds are provided. Assuming squared error loss and linex loss functions, Bayes estimators of the parameter k, the reliability function, and the failure rate function are obtained in closed form. Finally, a simulation study is also included.

BAYESIAN AND CLASSICAL INFERENCE FOR TOPP-LEONE INVERSE WEIBULL DISTRIBUTION BASED ON TYPE-II CENSORED DATA

  • ZAHRA SHOKOOH GHAZANI
    • Journal of applied mathematics & informatics
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    • v.42 no.4
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    • pp.819-829
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    • 2024
  • This paper delves into an examination of both non-Bayesian and Bayesian estimation techniques for determining the Topp-leone inverse Weibull distribution parameters based on progressive Type-II censoring. The first approach employs expectation maximization (EM) algorithms to derive maximum likelihood estimates for these variables. Subsequently, Bayesian estimators are obtained by utilizing symmetric and asymmetric loss functions such as Squared error and Linex loss functions. The Markov chain Monte Carlo method is invoked to obtain these Bayesian estimates, solidifying their reliability in this framework.