• Title/Summary/Keyword: Stein's method

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A Study on the LQG/LTR Method (LQG/LTR 방법에 대한 연구)

  • 서병설
    • Journal of Biomedical Engineering Research
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    • v.11 no.1
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    • pp.25-30
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    • 1990
  • In this paper a new approximation method is presented for the nonminimum phase problem of LQG/LTR. Theoretical analysis and simulation results show that it can be better approximated than Stein's method.

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SOME BILINEAR ESTIMATES

  • Chen, Jiecheng;Fan, Dashan
    • Journal of the Korean Mathematical Society
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    • v.46 no.3
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    • pp.609-620
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    • 2009
  • We establish some estimates on the hyper bilinear Hilbert transform on both Euclidean space and torus. We also use a transference method to obtain a Kenig-Stein's estimate on bilinear fractional integrals on the n-torus.

KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION

  • Kim, Yoon Tae;Park, Hyun Suk
    • Korean Journal of Mathematics
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    • v.23 no.1
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    • pp.1-10
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    • 2015
  • This paper concerns the rate of convergence in the multidimensional normal approximation of functional of Gaussian fields. The aim of the present work is to derive explicit upper bounds of the Kolmogorov distance for the rate of convergence instead of Wasserstein distance studied by Nourdin et al. [Ann. Inst. H. Poincar$\acute{e}$(B) Probab.Statist. 46(1) (2010) 45-98].

SURE-based-Trous Wavelet Filter for Interactive Monte Carlo Rendering (몬테카를로 렌더링을 위한 슈어기반 실시간 에이트러스 웨이블릿 필터)

  • Kim, Soomin;Moon, Bochang;Yoon, Sung-Eui
    • Journal of KIISE
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    • v.43 no.8
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    • pp.835-840
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    • 2016
  • Monte Carlo ray tracing has been widely used for simulating a diverse set of photo-realistic effects. However, this technique typically produces noise when insufficient numbers of samples are used. As the number of samples allocated per pixel is increased, the rendered images converge. However, this approach of generating sufficient numbers of samples, requires prohibitive rendering time. To solve this problem, image filtering can be applied to rendered images, by filtering the noisy image rendered using low sample counts and acquiring smoothed images, instead of naively generating additional rays. In this paper, we proposed a Stein's Unbiased Risk Estimator (SURE) based $\grave{A}$-Trous wavelet to filter the noise in rendered images in a near-interactive rate. Based on SURE, we can estimate filtering errors associated with $\grave{A}$-Trous wavelet, and identify wavelet coefficients reducing filtering errors. Our approach showed improvement, up to 6:1, over the original $\grave{A}$-Trous filter on various regions in the image, while maintaining a minor computational overhead. We have integrated our propsed filtering method with the recent interactive ray tracing system, Embree, and demonstrated its benefits.

Convergence rate of a test statistics observed by the longitudinal data with long memory

  • Kim, Yoon Tae;Park, Hyun Suk
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.481-492
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    • 2017
  • This paper investigates a convergence rate of a test statistics given by two scale sampling method based on $A\ddot{i}t$-Sahalia and Jacod (Annals of Statistics, 37, 184-222, 2009). This statistics tests for longitudinal data having the existence of long memory dependence driven by fractional Brownian motion with Hurst parameter $H{\in}(1/2,\;1)$. We obtain an upper bound in the Kolmogorov distance for normal approximation of this test statistic. As a main tool for our works, the recent results in Nourdin and Peccati (Probability Theory and Related Fields, 145, 75-118, 2009; Annals of Probability, 37, 2231-2261, 2009) will be used. These results are obtained by employing techniques based on the combination between Malliavin calculus and Stein's method for normal approximation.

DETERMINATION OF AMINO ACIDS IN RICE(PALDAL) BY IONEXCHANGE CHROMATOGRAPHY

  • Lee, Chun-Yung;Lee, Tae-Yung;Kwon, Tai-Wan
    • Applied Biological Chemistry
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    • v.2
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    • pp.41-44
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    • 1961
  • The amino acid analysis of ground rice and the crude protein isolated from rice were performed by the most recent method of Moore, Spackman and Stein, using Amberlite IR-120. The effect of carbohydrates on the hydrolysis of rice was found to be definite in losing several amino acids nevertheless Dustin's claim that large excess of hydrolyzing acid reduces the losses of amino acid. Consequantly the removal carbohydrates as much as possible is considered to facilitate the amino acid determination. The amino acid composition of the crude rotein of rice was very similar to that previously found by other investigators.

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POISSON APPROXIMATION OF INDUCED SUBGRAPH COUNTS IN AN INHOMOGENEOUS RANDOM INTERSECTION GRAPH MODEL

  • Shang, Yilun
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.5
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    • pp.1199-1210
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    • 2019
  • In this paper, we consider a class of inhomogeneous random intersection graphs by assigning random weight to each vertex and two vertices are adjacent if they choose some common elements. In the inhomogeneous random intersection graph model, vertices with larger weights are more likely to acquire many elements. We show the Poisson convergence of the number of induced copies of a fixed subgraph as the number of vertices n and the number of elements m, scaling as $m={\lfloor}{\beta}n^{\alpha}{\rfloor}$ (${\alpha},{\beta}>0$), tend to infinity.