• 제목/요약/키워드: Underlying Distribution

검색결과 389건 처리시간 0.027초

An Adaptive Approach to Learning the Preferences of Users in a Social Network Using Weak Estimators

  • Oommen, B. John;Yazidi, Anis;Granmo, Ole-Christoffer
    • Journal of Information Processing Systems
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    • 제8권2호
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    • pp.191-212
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    • 2012
  • Since a social network by definition is so diverse, the problem of estimating the preferences of its users is becoming increasingly essential for personalized applications, which range from service recommender systems to the targeted advertising of services. However, unlike traditional estimation problems where the underlying target distribution is stationary; estimating a user's interests typically involves non-stationary distributions. The consequent time varying nature of the distribution to be tracked imposes stringent constraints on the "unlearning" capabilities of the estimator used. Therefore, resorting to strong estimators that converge with a probability of 1 is inefficient since they rely on the assumption that the distribution of the user's preferences is stationary. In this vein, we propose to use a family of stochastic-learning based Weak estimators for learning and tracking a user's time varying interests. Experimental results demonstrate that our proposed paradigm outperforms some of the traditional legacy approaches that represent the state-of-the-art technology.

복합 덕트시스템의 유량분배에 관한 1차원 해석의 적합성 (Adaptability of one-dimensional analysis for the flow distribution of a complex duct system)

  • 이승철;이재헌
    • 설비공학논문집
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    • 제11권5호
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    • pp.579-587
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    • 1999
  • The flow distribution characteristics in a complex duct system have been investigated in this paper by three means, namely experimental measurement, numerical simulation and the Extended T-method analysis. While the exit flow rates predicted by the three-dimensional CFD calculation and those given by the experiment show a close agreement, the results from the one-dimensional Extended T-method are found to differ from the experiment by -22.2% to 26.3% for the various exits. These discrepancies may be attributed to the underlying limitation concerning the fitting loss coefficients, which assume that the flow in front of the fittings is fully developed. It is proposed that, in order to analyse the three-dimensional flow distributions in a complex duct system by one-dimensional analysis such as the Extended T-method, further Improvements to the fitting loss coefficients should be made.

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A Strategy for Homogeneous Current Distribution in Direct Methanol Fuel Cells through Spatial Variation of Catalyst Loading

  • Park, Sang-Min;Kim, Sang-Kyung;Peck, Dong-Hyun;Jung, Doo-Hwan
    • Journal of Electrochemical Science and Technology
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    • 제8권4호
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    • pp.331-337
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    • 2017
  • A simple strategy is proposed herein for attaining uniform current distribution in direct methanol fuel cells by varying the catalyst loading over the electrode. In order to use the same total catalyst amount for a serpentine flow field, three spatial variation types of catalyst loading were selected: enhancing the cathode catalyst loading (i) near the cathode outlet, (ii) near the cathode inlet, and (iii) near the lateral areas. These variations in catalyst loading are shown to improve the homogeneity of the current distribution, particularly at lower currents and lower air-flow rates. Among these three variations, increased loading near the lateral areas was shown to contribute most to achieving a homogenous current distribution. The mechanism underlying each catalyst loading variation method is different; very high catalyst-loading is shown to decrease the homogeneity of the distribution, which may be caused by water management in the thick catalyst layer thereof.

Performance Analysis of Economic VaR Estimation using Risk Neutral Probability Distributions

  • Heo, Se-Jeong;Yeo, Sung-Chil;Kang, Tae-Hun
    • 응용통계연구
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    • 제25권5호
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    • pp.757-773
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    • 2012
  • Traditional value at risk(S-VaR) has a difficulity in predicting the future risk of financial asset prices since S-VaR is a backward looking measure based on the historical data of the underlying asset prices. In order to resolve the deficiency of S-VaR, an economic value at risk(E-VaR) using the risk neutral probability distributions is suggested since E-VaR is a forward looking measure based on the option price data. In this study E-VaR is estimated by assuming the generalized gamma distribution(GGD) as risk neutral density function which is implied in the option. The estimated E-VaR with GGD was compared with E-VaR estimates under the Black-Scholes model, two-lognormal mixture distribution, generalized extreme value distribution and S-VaR estimates under the normal distribution and GARCH(1, 1) model, respectively. The option market data of the KOSPI 200 index are used in order to compare the performances of the above VaR estimates. The results of the empirical analysis show that GGD seems to have a tendency to estimate VaR conservatively; however, GGD is superior to other models in the overall sense.

Probabilistic Location Choice and Markovian Industrial Migration a Micro-Macro Composition Approach

  • Jeong, Jin-Ho
    • 지역연구
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    • 제11권1호
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    • pp.31-60
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    • 1995
  • The distribution of economic activity over a mutually exclusive and exhaustive categorical industry-region matrix is modeled as a composition of two random components: the probability-like share distribution of jobs and the dynamic evolution of absolute aggregates. The former describes the individual activity location choice by comparing the predicted profitability of the current industry-region pair against that of all other alternatives based on the available information on industry-specific, region specific, or activity specific attributes. The latter describes the time evolution of macro-level aggregates using a dynamic reduced from model. With the seperation of micro choice behavior and macro dynamic aggregate constraint, the usual independence and identicality assumptions become consistent with the activity share distribution, hence multi-regional industrial migration can be represented by a set of probability evolution equations in a conservative Markovian from. We call this a Micro-Macro Composition Approach since the product of the aggregate prediction and the predicted activity share distribution gives the predicted activity distribution gives the predicted activity distribution which explicitly considers the underlying individual choice behavior. The model can be applied to interesting practical problems such as the plant location choice of multinational enterprise, the government industrial ploicy to attract international firms, and the optimal tax-transfer mix to influence activity location choice. We consider the latter as an example.

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A Case study of Equity Carve-out In the Korean Distribution Industry: Focusing on the SSG.com

  • Ilhang SHIN;Taegon MOON
    • 유통과학연구
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    • 제21권6호
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    • pp.21-29
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    • 2023
  • Purpose: Research on equity carve-outs is necessary because the market has realized that they lead to holding company discounts by double counting, which can only be observed in the Korean market. Considering the differences in the SSG.com equity carve-out compared to previous cases in terms of business strategy, this study contributes to the literature by examining the effects on shareholder value in the Korean distribution industry. Research design, data, and methodology: This study investigated literature, analyst reports, and news articles to examine the causes of holding company discounts and analyze the SSG.com equity carve-out. Results: The monopoly of holding companies' listing premiums is the main cause underlying holding company discounts from equity carve-outs. Protections for minority shareholder value are challenging owing to the complexity of the process of acquiring rights, the short exercise period, and additional costs. Therefore, the motivation for equity carve-outs should be to increase overall shareholder value. Conclusion: By analyzing the reasons for holding company discounts in the Korean distribution industry, this study provides recommendations for improving shareholder value. Moreover, it contributes to the maturation of the Korean capital market by promoting a discussion on the revision of equity carve-outs.

어린이용품 노출평가 연구에서의 결정론적 및 확률론적 방법론 사용실태 분석 및 고찰 (Comparison of Deterministic and Probabilistic Approaches through Cases of Exposure Assessment of Child Products)

  • 장보윤;정다인;이헌주
    • 한국환경보건학회지
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    • 제43권3호
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    • pp.223-232
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    • 2017
  • Objectives: In response to increased interest in the safety of children's products, a risk management system is being prepared through exposure assessment of hazardous chemicals. To estimate exposure levels, risk assessors are using deterministic and probabilistic approaches to statistical methodology and a commercialized Monte Carlo simulation based on tools (MCTool) to efficiently support calculation of the probability density functions. This study was conducted to analyze and discuss the usage patterns and problems associated with the results of these two approaches and MCTools used in the case of probabilistic approaches by reviewing research reports related to exposure assessment for children's products. Methods: We collected six research reports on exposure and risk assessment of children's products and summarized the deterministic results and corresponding underlying distributions for exposure dose and concentration results estimated through deterministic and probabilistic approaches. We focused on mechanisms and differences in the MCTools used for decision making with probabilistic distributions to validate the simulation adequacy in detail. Results: The estimation results of exposure dose and concentration from the deterministic approaches were 0.19-3.98 times higher than the results from the probabilistic approach. For the probabilistic approach, the use of lognormal, Student's T, and Weibull distributions had the highest frequency as underlying distributions of the input parameters. However, we could not examine the reasons for the selection of each distribution because of the absence of test-statistics. In addition, there were some cases estimating the discrete probability distribution model as the underlying distribution for continuous variables, such as weight. To find the cause of abnormal simulations, we applied two MCTools used for all reports and described the improper usage routes of MCTools. Conclusions: For transparent and realistic exposure assessment, it is necessary to 1) establish standardized guidelines for the proper use of the two statistical approaches, including notes by MCTool and 2) consider the development of a new software tool with proper configurations and features specialized for risk assessment. Such guidelines and software will make exposure assessment more user-friendly, consistent, and rapid in the future.

Lorentz Force Density Distribution of a Current Carrying Superconducting Tape in a Perpendicular Magnetic Field

  • Yoo, J.;Kwak, K.;Rhee, J.;Park, C.;Youm, D.;Park, B.J.;Han, Y.H.
    • 한국초전도ㆍ저온공학회논문지
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    • 제12권4호
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    • pp.13-16
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    • 2010
  • The Lorentz force distribution of a high $T_c$ superconducting tape with increasing transport currents in magnetic field ($H_a$) was visualized. The external magnetic field was applied normally to the coated conductor tape surface after zero-field cooling, and the transport current ($I_a$) was increased stepwise from 0 to 90 % of the values of the critical current ($I_c$ ($H_a$)) at applied filed, Ha. The field distribution (H(x)) near the sample surface across the tape width (2w) was measured using the scanning Hall probe method. Applying an inversion to the measured field distribution, we obtained the underlying current distribution (J(x)), from which the magnetic induction, B(x) was calculated with Biot-Savart law. Then Lorentz force per unit length was calculated using F(x)=J(x)${\times}$B(x), which appears to be very inhomogeneous along the tape width due to the complicated distributions of J(x) and B(x).

신뢰도(信賴度) 분석(分析)을 위한 고장률(故障率) 증가품목(增加品目)에 대한 수명검정(壽命檢定) (Life Testing of Failure Rate Increasing Items for Reliability Analysis)

  • 서남수
    • 대한산업공학회지
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    • 제12권1호
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    • pp.139-146
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    • 1986
  • This study is concerned with the development of statistical life test plans for the mean lifetime of an item whose underlying lifetime distribution is a two parameter Weibull, which is perhaps the most widely used lifetime model. For this purpose, I used the likelihood ratio test method, and I verified the developed test plans and determined the sampling size and censoring number by computer similation.

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Double Bootstrap Confidence Cones for Sphericla Data based on Prepivoting

  • Shin, Yang-Kyu
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.183-195
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    • 1995
  • For a distribution on the unit sphere, the set of eigenvectors of the second moment matrix is a conventional measure of orientation. Asymptotic confidence cones for eigenvector under the parametric assumptions for the underlying distributions and nonparametric confidence cones for eigenvector based on bootstrapping were proposed. In this paper, to reduce the level error of confidence cones for eigenvector, double bootstrap confidence cones based on prepivoting are considered, and the consistency of this method is discussed. We compare the perfomances of double bootstrap method with the others by Monte Carlo simulations.

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