• Title/Summary/Keyword: Upper Bounds

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Upper Bounds for the Infection Rate in Group Testing

  • Kwan, Se-hyug
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.317-325
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    • 1997
  • Group testing is an efficient method to classify units from a population as infected or non-infected and useful in estimating the infection rate when the population infection rate is small. Upper bounds are the focus of interest in group testing, but has not been studied extensively. In this paper, the upper bound derived from the uniformly most powerful test is proposed and compared with the classical approachers, Thompson's and Bhattacharyya et al.'s methods.

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Solving Linear Problems with Generalized Variable Upper Bounds

  • Yang, Kwang-Min
    • Journal of the Korean Operations Research and Management Science Society
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    • v.17 no.3
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    • pp.171-180
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    • 1992
  • This paper proposes a solution approach to linear problems with many constraints of variable upper bound (VUB) type. This type of constraints are commonly found in various scheduling type problems for which tighter bounds are essential to achieve an efficiency in enumeration. An analytical framework based on factorization is adopted to devise a solution approach to the problem and extend it for more generalized VUB problem (GVUB). This research shows why the VUB type constraints are amenable to the factorization and gives a unified approach to generalized upper bound(GUB) problems, VUB problems and GVUB problems. Implementation issues are also included.

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Optimal Value Estimation Method with Lower and Upper Bounds

  • Chong Sun;Youn Jong;Jong Seok
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.257-268
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    • 2000
  • As one of indirect ways to get an optimal answer for sensitive questions both lower and upper values are sometimes asked and collected. In this paper a statistical method is proposed to analyze this kind of data using graphics. This method could define each sample median and estimate an optimal value between lower and upper bounds. In particular we find that this method has similar explanations of an equilibrium price with demand and supply functions in Economics.

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A Note Based on Multiparameter Discrete Exponential Families in View of Cacoullos-type Inequalities

  • Borzadaran, G. R. Mohtashami
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.147-153
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    • 2007
  • In this note, we obtained results related to multiparameter discrete exponential families on considering lattice or semi-lattice in place of N (Natural numbers) in view of Cacoullos-type inequalities via the same arguments in Papathanasiou (1990, 1993).

Bounds on the Overflow Probability in Jackson Networks

  • Lee Jiyeon
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.109-113
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    • 2000
  • We consider the probability that the total population of a Jackson network exceeds a given large value. By using the relation to the stationary distribution, we derive upper and lower bounds on this probability. These bounds imply the stronger logarithmic limit than that in Glasserman and Kou(1995) when several nodes have the same maximal load.

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New Upper Matrix Bounds for the Solution of the Continuous Algebraic Riccati Matrix Equation

  • Davies, Richard Keith;Shi, Peng;Wiltshire, Ron
    • International Journal of Control, Automation, and Systems
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    • v.6 no.5
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    • pp.776-784
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    • 2008
  • In this paper, new upper matrix bounds for the solution of the continuous algebraic Riccati equation (CARE) are derived. Following the derivation of each bound, iterative algorithms are developed for obtaining sharper solution estimates. These bounds improve the restriction of the results proposed in a previous paper, and are more general. The proposed bounds are always calculated if the stabilizing solution of the CARE exists. Finally, numerical examples are given to demonstrate the effectiveness of the present schemes.

Sensitivity Analysis on the Non-tree Solution of the Minimum Cost Flow Problem (최소비용문제의 비정점 최적해에 대한 감도분석)

  • 정호연;박순달
    • Journal of the Korean Operations Research and Management Science Society
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    • v.20 no.1
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    • pp.1-10
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    • 1995
  • The purpose of this paper is to develop a method of the sensitivity analysis that can be applied to a non-tree solution of the minimum cost flow problem. First, we introduce two types of sensitivity analysis. A sensitivity analysis of Type 1a is the well known method applicable to a tree solution. However this method can not be applied to a non-tree solution. So we propose a sensitivity analysis of Type 2 that keeps solutions of upper bounds at upper bounds, those of lower bounds at lower bounds, and those of intermediate values at intermediate values. For the cost coefficient we present a method that the sensitivity analysis of Type 2 is solved by finding the shortest path. Besides we also show that the results of Type 2 and Type 1 are the same in a spanning tree solution. For the right-hand side constant or the capacity, the sensitivity analysis of Type 2 is solved by a simple calculation using arcs with intermediate values.

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Sensitivity Analysis on the Degenerate Tree Solution of the Minimum Cost Flow Problem (최소비용문제의 퇴화 정점 최적해에 대한 감도분석)

  • Chung, Ho-Yeon;Park, Soon-Dal
    • IE interfaces
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    • v.7 no.3
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    • pp.193-199
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    • 1994
  • The purpose of this paper is to develop a method of the sensitivity analysis that can be applicable to a degenerate tree solution of the minimum cost flow problem. First, we introduce two types of sensitivity analysis. A sensitivity analysis of Type 1 is the well known method applicable to a spanning tree solution. However, this method have some difficulties in case of being applied to a degenerate tree solution. So we propose a sensitivity analysis of Type 2 that keeps solutions of upper bounds remaining at upper bounds, those of lower bounds at lower bounds, and those of intermediate values at intermediate values. For the cost coefficient, we present a method that the sensitivity analysis of Type 2 is solved by using the method of a sensitivity analysis of Type 1. Besides we also show that the results of sensitivity analysis of Type 2 are union set of those of Type 1 sensitivity analysis. For the right-hand side constant or the capacity, we present a simple method for the sensitivity analysis of Type 2 which uses arcs with intermediate values.

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Performance bounds of optimal FIR filter-under modeling uncertainty (모델 불확실성에 대한 초적 FIR 필터의 성능한계)

  • 유경상;권오규
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10a
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    • pp.64-69
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    • 1993
  • In this paper we present the performance bounds of the optimal FIR filter in continuous time systems with modeling uncertainty. The performance measure bounds are calculated from the estimation error covariance bounds of the optimal FIR filter and the suboptimal FIR filter. Performance error bounds range are expressed by the upper bounds on the estimation error covariance difference between the real and nominal values in case of the systems with noise uncertainty or model uncertainty. The performance bounds of the systems are derived on the assumption that the system uncertainty and the estimation error covariance are imperfectly known a priori. The estimation error bounds of the optimal FIR filter is compared with those of the Kalman filter via a numerical example applied to the estimation of the motion of an aircraft carrier at sea, which shows the former has better performances than the latter.

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New Bounds using the Solution of the Discrete Lyapunov Matrix Equation

  • Lee, Dong-Gi;Heo, Gwang-Hee;Woo, Jong-Myung
    • International Journal of Control, Automation, and Systems
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    • v.1 no.4
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    • pp.459-463
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    • 2003
  • In this paper, new results using bounds for the solution of the discrete Lyapunov matrix equation are proposed, and some of the existing works are generalized. The bounds obtained are advantageous in that they provide nontrivial upper bounds even when some existing results yield trivial ones.