• Title/Summary/Keyword: Variance based method

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Statistical Properties of Intensity-Based Image Registration Methods

  • Kim, Jeong-Tae
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.30 no.11C
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    • pp.1116-1124
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    • 2005
  • We investigated the mean and variance of the MSE and the MI-based image registration methods that have been widely applied for image registration. By using the first order Taylor series expansion, we have approximated the mean and the variance for one-dimensional image registration. The asymptotic results show that the MSE based method is unbiased and efficient for the same image registration problem while the MI-based method shows larger variance. However, for the different modality image registration problem, the MSE based method is largely biased while the MI based method still achieves registration. The results imply that the MI based method achieves robustness to the different image modalities at the cost of inefficiency. The analytical results are supported by simulation results.

Comparison of Sensitivity Analysis Methods for Building Energy Simulations in Early Design Phases: Once-at-a-time (OAT) vs. Variance-based Methods

  • Kim, Sean Hay
    • KIEAE Journal
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    • v.16 no.2
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    • pp.17-22
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    • 2016
  • Purpose: Sensitivity analysis offers a good guideline for designing energy conscious buildings, which is fitted to a specific building configuration. Sensitivity analysis is, however, still too expensive to be a part of regular design process. The One-at-a-time (OAT) is the most common and simplest sensitivity analysis method. This study aims to propose a reasonable ground that the OAT can be an alternative method for the variance-based method in some early design scenarios, while the variance-based method is known adequate for dealing with nonlinear response and the effect of interactions between input variables, which are most cases in building energy simulations. Method: A test model representing the early design phase is built in the DOE2 energy simulations. Then sensitivity ranks between the OAT and the Variance-based methods are compared at three U.S. sites. Result: Parameters in the upper rank by the OAT do not much differ from those by the Main effect index. Considering design practices that designers would chose the most energy saving design option first, this rank similarity between two methods seems to be acceptable in the early design phase.

A Study on the Variance Based Self-similar Block Search for Fractal Image Compression (프랙탈 이미지 압축을 위한 분산 기반 유사 블록 탐색 연구)

  • Ham, Do-Yong;Kim, Jong-Gu;Kim, Ha-Jin;Wi, Yeong-Cheol
    • Journal of the Korea Computer Graphics Society
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    • v.7 no.1
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    • pp.11-17
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    • 2001
  • Fractal image coding provides many promising qualities including the high compression ratio. The coding process however suffers from the long search time of domain block pool because the size of the domain block pool is often very large. In this paper, we introduce a hybrid domain block pool search method that combines the block classification and the variance based searching. This hybrid method makes use of the fact that the variance of a block is independent of the block classification. Thus, this hybrid method enhances the search speed by up to an O(number of classes) factor over the purely variance based searching method. An experimental result shows that our method enhances the search speed by up to 17 times over the purely variance based searching method. We also propose an adjustable variance based searching method that further enhances the search speed without noticeable loss of image quality.

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Real variance estimation in iDTMC-based depletion analysis

  • Inyup Kim;Yonghee Kim
    • Nuclear Engineering and Technology
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    • v.55 no.11
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    • pp.4228-4237
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    • 2023
  • The Improved Deterministic Truncation of Monte Carlo (iDTMC) is a powerful acceleration and variance reduction scheme in the Monte Carlo analysis. The concept of the iDTMC method and correlated sampling-based real variance estimation are briefly introduced. Moreover, the application of the iterative scheme to the correlated sampling is discussed. The iDTMC method is utilized in a 3-dimensional small modular reactor (SMR) model problem. The real variances of burnup-dependent criticality and power distribution are evaluated and compared with the ones obtained from 30 independent iDTMC calculations. The impact of the inactive cycles on the correlated sampling is also evaluated to investigate the consistency of the correlated sample scheme. In addition, numerical performances and sensitivity analysis on the real variance estimation are performed in view of the figure of merit of the iDTMC method. The numerical results show that the correlated sampling accurately estimates the real variances with high computational efficiencies.

Nonnegative variance component estimation for mixed-effects models

  • Choi, Jaesung
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.523-533
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    • 2020
  • This paper suggests three available methods for finding nonnegative estimates of variance components of the random effects in mixed models. The three proposed methods based on the concepts of projections are called projection method I, II, and III. Each method derives sums of squares uniquely based on its own method of projections. All the sums of squares in quadratic forms are calculated as the squared lengths of projections of an observation vector; therefore, there is discussion on the decomposition of the observation vector into the sum of orthogonal projections for establishing a projection model. The projection model in matrix form is constructed by ascertaining the orthogonal projections defined on vector subspaces. Nonnegative estimates are then obtained by the projection model where all the coefficient matrices of the effects in the model are orthogonal to each other. Each method provides its own system of linear equations in a different way for the estimation of variance components; however, the estimates are given as the same regardless of the methods, whichever is used. Hartley's synthesis is used as a method for finding the coefficients of variance components.

A new approach to determine batch size for the batch method in the Monte Carlo Eigenvalue calculation

  • Lee, Jae Yong;Kim, Do Hyun;Yim, Che Wook;Kim, Jae Chang;Kim, Jong Kyung
    • Nuclear Engineering and Technology
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    • v.51 no.4
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    • pp.954-962
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    • 2019
  • It is well known that the variance of tally is biased in a Monte Carlo calculation based on the power iteration method. Several studies have been conducted to estimate the real variance. Among them, the batch method, which was proposed by Gelbard and Prael, has been utilized actively in many Monte Carlo codes because the method is straightforward, and it is easy to implement the method in the codes. However, there is a problem when utilizing the batch method because the estimated variance varies depending on batch size. Often, the appropriate batch size is not realized before the completion of several Monte Carlo calculations. This study recognizes this shortcoming and addresses it by permitting selection of an appropriate batch size.

A Robust Optimization Method Utilizing the Variance Decomposition Method for Electromagnetic Devices

  • Wang, Shujuan;Li, Qiuyang;Chen, Jinbao
    • Journal of Magnetics
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    • v.19 no.4
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    • pp.385-392
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    • 2014
  • Uncertainties in loads, materials and manufacturing quality must be considered during electromagnetic devices design. This paper presents an effective methodology for robust optimization design based on the variance decomposition in order to keep higher accuracy of the robustness prediction. Sobol' theory is employed to estimate the response variance under some specific tolerance in design variables. Then, an optimal design is obtained by adding a criterion of response variance upon typical optimization problems as a constraint of the optimization. The main contribution of this paper is that the proposed method applies the variance decomposition to obtain a more accurate variance of the response, as well save the computational cost. The performance and robustness of the proposed algorithms are investigated through a numerical experiment with both an analytic function and the TEAM 22 problem.

Design-based Variance Estimation under stratified Multi-stage Sampling (층화 다단계 샘플링에서 설계 기반 분산추정)

  • 김규성
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2001.04a
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    • pp.59-71
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    • 2001
  • We investigate design-based variance estimation methods of homogeneous linear estimator for population total under stratified multi-stage sampling. One method is unbiasedly estimating the first stage variance and the second stage variance separately in each stratum. And another is sub-sampling method that estimating the first stage variance only by using sub-sample selected from the second stage sample so that resulting estimator is unbiased for the total variance. The first is useful when the second stage unbiased estimator is available and the second is when the second stage variance is not estimable. For each case, we proposed a form of non-negative unbiased variance estimator. We expect the proposed variance estimation methods can be effectively used for many practical surveys.

Design-based Variance Estimation under Stratified Multi-stage Sampling (층화 다단계 샘플링에서 설계 기반 분산추정)

  • 김규성
    • Survey Research
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    • v.2 no.1
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    • pp.59-71
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    • 2001
  • We investigate design-based variance estimation methods of homogeneous linear estimator for population total under stratified multi-stage sampling. One method is unbiasedly estimating the first stage variance and the second stage variance separately in each stratum. And another is sub-sampling method that estimating the first stage variance only by using sub-sample selected from the second stage sample so that resulting estimator is unbiased for the total variance. The first is useful when the second stage unbiased estimator is available and the second is when the second stage variance is not estimable. For each case, we proposed a form of non-negative unbiased variance estimator. We expect the proposed variance estimation methods can be effectively used for many practical surveys.

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First Order Difference-Based Error Variance Estimator in Nonparametric Regression with a Single Outlier

  • Park, Chun-Gun
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.333-344
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    • 2012
  • We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.