• 제목/요약/키워드: Variance based method

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Statistical Properties of Intensity-Based Image Registration Methods

  • Kim, Jeong-Tae
    • 한국통신학회논문지
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    • 제30권11C호
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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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    • 제16권2호
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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.

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

  • 함도용;김종구;김하진;위영철
    • 한국컴퓨터그래픽스학회논문지
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    • 제7권1호
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    • pp.11-17
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    • 2001
  • 프랙탈 이미지 코딩은 높은 압축율을 비롯하여 많은 장점을 가지고 있다. 그러나 압축 과정은 일반적으로 domain 블록 pool에 대한 긴 탐색시간으로 효율이 나빠진다. 본 논문에서는 블록 분류와 분산 기반의 탐색을 병용한 domain 블록 pool 탐색 방법을 소개한다. 이 방법은 블록 분류에 대하여 분류 블록의 분산 값은 독립적이라는 사실을 이용한다. 따라서 이 방법은 단순한 분산 기반의 탐색 방법보다 O(number of classes)에 비례하는 탐색 속도향상이 된다. 실험의 결과는 본 방법이 단순히 분산 값을 적용한 탐색 방법과 비교하여 이미지 품질은 거의 그대로 유지하면서 17배 이상의 속도 향상을 이루었음을 보인다. 또한 이미지 품질의 가시적인 손실 없이 탐색 속도를 더욱 향상시키는 분산 기반의 탐색 방법을 제안한다.

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Real variance estimation in iDTMC-based depletion analysis

  • Inyup Kim;Yonghee Kim
    • Nuclear Engineering and Technology
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    • 제55권11호
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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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    • 제27권5호
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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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    • 제51권4호
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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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    • 제19권4호
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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.

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

  • 김규성
    • 한국조사연구학회:학술대회논문집
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    • 한국조사연구학회 2001년도 춘계학술대회
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    • pp.59-71
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    • 2001
  • 층화 다단계 샘플링에서 모총계 추정을 위하여 동질선형추정량을 고려하고, 이 추정량의 설계기반분산추정법을 고찰하였다. 한 방법은 분산을 일단계 분산과 이단계 분산으로 구분하여 각 층에서 각각을 비편향 추정하는 방법이고, 또 다른 방법은 이단계 표본에서 선정한 부차표본을 이용하여 일단계 분산만을 추정하여 전체분산을 비편향 추정하는 방법이다. 전자는 이단계 분산이 추정 가능할 때 이용하기 좋으며 후자는 이단계 분산을 추정할 수 없을 때 용이하게 쓸 수 있다. 각각의 추정법에 대하여 동질선형추정량에 대한 비음 비편향 분산 추정량의 형태를 제안하였다. 향후 실제 조사에서 본 논문에서 제안한 분산추정법이 효과적으로 사용될 수 있기를 기대한다.

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

  • 김규성
    • 한국조사연구학회지:조사연구
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    • 제2권1호
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    • pp.59-71
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    • 2001
  • 층화 다단계 샘플링에서 모총계 추정을 위하여 동질선형추정량을 고려하고. 이 추정량의 설계기반 분산추정법을 고찰하였다. 한 방법은 분산을 일단계 분산과 이단계 분산으로 구분하여 각 층에서 각각을 비편향 추정하는 방법이고, 또 다른 방법은 이단계 표본에서 선정한 부하표본을 이용하여 일단계 분산만을 추정하여 전체분산을 비편향 추정하는 방법이다. 전자는 이단계 분산이 추정 가능할 때 이용하기 좋으며 후자는 이단계 분산을 추정할 수 없을 때 용이하게 쓸 수 있다. 각각의 추정법에 대하여 동질선형추정량에 대한 비음 비편향 분산 추정량의 형태를 제안하였다. 향 후 실제 조사에서 본 논문에서 제안한 분산추정법이 효과적으로 사용될 수 있기를 기대한다.

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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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    • 제19권3호
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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.