• 제목/요약/키워드: approximated likelihood

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추세계수 국소선형근사법의 특성과 해석 (Mathematical Review on the Local Linearizing Method of Drift Coefficient)

  • 윤민;최영수;이윤동
    • 응용통계연구
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    • 제21권5호
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    • pp.801-811
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    • 2008
  • 확산모형은 금융현상을 모형화하기 위한 방법으로 자주 사용된다. 특히 최근에 제안된 다양한 확산모형들은 정교한 추론방법을 필요로 하게 되고, 이러한 필요성에 따라 정밀도가 높은 여러 가지 추론 방법에 대한 연구가 진행되고 있다. 본 논문에서는 확률편미분방정식에 의하여 표현되는 확산과정의 추론을 위하여 사용되는 여러 가지 방법 중 우도추론법에 대하여 살펴보게 된다. 다양한 우도추론법 중에서도, 근사적 우도추론법의 일종인 추세계수 국소선형근사법을 중심으로 그 수리적 성질을 검토한다.

A Methodology for Estimating the Uncertainty in Model Parameters Applying the Robust Bayesian Inferences

  • Kim, Joo Yeon;Lee, Seung Hyun;Park, Tai Jin
    • Journal of Radiation Protection and Research
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    • 제41권2호
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    • pp.149-154
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    • 2016
  • Background: Any real application of Bayesian inference must acknowledge that both prior distribution and likelihood function have only been specified as more or less convenient approximations to whatever the analyzer's true belief might be. If the inferences from the Bayesian analysis are to be trusted, it is important to determine that they are robust to such variations of prior and likelihood as might also be consistent with the analyzer's stated beliefs. Materials and Methods: The robust Bayesian inference was applied to atmospheric dispersion assessment using Gaussian plume model. The scopes of contaminations were specified as the uncertainties of distribution type and parametric variability. The probabilistic distribution of model parameters was assumed to be contaminated as the symmetric unimodal and unimodal distributions. The distribution of the sector-averaged relative concentrations was then calculated by applying the contaminated priors to the model parameters. Results and Discussion: The sector-averaged concentrations for stability class were compared by applying the symmetric unimodal and unimodal priors, respectively, as the contaminated one based on the class of ${\varepsilon}$-contamination. Though ${\varepsilon}$ was assumed as 10%, the medians reflecting the symmetric unimodal priors were nearly approximated within 10% compared with ones reflecting the plausible ones. However, the medians reflecting the unimodal priors were approximated within 20% for a few downwind distances compared with ones reflecting the plausible ones. Conclusion: The robustness has been answered by estimating how the results of the Bayesian inferences are robust to reasonable variations of the plausible priors. From these robust inferences, it is reasonable to apply the symmetric unimodal priors for analyzing the robustness of the Bayesian inferences.

Gray 부호화된 QAM 신호를 위한 근사화된 MAP 알고리듬 (Approximated MAP Algorithm for Gray Coded QAM Signals)

  • 현광민
    • 한국산학기술학회논문지
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    • 제10권12호
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    • pp.3702-3707
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    • 2009
  • 본 논문은 Gray 부호화된 QAM (Quadrature Amplitude Modulation) 신호를 I 축 상에서 M개의 심벌을 갖는 M-PAM (Pulse Amplitude Modulation)과 Q 축 상에서 N개의 심벌을 갖는 N-PAM으로 분리한다. 수신된 심벌 신호를 비트 연판정 값으로 변환하기 위하여 Euclidean 거리를 이용한 근사화된 MAP (Maximum a Posteriori) 알고리듬을 제시한다. 기존의 Max-Log-MAP 방식은 일반 MAP 방식에서 사용하는 지수함수 혹은 로그함수 대신 심벌간 거리 비교를 통하여 구현 복잡도를 낮추었다. 그러나 심벌의 수가 증가 할수록 비교대상이 많아지므로 구현 복잡도가 증가하게 된다. 제안된 알고리듬은 사칙 연산에 의해 계산이 되기 때문에 직관적으로 구현복잡도가 낮아짐을 알 수 있다.

거리영상과 밝기영상의 fusion을 이용한 영상분할 (Image Segmentation Based on Fusion of Range and Intensity Images)

  • 장인수;박래홍
    • 전자공학회논문지S
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    • 제35S권9호
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    • pp.95-103
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    • 1998
  • 본 논문에서는 거리영상과 발기영상의 fusion을 이용한 영상분할을 제안한다. Bayes 이론을 기반으로 하여 Markov random field (MRF)로 선험적인 정보를 모델링한다. 거리영상과 밝기영상에서 추출한 특징을 이용하여 maximum a posteriori (MAP) 추정기를 구성한다. 거리영상에서 물체는 국부적인 평면으로 근사되어 각 점마다 평면 계수를 추정해 계수 공간을 구성한다. 밝기영상에서는 ${\alpha}$ 트림드 (${\alpha}$-trimmed) 분산이 밝기특성을 구성한다. 각 공간상의 특징을 에지에 대한 likelihood를 설정하여 구성된 MAP 추정기를 최적화함으로써 영상을 분할한다. 모의실험을 통해 제안된 구조가 그림자, 잡음 그리고 광원의 blurring에 관계없이 영상을 잘 분할한 것을 보였다.

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단안시에 의한 무늬그래디언트로부터 연 방향 복구 (Recovering Surface Orientation from Texture Gradient by Monoculer View)

  • 정성칠;최연성;최종수
    • 한국통신학회:학술대회논문집
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    • 한국통신학회 1987년도 춘계학술발표회 논문집
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    • pp.22-26
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    • 1987
  • Texture provides an important acurce of information about the threedicensfornarry information of visible surface particulary for stationary conccular views. To recover three dicmensinoary information, the distorging effects of pro jection must be distinguished from properties of the texture on which the distrortion acts. In this paper, we show an approximated maximum likelihood estimation method by which we find surface oriemtation of the visible surface in gaussian sphere using local analysis of the texture, In addition assuming that an orthographic projection and a circle is an image formation system and a texel(texture element)respectively we derive the surface orientation from the distribution of variation by means of orthographic pro jemction of a tangent directon which exstis regulary in the are length of a circle we present the orientation parameters of textured surface with saint and tilt and also the surface normal of the resvlted surface orimentation as needle map. This algorithm was applied to geograghic contour and synthetic textures.

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Multiple Moving Person Tracking Based on the IMPRESARIO Simulator

  • Kim, Hyun-Deok;Jin, Tae-Seok
    • Journal of information and communication convergence engineering
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    • 제6권3호
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    • pp.331-336
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    • 2008
  • In this paper, we propose a real-time people tracking system with multiple CCD cameras for security inside the building. To achieve this goal, we present a method for 3D walking human tracking based on the IMPRESARIO framework incorporating cascaded classifiers into hypothesis evaluation. The efficiency of adaptive selection of cascaded classifiers has been also presented. The camera is mounted from the ceiling of the laboratory so that the image data of the passing people are fully overlapped. The implemented system recognizes people movement along various directions. To track people even when their images are partially overlapped, the proposed system estimates and tracks a bounding box enclosing each person in the tracking region. The approximated convex hull of each individual in the tracking area is obtained to provide more accurate tracking information. We have shown the improvement of reliability for likelihood calculation by using cascaded classifiers. Experimental results show that the proposed method can smoothly and effectively detect and track walking humans through environments such as dense forests.

A Closed-Form Solution of Linear Spectral Transformation for Robust Speech Recognition

  • Kim, Dong-Hyun;Yook, Dong-Suk
    • ETRI Journal
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    • 제31권4호
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    • pp.454-456
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    • 2009
  • The maximum likelihood linear spectral transformation (ML-LST) using a numerical iteration method has been previously proposed for robust speech recognition. The numerical iteration method is not appropriate for real-time applications due to its computational complexity. In order to reduce the computational cost, the objective function of the ML-LST is approximated and a closed-form solution is proposed in this paper. It is shown experimentally that the proposed closed-form solution for the ML-LST can provide rapid speaker and environment adaptation for robust speech recognition.

A Study of Log-Fourier Deconvolution

  • Ja Yong Koo;Hyun Suk Park
    • Communications for Statistical Applications and Methods
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    • 제4권3호
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    • pp.833-845
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    • 1997
  • Fourier expansion is considered for the deconvolution problem of estimating a probability density function when the sample observations are contaminated with random noise. In the log-Fourier method of density estimation for data without noise, the logarithm of the unknown density function is approximated by a trigonometric function, the unknown parameters of which are estimated by maximum likelihood. The log-Fourier density estimation method, which has been considered theoretically by Koo and Chung (1997), is studied for the finite-sample case with noise. Numerical examples using simulated data are given to show the performance of the log-Fourier deconvolution.

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3D Walking Human Detection and Tracking based on the IMPRESARIO Framework

  • Jin, Tae-Seok;Hashimoto, Hideki
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제8권3호
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    • pp.163-169
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    • 2008
  • In this paper, we propose a real-time people tracking system with multiple CCD cameras for security inside the building. The camera is mounted from the ceiling of the laboratory so that the image data of the passing people are fully overlapped. The implemented system recognizes people movement along various directions. To track people even when their images are partially overlapped, the proposed system estimates and tracks a bounding box enclosing each person in the tracking region. The approximated convex hull of each individual in the tracking area is obtained to provide more accurate tracking information. To achieve this goal, we propose a method for 3D walking human tracking based on the IMPRESARIO framework incorporating cascaded classifiers into hypothesis evaluation. The efficiency of adaptive selection of cascaded classifiers have been also presented. We have shown the improvement of reliability for likelihood calculation by using cascaded classifiers. Experimental results show that the proposed method can smoothly and effectively detect and track walking humans through environments such as dense forests.

A 4K-Capable Hardware Accelerator of Haze Removal Algorithm using Haze-relevant Features

  • Lee, Seungmin;Kang, Bongsoon
    • Journal of information and communication convergence engineering
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    • 제20권3호
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    • pp.212-218
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    • 2022
  • The performance of vision-based intelligent systems, such as self-driving cars and unmanned aerial vehicles, is subject to weather conditions, notably the frequently encountered haze or fog. As a result, studies on haze removal have garnered increasing interest from academia and industry. This paper hereby presents a 4K-capable hardware implementation of an efficient haze removal algorithm with the following two improvements. First, the depth-dependent haze distribution is predicted using a linear model of four haze-relevant features, where the model parameters are obtained through maximum likelihood estimates. Second, the approximated quad-decomposition method is adopted to estimate the atmospheric light. Extensive experimental results then follow to verify the efficacy of the proposed algorithm against well-known benchmark methods. For real-time processing, this paper also presents a pipelined architecture comprised of customized macros, such as split multipliers, parallel dividers, and serial dividers. The implementation results demonstrated that the proposed hardware design can handle DCI 4K videos at 30.8 frames per second.