• Title/Summary/Keyword: density approximation

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Saddlepoint Approximation to the Distribution of General Statistic (일반적 통계량의 분포함수에 대한 안부점 근사)

  • 나종화
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.287-302
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    • 1998
  • Saddlepoint approximation to the distribution function of sample mean(Daniels, 1987) is extended to the case of general statistic in this paper. The suggested approximation methods are applied to derive the approximations to the distributions of some statistics, including sample valiance and studentized mean. Some comparisons with other methods show that the suggested approximations are very accurate for moderate or small sample sizes. Even in extreme tail the accuracies are also maintained.

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An analysis of the effects of LLR approximation on LDPC decoder performance (LLR 근사화에 따른 LDPC 디코더의 성능 분석)

  • Na, Yeong-Heon;Jeong, Sang-Hyeok;Shin, Kyung-Wook
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2009.10a
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    • pp.405-409
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    • 2009
  • In this paper, the effects of LLR (Log-Likelihood Ratio) approximation on LDPC (Low-Density Parity-Check) decoder performance are analyzed, and optimal design conditions of LDPC decoder are derived. The min-sum LDPC decoding algorithm which is based on an approximation of LLR sum-product algorithm is modeled and simulated by MATLAB, and it is analyzed that the effects of LLR approximation bit-width and maximum iteration cycles on the bit error rate (BER) performance of LDCP decoder. The parity check matrix for IEEE 802.11n standard which has block length of 1,944 bits and code rate of 1/2 is used, and AWGN channel with QPSK modulation is assumed. The simulation results show that optimal BER performance is achieved for 7 iteration cycles and LLR bit-width of (7,5).

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A Note on Series Approximation of Transition Density of Diffusion Processes (확산모형 전이확률밀도의 급수근사법과 그 계수)

  • Lee, Eun-Kyung;Choi, Young-Soo;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.383-392
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    • 2010
  • Modelling financial phenomena with diffusion processes is frequently used technique. This study reviews the earlier researches on the approximation problem of transition densities of diffusion processes, which takes important roles in estimating diffusion processes, and consider the method to obtain the coefficients of series efficiently, in series approximation method of transition densities. We developed a new efficient algorithm to compute the coefficients which are represented by repeated Dynkin operator on Hermite polynomial.

Analysis of differential non-linearity of successive approxination ADC

  • Yamada, Hikaru
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.943-946
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    • 1989
  • The channel irregularity of Successive Approximation ADC is very large in comparison with other type of ADCs. This characteristic makes it impossible to apply the Successive Approximation ADC to the field of radiation pulse height analysis or the measurement of probability density function. In this paper, an analysis of differential non-linearity of this ADC-is presented. It is made clear that the small deviation of resistance causes very large differential non-linearity.

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The Prediction of Fatigue Crack Initiation Life of Cylindrical Notch Specimens Using Local Strain Approximation (국부 변형률 근사를 이용한 원통형 노치시편의 피로균열 발생수명의 예측)

  • Lim, Jae-Yong;Hong, Seong-Gu;Lee, Soon-Bok
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.6
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    • pp.791-798
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    • 2004
  • Fatigue crack initiation lives of round cylindrical notch specimen were investigated. Firstly, local strain approximation methods, such as the modified incremental Neuber's rule and the modified incremental Glinka's equivalent strain energy density(ESED) rule, were used to get multiaxial stress and strain state components at the notch tip. Based on the history of local stress and strain, multiaxial fatigue models were used to obtain fatigue crack initiation lives. Because the solution of Neuber's rule and Glinka's ESED rule make the upper and lower bound of local strain approximations, fatigue crack initiation lives are expected to place between life predictions by two local strain approximations. Experimental data were compared with the fatigue crack initiation life prediction results.

An Image Contrast Enhancement Method Using Brightness Preserving on the Linear Approximation CDF

  • Cho, Hwa-Hyun;Choi, Myung-Ryul
    • 한국정보디스플레이학회:학술대회논문집
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    • 2004.08a
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    • pp.243-246
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    • 2004
  • In this paper, we have proposed the contrast control method using brightness preserving on the FPD(Flat Panel Display). The proposed algorithms consist of three blocks: the contrast enhancement, the white-level-expander, and the black-level-expander. The proposed method has employed probability density function in order to control the brightness of the image changed extremely. In order for real-time processing, we have calculated cumulative density function using the linear approximation method. The image histogram and image quality were compared with the conventional image enhancement algorithms. The proposed methods have been used in display devices that need image enhancement such as LCD TV, PDP, and FPD.

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Plow Analysis for Radiating Fluid with Density Variation affected by Overheat Ratio (과열비에 따른 유체밀도 변화를 고려한 복사유체 유동 해석)

  • Han C. Y.;Chae J. W.;Park E. S.;Nam M. G.
    • 한국전산유체공학회:학술대회논문집
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    • 2005.04a
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    • pp.75-78
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    • 2005
  • A numerical investigation has been performed to discuss the radiation-affected steady-laminar natural convection in an enclosure under a large temperature difference. Due to inherent nature of this study, the Boussinesq approximation is no longer valid. Therefore the radiating fluid in an enclosure is treated as a ideal gas. To examine the effects of thermal radiation on thermo-fluid dynamic behaviors in complex geometries, two incomplete partitions are introduced. Based on the results of this study, the dispositions of incomplete partitions with radiatively participating medium are found to incur a distinct difference in fluid-dynamic as well as thermal behavior.

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Contribution of van der Waals Interactions to the Adsorption Energy of $C_2H_2$, $C_2H_4$, and $C_6H_6$ on Si(100)

  • Kim, Seon-U;Lee, Jun-Ho;Jo, Jun-Hyeong
    • Proceedings of the Korean Vacuum Society Conference
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    • 2013.02a
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    • pp.269-269
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    • 2013
  • Usingvan der Waals (vdW) energy-corrected density-functional theory without or with self-consistent screening (SCS) effects, we calculate the adsorption energy of acetylene, ethylene and benzene on Si(100). We find that vdW interactions without SCS effects increase the adsorption energy by 0.23, 0.30, and 0.64 eV for adsorbed $C_2H_2$, $C_2H_4$, and $C_6H_6$ on Si(100), respectively. However, if SCS effects are included, this increase of the adsorption energy is reduced as 0.19, 0.24, and 0.54 eV for the three adsorption systems, respectively. The resulting adsorption energy for each system is between the values computed using the local-density approximation and the generalized-gradient approximation.

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Metamagnetism in $Fe_3$Al Alloy

  • Rhee, Joo-Yull;Lee, Young-Pak
    • Journal of the Korean Vacuum Society
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    • v.12 no.S1
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    • pp.60-62
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    • 2003
  • In this study we report the results of ab initio first-principles calculations to investigate the possibility of metamagnetic behavior in Fe$_3$Al alloy. We used the WIEN2k package of full-potential linearized-augmented- plane-wave method within the local-spin-density approximation to the density-functional theory. The exchange-correlation functional is the generalized-gradient approximation of Perdew-Burke-Ernzerhof. The theoretical lattice constant, which is about 0.5% smaller than the experimental one, is obtained by minimizing the total energy. If the volume decreases about 9 % from the equilibrium, the total magnetic moment decreases abruptly from 4.6 $\mu_{B}$/f.u. to 4.0 $\mu_{B}$/f.u. Since this change is considerably large (∼14%), it is possible to measure by a simple high-pressure experiment at about 180 kbar.

A Kullback-Leibler divergence based comparison of approximate Bayesian estimations of ARMA models

  • Amin, Ayman A
    • Communications for Statistical Applications and Methods
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    • v.29 no.4
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    • pp.471-486
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    • 2022
  • Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.