• 제목/요약/키워드: density approximation

검색결과 285건 처리시간 0.05초

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

  • 나종화
    • 응용통계연구
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    • 제11권2호
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    • pp.287-302
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    • 1998
  • 표본평균(sample mean)의 밀도함수(density function)와 분포함수(distribution function)에 대한 안부점 근사(saddlepoin\ulcorner approximation)는 Daniels(1954, 1987), Lugannani와 Rice(1980)등에 의하여 유도되었으며, 이 근사식들의 정확도는 대표본(large sample)의 경우는 물론 소표본(small sample)의 경우에도 매우 뛰어난 것으로 알려져 있다. 최근 Easton과 Ronchetti(1986)는 일반적 통계량(general statistics)의 밀도함수에 대한 안부점 근사법을 제안하였고, 분포함수에 대한 근사로는 밀도함수에 대한 안부점 근사식을 직접 수치적으로 적분하는 방법을 제안하였다. 본 논문에서는 일반적 통계량의 분포함수에 대한 안부점 근사법을 제안하고, 이를 표본분산(sample variance)과 스튜던트화 평균(studentizd mean)의 분포함수에 대한 근사에 적용하였다.

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

  • 나영헌;정상혁;신경욱
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2009년도 추계학술대회
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    • pp.405-409
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    • 2009
  • 본 논문에서는 LLR (Log-Likelihood Ratio) 근사화가 LDPC (Low-Density Parity Check) 복호기의 성능에 미치는 영향을 분석하였으며, 이를 통해 LDPC 복호기의 최적 설계조건을 도출하였다. LLR 합-곱 (LLR sum-product) LDPC 복호 알고리듬을 근사화시킨 최소합 알고리듬 (Min-Sum Algorithm; MSA)을 Matlab으로 모델링한 후, 시뮬레이션을 통해 근사화 비트 폭과 최대 반복 복호 횟수에 따른 비트오율 (BER) 성능을 분석하였다. 모델링된 LDPC 복호기는 IEEE 802.11n 표준에 제안된 블록길이 1,944비트, 부호화율 1/2인 패리티 검사 행렬을 사용하였으며, QPSK 변조와 백색 가우시안 잡음채널 하에서 시뮬레이션 하였다. LLR 근사화에 따른 비트오율 성능을 분석한 결과, LLR 비트 폭은 (7,5)이고 반복복호 횟수는 7인 경우에 비트오률 성능이 가장 우수함을 확인하였다.

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

  • 이은경;최영수;이윤동
    • 응용통계연구
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    • 제23권2호
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    • pp.383-392
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    • 2010
  • 확산모형은 최근 금융현상의 연구 등에 자주 사용되는 모형이다. 본 연구에서는 확산모형의 추정에서 중요한 역할을 하는 전이확률밀도를 구하는 방법과 이를 급수전개 방식으로 근사하는 기존 연구들을 검토하여 보고, 급수전개법에서의 계수를 손쉽게 구할 수 있는 방법을 고려하게 된다. 급수전개법 계산과정에서 중요한 허밋다항식에 딘킨연산자를 반복적으로 적용하는 과정을 손쉽게 계산할 수 있는 알고리즘을 제안한다.

Analysis of differential non-linearity of successive approxination ADC

  • Yamada, Hikaru
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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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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국부 변형률 근사를 이용한 원통형 노치시편의 피로균열 발생수명의 예측 (The Prediction of Fatigue Crack Initiation Life of Cylindrical Notch Specimens Using Local Strain Approximation)

  • 임재용;홍성구;이순복
    • 대한기계학회논문집A
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    • 제28권6호
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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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    • 한국정보디스플레이학회 2004년도 Asia Display / IMID 04
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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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과열비에 따른 유체밀도 변화를 고려한 복사유체 유동 해석 (Plow Analysis for Radiating Fluid with Density Variation affected by Overheat Ratio)

  • 한조영;채종원;박응식;남문경
    • 한국전산유체공학회:학술대회논문집
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    • 한국전산유체공학회 2005년도 춘계 학술대회논문집
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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)

  • 김선우;이준호;조준형
    • 한국진공학회:학술대회논문집
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    • 한국진공학회 2013년도 제44회 동계 정기학술대회 초록집
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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
    • 한국진공학회지
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    • 제12권S1호
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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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    • 제29권4호
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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.