• Title/Summary/Keyword: hierarchical estimation

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ML estimation using Poisson HGLM approach in semi-parametric frailty models

  • Ha, Il Do
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1389-1397
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    • 2016
  • Semi-parametric frailty model with nonparametric baseline hazards has been widely used for the analyses of clustered survival-time data. The frailty models can be fitted via an auxiliary Poisson hierarchical generalized linear model (HGLM). For the inferences of the frailty model marginal likelihood, which gives MLE, is often used. The marginal likelihood is usually obtained by integrating out random effects, but it often requires an intractable integration. In this paper, we propose to obtain the MLE via Laplace approximation using a Poisson HGLM approach for semi-parametric frailty model. The proposed HGLM approach uses hierarchical-likelihood (h-likelihood), which avoids integration itself. The proposed method is illustrated using a numerical study.

The Effect of Process Models on Short-term Prediction of Moving Objects for Autonomous Driving

  • Madhavan Raj;Schlenoff Craig
    • International Journal of Control, Automation, and Systems
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    • v.3 no.4
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    • pp.509-523
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    • 2005
  • We are developing a novel framework, PRIDE (PRediction In Dynamic Environments), to perform moving object prediction (MOP) for autonomous ground vehicles. The underlying concept is based upon a multi-resolutional, hierarchical approach which incorporates multiple prediction algorithms into a single, unifying framework. The lower levels of the framework utilize estimation-theoretic short-term predictions while the upper levels utilize a probabilistic prediction approach based on situation recognition with an underlying cost model. The estimation-theoretic short-term prediction is via an extended Kalman filter-based algorithm using sensor data to predict the future location of moving objects with an associated confidence measure. The proposed estimation-theoretic approach does not incorporate a priori knowledge such as road networks and traffic signage and assumes uninfluenced constant trajectory and is thus suited for short-term prediction in both on-road and off-road driving. In this article, we analyze the complementary role played by vehicle kinematic models in such short-term prediction of moving objects. In particular, the importance of vehicle process models and their effect on predicting the positions and orientations of moving objects for autonomous ground vehicle navigation are examined. We present results using field data obtained from different autonomous ground vehicles operating in outdoor environments.

Improving the Base-Layer BER performance at AT-DMB using a Channel Estimation (AT-DMB 시스템에서 채널추정을 이용한 기본계층 수신 성능 향상기법)

  • Bang, Keuk-Joon
    • 전자공학회논문지 IE
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    • v.49 no.2
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    • pp.46-51
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    • 2012
  • Transmit signal of Enhancement Layer in AT-DMB system is received by Coherent Detection, but in Base Layer of AT-DMB, a differential modulation and demodulation is adopted, same as the T-DMB. Especially for the coherent dectection of enhancement layer in AT-DMB system, a channel estimation must be employed. In this paper, I will show that the BER performance of Base-Layer in AT-DMB system will be improved by using the channel estimation information. The suggested method is focusing the constallations after Equalizaing to the nearlest ${\pi}$/4-shift DQPSK constallation points. Simulation results show that for the non-coding environment, the BER performance of AWGN channel, about 2-dB gain can be achieved at $10^{-4}BER$.

A Study on DCT Hierarchical LMS DFE Algorithm to Improve the Performance of ATSC Digital TV Broadcasting (ATSC 디지털 TV 방송수신 성능개선을 위한 DCT 계층적 LMS DFE 알고리즘 연구)

  • 김재욱;서종수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.7A
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    • pp.529-536
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    • 2003
  • In this Paper, a new DCT HLMS DFE(Discrete Cosine Transform Hierarchical Least Mean Square Decision Feedback Equalizer) algorithm is proposed to improve the convergence speed and MSE(Mean Square Error) performance of a receive channel equalizer in ATSC(Advanced Television System Committee) 8VSB(Vestigial Side Band) digital terrestrial TV system. The proposed algorithm reduces the eigenvalue range of input data autocorrelation by transforming LMS (Least Mean Square) DFE into the subfilter of hierarchical structure. Moreover, the use of DCT and power estimation algorithm makes it possible to reduce the eigenvalue deviation of input data which results from distortion and delay of the receive signal in the miulti-path environment. Simulation results show that proposed DCT HLMS DFE has SNR improvement of approximately 3.8dB, 5dB and 2dB as compared to LMS DFE when the equalized symbol error rate is 0.2 in ATTC defined digital terrestrial TV broadcasting channels A, B and F, respectively.

Time-Delay Estimation using the Wavelet Based Adaptive Filtering (웨이블릿 기반 적응필터를 이용한 시지연 추정)

  • 이영진;유경렬
    • Proceedings of the IEEK Conference
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    • 2001.09a
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    • pp.845-848
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    • 2001
  • 본 논문에서는 multipath 환경에서 효과적으로 시지연을 추정하기 위한 알고리즘을 제안하였다. 제안된 알고리즘은 전처리 과정으로 웨이블릿 변환을 적용하였으며, 적응 알고리즘으로는 RLS를 계층적인 구조로 나타낸 HRLS(Hierarchical RLS)를 사용하였다. 시지연은 신호 분해과정 이후 각각의 부밴드에서 primary 신호와 reference 신호 사이의 MSE(Mean of Squared Error)를 최소화 시키는 적응 메카니즘을 사용하여 추정하였다. 아울러 모의실험을 통하여 제안된 알고리즘의 성능을 검증하였다.

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Motion Segmentation based on Modified Hierarchical Block-based Motion Estimation and Contour Extraction (블록 기반 움직임 추정과 윤곽선 추출을 통한 움직임 분할)

  • 장정진;김태용;최종수
    • Proceedings of the IEEK Conference
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    • 2001.09a
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    • pp.333-336
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    • 2001
  • 본 논문에서는 영상 시퀀스 상에서 물체의 가려짐을 고려하여 상대적인 깊이 순서에 의해 정렬되는 계층을 분리하기 위한 새로운 움직임 분할 방법을 제안한다. 블록을 기반으로 한 움직임 추정 및 클러스터링 과정을 통하여 각 계층에 대한 블록영역을 구하고, 이 블록영역에 대하여 윤곽선 추출을 이용하여 각 계층에 대한 정확한 객체를 분리할 수 있다. 이러한 움직임 분할방법을 통한 동영상의 계층적인 표현은 영상에서 원하지 않는 물체, 전경, 배경의 제거나 기존의 영상을 이용한 새로운 영상의 합성에 이용될 수 있으며, 분할을 통해 얻어진 객체는 영상 압축, 영상 합성 등을 위한 데이터베이스에 저장되어 응용될 수 있다.

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A General Mixed Linear Model with Left-Censored Data

  • Ha, Il-Do
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.969-976
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    • 2008
  • Mixed linear models have been widely used in various correlated data including multivariate survival data. In this paper we extend hierarchical-likelihood(h-likelihood) approach for mixed linear models with right censored data to that for left censored data. We also allow a general random-effect structure and propose the estimation procedure. The proposed method is illustrated using a numerical data set and is also compared with marginal likelihood method.

Bayesian Methods for Combining Results from Different Experiments

  • Lee, In-Suk;Kim, Dal-Ho;Lee, Keun-Baik
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.181-191
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    • 1999
  • We consider Bayesian models allow multiple grouping of parameters for the normal means estimation problem. In particular, we consider a typical Bayesian hierarchical approach based on thepartial exchangeability where the components within a subgroup are exchangeable, but the different subgroups are not. We discuss implementation of such Bayesian procedures via Gibbs sampling. We illustrate the proposed methods with numerical examples.

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A Comparative Study on Bayes Estimators for the Multivariate Normal Mcan

  • Kim, Dal-Ho;Lee, In suk;Kim, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.501-510
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    • 1999
  • In this paper, we consider a comparable study on three Bayes procedures for the multivariate normal mean estimation problem. In specific we consider hierarchical Bayes empirical Bayes and robust Bayes estimators for the normal means. Then three procedures are compared in terms of the four comparison criteria(i.e. Average Relative Bias (ARB) Average Squared Relative Bias (ASRB) Average Absolute Bias(AAB) Average Squared Deviation (ASD) using the real data set.

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Small Domain Estimation of the Proportion Using Survey Weights

  • Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1179-1189
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    • 2007
  • In this paper, we estimate the proportion of individuals having health insurance in a given year for several small domains cross-classified by age, sex and other demographic characteristics using the data provided by the National Center for Health Statistics(NCHS). We employ Bayesian as well as frequentist methodology to obtain small domain estimates and the associated measures of precision. One of the new features of our study is that we utilize the survey weights along with the model to derive the small domain estimates.

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