• 제목/요약/키워드: hierarchical estimation

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SIMULTANEOUS ESTIMATION OF GAMMA SCALE PARAMETER UNDER ENTROPY LOSS:BAYESIAN APPROACH

  • Chung, Youn-Shik
    • Journal of applied mathematics & informatics
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    • 제3권1호
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    • pp.55-64
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    • 1996
  • Let $X_1, ....$X_P be p($\geq$2) independent random variables, where each X1 has a gamma distribution with $k_i and ${\heta}_i$. The problem is to simultaneously estimate p gammar parameters ${\heta}_i$ under entropy loss where the parameters are believed priori. Hierarchical bayes(HB) and empirical bayes(EB) estimators are investigated. Next computer simulation is studied to compute the risk percentage improvement of the HB, EB and the estimator of Dey et al.(1987) compared to MVUE of ${\heta}$.

Finite Population Total Estimation On Multistage Cluster Sampling

  • Geun-Shik Han;Yong-Chul Kim;Kiheon Choi
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.161-168
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    • 1996
  • Multistage hierarchical models and Bayesian inferences about finite population total estimations are considered. Here, Gibbs sampling approach that can be used to predict the marginal posterior means needed for Bayesian inferences is proposed.

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근사화된 계층 변조의 연판정 비트 검출을 통한 연산 지연시간 감소 (Computational Latency Reduction via Simplified Soft-bit Estimation of Hierarchical Modulation)

  • 유동호
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송∙미디어공학회 2022년도 하계학술대회
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    • pp.175-178
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    • 2022
  • 본 논문은 고차 계층 변조, 즉 계층 64QAM의 연판정 비트 검출을 위한 단순화된 연산 방법을 다룬다. 이는 기존 계층 변조의 연판정 비트, 즉 LLR(Log-Likelihood Ratio)값의 근사를 통해 불필요한 연산을 줄여 이에 필요한 지연시간을 줄일 수 있다. 또한 제안된 기법은 기존의 연판정 비트 검출 기법과 매우 유사한 비트 오류율(BER: Bit Error Rate) 성능을 유지하기 때문에 연판정 비트를 활용하는 방송 및 통신 시스템에 폭넓게 적용될 수 있을 것으로 기대한다.

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Probabilistic assessment on the basis of interval data

  • Thacker, Ben H.;Huyse, Luc J.
    • Structural Engineering and Mechanics
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    • 제25권3호
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    • pp.331-345
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    • 2007
  • Uncertainties enter a complex analysis from a variety of sources: variability, lack of data, human errors, model simplification and lack of understanding of the underlying physics. However, for many important engineering applications insufficient data are available to justify the choice of a particular probability density function (PDF). Sometimes the only data available are in the form of interval estimates which represent, often conflicting, expert opinion. In this paper we demonstrate that Bayesian estimation techniques can successfully be used in applications where only vague interval measurements are available. The proposed approach is intended to fit within a probabilistic framework, which is established and widely accepted. To circumvent the problem of selecting a specific PDF when only little or vague data are available, a hierarchical model of a continuous family of PDF's is used. The classical Bayesian estimation methods are expanded to make use of imprecise interval data. Each of the expert opinions (interval data) are interpreted as random interval samples of a parent PDF. Consequently, a partial conflict between experts is automatically accounted for through the likelihood function.

Bayes tests of independence for contingency tables from small areas

  • Jo, Aejung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • 제28권1호
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    • pp.207-215
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    • 2017
  • In this paper we study pooling effects in Bayesian testing procedures of independence for contingency tables from small areas. In small area estimation setup, we typically use a hierarchical Bayesian model for borrowing strength across small areas. This techniques of borrowing strength in small area estimation is used to construct a Bayes test of independence for contingency tables from small areas. In specific, we consider the methods of direct or indirect pooling in multinomial models through Dirichlet priors. We use the Bayes factor (or equivalently the ratio of the marginal likelihoods) to construct the Bayes test, and the marginal density is obtained by integrating the joint density function over all parameters. The Bayes test is computed by performing a Monte Carlo integration based on the method proposed by Nandram and Kim (2002).

상위 블록 움직임 벡터를 이용한 HEVC 움직임 예측 탐색 범위 감소 기법 (Search Range Reduction Algorithm with Motion Vectors of Upper Blocks for HEVC)

  • 이규중
    • 한국멀티미디어학회논문지
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    • 제21권1호
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    • pp.18-25
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    • 2018
  • In High Efficiency Video Coding (HEVC), integer motion estimation (IME) requires a large amount of computational complexity because HEVC adopts the high flexible and hierarchical coding structures. In order to reduce the computational complexity of IME, this paper proposes the search range reduction algorithm, which takes advantage of motion vectors similarity between different layers. It needs only a few modification for HEVC reference software. Based on the experimental results, the proposed algorithm reduces the processing time of IME by 28.1% on average, whereas its the $Bj{\emptyset}ntegaard$ delta bitrate (BD-BR) increase is 0.15% which is negligible.

Identification of Regression Outliers Based on Clustering of LMS-residual Plots

  • Kim, Bu-Yong;Oh, Mi-Hyun
    • Communications for Statistical Applications and Methods
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    • 제11권3호
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    • pp.485-494
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    • 2004
  • An algorithm is proposed to identify multiple outliers in linear regression. It is based on the clustering of residuals from the least median of squares estimation. A cut-height criterion for the hierarchical cluster tree is suggested, which yields the optimal clustering of the regression outliers. Comparisons of the effectiveness of the procedures are performed on the basis of the classic data and artificial data sets, and it is shown that the proposed algorithm is superior to the one that is based on the least squares estimation. In particular, the algorithm deals very well with the masking and swamping effects while the other does not.

다중 블록 크기의 움직임 예측과 SPECK을 이용한 고정 화질 움직임 보상 시간영역 필터링 동영상 압축 (Constant Quality Motion Compensated Temporal Filtering Video Compression using Multi-block size Motion Estimation and SPECK)

  • 박상주
    • 방송공학회논문지
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    • 제11권2호
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    • pp.153-163
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    • 2006
  • 움직임 보상을 적용한 시간 영역 필터링(MCTF)을 이용한 화질 보장형의 새로운 동영상 압축 방식을 제안한다. SPECK은 그 자체의 단순한 알고리즘으로 인하여 빠른 동작 속도를 가지면서도 동시에 고주파 성분이 많은 영상의 압축에 탁월한 성능을 보여주는 우수한 웨이블릿 변환 기반의 영상 압축기법이다. 또한 제안한 계층적 구조의 다중 크기 블록 움직임 예측은 비교적 낮은 연산량에도 불구하고 기존의 고정 블록 크기의 움직임 예측기보다 우수한 성능을 보인다. 본 논문에서는 이러한 낮은 복잡도의 기술을 MCTF 기반 동영상 압축에 적용하여, 다중 재생률까지 지원이 가능한 동영상 압축 방식을 구현하였으며 H.263 압축방식에 비해 우수한 압축 성능을 보임을 확인하였다.

BAYES EMPIRICAL BAYES ESTIMATION OF A PROPORT10N UNDER NONIGNORABLE NONRESPONSE

  • Choi, Jai-Won;Nandram, Balgobin
    • Journal of the Korean Statistical Society
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    • 제32권2호
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    • pp.121-150
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    • 2003
  • The National Health Interview Survey (NHIS) is one of the surveys used to assess the health status of the US population. One indicator of the nation's health is the total number of doctor visits made by the household members in the past year, There is a substantial nonresponse among the sampled households, and the main issue we address here is that the nonrespones mechanism should not be ignored because respondents and nonrespondents differ. It is standard practice to summarize the number of doctor visits by the binary variable of no doctor visit versus at least one doctor visit by a household for each of the fifty states and the District of Columbia. We consider a nonignorable nonresponse model that expresses uncertainty about ignorability through the ratio of odds of a household doctor visit among respondents to the odds of doctor visit among all households. This is a hierarchical model in which a nonignorable nonresponse model is centered on an ignorable nonresponse model. Another feature of this model is that it permits us to "borrow strength" across states as in small area estimation; this helps because some of the parameters are weakly identified. However, for simplicity we assume that the hyperparameters are fixed but unknown, and these hyperparameters are estimated by the EM algorithm; thereby making our method Bayes empirical Bayes. Our main result is that for some of the states the nonresponse mechanism can be considered non-ignorable, and that 95% credible intervals of the probability of a household doctor visit and the probability that a household responds shed important light on the NHIS.

Grid Method 기법을 이용한 베이지안 비정상성 확률강수량 산정 (Bayesian Nonstationary Probability Rainfall Estimation using the Grid Method)

  • 곽도현;김광섭
    • 한국수자원학회논문집
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    • 제48권1호
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    • pp.37-44
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    • 2015
  • 본 연구에서는 Grid method를 사용하여 베이지안 비정상성 확률강우량 산정 모형을 확립하였다. 강우 극치자료의 분포로 Gumbel 분포를 채택하였으며, 분포형의 매개변수에 사전분포를 적용하고, 사전분포에 포함된 매개변수에는 초사전 분포를 적용하여 계층적 베이지안 모형을 구성하였다. Grid method는 매개변수의 발생가능 전 구간에 대하여 확률적으로 더 높은 뒷받침이 있는 하위 구간에서 난수를 직접 생성하여 집합을 구성함으로써 잘못된 결과를 도출할 수 가능성이 높은 상황에서도 보다 정확한 매개변수의 추정을 가능케 하므로 매개변수의 추정과정에서 비표준분포로 나타나는 조건부 확률밀도함수를 통한 난수의 추출은 기존에 사용해 온 Metropolis Hastings 알고리즘이 아닌 Grid method를 사용하였다. 개발된 모형은 서울의 1973년부터 2012년까지의 시강우자료를 이용하여 미래에 대한 재현기간에 따른 확률강수량을 산정하였으며, 그 결과로 기존 정상성 가정에 비해 목표연도에 따라 5%에서 8%정도의 증가율을 나타냈다.