• 제목/요약/키워드: hierarchical estimation

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양쪽중단된 지수분포의 모수와 신뢰도에 대한 계층적 베이즈추정 (Hierarchical Bayes Estimation of Parameter and Reliability Function in Doubly Censored Exponential Distribution)

  • 조장식;강상길
    • 응용통계연구
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    • 제12권2호
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    • pp.405-414
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    • 1999
  • 양쪽중단(doubly censored)된 지수분포에서 모수와 신뢰도함수를 계층적 베이지안(hierarchical Bayesian)방법을 이용하여 추정하였다. 베이즈 계산은 깁스표본기법(Gibbs sampler)을 이용하고 또한 완전조건부 분포(full conditional distribution)의 정량화 상수를 모르는 경우에는 적합기각방법(adaptive rejection sampling)을 이용하였다. 그리고 실제자료를 이용하여 분석을 하였다.

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Sampling Based Approach to Hierarchical Bayesian Estimation of Reliability Function

  • Younshik Chung
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.43-51
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    • 1995
  • For the stress-strengh function, hierarchical Bayes estimations considered under squared error loss and entropy loss. In particular, the desired marginal postrior densities ate obtained via Gibbs sampler, an iterative Monte Carlo method, and Normal approximation (by Delta method). A simulation is presented.

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고객집단별 보험금에 대한 소지역 추정 (Small area estimation of the insurance benefit for customer segmentations)

  • 김영화;김기수
    • Journal of the Korean Data and Information Science Society
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    • 제20권1호
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    • pp.77-87
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    • 2009
  • 최근 들어 소지역 추정 문제를 해결하는데 베이지안 방법이 주목을 받고 있다. 본 논문에서는 고객집단별 보험금에 대한 실제 자료를 MCMC 기법을 통한 계층적 베이지안 모형과 일원분류, GLM-Normal, GLM-Gamma 모형으로 분석하여 그 결과를 비교하였다. 결론적으로 소지역 추정에 의하여 얻어진 보험금 추정량이 다른 방법으로부터 얻어진 추정량들과 비교하여 가장 합리적이고 좋은 추정량임을 보일 수 있었다. 특히, 표본 수가 적은 집단에 대하여 소지역 추정의 정확성이 현저하게 높음을 알 수 있었다.

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Joint Blind Parameter Estimation of Non-cooperative High-Order Modulated PCMA Signals

  • Guo, Yiming;Peng, Hua;Fu, Jun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권10호
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    • pp.4873-4888
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    • 2018
  • A joint blind parameter estimation algorithm based on minimum channel stability function aimed at the non-cooperative high-order modulated paired carrier multiple access (PCMA) signals is proposed. The method, which uses hierarchical search to estimate time delay, amplitude and frequency offset and the estimation of phase offset, including finite ambiguity, is presented simultaneously based on the derivation of the channel stability function. In this work, the structure of hierarchical iterative processing is used to enhance the performance of the algorithm, and the improved algorithm is used to reduce complexity. Compared with existing data-aided algorithms, this algorithm does not require a priori information. Therefore, it has significant advantage in solving the problem of blind parameter estimation of non-cooperative high-order modulated PCMA signals. Simulation results show the performance of the proposed algorithm is similar to the modified Cramer-Rao bound (MCRB) when the signal-to-noise ratio is larger than 16 dB. The simulation results also verify the practicality of the proposed algorithm.

Multi-Finger 3D Landmark Detection using Bi-Directional Hierarchical Regression

  • Choi, Jaesung;Lee, Minkyu;Lee, Sangyoun
    • Journal of International Society for Simulation Surgery
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    • 제3권1호
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    • pp.9-11
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    • 2016
  • Purpose In this paper we proposed bi-directional hierarchical regression for accurate human finger landmark detection with only using depth information.Materials and Methods Our algorithm consisted of two different step, initialization and landmark estimation. To detect initial landmark, we used difference of random pixel pair as the feature descriptor. After initialization, 16 landmarks were estimated using cascaded regression methods. To improve accuracy and stability, we proposed bi-directional hierarchical structure.Results In our experiments, the ICVL database were used for evaluation. According to our experimental results, accuracy and stability increased when applying bi-directional hierarchical regression more than typical method on the test set. Especially, errors of each finger tips of hierarchical case significantly decreased more than other methods.Conclusion Our results proved that our proposed method improved accuracy and stability and also could be applied to a large range of applications such as augmented reality and simulation surgery.

HIERARCHICAL ERROR ESTIMATORS FOR LOWEST-ORDER MIXED FINITE ELEMENT METHODS

  • Kim, Kwang-Yeon
    • Korean Journal of Mathematics
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    • 제22권3호
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    • pp.429-441
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    • 2014
  • In this work we study two a posteriori error estimators of hierarchical type for lowest-order mixed finite element methods. One estimator is computed by solving a global defect problem based on the splitting of the lowest-order Brezzi-Douglas-Marini space, and the other estimator is locally computable by applying the standard localization to the first estimator. We establish the reliability and efficiency of both estimators by comparing them with the standard residual estimator. In addition, it is shown that the error estimator based on the global defect problem is asymptotically exact under suitable conditions.

On the Performance of Empiricla Bayes Simultaneous Interval Estimates for All Pairwise Comparisons

  • Kim, Woo-Chul;Han, Kyung-Soo
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.161-181
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    • 1995
  • The goal of this article is to study the performances of various empirical Bayes simultaneous interval estimates for all pairwise comparisons. The considered empirical Bayes interval estimaters are those based on unbiased estimate, a hierarchical Bayes estimate and a constrained hierarchical Bayes estimate. Simulation results for small sample cases are given and an illustrative example is also provided.

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계층적 삼각형 메쉬를 이용한 움직임 추정과 노드의 수렴 고속화 (Motion Estimation using Hierarchical Triangular Mesh and Fast Node Convergence)

  • 이동규;이두수
    • 조명전기설비학회논문지
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    • 제17권2호
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    • pp.88-94
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    • 2003
  • 본 논문에서는 영상의 움직임 정보를 반영한 계층적 삼각형 메쉬의 생성 방법과 이를 위한 노드의 수렴 고속화 방법을 제안한다. 영상의 차의 분산을 이용하여 세분화가 필요한 영역을 판단하고 적합한 삼각화 방법에 의해 연속적인 계층화가 가능하도록 한다. 또한 초기의 움직임 추정시 배경영역과 객체영역을 분리하고 쌍선형 보간법에 의해 메쉬 구조를 유지하도록 함으로써 노드의 수렴고속화를 위한 재정렬 방법을 사용한다. 실험을 통해 제한한 방법이 기존의 BMA이나 다른 메쉬 구조를 사용한 방법보다 높은 PSNR을 나타냄을 보이고 메쉬의 크기가 작은 구조에 적합한 재정렬 방법임을 보인다.

Bayesian Analysis of Multivariate Threshold Animal Models Using Gibbs Sampling

  • Lee, Seung-Chun;Lee, Deukhwan
    • Journal of the Korean Statistical Society
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    • 제31권2호
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    • pp.177-198
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    • 2002
  • The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.

계층적인 탐색점 추출을 이용한 고속 블록 정합 알고리즘 (A Fast Block Matching Algorithm Using Hierarchical Search Point Sampling)

  • 정수목
    • 한국컴퓨터산업학회논문지
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    • 제4권12호
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    • pp.1043-1052
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    • 2003
  • 본 논문에서는 비디오코딩의 움직임 추정을 위한 빠른 움직임 추정알고리즘을 제안하였다. 제안된 알고리즘은 다단계 연속제거 알고리즘과 효율적인 다단계 연속제거 알고리즘에 기초하고 있다. 제안된 알고리즘은 계층적으로 탐색점을 추출하여 매우 많은 연산량을 필요로 하는 정합 연산량을 감소시키면서 최상의 움직임벡터를 얻을 수 있다. 실험을 통하여 제안된 알고리즘의 효율성을 확인하였다.

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