• Title/Summary/Keyword: inverse Gaussian

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A modulated Gaussian pupil derived from diffraction inverse problem approach and the characteristics of the OTF of the system (회절 역문제로 유도한 변조된 Gauss 동함수에 대한 결상계의 OTF)

  • 송영란;이민희;이상수
    • Korean Journal of Optics and Photonics
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    • v.8 no.2
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    • pp.95-98
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    • 1997
  • The Gaussian diffraction pattern initially assumed in the diffraction inverse problem is further sharply defined by multiplying $e^{-q{\omega}_0$\mid${\chi}$\mid$}$. The modified pupil function is obtained and the diffraction intensity distribution for the finite aperture ($-{\omega}_0~{\times}{\omega}_0$ is obtained, and then the OTF is derived analytically. It is found the OTF is equal to or less than the $(OTF)_{q=0}$, namely the modulation is not useful. It is shown that the narrowing down the initial Gaussian diffraction pattern does not give the anticipated improvement in OTF and the reason is clarified.

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Application of Genetic Algorithm for Large-Scale Multiuser MIMO Detection with Non-Gaussian Noise

  • Ran, Rong
    • Journal of information and communication convergence engineering
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    • v.20 no.2
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    • pp.73-78
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    • 2022
  • Based on experimental measurements conducted on many different practical wireless communication systems, ambient noise has been shown to be decidedly non-Gaussian owing to impulsive phenomena. However, most multiuser detection techniques proposed thus far have considered Gaussian noise only. They may therefore suffer from a considerable performance loss in the presence of impulsive ambient noise. In this paper, we consider a large-scale multiuser multiple-input multiple-output system in the presence of non-Gaussian noise and propose a genetic algorithm (GA) based detector for large-dimensional multiuser signal detection. The proposed algorithm is more robust than linear multi-user detectors for non-Gaussian noise because it uses a multi-directional search to manipulate and maintain a population of potential solutions. Meanwhile, the proposed GA-based algorithm has a comparable complexity because it does not require any complicated computations (e.g., a matrix inverse or derivation). The simulation results show that the GA offers a performance gain over the linear minimum mean square error algorithm for both non-Gaussian and Gaussian noise.

Linear prediction and z-transform based CDF-mapping simulation algorithm of multivariate non-Gaussian fluctuating wind pressure

  • Jiang, Lei;Li, Chunxiang;Li, Jinhua
    • Wind and Structures
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    • v.31 no.6
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    • pp.549-560
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    • 2020
  • Methods for stochastic simulation of non-Gaussian wind pressure have increasingly addressed the efficiency and accuracy contents to offer an accurate description of the extreme value estimation of the long-span and high-rise structures. This paper presents a linear prediction and z-transform (LPZ) based Cumulative distribution function (CDF) mapping algorithm for the simulation of multivariate non-Gaussian fluctuating wind pressure. The new algorithm generates realizations of non-Gaussian with prescribed marginal probability distribution function (PDF) and prescribed spectral density function (PSD). The inverse linear prediction and z-transform function (ILPZ) is deduced. LPZ is improved and applied to non-Gaussian wind pressure simulation for the first time. The new algorithm is demonstrated to be efficient, flexible, and more accurate in comparison with the FFT-based method and Hermite polynomial model method in two examples for transverse softening and longitudinal hardening non-Gaussian wind pressures.

INVERSE HALFTONING USING KALMANN FILTERING

  • Tanaka, Kenichi;Takagi, Ippei
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2009.01a
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    • pp.487-491
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    • 2009
  • The inverse halftoning is processing to restore the image made binary to former step image. There are smoothing and gaussian filtering in the technique so far. However, there are still a lot of insufficient points in past inverse halftoning. The removal of the noise and the edge enhansment are closely related in inverse halftoning. It is difficult to do both the noise rednctiom and the edge enhansment in high accuracy at the same time in the technique so far. The technique that can achieve both the removal of the noise and the emphasis of Edge at the same time is expected as future tasks. Then, it was tried to apply the Kalmann filtering to inverse halftoning. In the actual experiment, the effectiveness of the application of the Kalmann filtering to inverse halftoning comparing it with the technique so far was shown.

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How to Improve Classical Estimators via Linear Bayes Method?

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • v.22 no.6
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    • pp.531-542
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    • 2015
  • In this survey, we use the normal linear model to demonstrate the use of the linear Bayes method. The superiorities of linear Bayes estimator (LBE) over the classical UMVUE and MLE are established in terms of the mean squared error matrix (MSEM) criterion. Compared with the usual Bayes estimator (obtained by the MCMC method) the proposed LBE is simple and easy to use with numerical results presented to illustrate its performance. We also examine the applications of linear Bayes method to some other distributions including two-parameter exponential family, uniform distribution and inverse Gaussian distribution, and finally make some remarks.

Bayesian testing for the homogeneity of the shape parameters of several inverse Gaussian distributions

  • Lee, Woo Dong;Kim, Dal Ho;Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.3
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    • pp.835-844
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    • 2016
  • We develop the testing procedures about the homogeneity of the shape parameters of several inverse Gaussian distributions in our paper. We propose default Bayesian testing procedures for the shape parameters under the reference priors. The Bayes factor based on the proper priors gives the successful results for Bayesian hypothesis testing. For the case of the lack of information, the noninformative priors such as Jereys' prior or the reference prior can be used. Jereys' prior or the reference prior involves the undefined constants in the computation of the Bayes factors. Therefore under the reference priors, we develop the Bayesian testing procedures with the intrinsic Bayes factors and the fractional Bayes factor. Simulation study for the performance of the developed testing procedures is given, and an example for illustration is given.

Performance assessment using the inverse analysis based a function approach of bridges repaired by ACM from incomplete dynamic data (불완전 동적 데이터로부터 복합신소재로 보강된 교량의 함수기반 역해석에 의한 성능 평가)

  • Lee, Sang-Youl;Noh, Myung-Hyun
    • Journal of the Korean Society for Advanced Composite Structures
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    • v.1 no.2
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    • pp.51-58
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    • 2010
  • This work examines the identification of stiffness reduction in damaged reinforced concrete bridges under moving loads, and carries out the performance assessment after repairing using advanced composite materials. In particular, the change of stiffness in each element before and after repairing, based on the Microgenetic algorithm as an advanced inverse analysis, is described and discussed by using a modified bivariate Gaussian distribution function. The proposed method in the study is more feasible than the conventional element-based method from computation efficiency point of view. The validity of the technique is numerically verified using a set of dynamic data obtained from a simulation of the actual bridge modeled with a three-dimensional solid element. The numerical examples show that the proposed technique is a feasible and practical method which can inspect the complex distribution of deteriorated stiffness although there is a difference between actual bridge and numerical model as well as uncertain noise occurred in the measured data.

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Numerical studies on approximate option prices (근사적 옵션 가격의 수치적 비교)

  • Yoon, Jeongyoen;Seung, Jisu;Song, Seongjoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.2
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    • pp.243-257
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    • 2017
  • In this paper, we compare several methods to approximate option prices: Edgeworth expansion, A-type and C-type Gram-Charlier expansions, a method using normal inverse gaussian (NIG) distribution, and an asymptotic method using nonlinear regression. We used two different types of approximation. The first (called the RNM method) approximates the risk neutral probability density function of the log return of the underlying asset and computes the option price. The second (called the OPTIM method) finds the approximate option pricing formula and then estimates parameters to compute the option price. For simulation experiments, we generated underlying asset data from the Heston model and NIG model, a well-known stochastic volatility model and a well-known Levy model, respectively. We also applied the above approximating methods to the KOSPI200 call option price as a real data application. We then found that the OPTIM method shows better performance on average than the RNM method. Among the OPTIM, A-type Gram-Charlier expansion and the asymptotic method that uses nonlinear regression showed relatively better performance; in addition, among RNM, the method of using NIG distribution was relatively better than others.

A random forest-regression-based inverse-modeling evolutionary algorithm using uniform reference points

  • Gholamnezhad, Pezhman;Broumandnia, Ali;Seydi, Vahid
    • ETRI Journal
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    • v.44 no.5
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    • pp.805-815
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    • 2022
  • The model-based evolutionary algorithms are divided into three groups: estimation of distribution algorithms, inverse modeling, and surrogate modeling. Existing inverse modeling is mainly applied to solve multi-objective optimization problems and is not suitable for many-objective optimization problems. Some inversed-model techniques, such as the inversed-model of multi-objective evolutionary algorithm, constructed from the Pareto front (PF) to the Pareto solution on nondominated solutions using a random grouping method and Gaussian process, were introduced. However, some of the most efficient inverse models might be eliminated during this procedure. Also, there are challenges, such as the presence of many local PFs and developing poor solutions when the population has no evident regularity. This paper proposes inverse modeling using random forest regression and uniform reference points that map all nondominated solutions from the objective space to the decision space to solve many-objective optimization problems. The proposed algorithm is evaluated using the benchmark test suite for evolutionary algorithms. The results show an improvement in diversity and convergence performance (quality indicators).

Evaluation of Inverse Fourier Integral Considering the Distances from the Source Point in 2D Resistivity Modeling (전기비저항탐사 2차원 모델링에서 송수신 간격을 고려한 푸리에 역변환)

  • Cho, In-Ky;Jeong, Da-Bhin
    • Geophysics and Geophysical Exploration
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    • v.21 no.1
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    • pp.1-7
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    • 2018
  • In the two-dimensional (2D) modeling of electrical method, the potential in the space domain is reconstructed with the calculated potentials in the wavenumber domain using inverse Fourier transform. The inverse Fourier integral is numerically evaluated using the transformed potential at different wavenumbers. In order to improve the precision of the integration, either the logarithmic or exponential approximation has been used depending on the size of wavenumber. Two numerical methods have been generally used to evaluate the integral; interval integration and Gaussian quadrature. However, both methods do not consider the distance from the current source. Thus the resulting potential in the space domain shows some error. Especially when the distance from the current source is very small or large, the error increases abruptly and the evaluated potential becomes extremely unstable. In this study, we developed a new method to calculate the integral accurately by introducing the distance from the current source to the rescaled Gauss abscissa and weight. The numerical tests for homogeneous half-space model show that the developed method can yield the error level lower than 0.4 percent over the various distances from the current source.