• 제목/요약/키워드: kernel estimation

검색결과 294건 처리시간 0.023초

Estimating Variance Function with Kernel Machine

  • Kim, Jong-Tae;Hwang, Chang-Ha;Park, Hye-Jung;Shim, Joo-Yong
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.383-388
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    • 2009
  • In this paper we propose a variance function estimation method based on kernel trick for replicated data or data consisted of sample variances. Newton-Raphson method is used to obtain associated parameter vector. Furthermore, the generalized approximate cross validation function is introduced to select the hyper-parameters which affect the performance of the proposed variance function estimation method. Experimental results are then presented which illustrate the performance of the proposed procedure.

가우스 요소함수 망에 기초한 재밍 파라미터 추정 (Estimation of Jamming Parameters based on Gaussian Kernel Function Networks)

  • 황태현;길이만;이현구;김정호;고재헌;조제일;이정훈
    • 한국군사과학기술학회지
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    • 제23권1호
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    • pp.1-10
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    • 2020
  • Effective jamming in electronic warfare depends on proper jamming technique selection and jamming parameter estimation. For this purpose, this paper proposes a new method of estimating jamming parameters using Gaussian kernel function networks. In the proposed approach, a new method of determining the optimal structure and parameters of Gaussian kernel function networks is proposed. As a result, the proposed approach estimates the jamming parameters in a reliable manner and outperforms other methods such as the DNN(Deep Neural Network) and SVM(Support Vector Machine) estimation models.

Hybrid Approach-Based Sparse Gaussian Kernel Model for Vehicle State Determination during Outage-Free and Complete-Outage GPS Periods

  • Havyarimana, Vincent;Xiao, Zhu;Wang, Dong
    • ETRI Journal
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    • 제38권3호
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    • pp.579-588
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    • 2016
  • To improve the ability to determine a vehicle's movement information even in a challenging environment, a hybrid approach called non-Gaussian square rootunscented particle filtering (nGSR-UPF) is presented. This approach combines a square root-unscented Kalman filter (SR-UKF) and a particle filter (PF) to determinate the vehicle state where measurement noises are taken as a finite Gaussian kernel mixture and are approximated using a sparse Gaussian kernel density estimation method. During an outage-free GPS period, the updated mean and covariance, computed using SR-UKF, are estimated based on a GPS observation update. During a complete GPS outage, nGSR-UPF operates in prediction mode. Indeed, because the inertial sensors used suffer from a large drift in this case, SR-UKF-based importance density is then responsible for shifting the weighted particles toward the high-likelihood regions to improve the accuracy of the vehicle state. The proposed method is compared with some existing estimation methods and the experiment results prove that nGSR-UPF is the most accurate during both outage-free and complete-outage GPS periods.

ECG Denoising by Modeling Wavelet Sub-Band Coefficients using Kernel Density Estimation

  • Ardhapurkar, Shubhada;Manthalkar, Ramchandra;Gajre, Suhas
    • Journal of Information Processing Systems
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    • 제8권4호
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    • pp.669-684
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    • 2012
  • Discrete wavelet transforms are extensively preferred in biomedical signal processing for denoising, feature extraction, and compression. This paper presents a new denoising method based on the modeling of discrete wavelet coefficients of ECG in selected sub-bands with Kernel density estimation. The modeling provides a statistical distribution of information and noise. A Gaussian kernel with bounded support is used for modeling sub-band coefficients and thresholds and is estimated by placing a sliding window on a normalized cumulative density function. We evaluated this approach on offline noisy ECG records from the Cardiovascular Research Centre of the University of Glasgow and on records from the MIT-BIH Arrythmia database. Results show that our proposed technique has a more reliable physical basis and provides improvement in the Signal-to-Noise Ratio (SNR) and Percentage RMS Difference (PRD). The morphological information of ECG signals is found to be unaffected after employing denoising. This is quantified by calculating the mean square error between the feature vectors of original and denoised signal. MSE values are less than 0.05 for most of the cases.

Nonparametric Kernel Regression Function Estimation with Bootstrap Method

  • Kim, Dae-Hak
    • Journal of the Korean Statistical Society
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    • 제22권2호
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    • pp.361-368
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    • 1993
  • In recent years, kernel type estimates are abundant. In this paper, we propose a bandwidth selection method for kernel regression of fixed design based on bootstrap procedure. Mathematical properties of proposed bootstrap-based bandwidth selection method are discussed. Performance of the proposed method for small sample case is compared with that of cross-validation method via a simulation study.

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Mixed Effects Kernel Binomial Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1327-1334
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    • 2008
  • Mixed effect binomial regression models are widely used for analysis of correlated count data in which the response is the result of a series of one of two possible disjoint outcomes. In this paper, we consider kernel extensions with nonparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

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The Region of Positivity and Unimodality in the Truncated Series of a Nonparametric Kernel Density Estimator

  • Gupta, A.K.;Im, B.K.K.
    • Journal of the Korean Statistical Society
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    • 제10권
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    • pp.140-144
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    • 1981
  • This paper approximates to a kernel density estimate by a truncated series of expansion involving Hermite polynomials, since this could ease the computing burden involved in the kernel-based density estimation. However, this truncated series may give a multimodal estimate when we are estiamting unimodal density. In this paper we will show a way to insure the truncated series to be positive and unimodal so that the approximation to a kernel density estimator would be maeningful.

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Minimum Distance Estimation Based On The Kernels For U-Statistics

  • Park, Hyo-Il
    • Journal of the Korean Statistical Society
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    • 제27권1호
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    • pp.113-132
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    • 1998
  • In this paper, we consider a minimum distance (M.D.) estimation based on kernels for U-statistics. We use Cramer-von Mises type distance function which measures the discrepancy between U-empirical distribution function(d.f.) and modeled d.f. of kernel. In the distance function, we allow various integrating measures, which can be finite, $\sigma$-finite or discrete. Then we derive the asymptotic normality and study the qualitative robustness of M. D. estimates.

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Estimation of kernel function using the measured apparent earth resistivity

  • Kim, Ho-Chan;Boo, Chang-Jin;Kang, Min-Jae
    • International journal of advanced smart convergence
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    • 제9권3호
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    • pp.97-104
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    • 2020
  • In this paper, we propose a method to derive the kernel function directly from the measured apparent earth resistivity. At this time, the kernel function is obtained through the process of solving a nonlinear system. Nonlinear systems with many variables are difficult to solve. This paper also introduces a method for converting nonlinear derived systems to linear systems. The kernel function is a function of the depth and resistance of the Earth's layer. Being able to derive an accurate kernel function means that we can estimate the earth parameters i.e. layer depth and resistivity. We also use various Earth models as simulation examples to validate the proposed method.

KERNEL-BASED NOISE FILTERING OF NEUTRON DETECTOR SIGNALS

  • Park, Moon-Ghu;Shin, Ho-Cheol;Lee, Eun-Ki
    • Nuclear Engineering and Technology
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    • 제39권6호
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    • pp.725-730
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    • 2007
  • This paper describes recently developed techniques for effective filtering of neutron detector signal noise. In this paper, three kinds of noise filters are proposed and their performance is demonstrated for the estimation of reactivity. The tested filters are based on the unilateral kernel filter, unilateral kernel filter with adaptive bandwidth and bilateral filter to show their effectiveness in edge preservation. Filtering performance is compared with conventional low-pass and wavelet filters. The bilateral filter shows a remarkable improvement compared with unilateral kernel and wavelet filters. The effectiveness and simplicity of the unilateral kernel filter with adaptive bandwidth is also demonstrated by applying it to the reactivity measurement performed during reactor start-up physics tests.