• Title/Summary/Keyword: maximum entropy

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Dual Generalized Maximum Entropy Estimation for Panel Data Regression Models

  • Lee, Jaejun;Cheon, Sooyoung
    • Communications for Statistical Applications and Methods
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    • v.21 no.5
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    • pp.395-409
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    • 2014
  • Data limited, partial, or incomplete are known as an ill-posed problem. If the data with ill-posed problems are analyzed by traditional statistical methods, the results obviously are not reliable and lead to erroneous interpretations. To overcome these problems, we propose a dual generalized maximum entropy (dual GME) estimator for panel data regression models based on an unconstrained dual Lagrange multiplier method. Monte Carlo simulations for panel data regression models with exogeneity, endogeneity, or/and collinearity show that the dual GME estimator outperforms several other estimators such as using least squares and instruments even in small samples. We believe that our dual GME procedure developed for the panel data regression framework will be useful to analyze ill-posed and endogenous data sets.

On the Computational Efficiency and Stableness of Burg's Algorithm for Maximum Entropy Spectral Analysis (최대엔트로피 스펙트럼 분석에 관한 Burg알고리즘의 계산효율과 안정성에 대하여)

  • Kim, Hee Joon
    • Economic and Environmental Geology
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    • v.17 no.4
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    • pp.237-243
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    • 1984
  • Burg's algorithm for maximum entropy spectral analysis is studied with respect to its computational efficiency and stableness. The Burg's method is not only less efficient than the Yule-Walker's method but also sometimes unstable due to its mathematical irrationality. This irrationality is demonstrated by analyzing an artificial time series, and more stable and effective method is proposed. An efficient procedure using Goertzel's algorithm to compute power spectral densities is also proposed.

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Study on the Luminescence Properties according to ZnS multi-phase (ZnS multi-phase에 따른 발광특성 연구)

  • 김광복;김용일;천희곤;조동율;구경완
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.14 no.1
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    • pp.48-53
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    • 2001
  • The crystal structure of ZnS fabricated by gas-liquid phase reaction was refined by the Rietveld program using X-ray diffraction data. The R-weighted pattern (R$\sub$wp/) of ZnS powder was 10.85%. The fraction of HCP phase was closely related with extra amount of H$_2$S gas. The lattice parameters and crystalline size were changed by the relative ratio of multi-phase. The luminescence property of ZnS:Cu, Al green phosphors prepared by conventional methods was good in the range of 91∼94% and 150∼190${\AA}$, respectively. According to the maximum entropy electron density(MEED) methods, any defects in (001) plane of cubic phase were not found. We suggest that both the Rietveld and maximum entropy density methods may be useful tools for studying luminescence mechanism of other phosphors materials.

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Generalized half-logistic Poisson distributions

  • Muhammad, Mustapha
    • Communications for Statistical Applications and Methods
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    • v.24 no.4
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    • pp.353-365
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    • 2017
  • In this article, we proposed a new three-parameter distribution called generalized half-logistic Poisson distribution with a failure rate function that can be increasing, decreasing or upside-down bathtub-shaped depending on its parameters. The new model extends the half-logistic Poisson distribution and has exponentiated half-logistic as its limiting distribution. A comprehensive mathematical and statistical treatment of the new distribution is provided. We provide an explicit expression for the $r^{th}$ moment, moment generating function, Shannon entropy and $R{\acute{e}}nyi$ entropy. The model parameter estimation was conducted via a maximum likelihood method; in addition, the existence and uniqueness of maximum likelihood estimations are analyzed under potential conditions. Finally, an application of the new distribution to a real dataset shows the flexibility and potentiality of the proposed distribution.

Design of Experiment for kriging (크리깅의 실험계획법)

  • Jung, Jae-Joon;Lee, Chang-Seob;Lee, Tae-Hee
    • Proceedings of the KSME Conference
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    • 2003.11a
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    • pp.1846-1851
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    • 2003
  • Approximate optimization has become popular in engineering field such as MDO and Crash analysis which is time consuming. To accomplish efficient approximate optimization, accuracy of approximate model is very important. As surrogate model, Kriging have been widely used approximating highly nonlinear system . Because Kriging employs interpolation method, it is adequate for deterministic computer simulation. Because there are no random errors and measurement errors in deterministic computer simulation, instead of classical DOE ,space filling experiment design which fills uniformly design space should be applied. In this work, various space filling designs such as maximin distance design, maximum entropy design are reviewed. And new design improving maximum entropy design is suggested and compared.

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Restoring an Elided title for Encyclopedia QA System (백과사전 질의응답을 위한 생략된 표제어 복원에 관한 연구)

  • Lim Soojong;Lee Changi;Jang Myoung-Gil
    • Proceedings of the Korean Information Science Society Conference
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    • 2005.11b
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    • pp.541-543
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    • 2005
  • 백과사전에서 정답을 찾기 위해 문장의 구조를 분석하는데 한국어 백과사전은 표제어에 대한 정보를 문장에서 생략한다. 그러나 표제어는 문장에서 주어나 목적어 역할을 하기 때문에 생략된 정보를 복원하지 못 하면 질의에 대한 정답을 제시할 수 없다. 생략된 표제어에 대한 정보를 복원하기 위해서 본 연구에서는 표제어의 의미범주 정보, 격틀, Maximum Entropy 모델을 이용하여 표제어 주어, 표제어 목적어 복원, 미복원 3가지로 인식한다. 표제어 의미범주는 의미 범주에 대해 일정 수준의 복원 성향을 보일 경우 Maximum Entropy 정보를 창조하였고 격틀을 이용하여 복원 여부를 결정한다. 만약 표제어의 의미범주 정보, 격틀을 이용하여도 복원 여부를 결정하지 못할 경우에는 Maximum Entropy 모델에 기반한 통계 기법을 적용하여 복원 여부를 결정한다. 그리고 각각 방법의 단점을 보완하기 위해서 규칙에 해당하는 표제어 의미범주 정보와 격틀 정보에는 통계 모델인 ME 모델을 보완하여 사용한다.

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Reliability analysis by numerical quadrature and maximum entropy method

  • Zhu, Tulong
    • Structural Engineering and Mechanics
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    • v.3 no.2
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    • pp.135-144
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    • 1995
  • Since structural systems may fail in any one of several failure modes, computation of system reliability is always difficult. A method using numerical quadrature for computing structural system reliability with either one or more than one failure mode is presented in this paper. Statistically correlated safety margin equations are transformed into a group of uncorrelated variables and the joint density function of these uncorrelated variables can be generated by using the Maximum Entropy Method. Structural system reliability is then obtained by integrating the joint density function with the transformed safety domain enclosed within a set of linear equations. The Gaussian numerical integration method is introduced in order to improve computational accuracy. This method can be used to evaluate structural system reliability for Gaussian or non-Gaussian variables with either linear or nonlinear safety boundaries. It is also valid for implicit safety margins such as computer programs. Both the theory and the examples show that this method is simple in concept and easy to implement.

Internet Roundtrip Delay Prediction Using the Maximum Entropy Principle

  • Liu, Peter Xiaoping;Meng, Max Q-H;Gu, Jason
    • Journal of Communications and Networks
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    • v.5 no.1
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    • pp.65-72
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    • 2003
  • Internet roundtrip delay/time (RTT) prediction plays an important role in detecting packet losses in reliable transport protocols for traditional web applications and determining proper transmission rates in many rate-based TCP-friendly protocols for Internet-based real-time applications. The widely adopted autoregressive and moving average (ARMA) model with fixed-parameters is shown to be insufficient for all scenarios due to its intrinsic limitation that it filters out all high-frequency components of RTT dynamics. In this paper, we introduce a novel parameter-varying RTT model for Internet roundtrip time prediction based on the information theory and the maximum entropy principle (MEP). Since the coefficients of the proposed RTT model are updated dynamically, the model is adaptive and it tracks RTT dynamics rapidly. The results of our experiments show that the MEP algorithm works better than the ARMA method in both RTT prediction and RTO estimation.

Mobility-Spectrum Analysis of an Anisotropic Material System with a Single-Valley Indirect-Band-Gap Semiconductor Quantum-Well

  • Joung, Hodoug;Ahn, Il-Ho;Yang, Woochul;Kim, Deuk Young
    • Electronic Materials Letters
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    • v.14 no.6
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    • pp.774-783
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    • 2018
  • Full maximum-entropy mobility-spectrum analysis (FMEMSA) is the best algorithm among mobility spectrum analyses by which we can obtain a set of partial-conductivities associated with mobility values (mobility spectrum) by analyzing magnetic-field-dependent conductivity-tensors. However, it is restricted to a direct band-gap semiconductor and should be modified for materials with other band structures. We developed the modified version of FMEMSA which is appropriate for a material with a single anisotropic valley, or an indirect-band-gap semiconductor quantum-well with a single non-degenerate conduction-band valley e.g., (110)-oriented AlAs quantum wells with a single anisotropic valley. To demonstrate the reliability of the modified version, we applied it to several sets of synthetic measurement datasets. The results demonstrated that, unlike existing FMEMSA, the modified version could produce accurate mobility spectra of materials with a single anisotropic valley.

Network Flow Classification Based on Maximum Entropy Theory (최대 엔트로피 이론 기반 네트워크 흐름 분류)

  • Kim, Min-Woo;Lee, Tae-Ho;Lee, Byung-Jun;Kim, Kyung-Tae;Youn, Hee-Yong
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2019.01a
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    • pp.143-144
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    • 2019
  • 최대 엔트로피(Maximum Entropy)는 실증적 데이터에서 관찰된 잠재적인 여러 유용한 특징들을 기반으로 최대 엔트로피를 갖는 추정된 분포를 구축하기 위한 접근법이다. 본 논문에서는 네트워크상의 데이터 전송 시 혼잡한 흐름을 효율적으로 분류하기 위해 최대 엔트로피 알고리즘을 기반으로 한 새로운 네트워크 흐름 분류 모델을 제안한다. 제안한 알고리즘이 기존의 방법들 보다 높은 분류 정확도를 나타내는 것을 목표로 네트워크 서비스 시 효율성을 높이고자 한다.

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