• Title/Summary/Keyword: random function

Search Result 1,536, Processing Time 0.034 seconds

Performance comparison of random number generators based on Adaptive Rejection Sampling (적응 기각 추출을 기반으로 하는 난수 생성기의 성능 비교)

  • Kim, Hyotae;Jo, Seongil;Choi, Taeryon
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.3
    • /
    • pp.593-610
    • /
    • 2015
  • Adaptive Rejection Sampling (ARS) method is a well-known random number generator to acquire a random sample from a probability distribution, and has the advantage of improving the proposal distribution during the sampling procedures, which update it closer to the target distribution. However, the use of ARS is limited since it can be used only for the target distribution in the form of the log-concave function, and thus various methods have been proposed to overcome such a limitation of ARS. In this paper, we attempt to compare five random number generators based on ARS in terms of adequacy and efficiency. Based on empirical analysis using simulations, we discuss their results and make a comparison of five ARS-based methods.

ASYMPTOTIC NORMALITY OF WAVELET ESTIMATOR OF REGRESSION FUNCTION UNDER NA ASSUMPTIONS

  • Liang, Han-Ying;Qi, Yan-Yan
    • Bulletin of the Korean Mathematical Society
    • /
    • v.44 no.2
    • /
    • pp.247-257
    • /
    • 2007
  • Consider the heteroscedastic regression model $Y_i=g(x_i)+{\sigma}_i\;{\epsilon}_i=(1{\leq}i{\leq}n)$, where ${\sigma}^2_i=f(u_i)$, the design points $(x_i,\;u_i)$ are known and nonrandom, and g and f are unknown functions defined on closed interval [0, 1]. Under the random errors $\epsilon_i$ form a sequence of NA random variables, we study the asymptotic normality of wavelet estimators of g when f is a known or unknown function.

Nonparametric Estimation of the Bivariate Survival Function under Koziol-Green Model I

  • Ahn, Choon-Mo;Park, Sang-Gue
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.975-982
    • /
    • 2003
  • In this paper we considered the problem of estimating the bivariate survival distribution of the random vector (X, Y) when Y may be subject to random censoring but X is always uncensored. Adapting conditional Koziol-Green model, simplified estimator for bivariate survival function is proposed. We perform simulation to compare the proposed estimator with popular estimators and discussed the performance of it.

  • PDF

Marginal distribution of crossing time and renewal numbers related with two-state Erlang process

  • Talpur, Mir Ghulam Hyder;Zamir, Iffat;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.1
    • /
    • pp.191-202
    • /
    • 2009
  • In this study, we drive the one dimensional marginal transform function, probability density function and probability distribution function for the random variables $T_{{\xi}N}$ (Time taken by the servers during the vacations), ${\xi}_N$(Number of vacations taken by the servers) and ${\eta}_N$(Number of customers or units arrive in the system) by controlling the variability of two random variables simultaneously.

  • PDF

THE AVERAGING VALUE OF A SAMPLING OF THE RIEMANN ZETA FUNCTION ON THE CRITICAL LINE USING POISSON DISTRIBUTION

  • Jo, Sihun
    • East Asian mathematical journal
    • /
    • v.34 no.3
    • /
    • pp.287-293
    • /
    • 2018
  • We investigate the averaging value of a random sampling ${\zeta}(1/2+iX_t)$ of the Riemann zeta function on the critical line. Our result is that if $X_t$ is an increasing random sampling with Poisson distribution, then $${\mathbb{E}}{\zeta}(1/2+iX_t)=O({\sqrt{\;log\;t}}$$, for all sufficiently large t in ${\mathbb{R}}$.

An Edge-Based Algorithm for Discontinuity Adaptive Image Smoothing (에지기반의 불연속 경계적응 영상 평활화 알고리즘)

  • 강동중;권인소
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2000.10a
    • /
    • pp.273-273
    • /
    • 2000
  • We present a new scheme to increase the performance of edge-preserving image smoothing from the parameter tuning of a Markov random field (MRF) function. The method is based on automatic control of the image smoothing-strength in MRF model ing in which an introduced parameter function is based on control of enforcing power of a discontinuity-adaptive Markov function and edge magnitude resulted from discontinuities of image intensity. Without any binary decision for the edge magnitude, adaptive control of the enforcing power with the full edge magnitude could improve the performance of discontinuity-preserving image smoothing.

  • PDF

Simple Graphs for Complex Prediction Functions

  • Huh, Myung-Hoe;Lee, Yong-Goo
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.3
    • /
    • pp.343-351
    • /
    • 2008
  • By supervised learning with p predictors, we frequently obtain a prediction function of the form $y\;=\;f(x_1,...,x_p)$. When $p\;{\geq}\;3$, it is not easy to understand the inner structure of f, except for the case the function is formulated as additive. In this study, we propose to use p simple graphs for visual understanding of complex prediction functions produced by several supervised learning engines such as LOESS, neural networks, support vector machines and random forests.

The Sub-Peres Functions for Random Number Generation (무작위수생성을 위한 부 페레즈 함수)

  • Pae, Sung-Il
    • Journal of the Korea Society of Computer and Information
    • /
    • v.18 no.2
    • /
    • pp.19-30
    • /
    • 2013
  • We study sub-Peres functions that are defined recursively as Peres function for random number generation. Instead of using two parameter functions as in Peres function, the sub-Peres functions uses only one parameter function. Naturally, these functions produce less random bits, hence are not asymptotically optimal. However, the sub-Peres functions runs in linear time, i.e., in O(n) time rather than O(n logn) as in Peres's case. Moreover, the implementation is even simpler than Peres function not only because they use only one parameter function but because they are tail recursive, hence run in a simple iterative manner rather than by a recursion, eliminating the usage of stack and thus further reducing the memory requirement of Peres's method. And yet, the output rate of the sub-Peres function is more than twice as much as that of von Neumann's method which is widely known linear-time method. So, these methods can be used, instead of von Neumann's method, in an environment with limited computational resources like mobile devices. We report the analyses of the sub-Peres functions regarding their running time and the exact output rates in comparison with Peres function and other known methods for random number generation. Also, we discuss how these sub-Peres function can be implemented.

Binary random sequence generation by use of random sampling of M-sequence

  • Hiroshi Harada;Hiroshi Kashiwagi;Satoshi Honda;Kazuo Oguri
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1987.10a
    • /
    • pp.832-835
    • /
    • 1987
  • This paper proposes a new method of generating binary random sequences using a randomly sampled M-sequence. In this paper two methods of sampling are proposed. Expected values of the autocorrelation function of the sequence generated by these methods are calculated theoretically. From the results of computer simulation, it is shown that using these methods, we can get binary random sequences which have good random properties.

  • PDF