• Title/Summary/Keyword: random matrices

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Partitioning likelihood method in the analysis of non-monotone missing data

  • Kim Jae-Kwang
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.1-8
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    • 2004
  • We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Robin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method. A numerical example is also presented to illustrate the method.

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Characterization of the Asymptotic Distributions of Certain Eigenvalues in a General Setting

  • Hwang, Chang-Ha
    • Journal of the Korean Statistical Society
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    • v.23 no.1
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    • pp.13-32
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    • 1994
  • Let A(n) and B(n) be sequences of $m \times m$ random matrices with a joint asymptotic distribution as $n \to \infty$. The asymptotic distribution of the ordered roots of $$\mid$A(n) - f B(n)$\mid$ = 0$ depends on the multiplicity of the roots of a determinatal equation involving parameter roots. This paper treats the asymptotic distribution of the roots of the above determinantal equation in the case where some of parameter roots are zero. Furthermore, we apply our results to deriving the asymptotic distributions of the eigenvalues of the MANOVA matrix in the noncentral case when the underlying distribution is not multivariate normal and some parameter roots are zero.

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A study on machine-part group formation for designing the cellular manufacturing systems (셀형 제조시스템설계를 위한 machine-part의 그룹형성에 관한 연구)

  • 김성집;김낙현
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.125-130
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    • 1996
  • This study is concerned with a heuristic algorithm that can make effectively the machine-part grouping in early stage for designing cellular manufacturing systems. By enhancing the Close Neighbour Algorithm(CNA), the proposed algorithm is concerned with making the machine-part grouping that can maximize machine utilization and minimize part's intercell movement by reducing exceptional elements. The algorithm is tested against existing algorithms in solving several machine-part initial matrices extracted from references and obtained by using random number. Test results shows that a solution matrix of the algorithm has superior grouping efficiency to Close Neighbour Algorithm.

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STATISTICAL NOISE BAND REMOVAL FOR SURFACE CLUSTERING OF HYPERSPECTRAL DATA

  • Huan, Nguyen Van;Kim, Hak-Il
    • Proceedings of the KSRS Conference
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    • 2008.10a
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    • pp.111-114
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    • 2008
  • The existence of noise bands may deform the typical shape of the spectrum, making the accuracy of clustering degraded. This paper proposes a statistical approach to remove noise bands in hyperspectral data using the correlation coefficient of bands as an indicator. Considering each band as a random variable, two adjacent signal bands in hyperspectral data are highly correlative. On the contrary, existence of a noise band will produce a low correlation. For clustering, the unsupervised ${\kappa}$-nearest neighbor clustering method is implemented in accordance with three well-accepted spectral matching measures, namely ED, SAM and SID. Furthermore, this paper proposes a hierarchical scheme of combining those measures. Finally, a separability assessment based on the between-class and the within-class scatter matrices is followed to evaluate the applicability of the proposed noise band removal method. Also, the paper brings out a comparison for spectral matching measures.

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Regression models generated by gamma random variables with long-term survivors

  • Ortega, Edwin M.M.;Cordeiro, Gauss M.;Hashimoto, Elizabeth M.;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.43-65
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    • 2017
  • We propose a flexible cure rate survival model by assuming that the number of competing causes of the event of interest has the Poisson distribution and the time for the event follows the gamma-G family of distributions. The extended family of gamma-G failure-time models with long-term survivors is flexible enough to include many commonly used failure-time distributions as special cases. We consider a frequentist analysis for parameter estimation and derive appropriate matrices to assess local influence on the parameters. Further, various simulations are performed for different parameter settings, sample sizes and censoring percentages. We illustrate the performance of the proposed regression model by means of a data set from the medical area (gastric cancer).

An approximation of the M/M/s system where customers demand random number of servers (고객(顧客)이 임의수(任意數)의 Server 를 원하는 M/M/s system 의 개산법(槪算法))

  • Kim, Seong-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.7 no.1
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    • pp.5-11
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    • 1981
  • In the case of numerical implementation, the exact solution method for the M/M/s system where customers demand multiple server use [2] reveals limitations, if a system has large number of servers or types of customers. This is due to the huge matrices involved in the course of the calculations. This paper offers an approximation scheme for such cases. Capitalizing the characteristics of the service rate curve of the system, this method approximates the service rate as a piecewise linear function. With the service rates obtained from the linear function for each number of customers n (n=0. 1. 2,$\cdots$), ${\mu}(n)$, steady-state probabilities and measures of performance are found treating this system as an ordinary M/M/s system. This scheme performs well when the traffic intensity of a system is below about 0.8. Some numerical examples are presented.

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Increasing the flexural capacity of RC beams using partially HPFRCC layers

  • Hemmati, Ali;Kheyroddin, Ali;Sharbatdar, Mohammad K.
    • Computers and Concrete
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    • v.16 no.4
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    • pp.545-568
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    • 2015
  • High Performance Fiber Reinforced Cementitious Composites which are called HPFRCC, include cement matrices with strain hardening response under tension loading. In these composites, the cement mortar with fine aggregates, is reinforced by continuous or random distributed fibers and could be used for various applications including structural fuses and retrofitting of reinforced concrete members etc. In this paper, mechanical properties of HPFRCC materials are reviewed briefly. Moreover, a reinforced concrete beam (experimentally tested by Maalej et al.) is chosen and in different specimens, lower or upper or both parts of that beam are replaced with HPFRCC layers. After modeling of specimens in ABAQUS and calibration of those, mechanical properties of these specimens are investigated with different thicknesses, tensile strengths, tensile strains and compressive bars. Analytical results which are obtained by nonlinear finite analyses show that using HPFRCC layers with different parameters, increase loading capacity and ultimate displacement of these beams compare to RC specimens.

Quasi-Cyclic LDPC Codes by random combination of multiple sub-matrices (여러 부행렬들의 무작위 조합으로 만든 Quasi-Cyclic LDPC 부호)

  • Hwang, Yongsoo;Oh, Sanghoun;Jeon, Moongu
    • Proceedings of the Korea Information Processing Society Conference
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    • 2010.04a
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    • pp.631-634
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    • 2010
  • 기존의 Quasi-Cyclic LDPC 부호는 하나의 기본행렬의 순환행렬을 부행렬로 사용하여 패리티 검사 행렬을 만든다. 본 논문에서는 무게가 서로 다른 두 개의 기본 행렬의 순환행렬들과 영행렬을 부행렬로 사용하고, 이 세 개의 부행렬들을 주어진 조건하에서 무작위로 조합하여 패리티 검사 행렬을 만드는 방법을 제안한다. 제안된 LDPC 부호는 girth가 6이상인 Irregular LDPC 부호이다.

Two variations of cross-distance selection algorithm in hybrid sufficient dimension reduction

  • Jae Keun Yoo
    • Communications for Statistical Applications and Methods
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    • v.30 no.2
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    • pp.179-189
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    • 2023
  • Hybrid sufficient dimension reduction (SDR) methods to a weighted mean of kernel matrices of two different SDR methods by Ye and Weiss (2003) require heavy computation and time consumption due to bootstrapping. To avoid this, Park et al. (2022) recently develop the so-called cross-distance selection (CDS) algorithm. In this paper, two variations of the original CDS algorithm are proposed depending on how well and equally the covk-SAVE is treated in the selection procedure. In one variation, which is called the larger CDS algorithm, the covk-SAVE is equally and fairly utilized with the other two candiates of SIR-SAVE and covk-DR. But, for the final selection, a random selection should be necessary. On the other hand, SIR-SAVE and covk-DR are utilized with completely ruling covk-SAVE out, which is called the smaller CDS algorithm. Numerical studies confirm that the original CDS algorithm is better than or compete quite well to the two proposed variations. A real data example is presented to compare and interpret the decisions by the three CDS algorithms in practice.

Weighted Integral Method for an Estimation of Displacement COV of Laminated Composite Plates (복합적층판의 변위 변동계수 산정을 위한 가중적분법)

  • Noh, Hyuk-Chun
    • Journal of the Korean Society for Advanced Composite Structures
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    • v.1 no.2
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    • pp.29-35
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    • 2010
  • In addition to the Young's modulus, the Poisson's ratio is also at the center of attention in the field stochastic finite element analysis since the parameters play an important role in determining structural behavior. Accordingly, the sole effect of this parameter on the response variability is of importance from the perspective of estimation of uncertain response. To this end, a formulation to determine the response variability in laminate composite plates due to the spatial randomness of Poisson's ratio is suggested. The independent contributions of random Poisson's ratiocan be captured in terms of sub-matrices which include the effect of the random parameter in the same order, which can be attained by using the Taylor's series expansion about the mean of the parameter. In order to validate the adequacy of the proposed formulation, several example analyses are performed, and then the results are compared with Monte Carlo simulation (MCS). A good agreement between the suggested scheme and MCS is observed showing the adequacy of the scheme.

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