• 제목/요약/키워드: random matrices

검색결과 77건 처리시간 0.026초

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

  • Kim Jae-Kwang
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2004년도 학술발표논문집
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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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    • 제23권1호
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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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셀형 제조시스템설계를 위한 machine-part의 그룹형성에 관한 연구 (A study on machine-part group formation for designing the cellular manufacturing systems)

  • 김성집;김낙현
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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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
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2008년도 International Symposium on Remote Sensing
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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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    • 제24권1호
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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).

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

  • 김성식
    • 대한산업공학회지
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    • 제7권1호
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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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    • 제16권4호
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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.

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

  • 황용수;오상헌;전문구
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2010년도 춘계학술발표대회
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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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    • 제30권2호
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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.

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

  • 노혁천
    • 복합신소재구조학회 논문집
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    • 제1권2호
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    • pp.29-35
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    • 2010
  • 탄성계수와 함께 포아송비는 구조의 거동을 결정하는 중요 구조인수중의 하나이다. 따라서 구조응답의 불확실성에 미치는 포아송비의 독립적 영향에 대한 평가가 필요하다. 본 연구에서는 포아송비의 불확실성이 복합적층판의 거동에 미치는 영향을 산정하기 위한 정식화를 제안한다. 포아송비의 영향은 동일 차수인 임의인수의 영향을 포함하는 부행렬을 통하여 얻을 수 있으며, 이는 대상 인수의 평균을 중심으로 한 Taylor전개를 통하여 구할 수 있다. 제안방법의 검증을 위하여 예제 평판을 해석하였고, 그 결과를 몬테카를로 해석에 의한 결과와 비교하였다. 두 방법을 통하여 얻은 결과는 상화 잘 일치하는 결과를 나타내어, 제안한 방법이 적절함을 제시하였다.

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