• 제목/요약/키워드: random vectors

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A Functional Central Limit Theorem for the Multivariate Linear Process Generated by Negatively Associated Random Vectors

  • Kim, Tae-Sung;Seo, Hye-Young
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.615-623
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    • 2001
  • A functional central limit theorem is obtained for a stationary multivariate linear process of the form (no abstract. see full-text) where{ $Z_{t}$} is a sequence of strictly stationary m-dimensional negatively associated random vectors with E $Z_{t}$=O and E∥ $Z_{t}$$^2$<$\infty$ and { $A_{u}$} is a sequence of coefficient matrices with (no abstract. see full-text) and (no abstract. see full-text).text).).

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ROC Curve for Multivariate Random Variables

  • Hong, Chong Sun
    • Communications for Statistical Applications and Methods
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    • 제20권3호
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    • pp.169-174
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    • 2013
  • The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.

On the Moving Average Models with Multivariate geometric Distributions

  • Baek, Jong-ill
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.677-686
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    • 1999
  • In this paper we introduce a class of moving-average(MA) sequences of multivariate random vectors with geometric marginals. The theory of positive dependence is used to show that in various cases the class of MA sequences consists of associated random variables. We utilize positive dependence properties to obtain weakly probability inequality of the multivariate processes.

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lacZ- and aph-Based Reporter Vectors for In Vivo Expression Technology

  • Baek, Chang-Ho;Kim, Kun-Soo
    • Journal of Microbiology and Biotechnology
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    • 제13권6호
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    • pp.872-880
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    • 2003
  • Three vectors, pSG1, 2, and 3, which facilitate in vivo expression technology (IVET) in Gram-negative bacteria, were developed. Vectors pSG1and 2 are derivatives of ColE1, and pSG3 is a derivative of an R6K replicon. These vectors contain oriT sites that allow mobilization when the RK2 Tra functions are provided in trans. These vectors contain promoterless lacZ (pl-lacZ) and promoterless aph (pl-aph) transcriptionally fused together, which allow qualitative and quantitative measurements of the expression of genes in the genome of bacterial cells. pSG1 and 3 contain gentamicin-resistance genes, and pSG2 carries a streptomycin-/spectinomycin-resistance gene, allowing for selection of recombinants generated by a single crossover between a library fragment cloned into a pSG vector and the identical region in the genome of a bacterial species from which the library fragment originated. These vectors were successfully applied to the generation of random fusions at high rates in the genomes of four representative Gram-negative bacteria. In addition, the expression level of ${\beta}-galactosidase$ and the degree of resistance to kanamycin in cells with fusions generated by these vectors were found to be linearly correlated, proving that these vectors can be used for IVET.

A Pseudo-Random Beamforming Technique for Time-Synchronized Mobile Base Stations with GPS Signal

  • Son, Woong;Jung, Bang Chul
    • Journal of Positioning, Navigation, and Timing
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    • 제7권2호
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    • pp.53-59
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    • 2018
  • This paper proposes a pseudo-random beamforming technique for time-synchronized mobile base stations (BSs) for multi-cell downlink networks which have mobility. The base stations equipped with multi-antennas and mobile stations (MSs) are time-synchronized based on global positioning system (GPS) signals and generate a number of transmit beamforming matrix candidates according to the predetermined pseudo-random pattern. In addition, MSs generate receive beamforming vectors that correspond to the beam index number based on the minimum mean square error (MMSE) using transmit beamforming vectors that make up a number of transmit beamforming matrices and wireless channel matrices from BSs estimated via the reference signals (RS). Afterward, values of received signal-to-interference-plus-noise ratio (SINR) with regard to all transmit beamforming vectors are calculated, and the resulting values are then feedbacked to the BS of the same cells along with the beam index number. Each of the BSs calculates each of the sum-rates of the transmit beamforming matrix candidates based on the feedback information and then transmits the calculated results to the BS coordinator. After this, optimum transmit beamforming matrices, which can maximize a sum-rate of the entire cells, are selected at the BS coordinator and informed to the BSs. Finally, data signals are transmitted using them. The simulation results verified that a sum-rate of the entire cells was improved as the number of transmit beamforming matrix candidates increased. It was also found that if the received SINR values and beam index numbers are feedbacked opportunistically from each of the MSs to the BSs, not only nearly the same performance in sum-rate with that of applying existing feedback techniques could be achieved but also an amount of feedback was significantly reduced.

ASSVD: Adaptive Sparse Singular Value Decomposition for High Dimensional Matrices

  • Ding, Xiucai;Chen, Xianyi;Zou, Mengling;Zhang, Guangxing
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제14권6호
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    • pp.2634-2648
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    • 2020
  • In this paper, an adaptive sparse singular value decomposition (ASSVD) algorithm is proposed to estimate the signal matrix when only one data matrix is observed and there is high dimensional white noise, in which we assume that the signal matrix is low-rank and has sparse singular vectors, i.e. it is a simultaneously low-rank and sparse matrix. It is a structured matrix since the non-zero entries are confined on some small blocks. The proposed algorithm estimates the singular values and vectors separable by exploring the structure of singular vectors, in which the recent developments in Random Matrix Theory known as anisotropic Marchenko-Pastur law are used. And then we prove that when the signal is strong in the sense that the signal to noise ratio is above some threshold, our estimator is consistent and outperforms over many state-of-the-art algorithms. Moreover, our estimator is adaptive to the data set and does not require the variance of the noise to be known or estimated. Numerical simulations indicate that ASSVD still works well when the signal matrix is not very sparse.

독립성분 분석을 이용한 강인한 화자식별 (Robust Speaker Identification using Independent Component Analysis)

  • 장길진;오영환
    • 한국정보과학회논문지:소프트웨어및응용
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    • 제27권5호
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    • pp.583-592
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    • 2000
  • 본 논문에서는 독립성분분석을 이용한 음성의 특징 벡터 변환방법을 제안한다. 제안한 방법은 여러 환경에서 수집된 음성신호의 켑스트럼 벡터를 다수의 특징 함수들의 선형결합으로 가정하고, 독립성분분석을 이용하여 분리된 켑스트럼 벡터를 학습과 인식에 사용한다. 변환된 벡터 영역에서는 반복적으로 나타나는 화자의 특징 정보는 강조되고 임의로 나타나는 채널 왜곡은 억제되는 효과를 볼 수 있다. 제안된 방법의 유효성을 검증하기 위해 실제 전화음성으로 문장독립형 화자식별 실험을 수행하였으며, 결과를 통해 독립성분분석을 이용한 특징벡터의 변환이 채널 환경 변화에 대해 보다 강인함을 보였다.

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FUNCTIONAL CENTRAL LIMIT THEOREMS FOR MULTIVARIATE LINEAR PROCESSES GENERATED BY DEPENDENT RANDOM VECTORS

  • Ko, Mi-Hwa
    • 대한수학회논문집
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    • 제21권4호
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    • pp.779-786
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    • 2006
  • Let $\mathbb{X}_t$ be an m-dimensional linear process defined by $\mathbb{X}_t=\sum{_{j=0}^\infty}\;A_j\;\mathbb{Z}_{t-j}$, t = 1, 2, $\ldots$, where $\mathbb{Z}_t$ is a sequence of m-dimensional random vectors with mean 0 : $m\times1$ and positive definite covariance matrix $\Gamma:m{\times}m$ and $\{A_j\}$ is a sequence of coefficient matrices. In this paper we give sufficient conditions so that $\sum{_{t=1}^{[ns]}\mathbb{X}_t$ (properly normalized) converges weakly to Wiener measure if the corresponding result for $\sum{_{t=1}^{[ns]}\mathbb{Z}_t$ is true.