• 제목/요약/키워드: shrinkage estimation

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CONFLICT AMONG THE SHRINKAGE ESTIMATORS INDUCED BY W, LR AND LM TESTS UNDER A STUDENT'S t REGRESSION MODEL

  • Kibria, B.M.-Golam
    • Journal of the Korean Statistical Society
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    • 제33권4호
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    • pp.411-433
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    • 2004
  • The shrinkage preliminary test ridge regression estimators (SPTRRE) based on Wald (W), Likelihood Ratio (LR) and Lagrangian Multiplier (LM) tests for estimating the regression parameters of the multiple linear regression model with multivariate Student's t error distribution are considered in this paper. The quadratic biases and risks of the proposed estimators are compared under both null and alternative hypotheses. It is observed that there is conflict among the three estimators with respect to their risks because of certain inequalities that exist among the test statistics. In the neighborhood of the restriction, the SPTRRE based on LM test has the smallest risk followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameters move away from the subspace of the restrictions. Some tables for the maximum and minimum guaranteed efficiency of the proposed estimators have been given, which allow us to determine the optimum level of significance corresponding to the optimum estimator among proposed estimators. It is evident that in the choice of the smallest significance level to yield the best estimator the SPTRRE based on Wald test dominates the other two estimators.

Cotton Double Velvet의 Pile 보지성에 관한 특성 (A Study on the Pile Fastness of the Cotton Double Velvet)

  • 류덕환;박삼성
    • 한국의류학회지
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    • 제11권1호
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    • pp.1-10
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    • 1987
  • We selected four kinds of cotton velvet and chafed before and after cleaning, then in accordance with abrasion times we measured of pile exclusion rate and examined the relationship of the pile exclusion rate, its thickness and the air permeability. An experimental study was carried out the pile weave construction, the density, the yarn to yarn, the shrinkage, and the pile substantiality. The results were as follows: 1. In accordance with increments of shrinkage phenomenon of pile fabric for cleaning process, pile exclusion rate was decreased. 2. The ground weave of pile fabric and the yarn to yarn of warp and weft direction were affected by the pile exclusion. 3. It is linear of pile substantiality of pile fabric and pile fastness. 4. In estimation of pile exclusion rate, it is proper to make use of air permeability and measuring value of thickness.

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Bayesian Methods for Wavelet Series in Single-Index Models

  • Park, Chun-Gun;Vannucci, Marina;Hart, Jeffrey D.
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 춘계학술대회
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    • pp.83-126
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    • 2005
  • Single-index models have found applications in econometrics and biometrics, where multidimensional regression models are often encountered. Here we propose a nonparametric estimation approach that combines wavelet methods for non-equispaced designs with Bayesian models. We consider a wavelet series expansion of the unknown regression function and set prior distributions for the wavelet coefficients and the other model parameters. To ensure model identifiability, the direction parameter is represented via its polar coordinates. We employ ad hoc hierarchical mixture priors that perform shrinkage on wavelet coefficients and use Markov chain Monte Carlo methods for a posteriori inference. We investigate an independence-type Metropolis-Hastings algorithm to produce samples for the direction parameter. Our method leads to simultaneous estimates of the link function and of the index parameters. We present results on both simulated and real data, where we look at comparisons with other methods.

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Neural networks for inelastic mid-span deflections in continuous composite beams

  • Pendharkar, Umesh;Chaudhary, Sandeep;Nagpal, A.K.
    • Structural Engineering and Mechanics
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    • 제36권2호
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    • pp.165-179
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    • 2010
  • Maximum deflection in a beam is a design criteria and occurs generally at or close to the mid-span. Neural networks have been developed for the continuous composite beams to predict the inelastic mid-span deflections (typically for 20 years, considering cracking, and time effects, i.e., creep and shrinkage, in concrete) from the elastic moments and elastic mid-span deflections (neglecting instantaneous cracking and time effects). The training and testing data for the neural networks is generated using a hybrid analytical-numerical procedure of analysis. The neural networks have been validated for four example beams and the errors are shown to be small. This methodology, of using networks enables a rapid estimation of inelastic mid-span deflections and requires a computational effort almost equal to that required for the simple elastic analysis. The neural networks can be extended for the composite building frames that would result in huge saving in computational time.

신경망이론을 이용한 어인자의 수준사이를 고려한 최적조건 선정에 관한 연구 (Selecting the Optimum Process Condition Between the Factor Level Using Neural Network)

  • 홍정의
    • 품질경영학회지
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    • 제30권2호
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    • pp.86-98
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    • 2002
  • Defining the relationship between the quality of injection molded parts and the process condition is very complicate because of lots of factor are involved and each factor has a non-linearity. With the development of CAE(Computer Aided Engineering) technology, the estimation of volumetric shrinkage of injection mold parts is possible by computer simulation even though restricted application. In this research, Neural Network applied for finding optimal processing condition. The percent of volumetric shrinkage compared on each case and show neural network can be successfully applied selecting optimum condition not only within factor level but also between factor level.

A REVIEW ON DENOISING

  • Jung, Yoon Mo
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제18권2호
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    • pp.143-156
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    • 2014
  • This paper aims to give a quick view on denoising without comprehensive details. Denoising can be understood as removing unwanted parts in signals and images. Noise incorporates intrinsic random fluctuations in the data. Since noise is ubiquitous, denoising methods and models are diverse. Starting from what noise means, we briefly discuss a denoising model as maximum a posteriori estimation and relate it with a variational form or energy model. After that we present a few major branches in image and signal processing; filtering, shrinkage or thresholding, regularization and data adapted methods, although it may not be a general way of classifying denoising methods.

다구찌 방법과 신경회로망을 이용한 사출성형 가공공정의 최적 가공조건 선정에 관한 연구 (Selecting the Optimum Condition of Injection Molding Process by the Taguchi Method and Neural Network)

  • 홍정의
    • 산업경영시스템학회지
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    • 제25권2호
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    • pp.71-76
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    • 2002
  • Defining the relationship between the quality of Injection molded parts and the process condition is very complicate because of lots of factors are involved and each factor has a non-linearity. With the development of CAE(Computer Aided Engineering) technology, the estimation of volumetric shrinkage of injection mold parts is possible by computer simulation in spite of restricted application. In this research, the Taguchi method md Neural Network are applied for finding optimal processing condition. The percent of volumetric shrinkage is compared on each case and shows neural network can be successfully applied.

A small review and further studies on the LASSO

  • Kwon, Sunghoon;Han, Sangmi;Lee, Sangin
    • Journal of the Korean Data and Information Science Society
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    • 제24권5호
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    • pp.1077-1088
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    • 2013
  • High-dimensional data analysis arises from almost all scientific areas, evolving with development of computing skills, and has encouraged penalized estimations that play important roles in statistical learning. For the past years, various penalized estimations have been developed, and the least absolute shrinkage and selection operator (LASSO) proposed by Tibshirani (1996) has shown outstanding ability, earning the first place on the development of penalized estimation. In this paper, we first introduce a number of recent advances in high-dimensional data analysis using the LASSO. The topics include various statistical problems such as variable selection and grouped or structured variable selection under sparse high-dimensional linear regression models. Several unsupervised learning methods including inverse covariance matrix estimation are presented. In addition, we address further studies on new applications which may establish a guideline on how to use the LASSO for statistical challenges of high-dimensional data analysis.

철근 콘크리트부재에서 최소균열간격을 이용한 최대균열폭 산정 (Estimation of Maximum Crack Width Using Minimum Crack Spacing in Reinforced Concrete)

  • 고원준;양동석;장원석;박선규
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2001년도 봄 학술발표회 논문집
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    • pp.903-908
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    • 2001
  • This paper deals with the estimation of the maximum flexural crack widths using minimum crack spacing for reinforced concrete members. The proposed method utilizes the conventional crack and bond-slip theories as well as bonding transfer length and effects of creep and shrinkage between the reinforcement and concrete. An analytical equation for the estimation of the maximum flexural crack width is formulated as a function of mean bond stress. The validity, accuracy and efficiency of the proposed method are established by comparing the analytical results with the experimental data and the major code specifications (e.g., ACI, CEB-FIP Model code, Eurocode 2, etc.). The analytical results of analysis presented in this paper indicate that the proposed method can be effectively estimated the maximum flexural crack width of the reinforced concrete members.

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RC 빔 부재에서 크리프 계수 추정 (Estimation of creep coefficient in reinforced concrete beam)

  • 박종범;조재열;박봉식
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2008년도 추계 학술발표회 제20권2호
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    • pp.245-248
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    • 2008
  • 콘크리트 구조물은 콘크리트의 크리프와 건조수축 등의 영향으로 시간의존거동을 한다. 그리고 크리프와 건조수축의 불확실성은 매우 크다. 크리프의 불확실성을 줄이기 위해서 실험을 통하여 크리프 특성을 얻는 것이 필요하다. 연구실에서의 실험을 통한 결과를 얻더라도 환경 요인과 모델 자체의 불확실성 등에 의해서 실제 구조물에서는 크리프 특성이 다를 수 있다. 코드식이나 실험에 의해서 얻은 크리프 계수와 실제 구조물에서의 크리프 계수의 실제 물성 차이가 있다면, 구조물의 장기 거동을 적절히 예측하지 못하게 된다. 본 논문에서는 장기거동을 잘 예측하기 위해 시간에 따라 측정된 처짐으로부터 크리프 계수를 추정하였다. RC 빔 부재의 시간에 따른 처짐을 측정한 자료로부터 크리프 계수 민감도 해석을 이용하여 크리프 계수를 추정하고 ACI Committee 209와 CEB-FIP MC90에서 제시하는 크리프 모델에 따른 크리프 계수의 차이를 살펴보았다.

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