• 제목/요약/키워드: squared error loss

검색결과 67건 처리시간 0.021초

Minimum risk point estimation of two-stage procedure for mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • 제20권5호
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    • pp.887-894
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    • 2009
  • The two-stage minimum risk point estimation of mean, the probability of success in a sequence of Bernoulli trials, is considered for the case where loss is taken to be symmetrized relative squared error of estimation, plus a fixed cost per observation. First order asymptotic expansions are obtained for large sample properties of two-stage procedure. Monte Carlo simulation is carried out to obtain the expected sample size that minimizes the risk and to examine its finite sample behavior.

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Simultaneous Estimation of Poisson Means

  • Lee, Seung-Ho
    • 한국수학교육학회지시리즈A:수학교육
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    • 제23권1호
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    • pp.45-50
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    • 1984
  • A problem of estimating the means of Poisson populations using independent samples is considered. The total loss is the sum of component, normalized squared error losses. An empirical Bayes estimator is derived and compared, by Monte Carlo methods, with existing estimators which are proposed as improving estimators upon the usual one. Monte Carlo results show that the performance of the derived estimator is satisfactory over the whole parameter space.

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Bayesian Estimation for Reliability in a System Consisting of the Left Truncated Exponential Components

  • Park, Man-Gon;Jung, Yun-Sung
    • 품질경영학회지
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    • 제17권1호
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    • pp.19-34
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    • 1989
  • In this paper, we propose the Bayes estimators of the reliability for a system consisting of the left-truncated exponential components under the truncated normal distribution as a conjugate prior distribution and squared - error loss function on the series, parallel and k-out-of-m : G system. And we compare the proposed Bayes estimators of the system reliability each other in terms of MSE performances and stabilities by the Monte Carlo simulation.

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Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data

  • Mashayekhi, Mostafa
    • International Journal of Reliability and Applications
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    • 제2권1호
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    • pp.49-56
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    • 2001
  • In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in $L_2$ and use it to obtain, easy to compute, asymptotically optimal estimators under the squared error loss function.

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Bayesian Estimators Using Record Statistics of Exponentiated Inverse Weibull Distribution

  • Kim, Yong-Ku;Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제19권3호
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    • pp.479-493
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    • 2012
  • The inverse Weibull distribution(IWD) is a complementary Weibull distribution and plays an important role in many application areas. In this paper, we develop a Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution(EIWD). We obtained Bayesian estimators through the squared error loss function (quadratic loss) and LINEX loss function. This is done with respect to the conjugate priors for shape and scale parameters. The results may be of interest especially when only record values are stored.

Estimation of entropy of the inverse weibull distribution under generalized progressive hybrid censored data

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • 제28권3호
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    • pp.659-668
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    • 2017
  • The inverse Weibull distribution (IWD) can be readily applied to a wide range of situations including applications in medicines, reliability and ecology. It is generally known that the lifetimes of test items may not be recorded exactly. In this paper, therefore, we consider the maximum likelihood estimation (MLE) and Bayes estimation of the entropy of a IWD under generalized progressive hybrid censoring (GPHC) scheme. It is observed that the MLE of the entropy cannot be obtained in closed form, so we have to solve two non-linear equations simultaneously. Further, the Bayes estimators for the entropy of IWD based on squared error loss function (SELF), precautionary loss function (PLF), and linex loss function (LLF) are derived. Since the Bayes estimators cannot be obtained in closed form, we derive the Bayes estimates by revoking the Tierney and Kadane approximate method. We carried out Monte Carlo simulations to compare the classical and Bayes estimators. In addition, two real data sets based on GPHC scheme have been also analysed for illustrative purposes.

Nonparametric Bayesian estimation on the exponentiated inverse Weibull distribution with record values

  • Seo, Jung In;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • 제25권3호
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    • pp.611-622
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    • 2014
  • The inverse Weibull distribution (IWD) is the complementary Weibull distribution and plays an important role in many application areas. In Bayesian analysis, Soland's method can be considered to avoid computational complexities. One limitation of this approach is that parameters of interest are restricted to a finite number of values. This paper introduce nonparametric Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution (EIWD). In stead of Soland's conjugate piror, stick-breaking prior is considered and the corresponding Bayesian estimators under the squared error loss function (quadratic loss) and LINEX loss function are obtained and compared with other estimators. The results may be of interest especially when only record values are stored.

효과적인 복소 스펙트럼 기반 음성 향상을 위한 시간과 주파수 영역 손실함수 조합에 관한 연구 (A study on loss combination in time and frequency for effective speech enhancement based on complex-valued spectrum)

  • 정재희;김우일
    • 한국음향학회지
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    • 제41권1호
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    • pp.38-44
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    • 2022
  • 잡음에 오염된 음성의 명료도와 음질을 향상시키고자 음성 향상을 수행한다. 본 연구에서는 복소값 스펙트럼을 이용한 마스크기반 음성 향상에서 시간 영역 손실함수와 주파수 영역 손실함수에 따른 학습 결과를 비교하였다. 시간 영역의 음성 파형과 주파수 영역의 스펙트럼의 세부정보를 고려해 두 영역의 장점을 활용할 수 있도록 손실함수 조합에 관해 연구를 진행하였다. 시간 영역 손실함수는 Scale Invariant-Source to Noise Ratio(SI-SNR)을 이용해 계산하고, 주파수 영역 손실함수는 복소값 스펙트럼과 크기 스펙트럼을 Mean Squared Error(MSE)로 계산하여 사용하였고, sin 함수를 이용해 위상에 대한 손실함수를 계산하였다. 손실함수 조합은 시간 영역 손실함수인 SI-SNR과 각 주파수 영역 손실함수를 조합하였다. 또한 크기 값과 위상 값을 모두 고려할 수 있도록 SI-SNR과 크기 스펙트럼, 위상에 관련된 손실함수들도 조합하여 실험을 진행하였다. 음성 향상 결과는 Source-to-Distortion Ratio(SDR), Perceptual Evaluation of Speech Quality(PESQ), Short-Time Objective Intelligibility(STOI)를이용해 성능 비교 평가를 진행하였다. 음성 향상 결과를 확인해보기 위해 스펙트럼 상에서 비교를 진행하였다. TIMIT 데이터베이스를 이용한 실험 결과, 시간 영역 또는 주파수 영역 손실함수보다 SI-SNR과 크기 스펙트럼을 조합한 손실함수를 사용하여 음성 향상을 학습했을 때 가장 높은 성능을 보였다.

3D Cross-Modal Retrieval Using Noisy Center Loss and SimSiam for Small Batch Training

  • Yeon-Seung Choo;Boeun Kim;Hyun-Sik Kim;Yong-Suk Park
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제18권3호
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    • pp.670-684
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    • 2024
  • 3D Cross-Modal Retrieval (3DCMR) is a task that retrieves 3D objects regardless of modalities, such as images, meshes, and point clouds. One of the most prominent methods used for 3DCMR is the Cross-Modal Center Loss Function (CLF) which applies the conventional center loss strategy for 3D cross-modal search and retrieval. Since CLF is based on center loss, the center features in CLF are also susceptible to subtle changes in hyperparameters and external inferences. For instance, performance degradation is observed when the batch size is too small. Furthermore, the Mean Squared Error (MSE) used in CLF is unable to adapt to changes in batch size and is vulnerable to data variations that occur during actual inference due to the use of simple Euclidean distance between multi-modal features. To address the problems that arise from small batch training, we propose a Noisy Center Loss (NCL) method to estimate the optimal center features. In addition, we apply the simple Siamese representation learning method (SimSiam) during optimal center feature estimation to compare projected features, making the proposed method robust to changes in batch size and variations in data. As a result, the proposed approach demonstrates improved performance in ModelNet40 dataset compared to the conventional methods.

잡음 환경에 효과적인 마스크 기반 음성 향상을 위한 손실함수 조합에 관한 연구 (A study on combination of loss functions for effective mask-based speech enhancement in noisy environments)

  • 정재희;김우일
    • 한국음향학회지
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    • 제40권3호
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    • pp.234-240
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    • 2021
  • 본 논문에서는 잡음 환경에서 효과적인 음성 인식을 위해 마스크 기반의 음성 향상 기법을 개선한다. 마스크 기반의 음성 향상 기법에서는 심층 신경망을 기반으로 추정한 마스크를 잡음 오염 음성에 곱하여 향상된 음성을 얻는다. 마스크 추정 모델로 VoiceFilter(VF) 모델을 사용하고 추정된 마스크로 얻은 음성으로부터 잔여 잡음을 보다 확실히 제거하기 위해 Spectrogram Inpainting(SI)기법을 적용한다. 본 논문에서는 음성 향상 결과를 보다 개선하기 위해 마스크 추정을 위한 모델 학습 과정에 사용되는 조합된 손실함수를 제안한다. 음성 구간에 남아 있는 잡음을 보다 효과적으로 제거하기 위해 잡음 오염 음성에 마스크를 적용한 Triplet 손실함수의 Positive 부분을 컴포넌트 손실함수와 조합하여 사용한다. 실험 평가를 위한 잡음 음성 데이터는 TIMIT 데이터베이스와 NOISEX92, 배경음악 잡음을 다양한 Signal to Noise Ratio(SNR) 조건으로 합성하여 만들어 사용한다. 음성 향상의 성능 평가는 Source to Distortion Ratio(SDR), Perceptual Evaluation of Speech Quality(PESQ), Short-Time Objective Intelligibility(STOI)를 이용한다. 실험을 통해 평균 제곱 오차로만 훈련된 기존 시스템과 비교하여, VF 모델은 평균 제곱 오차로 훈련하고 SI 모델은 조합된 손실함수를 사용하였을 때 SDR은 평균 0.5dB, PESQ는 평균 0.06, STOI는 평균 0.002만큼 성능이 향상된 것을 확인했다.