• Title/Summary/Keyword: 로그가능도함수

Search Result 9, Processing Time 0.026 seconds

Testing of a discontinuity point in the log-variance function based on likelihood (가능도함수를 이용한 로그분산함수의 불연속점 검정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.1
    • /
    • pp.1-9
    • /
    • 2009
  • Let us consider that the variance function in regression model has a discontinuity/change point at unknown location. Yu and Jones (2004) proposed the local polynomial fit to estimate the log-variance function which break the positivity of the variance. Using the local polynomial fit, Huh (2008) estimate the discontinuity point of the log-variance function. We propose a test for the existence of a discontinuity point in the log-variance function with the estimated jump size in Huh (2008). The proposed method is based on the asymptotic distribution of the estimated jump size. Numerical works demonstrate the performance of the method.

  • PDF

Estimation of the number of discontinuity points based on likelihood (가능도함수를 이용한 불연속점 수의 추정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
    • /
    • v.21 no.1
    • /
    • pp.51-59
    • /
    • 2010
  • In the case that the regression function has a discontinuity point in generalized linear model, Huh (2009) estimated the location and jump size using the log-likelihood weighted the one-sided kernel function. In this paper, we consider estimation of the unknown number of the discontinuity points in the regression function. The proposed algorithm is based on testing of the existence of a discontinuity point coming from the asymptotic distribution of the estimated jump size described in Huh (2009). The finite sample performance is illustrated by simulated example.

High Precision Logarithm Converters for Binary Floating Point Approximation Operations (고속 부동소수점 근사연산용 로그변환 회로)

  • Moon, Sang-Ook
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2010.05a
    • /
    • pp.809-811
    • /
    • 2010
  • In most floating-point operations related with 3D graphic applications for mobile devices, properly approximated data calculations with reduced complexity and low power are preferable to exactly rounded floating-point operations with unnecessary preciseness with cost. Among all the sophisticated floating-point arithmetic operations, multiplication and division are the most complicated and time-consuming, and they can be transformed into addition and subtraction repectively by adopting the logarithmic conversion. In this process, the most important factor for performance is how high we can make an approximation of the logarithm conversion. In this paper, we cover the trends in studying the logarithm conversion circuit designs. We also discuss the important factor in design issues and the applicable fields in detail.

  • PDF

Penalized variable selection in mean-variance accelerated failure time models (평균-분산 가속화 실패시간 모형에서 벌점화 변수선택)

  • Kwon, Ji Hoon;Ha, Il Do
    • The Korean Journal of Applied Statistics
    • /
    • v.34 no.3
    • /
    • pp.411-425
    • /
    • 2021
  • Accelerated failure time (AFT) model represents a linear relationship between the log-survival time and covariates. We are interested in the inference of covariate's effect affecting the variation of survival times in the AFT model. Thus, we need to model the variance as well as the mean of survival times. We call the resulting model mean and variance AFT (MV-AFT) model. In this paper, we propose a variable selection procedure of regression parameters of mean and variance in MV-AFT model using penalized likelihood function. For the variable selection, we study four penalty functions, i.e. least absolute shrinkage and selection operator (LASSO), adaptive lasso (ALASSO), smoothly clipped absolute deviation (SCAD) and hierarchical likelihood (HL). With this procedure we can select important covariates and estimate the regression parameters at the same time. The performance of the proposed method is evaluated using simulation studies. The proposed method is illustrated with a clinical example dataset.

Relationship between fracture distribution and the acidity of mine drainage at the Il-Gwang Mine (일광광산의 절리분포 특성과 광산배수 산성도의 관계)

  • Choi, Jae-Young;Um, Jeong-Gi;Kwon, Hyun-Ho;Shim, Yon-Sik
    • The Journal of Engineering Geology
    • /
    • v.20 no.4
    • /
    • pp.425-436
    • /
    • 2010
  • We established a stochastic 3-D fracture network system for fractured rock masses located in Il-Gwang Mine, Busan, to explore the relationship between the acidity of mine drainage and fracture geometry. A field scanline survey and borehole image processing were performed to estimate the best probability distributions of fracture geometry parameters. The stochastic 3-D fracture network system constructed for the rock masses was validated and deemed to be successful. The 3-D fracture network model was suitable for developing conceptual ideas on fluid flow in fractures at a field experimental site. An injection well and three observation wells were drilled at the field experimental site to monitor the acidity of mine drainage induced by the injection of fresh water. The field experiment, which was run for 29 days, yielded a significant relationship (with a high coefficient of determination) between the fracture geometry parameters and the acidity of mine drainage. The results show that pH increased with increasing relative frequency of fracture strike, and decreased with increasing fracture density. The concentration of $SO^{2-}_4$ decreased with increasing relative frequency of fracture strike, and increased with increasing fracture density.

Early Strength Development of Concrete Cured with Microwave Heating Form (마이크로웨이브 발열거푸집을 적용한 콘크리트의 조기강도 발현특성)

  • Koh, Tae Hoon;Hwang, Seon Keun;Moon, Do Young;Yoo, Jung Hoon;Song, Jin Woo;Ko, Ji Soo
    • Journal of the Korean Society for Railway
    • /
    • v.17 no.5
    • /
    • pp.365-372
    • /
    • 2014
  • Technologies for rapid concrete curing using elevated temperature are important for saving cost and time when constricting concrete structures. Recently, a microwave heating form was developed. In this study the early strength of concrete cured by the developed form was experimentally investigated. Large scale mock up tests were conducted six times, and the results were analyzed based on the maturity theory. Logarithmic correlation curves were generated based on the measured strength and estimated maturity. It was confirmed that the strength development of the concrete cured by microwave heating form can be estimated by the equivalent age theory usually applied to steam-curing technology. By using the microwave heating form, one day at most is enough to get the required strength for the safe removal of forms, even in cold weather.

A Study of Outlier Detection Using the Mixture of Extreme Distributions Based on Deep-Sea Fishery Data (원양어선 조업 데이터의 혼합 극단분포를 이용한 이상점 탐색 연구)

  • Lee, Jung Jin;Kim, Jae Kyoung
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.5
    • /
    • pp.847-858
    • /
    • 2015
  • Deep-sea fishery in the Antarctic Ocean has been actively progressed by the developed countries including Korea. In order to prevent the environmental destruction of the Antarctic Ocean, related countries have established the Commission for the Conservation of Antarctic Marine Living Resources (CCAMLR) and have monitored any illegal unreported or unregulated fishing. Fishing of tooth fish, an expensive fish, in the Antarctic Ocean has increased recently and high catches per unit effort (CPUE) of fishing boats, which is suspicious for an illegal activity, have been frequently reported. The data of CPUEs in a fishing area of the Antarctic Ocean often show an extreme Distribution or a mixture of two extreme distributions. This paper proposes an algorithm to detect an outlier of CPUEs by using the mixture of two extreme distributions. The parameters of the mixture distribution are estimated by the EM algorithm. Log likelihood value and posterior probabilities are used to detect an outlier. Experiments show that the proposed algorithm to detect outlier of the data can be adopted instead of simple criteria such as a CPUE is greater than 1.

Estimation of the Value of Road Traffic Noise within Apartment Housing Prices (아파트가격에 내재된 도로교통소음가치 추정)

  • 임영태;손의영
    • Journal of Korean Society of Transportation
    • /
    • v.19 no.4
    • /
    • pp.19-33
    • /
    • 2001
  • In the developed countries, traffic noise is one of most serious problems faced by people's lives. So the importance of the traffic noise is quite well recognized by the infrastructure planners as well as the people. The traffic noise is valued in monetary terms in some countries and it is reflected in estimating the net present value or benefit/cost ratio. On the contrary, the effects of traffic noise are not reflected in the assessment of infrastructure in most cases in Korea. However, as the income level has been increasing, more people have been becoming to put more importance on their living conditions. The purpose of this paper is to estimate the value of traffic noise in the Seoul metropolitan area. The housing price were surveyed to use the quasi-hedonic price technique. By this way, two housing prices at the same floor level in different 128 complexes in the Seoul metropolitan area were surveyed. the actual traffic noise level was also measured. The differences of housing prices and noise levels were analyzed using the various types of regression models. The value is quite different by size of house. The value of large house is higher than that of small house. Since the income level of people in large house is higher than that in small house. it might be said that value of traffic noise for high income people is higher than that for low income people. Moreover, the increase of 1dB(A) noise affects the house price by about 0.3% in Seoul metropolitan area.

  • PDF

Comparison between Uncertainties of Cultivar Parameter Estimates Obtained Using Error Calculation Methods for Forage Rice Cultivars (오차 계산 방식에 따른 사료용 벼 품종의 품종모수 추정치 불확도 비교)

  • Young Sang Joh;Shinwoo Hyun;Kwang Soo Kim
    • Korean Journal of Agricultural and Forest Meteorology
    • /
    • v.25 no.3
    • /
    • pp.129-141
    • /
    • 2023
  • Crop models have been used to predict yield under diverse environmental and cultivation conditions, which can be used to support decisions on the management of forage crop. Cultivar parameters are one of required inputs to crop models in order to represent genetic properties for a given forage cultivar. The objectives of this study were to compare calibration and ensemble approaches in order to minimize the uncertainty of crop yield estimates using the SIMPLE crop model. Cultivar parameters were calibrated using Log-likelihood (LL) and Generic Composite Similarity Measure (GCSM) as an objective function for Metropolis-Hastings (MH) algorithm. In total, 20 sets of cultivar parameters were generated for each method. Two types of ensemble approach. First type of ensemble approach was the average of model outputs (Eem), using individual parameters. The second ensemble approach was model output (Epm) of cultivar parameter obtained by averaging given 20 sets of parameters. Comparison was done for each cultivar and for each error calculation methods. 'Jowoo' and 'Yeongwoo', which are forage rice cultivars used in Korea, were subject to the parameter calibration. Yield data were obtained from experiment fields at Suwon, Jeonju, Naju and I ksan. Data for 2013, 2014 and 2016 were used for parameter calibration. For validation, yield data reported from 2016 to 2018 at Suwon was used. Initial calibration indicated that genetic coefficients obtained by LL were distributed in a narrower range than coefficients obtained by GCSM. A two-sample t-test was performed to compare between different methods of ensemble approaches and no significant difference was found between them. Uncertainty of GCSM can be neutralized by adjusting the acceptance probability. The other ensemble method (Epm) indicates that the uncertainty can be reduced with less computation using ensemble approach.