• Title/Summary/Keyword: 최소제곱

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Approximate Variance of Least Square Estimators for Regression Coefficient under Inclusion Probability Proportional to Size Sampling (포함확률비례추출에서 회귀계수 최소제곱추정량의 근사분산)

  • Kim, Kyu-Seong
    • Communications for Statistical Applications and Methods
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    • v.19 no.1
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    • pp.23-32
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    • 2012
  • This paper deals with the bias and variance of regression coefficient estimators in a finite population. We derive approximate formulas for the bias, variance and mean square error of two estimators when we select a fixed-size inclusion probability proportional to the size sample and then estimate regression coefficients by the ordinary least square estimator as well as the weighted least square estimator based on the selected sample data. Necessary and sufficient conditions for the comparison of the two estimators in terms of variance and mean square error are suggested. In addition, a simple example is introduced to numerically compare the variance and mean square error of the two estimators.

Type I projection sum of squares by weighted least squares (가중최소제곱법에 의한 제1종 사영제곱합)

  • Choi, Jaesung
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.423-429
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    • 2014
  • This paper discusses a method for getting Type I sums of squares by projections under a two-way fixed-effects model when variances of errors are not equal. The method of weighted least squares is used to estimate the parameters of the assumed model. The model is fitted to the data in a sequential manner by using the model comparison technique. The vector space generated by the model matrix can be composed of orthogonal vector subspaces spanned by submatrices consisting of column vectors related to the parameters. It is discussed how to get the Type I sums of squares by using the projections into the orthogonal vector subspaces.

Detection of multiple change points using penalized least square methods: a comparative study between ℓ0 and ℓ1 penalty (벌점-최소제곱법을 이용한 다중 변화점 탐색)

  • Son, Won;Lim, Johan;Yu, Donghyeon
    • The Korean Journal of Applied Statistics
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    • v.29 no.6
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    • pp.1147-1154
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    • 2016
  • In this paper, we numerically compare two penalized least square methods, the ${\ell}_0$-penalized method and the fused lasso regression (FLR, ${\ell}_1$ penalization), in finding multiple change points of a signal. We find that the ${\ell}_0$-penalized method performs better than the FLR, which produces many false detections in some cases as the theory tells. In addition, the computation of ${\ell}_0$-penalized method relies on dynamic programming and is as efficient as the FLR.

The Comparison of the Performance for LMS Algorithm Family Using Asymptotic Relative Efficiency (점근상대효율을 이용한 최소평균제곱 계열 적응여파기의 성능 비교)

  • Sohn, Won
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.37 no.6
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    • pp.70-75
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    • 2000
  • This paper examines the performance of adaptive filtering algorithms in relation to the asymptotic relative efficiency (ARE) of estimators. The adaptive filtering algorithms are Hybrid II and modified zero forcing (MZF) algorithms. The Hybrid II and MZF algorithms are simplified forms of the LMS algorithm, which use the polarity of the input signal, and polarities of the error and input signals, respectively. The ARE of estimators for each algorithm is analyzed under the condition of the same convergence speed. Computer simulations for adaptive equalization are performed to check the validity of the theory. The explicit expressions for the ARE values of the Hybrid II and MZF algorithms are derived, and its results have similar values to the results of computer simulation. It also revealed that the ARE values depend on the correlation coefficients between input signal and error signal.

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Implicit Moving Least Squares Difference Method for 1-D Moving Boundary Problem (1차원 자유경계문제의 해석을 위한 Implicit 이동최소제곱 차분법)

  • Yoon, Young-Cheol
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.5
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    • pp.439-446
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    • 2012
  • This paper presents an implicit moving least squares(MLS) difference method for improving the solution accuracy of 1-D free boundary problems, which implicitly updates the topology change of moving interface. The conventional MLS difference method explicitly updates the moving interface; it requires no iterative solution procedure but results in the loss of accuracy. However, the newly developed implicit scheme makes the total system nonlinear involving iterative solution procedure, but numerical verification show that it dramatically elevates the solution accuracy with moderate computation increase. Through numerical experiments for melting problems having moving singularity, it is verified that the proposed method can achieve the second order accuracy.

Analysis of Moving Boundary Problem Using Extended Moving Least Squares Finite Difference Method (확장된 이동최소제곱 유한차분법을 이용한 이동경계문제의 해석)

  • Yoon, Young-Cheol;Kim, Do-Wan
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.22 no.4
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    • pp.315-322
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    • 2009
  • This paper presents a novel numerical method based on the extended moving least squares finite difference method(MLS FDM) for solving 1-D Stefan problem. The MLS FDM is employed for easy numerical modelling of the moving boundary and Taylor polynomial is extended using wedge function for accurate capturing of interfacial singularity. Difference equations for the governing equations are constructed by implicit method which makes the numerical method stable. Numerical experiments prove that the extended MLS FDM show high accuracy and efficiency in solving semi-infinite melting, cylindrical solidification problems with moving interfacial boundary.

Accuracy Comparisons between Traditional Adjustment and Least Square Method (최소제곱법을 적용한 지적도근점측량 계산의 정확도 분석)

  • Lee, Jong-Min;Jung, Wan-Suk;Lee, Sa-Hyung
    • Journal of Cadastre & Land InformatiX
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    • v.45 no.2
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    • pp.117-130
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    • 2015
  • A least squares method for adjusting the horizontal network satisfies the conditions which is minimizing the sum of the squares of errors based on probability theory. This research compared accuracy of 3rd cadastral control points adjusted by traditional and least square method with respect to the result of Network-RTK. Test results showed the least square method more evenly distribute closure error than traditional method. Mean errors of least square and traditional adjusting method are 2.7cm, 2.2cm respectively. In addition, blunder in angle observations can be detected by comparing position errors which calculated by forward and backward initial coordinates. However, distance blunder cannot offer specific observation line occurred mistake because distance error propagates several observation lines which have similar directions.

An effective MLS Difference Method with immersed interface for solving interface problems (계면경계 문제의 효율적인 해석을 위한 계면경계조건이 매입된 이동최소제곱 차분법)

  • Yoon, Young-Cheol
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2011.04a
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    • pp.752-755
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    • 2011
  • 이종재료의 열전달문제 수치해석시 추가적으로 만족시켜야 하는 계면경계조건들의 존재와 계면경계로 인한 불연속면의 처리는 근사함수의 구성 뿐만 아니라 수치기법의 개발 자체를 어렵게 만든다. 본 논문에서는 계면경계의 불연속성을 모델링하는 특수한 함수를 포함하고 계면경계조건을 항상 만족시킬 수 있는 근사함수를 구성하고, 계면경계문제의 강형식을 직접 이산화하며 고속으로 해를 계산할 수 있는 이동최소제곱 차분법을 제시한다. 계면경계조건이 매입된 이동최소제곱 차분법으로 이종재료의 열전달문제를 해석한 결과, 높은 정확성과 효율성을 갖는 것을 확인할 수 있었다.

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One-class Least Square Support Vector Machines (단일부류 최소제곱 서포트 벡터 머신)

  • 우상호;이성환
    • Proceedings of the Korean Information Science Society Conference
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    • 2002.10d
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    • pp.559-561
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    • 2002
  • 서포트 벡터 머신은 얼굴인식이나 문자인식과 같은 다양한 패턴인식 문제에서 좋은 성능을 보여준다. 그러나 이러한 문제는 Quadratic Programming(QP) 문제에 관하여 몇 가지 단점을 가지고 있다. 일반적으로 대용량의 QP 문제를 해결하기 위해 많은 계산비용이 요구되며, QP 기반 시스템을 효과적으로 구현하는 것이 쉽지 않은 문제이다. 또한 대규모 데이터의 처리 시에는 입출력을 맞추기 또한 쉽지 않은 단점이 있다. 본 논문에서는 위의 단점을 극복하기 위하여 단일부류 문제를 최소제곱 서포트 벡터 머신을 기반으로 하여 해결하였다. 제안한 방법은 QP 문제를 해결하는 과정이 없이 단일부류 문제를 표현하여 최소제곱 방법을 이용하는 알고리즘이다. 제안된 방법으로 쉽고, 계산 비용을 줄이는 결과를 얻었다. 또한 서포트 벡터 영역 표식자에 확장 적용하여 선형방정식으로 구현하여, 문제를 해결하였다. 제안된 방법의 효율성을 입증하기 위하여 패턴인식 분야 중에 얼굴 인증 방법과 바이오인포매틱스 분야 중에 전립선 암 분류 문제에 적용하였다. 우리의 실험결과는 적합한 성능과 좋은 Equal Error Rate(EER)를 보여준다. 제안된 방법은 알 수 없는 물체의 분류 방법의 효율성을 증대시켰고, 실시간 응용분야에 직접적으로 적용될 수 있을 것으로 기대 된다.

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A Study on Face Recognition based on Partial Least Squares (부분 최소제곱법을 이용한 얼굴 인식에 관한 연구)

  • Lee Chang-Beom;Kim Do-Hyang;Baek Jang-Sun;Park Hyuk-Ro
    • The KIPS Transactions:PartB
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    • v.13B no.4 s.107
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    • pp.393-400
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    • 2006
  • There are many feature extraction methods for face recognition. We need a new method to overcome the small sample problem that the number of feature variables is larger than the sample size for face image data. The paper considers partial least squares(PLS) as a new dimension reduction technique for feature vector. Principal Component Analysis(PCA), a conventional dimension reduction method, selects the components with maximum variability, irrespective of the class information. So, PCA does not necessarily extract features that are important for the discrimination of classes. PLS, on the other hand, constructs the components so that the correlation between the class variable and themselves is maximized. Therefore PLS components are more predictive than PCA components in classification. The experimental results on Manchester and ORL databases shows that PLS is to be preferred over PCA when classification is the goal and dimension reduction is needed.