• Title/Summary/Keyword: 혼합 일반화

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일반화혼합회귀 추정량과 베이지안 회귀추정량의 비교

  • 김주성;김영권
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.1-9
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    • 1996
  • 본 논문에서는 일반화 회귀모형의 회귀모수${\beta}$에 대한 사전정보의 형태에 따른 각 추정량들에 대하여 연구하였다. 먼저 사전정보가 ${\beta}$에 대한 사전분포로 주어지는 경우에 해당하는 베이지안 회귀추정량을 제시하였고, 다른 하나는 ${\beta}$에 대한 사전정보모형으로 선형회귀모형식이 주어진 경우의 일반화 혼합회귀추정량에 대하여 연구하였다. 두가지 경우로부터 얻어진 각 추정량의 정도를 알아보기 위하여 각 추정량의 공분산행렬을 이 용하여 서로 비교하여 보았다. 각 추정량의 분산비들을 이용하여 일반적으로 일반화 혼합회귀추정량이 베이지안 회귀추정량들보다 비교적 작은 분산값을 가진다는 결론을 얻었다.

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Partial Miscibility in Polymer Mixtures from a Viewpoint of the Theory of Flory's Equation of State (Flory의 상태방정식 이론의 관점에서 본 고분자 혼합물에서의 부분혼합도)

  • Jung, Hae-Young
    • Journal of the Korean Chemical Society
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    • v.35 no.6
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    • pp.730-736
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    • 1991
  • In terms of the theory of Flory's Equation of State, the generalized condition for each case of partial miscibilities appearing in the polymer solutions or blends is given. And observing the changes of terms for energies and free volumes in ${\Delta}G_{mix}$ with increasing temperature, their effects on the partial miscibilities are generalized, and the effects of other parameters are also generalized.

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The LMI mixed ${H_2}/H_{\infty}$ control of inverted pendulum system using LFR (도립진자 시스템의 LFR에 의한 LMI 혼합 ${H_2}/H_{\infty}$ 제어)

  • 박종우;이상철;이상효
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.7A
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    • pp.967-977
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    • 2000
  • In this paper, we apply a mixed $H_2/H_{\infty}$ control to a generalized plant of inverted pendulum system represented by an LFR(Linear Fractional Representation). First, in order to obtain the generalized plant, the linear model of the inverted pendulum represented by an LFR(Linear fractional Representation) is derived. In LFR, we consider system uncertainties as three nonlinear components and a pendulum mass uncertainty. Augmenting the LFR model by adding weighting functions, we get a generalized plant. And then, we design a mixed $H_2/H_{\infty}$ controller for the generalized plant. In order to design the mixed $H_2/H_{\infty}$ controller, we use the LMI technique. To evaluate control performances and robust stability of the mixed $H_2/H_{\infty}$ controller designed, we compare it with the $H_{\infty}$ controller through the simulation and experiment. In the result, with the fewer feedback information, the mixed $H_2/H_{\infty}$ controller shows the better control performances and robust stability than the $H_{\infty}$ controller in the sense of pendulum angle.

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Maximum likelihood estimation of Logistic random effects model (로지스틱 임의선형 혼합모형의 최대우도 추정법)

  • Kim, Minah;Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.30 no.6
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    • pp.957-981
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    • 2017
  • A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.

Segment unit shuffling layer in deep neural networks for text-independent speaker verification (문장 독립 화자 인증을 위한 세그멘트 단위 혼합 계층 심층신경망)

  • Heo, Jungwoo;Shim, Hye-jin;Kim, Ju-ho;Yu, Ha-Jin
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.2
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    • pp.148-154
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    • 2021
  • Text-Independent speaker verification needs to extract text-independent speaker embedding to improve generalization performance. However, deep neural networks that depend on training data have the potential to overfit text information instead of learning the speaker information when repeatedly learning from the identical time series. In this paper, to prevent the overfitting, we propose a segment unit shuffling layer that divides and rearranges the input layer or a hidden layer along the time axis, thus mixes the time series information. Since the segment unit shuffling layer can be applied not only to the input layer but also to the hidden layers, it can be used as generalization technique in the hidden layer, which is known to be effective compared to the generalization technique in the input layer, and can be applied simultaneously with data augmentation. In addition, the degree of distortion can be adjusted by adjusting the unit size of the segment. We observe that the performance of text-independent speaker verification is improved compared to the baseline when the proposed segment unit shuffling layer is applied.

Testing Independence in Contingency Tables with Clustered Data (집락자료의 분할표에서 독립성검정)

  • 정광모;이현영
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.337-346
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    • 2004
  • The Pearson chi-square goodness-of-fit test and the likelihood ratio tests are usually used for testing independence in two-way contingency tables under random sampling. But both of these tests may provide false results for the contingency table with clustered observations. In this case we consider the generalized linear mixed model which includes random effects of clustering in addition to the fixed effects of covariates. Both the heterogeneity between clusters and the dependency within a cluster can be explained via generalized linear mixed model. In this paper we introduce several types of generalized linear mixed model for testing independence in contingency tables with clustered observations. We also discuss the fitting of these models through a real dataset.

Review of Mixed-Effect Models (혼합효과모형의 리뷰)

  • Lee, Youngjo
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.123-136
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    • 2015
  • Science has developed with great achievements after Galileo's discovery of the law depicting a relationship between observable variables. However, many natural phenomena have been better explained by models including unobservable random effects. A mixed effect model was the first statistical model that included unobservable random effects. The importance of the mixed effect models is growing along with the advancement of computational technologies to infer complicated phenomena; subsequently mixed effect models have extended to various statistical models such as hierarchical generalized linear models. Hierarchical likelihood has been suggested to estimate unobservable random effects. Our special issue about mixed effect models shows how they can be used in statistical problems as well as discusses important needs for future developments. Frequentist and Bayesian approaches are also investigated.

A Study for Recent Development of Generalized Linear Mixed Model (일반화된 선형 혼합 모형(GENERALIZED LINEAR MIXED MODEL: GLMM)에 관한 최근의 연구 동향)

  • 이준영
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.541-562
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    • 2000
  • The generalized linear mixed model framework is for handling count-type categorical data as well as for clustered or overdispersed non-Gaussian data, or for non-linear model data. In this study, we review its general formulation and estimation methods, based on quasi-likelihood and Monte-Carlo techniques. The current research areas and topics for further development are also mentioned.

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A credit classification method based on generalized additive models using factor scores of mixtures of common factor analyzers (공통요인분석자혼합모형의 요인점수를 이용한 일반화가법모형 기반 신용평가)

  • Lim, Su-Yeol;Baek, Jang-Sun
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.235-245
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    • 2012
  • Logistic discrimination is an useful statistical technique for quantitative analysis of financial service industry. Especially it is not only easy to be implemented, but also has good classification rate. Generalized additive model is useful for credit scoring since it has the same advantages of logistic discrimination as well as accounting ability for the nonlinear effects of the explanatory variables. It may, however, need too many additive terms in the model when the number of explanatory variables is very large and there may exist dependencies among the variables. Mixtures of factor analyzers can be used for dimension reduction of high-dimensional feature. This study proposes to use the low-dimensional factor scores of mixtures of factor analyzers as the new features in the generalized additive model. Its application is demonstrated in the classification of some real credit scoring data. The comparison of correct classification rates of competing techniques shows the superiority of the generalized additive model using factor scores.

Hurdle Model for Longitudinal Zero-Inflated Count Data Analysis (영과잉 경시적 가산자료 분석을 위한 허들모형)

  • Jin, Iktae;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.923-932
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    • 2014
  • The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.