• 제목/요약/키워드: Balanced loss

검색결과 215건 처리시간 0.019초

Improved Estimation of Poisson Menas under Balanced Loss Function

  • Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제7권3호
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    • pp.767-772
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    • 2000
  • Zellner(1994) introduced the notion of a balanced loss function in the context of a general liner model to reflect both goodness of fit and precision of estimation. We study the perspective of unifying a variety of results both frequentist and Bayesian from Poisson distributions. We show that frequentist and Bayesian results for balanced loss follow from and also imply related results for quadratic loss functions reflecting only precision of estimation. Several examples are given for Poisson distribution.

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Application of Constrained Bayes Estimation under Balanced Loss Function in Insurance Pricing

  • Kim, Myung Joon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • 제21권3호
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    • pp.235-243
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    • 2014
  • Constrained Bayesian estimates overcome the over shrinkness toward the mean which usual Bayes and empirical Bayes estimates produce by matching first and second empirical moments; subsequently, a constrained Bayes estimate is recommended to use in case the research objective is to produce a histogram of the estimates considering the location and dispersion. The well-known squared error loss function exclusively emphasizes the precision of estimation and may lead to biased estimators. Thus, the balanced loss function is suggested to reflect both goodness of fit and precision of estimation. In insurance pricing, the accurate location estimates of risk and also dispersion estimates of each risk group should be considered under proper loss function. In this paper, by applying these two ideas, the benefit of the constrained Bayes estimates and balanced loss function will be discussed; in addition, application effectiveness will be proved through an analysis of real insurance accident data.

Bayes and Empirical Bayes Estimation of the Scale Parameter of the Gamma Distribution under Balanced Loss Functions

  • Rezaeian, R.;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.71-80
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    • 2007
  • The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.

Estimation of the Parameter of a Bernoulli Distribution Using a Balanced Loss Function

  • Farsipour, N.Sanjari;Asgharzadeh, A.
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.889-898
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    • 2002
  • In decision theoretic estimation, the loss function usually emphasizes precision of estimation. However, one may have interest in goodness of fit of the overall model as well as precision of estimation. From this viewpoint, Zellner(1994) proposed the balanced loss function which takes account of both "goodness of fit" and "precision of estimation". This paper considers estimation of the parameter of a Bernoulli distribution using Zellner's(1994) balanced loss function. It is shown that the sample mean $\overline{X}$, is admissible. More general results, concerning the admissibility of estimators of the form $a\overline{X}+b$ are also presented. Finally, minimax estimators and some numerical results are given at the end of paper,at the end of paper.

Robust Bayesian inference in finite population sampling with auxiliary information under balanced loss function

  • Kim, Eunyoung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • 제25권3호
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    • pp.685-696
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    • 2014
  • In this paper, we develop Bayesian inference of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation in the presence of auxiliary information under the balanced loss function. We compare the performance of the optimal Bayes estimator under the balanced loss function with ones of the classical ratio estimator and the usual Bayes estimator in terms of the posterior expected losses, risks and Bayes risks.

불균형 블랙박스 동영상 데이터에서 충돌 상황의 다중 분류를 위한 손실 함수 비교 (Comparison of Loss Function for Multi-Class Classification of Collision Events in Imbalanced Black-Box Video Data)

  • 이의상;한석민
    • 한국인터넷방송통신학회논문지
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    • 제24권1호
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    • pp.49-54
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    • 2024
  • 데이터 불균형은 분류 문제에서 흔히 마주치는 문제로, 데이터셋 내의 클래스간 샘플 수의 현저한 차이에서 기인한다. 이러한 데이터 불균형은 일반적으로 분류 모델에서 과적합, 과소적합, 성능 지표의 오해 등의 문제를 야기한다. 이를 해결하기 위한 방법으로는 Resampling, Augmentation, 규제 기법, 손실 함수 조정 등이 있다. 본 논문에서는 손실 함수 조정에 대해 다루며 특히, 불균형 문제를 가진 Multi-Class 블랙박스 동영상 데이터에서 여러 구성의 손실 함수(Cross Entropy, Balanced Cross Entropy, 두 가지 Focal Loss 설정: 𝛼 = 1 및 𝛼 = Balanced, Asymmetric Loss)의 성능을 I3D, R3D_18 모델을 활용하여 비교하였다.

A Comparative Study for Several Bayesian Estimators Under Balanced Loss Function

  • Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.291-300
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    • 2006
  • In this research, the performance of widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained empirical Bayes estimator are compared by means of a measurement under balanced loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

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Bayesian Estimation of Three-parameter Bathtub Shaped Lifetime Distribution Based on Progressive Type-II Censoring with Binomial Removal

  • Chung, Younshik
    • Journal of the Korean Data Analysis Society
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    • 제20권6호
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    • pp.2747-2757
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    • 2018
  • We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

A Performance Consideration on Conversion Loss in the Integrated Single Balanced Diode Mixer

  • Han, Sok-Kyun;Kim, Kab-Ki
    • Journal of information and communication convergence engineering
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    • 제1권3호
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    • pp.139-142
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    • 2003
  • In this paper, we consider the factors that affect a conversion loss performance in designing a single balanced diode mixer integrated with IRF(Image Reject Filter), based on the embedded electrical wavelength placed between the IRF and mixer, diode matching and LO drive amplifier. To evaluate the conversion loss performance, we suggest two types of a single balanced mixer using 90 degree branch line coupler, microstrip line and schottky diode. One is only mixer and the other is integrated with IRF and LO drive amplifier. The measured results of a single balance diode mixer integrated IRF show the conversion loss of 8.5 dB and the flatness of 1 dB p-p from 21.2 GHz to 22.6 GHz with 10 dBm LO. The measured input PI dB and IIP3 are 7 dBm and 15 dBm respectively under the nominal LO power level of 10dBm. The LO/RF and LO/IF isolation are 22 dB and 50 dB, respectively.

Robust Bayesian Inference in Finite Population Sampling under Balanced Loss Function

  • Kim, Eunyoung;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • 제21권3호
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    • pp.261-274
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    • 2014
  • In this paper we develop Bayes and empirical Bayes estimators of the finite population mean with the assumption of posterior linearity rather than normality of the superpopulation under the balanced loss function. We compare the performance of the optimal Bayes estimator with ones of the classical sample mean and the usual Bayes estimator under the squared error loss with respect to the posterior expected losses, risks and Bayes risks when the underlying distribution is normal as well as when they are binomial and Poisson.