• 제목/요약/키워드: Bernoulli mixture model

검색결과 7건 처리시간 0.029초

베르누이-가우스 혼합 모델의 효과적인 파라메터 추정과 영상 잡음 제거에 응용 (Effective Parameter Estimation of Bernoulli-Gaussian Mixture Model and its Application to Image Denoising)

  • 엄일규;김유신
    • 대한전자공학회논문지SP
    • /
    • 제42권5호
    • /
    • pp.47-54
    • /
    • 2005
  • 일반적으로 웨이블릿 계수는 적은 수의 크기가 큰 계수와 많은 수의 작은 크기의 계수로 구성되어 있다. 따라서 본 논문에서는 웨이블릿 계수의 성긴 특성에 근거한 베르누이-가우스 혼합 모델을 이용한 잡음 제거 방법을 제안한다. 베르누이-가우스 혼합 모델은 베르누이 랜덤 변수와 가우스 혼합 랜덤 변수의 곱으로 구성되며, 이에 대한 베이지안 추정법으로 잡음 제거를 수행한다. 본 논문에서는 국부 자승 오차의 기대값를 이용하여 통한 베르누이 랜덤 변수에 대한 간략화된 파라메터의 추정을 통하여 효율적인 잡음 제거 방법을 제시한다. 모의실험 결과를 통하여 본 논문의 방법이 직교 웨이블릿 변환을 사용한 최신의 잡음 제거 방법보다 우수한 성능을 나타낸다는 것을 보여준다.

Importance sampling with splitting for portfolio credit risk

  • Kim, Jinyoung;Kim, Sunggon
    • Communications for Statistical Applications and Methods
    • /
    • 제27권3호
    • /
    • pp.327-347
    • /
    • 2020
  • We consider a credit portfolio with highly skewed exposures. In the portfolio, small number of obligors have very high exposures compared to the others. For the Bernoulli mixture model with highly skewed exposures, we propose a new importance sampling scheme to estimate the tail loss probability over a threshold and the corresponding expected shortfall. We stratify the sample space of the default events into two subsets. One consists of the events that the obligors with heavy exposures default simultaneously. We expect that typical tail loss events belong to the set. In our proposed scheme, the tail loss probability and the expected shortfall corresponding to this type of events are estimated by a conditional Monte Carlo, which results in variance reduction. We analyze the properties of the proposed scheme mathematically. In numerical study, the performance of the proposed scheme is compared with an existing importance sampling method.

Buckling analysis of sandwich beam reinforced by GPLs using various shear deformation theories

  • Hanifehlou, Sona;Mohammadimehr, Mehdi
    • Computers and Concrete
    • /
    • 제25권5호
    • /
    • pp.427-432
    • /
    • 2020
  • In this research, the buckling analysis of sandwich beam with composite reinforced by graphene platelets (GPLs) in two face sheets is investigated. Three type various porosity patterns including uniform, symmetric and asymmetric are considered through the thickness direction of the core. Also, the top and bottom face sheets layers are considered composite reinforced by GPLs/CNTs based on Halpin-Tsai micromechanics model and extended mixture rule, respectively. Based on various shear deformation theories such as Euler-Bernoulli, Timoshenko and Reddy beam theories, the governing equations of equilibrium using minimum total potential energy are obtained. It is seen that the critical buckling load decreases with an increase in the porous coefficient, because the stiffness of sandwich beam reduces. Also, it is shown that the critical buckling load for asymmetric distribution is lower than the other cases. It can see that the effect of graphene platelets on the critical buckling load is higher than carbon nanotubes. Moreover, it is seen that the difference between carbon nanotubes and graphene platelets for Reddy and Euler-Bernoulli beam theories is most and least, respectively.

Analytical wave dispersion modeling in advanced piezoelectric double-layered nanobeam systems

  • Ebrahimi, F.;Haghi, P.;Dabbagh, A.
    • Structural Engineering and Mechanics
    • /
    • 제67권2호
    • /
    • pp.175-183
    • /
    • 2018
  • This research deals with the wave dispersion analysis of functionally graded double-layered nanobeam systems (FG-DNBSs) considering the piezoelectric effect based on nonlocal strain gradient theory. The nanobeam is modeled via Euler-Bernoulli beam theory. Material properties are considered to change gradually along the nanobeams' thickness on the basis of the rule of mixture. By implementing a Hamiltonian approach, the Euler-Lagrange equations of piezoelectric FG-DNBSs are obtained. Furthermore, applying an analytical solution, the dispersion relations of smart FG-DNBSs are derived by solving an eigenvalue problem. The effects of various parameters such as nonlocality, length scale parameter, interlayer stiffness, applied electric voltage, relative motions and gradient index on the wave dispersion characteristics of nanoscale beam have been investigated. Also, validity of reported results is proven in the framework of a diagram showing the convergence of this model's curve with that of a previous published attempt.

Improvement of thermal buckling response of FG-CNT reinforced composite beams with temperature-dependent material properties resting on elastic foundations

  • Bensaid, Ismail;Kerboua, Bachir
    • Advances in aircraft and spacecraft science
    • /
    • 제6권3호
    • /
    • pp.207-223
    • /
    • 2019
  • Current investigation deals with the thermal stability characteristics of carbon nanotube reinforced composite beams (CNTRC) on elastic foundation and subjected to external uniform temperature rise loading. The single-walled carbon nanotubes (SWCNTs) are supposed to have a distribution as being uniform or functionally graded form. The material properties of the matrix as well as reinforcements are presumed to be temperature dependent and evaluated through the extended rule of mixture which incorporates efficiency parameters to capture the size dependency of the nanocomposite properties. The governing differential equations are achieved based on the minimum total potential energy principle and Euler-Bernoulli beam model. The obtained results are checked with the available data in the literature. Numerical results are supplied to examine the effects of numerous parameters including length to thickness ratio, elastic foundations, temperature change, and nanotube volume fraction on the thermal stability behaviors of FG-CNT beams.

Comparison of different cylindrical shell theories for stability of nanocomposite piezoelectric separators containing rotating fluid considering structural damping

  • Pour, H. Rahimi;Arani, A. Ghorbanpour;Sheikhzadeh, G.A.
    • Steel and Composite Structures
    • /
    • 제23권6호
    • /
    • pp.691-714
    • /
    • 2017
  • Rotating fluid induced vibration and instability of embedded piezoelectric nano-composite separators subjected to magnetic and electric fields is the main contribution of present work. The separator is modeled with cylindrical shell element and the structural damping effects are considered by Kelvin-Voigt model. Single-walled carbon nanotubes (SWCNTs) are used as reinforcement and effective material properties are obtained by mixture rule. The perturbation velocity potential in conjunction with the linearized Bernoulli formula is used for describing the rotating fluid motion. The orthotropic surrounding elastic medium is considered by spring, damper and shear constants. The governing equations are derived on the bases of classical shell theory (CST), first order shear deformation theory (FSDT) and sinusoidal shear deformation theory (SSDT). The nonlinear frequency and critical angular fluid velocity are calculated by differential quadrature method (DQM). The detailed parametric study is conducted, focusing on the combined effects of the external voltage, magnetic field, visco-Pasternak foundation, structural damping and volume percent of SWCNTs on the stability of structure. The numerical results are validated with other published works as well as comparing results obtained by three theories. Numerical results indicate that with increasing volume fraction of SWCNTs, the frequency and critical angular fluid velocity are increased.

A computational shear displacement model for vibrational analysis of functionally graded beams with porosities

  • Atmane, Hassen Ait;Tounsi, Abdelouahed;Bernard, Fabrice;Mahmoud, S.R.
    • Steel and Composite Structures
    • /
    • 제19권2호
    • /
    • pp.369-384
    • /
    • 2015
  • This work presents a free vibration analysis of functionally graded metal-ceramic (FG) beams with considering porosities that may possibly occur inside the functionally graded materials (FGMs) during their fabrication. For this purpose, a simple displacement field based on higher order shear deformation theory is implemented. The proposed theory is based on the assumption that the transverse displacements consist of bending and shear components in which the bending components do not contribute toward shear forces and, likewise, the shear components do not contribute toward bending moments. The most interesting feature of this theory is that it accounts for a quadratic variation of the transverse shear strains across the thickness, and satisfies the zero traction boundary conditions on the top and bottom surfaces of the beam without using shear correction factors. In addition, it has strong similarities with Euler-Bernoulli beam theory in some aspects such as equations of motion, boundary conditions, and stress resultant expressions. The rule of mixture is modified to describe and approximate material properties of the FG beams with porosity phases. By employing the Hamilton's principle, governing equations of motion for coupled axial-shear-flexural response are determined. The validity of the present theory is investigated by comparing some of the present results with those of the first-order and the other higher-order theories reported in the literature. Illustrative examples are given also to show the effects of varying gradients, porosity volume fraction, aspect ratios, and thickness to length ratios on the free vibration of the FG beams.