• Title/Summary/Keyword: Cross validation function

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A WEIGHTED GLOBAL GENERALIZED CROSS VALIDATION FOR GL-CGLS REGULARIZATION

  • Chung, Seiyoung;Kwon, SunJoo;Oh, SeYoung
    • Journal of the Chungcheong Mathematical Society
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    • v.29 no.1
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    • pp.59-71
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    • 2016
  • To obtain more accurate approximation of the true images in the deblurring problems, the weighted global generalized cross validation(GCV) function to the inverse problem with multiple right-hand sides is suggested as an efficient way to determine the regularization parameter. We analyze the experimental results for many test problems and was able to obtain the globally useful range of the weight when the preconditioned global conjugate gradient linear least squares(Gl-CGLS) method with the weighted global GCV function is applied.

Detection of Distinctive Points in Impedance Cardiogram during Exercise by Cross-Correlation Method (상호상관 관계를 이용한 운동중의 임피던스 파형에서의 특성점 검출)

  • 오인식;송철규
    • Journal of Biomedical Engineering Research
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    • v.12 no.4
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    • pp.261-266
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    • 1991
  • As the ensemble averaged dz/dt signal during exercise gets smoothed, it is difficult to find the distinctive marks for estimation of stroke volume. The cross correlation function was made use of estimating these marks for automatic calculation by computer from the ensemble averaged dz/dt signal. LVET( Left Ventricular Ejection Time) and stroke volume were estimated based on the calculated parameters from the characteristic points. LVET, stroke volume calculated by hand, by the ensemble average and the cross correlation were compared for accuracy validation.

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An Error Assessment of the Kriging Based Approximation Model Using a Mean Square Error (평균제곱오차를 이용한 크리깅 근사모델의 오차 평가)

  • Ju Byeong-Hyeon;Cho Tae-Min;Jung Do-Hyun;Lee Byung-Chai
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.8 s.251
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    • pp.923-930
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    • 2006
  • A Kriging model is a sort of approximation model and used as a deterministic model of a computationally expensive analysis or simulation. Although it has various advantages, it is difficult to assess the accuracy of the approximated model. It is generally known that a mean square error (MSE) obtained from the kriging model can't calculate statistically exact error bounds contrary to a response surface method, and a cross validation is mainly used. But the cross validation also has many uncertainties. Moreover, the cross validation can't be used when a maximum error is required in the given region. For solving this problem, we first proposed a modified mean square error which can consider relative errors. Using the modified mean square error, we developed the strategy of adding a new sample to the place that the MSE has the maximum when the MSE is used for the assessment of the kriging model. Finally, we offer guidelines for the use of the MSE which is obtained from the kriging model. Four test problems show that the proposed strategy is a proper method which can assess the accuracy of the kriging model. Based on the results of four test problems, a convergence coefficient of 0.01 is recommended for an exact function approximation.

IRF-k kriging of electrical resistivity data for estimating the extent of saltwater intrusion in a coastal aquifer system

  • Shim B. O.;Chung S. Y.;Kim H. J.;Sung I. H.
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.352-361
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    • 2003
  • We have evaluated the extent of saltwater intrusion from electrical resistivity distribution in a coastal aquifer system in the southeastern part of Busan, Korea. This aquifer system is divided into four layers according to the hydrogeologic characteristics and the horizontal extent of intruded saltwater is determined at each layer through the geostatistical interpretation of electrical resistivity data. In order to define the statistical structure of electrical resistivity data, variogram analysis is carried out to obtain best generalized covariance models. IRF-k (intrinsic random function of order k) kriging is performed with covariance models to produce the plane of spatial mean resistivities. The kriged estimates are evaluated by cross validation to show a good agreement with the true values and the statistics of cross validation represented low errors for the estimates. In the resistivity contour maps more than 5 m below the surface, we can see a dominant direction of saltwater intrusion beginning from the east side. The area of saltwater intrusion increases with depth. The northeast side has low resistivities less than 5 ohm-m due to the presence of saline water in the depth range of 20 m through 70 m. These results show that the application of geostatistical technique to electrical resistivity data is useful for assessing saltwater intrusion in a coastal aquifer system.

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Support vector quantile regression for autoregressive data

  • Hwang, Hyungtae
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1539-1547
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    • 2014
  • In this paper we apply the autoregressive process to the nonlinear quantile regression in order to infer nonlinear quantile regression models for the autocorrelated data. We propose a kernel method for the autoregressive data which estimates the nonlinear quantile regression function by kernel machines. Artificial and real examples are provided to indicate the usefulness of the proposed method for the estimation of quantile regression function in the presence of autocorrelation between data.

Basic Aspects of Signal Processing in Ultrasonic Imaging

  • Saito, Masao
    • Journal of Biomedical Engineering Research
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    • v.5 no.1
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    • pp.5-8
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    • 1984
  • As the ensemble averaged dz/dt signal during exercise gets smoothed, it is difficult to find the distinctive marks for estimation of stroke volume. The cross correlation function was made use of estmating these marks for automatic calculation by computer from the ensemble averaged dz/dt signal. LVET(Left Ventricular Ejection Time) and stroke volume were estimated based on the calculated parameters from the characteristic points. LVET, stroke volume calculated by hand, by the ensemble average and the cross correlation were compared for accuracy validation.

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Semiparametric Kernel Poisson Regression for Longitudinal Count Data

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Communications for Statistical Applications and Methods
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    • v.15 no.6
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    • pp.1003-1011
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    • 2008
  • Mixed-effect Poisson regression models are widely used for analysis of correlated count data such as those found in longitudinal studies. In this paper, we consider kernel extensions with semiparametric fixed effects and parametric random effects. The estimation is through the penalized likelihood method based on kernel trick and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of hyperparameters, cross-validation techniques are employed. Examples illustrating usage and features of the proposed method are provided.

Semiparametric support vector machine for accelerated failure time model

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.4
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    • pp.765-775
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    • 2010
  • For the accelerated failure time (AFT) model a lot of effort has been devoted to develop effective estimation methods. AFT model assumes a linear relationship between the logarithm of event time and covariates. In this paper we propose a semiparametric support vector machine to consider situations where the functional form of the effect of one or more covariates is unknown. The proposed estimating equation can be computed by a quadratic programming and a linear equation. We study the effect of several covariates on a censored response variable with an unknown probability distribution. We also provide a generalized approximate cross-validation method for choosing the hyper-parameters which affect the performance of the proposed approach. The proposed method is evaluated through simulations using the artificial example.

A kernel machine for estimation of mean and volatility functions

  • Shim, Joo-Yong;Park, Hye-Jung;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.905-912
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    • 2009
  • We propose a doubly penalized kernel machine (DPKM) which uses heteroscedastic location-scale model as basic model and estimates both mean and volatility functions simultaneously by kernel machines. We also present the model selection method which employs the generalized approximate cross validation techniques for choosing the hyperparameters which affect the performance of DPKM. Artificial examples are provided to indicate the usefulness of DPKM for the mean and volatility functions estimation.

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A transductive least squares support vector machine with the difference convex algorithm

  • Shim, Jooyong;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.455-464
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    • 2014
  • Unlabeled examples are easier and less expensive to obtain than labeled examples. Semisupervised approaches are used to utilize such examples in an eort to boost the predictive performance. This paper proposes a novel semisupervised classication method named transductive least squares support vector machine (TLS-SVM), which is based on the least squares support vector machine. The proposed method utilizes the dierence convex algorithm to derive nonconvex minimization solutions for the TLS-SVM. A generalized cross validation method is also developed to choose the hyperparameters that aect the performance of the TLS-SVM. The experimental results conrm the successful performance of the proposed TLS-SVM.