• Title/Summary/Keyword: Density estimation

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M-Estimation Functions Induced From Minimum L$_2$ Distance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
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    • v.27 no.4
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    • pp.507-514
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    • 1998
  • The minimum distance estimation based on the L$_2$ distance between a model density and a density estimator is studied from M-estimation point of view. We will show that how a model density and a density estimator are incorporated in order to create an M-estimation function. This method enables us to create an M-estimating function reflecting the natures of both an assumed model density and a given set of data. Some new types of M-estimation functions for estimating a location and scale parameters are introduced.

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An Intelligent Fault Detection and Diagnosis Approaches using Parzen Density Estimation and Multi-class SVMs (Parzen Density Estimation과 Multi-class SVM을 이용한 지능형 고장진단 방법)

  • Seo, Kwang-Kyu
    • Journal of the Korea Safety Management & Science
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    • v.11 no.1
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    • pp.87-91
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    • 2009
  • 본 논문은 상대적으로 새로운 기법인 Parzen Density Estimation과 Multi-class SVM을 이용한 지능형 고장 탐색과 진단 방법을 제안하고 있다. 본 연구에서는 롤링 베어링을 대상으로 고장을 탐색하고 진단하기 위한 방법을 제안하는데 Parzen Density Estimation과 Multi-class SVM은 고장 클래스를 잘 표현할 수 있다. Parzen Density Estimation은 새로운 패턴 데이터의 거절과 알려진 데이터 패턴의 밀도의 평가에 의해 새로운 패턴을 찾아낼 수 있고, Multi-class SVM 기반의 방법은 여러 클래스의 고장을 support vector로 표현하여 고장 패턴을 찾아낼 수 있다. 본 연구에서는 실제의 다중 클래스를 가지는 롤링 베어링의 고장 데이터를 사용하여 고장 패턴을 탐색하는 과정을 보여주는데, 커널함수의 적절한 파라미터의 선택에 의한 Multi-class SVM 기반의 방법이 multi-layer perceptron이나 Parzen Density Estimation 방법보다 우수함을 입증한다.

A Note on Support Vector Density Estimation with Wavelets

  • Lee, Sung-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.2
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    • pp.411-418
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    • 2005
  • We review support vector and wavelet density estimation. The relationship between support vector and wavelet density estimation in reproducing kernel Hilbert space (RKHS) is investigated in order to use wavelets as a variety of support vector kernels in support vector density estimation.

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Identification of the associations between genes and quantitative traits using entropy-based kernel density estimation

  • Yee, Jaeyong;Park, Taesung;Park, Mira
    • Genomics & Informatics
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    • v.20 no.2
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    • pp.17.1-17.11
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    • 2022
  • Genetic associations have been quantified using a number of statistical measures. Entropy-based mutual information may be one of the more direct ways of estimating the association, in the sense that it does not depend on the parametrization. For this purpose, both the entropy and conditional entropy of the phenotype distribution should be obtained. Quantitative traits, however, do not usually allow an exact evaluation of entropy. The estimation of entropy needs a probability density function, which can be approximated by kernel density estimation. We have investigated the proper sequence of procedures for combining the kernel density estimation and entropy estimation with a probability density function in order to calculate mutual information. Genotypes and their interactions were constructed to set the conditions for conditional entropy. Extensive simulation data created using three types of generating functions were analyzed using two different kernels as well as two types of multifactor dimensionality reduction and another probability density approximation method called m-spacing. The statistical power in terms of correct detection rates was compared. Using kernels was found to be most useful when the trait distributions were more complex than simple normal or gamma distributions. A full-scale genomic dataset was explored to identify associations using the 2-h oral glucose tolerance test results and γ-glutamyl transpeptidase levels as phenotypes. Clearly distinguishable single-nucleotide polymorphisms (SNPs) and interacting SNP pairs associated with these phenotypes were found and listed with empirical p-values.

A Robust Estimation for the Composite Lognormal-Pareto Model

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
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    • v.20 no.4
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    • pp.311-319
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    • 2013
  • Cooray and Ananda (2005) proposed a composite lognormal-Pareto model to analyze loss payment data in the actuarial and insurance industries. Their model is based on a lognormal density up to an unknown threshold value and a two-parameter Pareto density. In this paper, we implement the minimum density power divergence estimation for the composite lognormal-Pareto density. We compare the performances of the minimum density power divergence estimator (MDPDE) and the maximum likelihood estimator (MLE) by simulations and an example. The minimum density power divergence estimator performs reasonably well against various violations in the distribution. The minimum density power divergence estimator better fits small observations and better resists against extraordinary large observations than the maximum likelihood estimator.

User Density Estimation System at Closed Space using High Frequency and Smart device

  • Chung, Myoungbeom
    • Journal of the Korea Society of Computer and Information
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    • v.22 no.11
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    • pp.49-55
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    • 2017
  • Recently, for safety of people, there are proposed so many technologies which detect density of people at the specific place or space. The representative technology for crowd density estimation was using image analysis method from CCTV images. However, this method had a weakness which could not be used and which's accuracy was lower at the dark or smog space. Therefore, in this paper, to solve this problem, we proposed a user density estimation system at closed space using high frequency and smart device. The system send inaudible high frequencies to smart devices and it count the smart devices which detect the high frequencies on the space. We tested real-time user density with the proposed system and ten smart devices to evaluate performance. According to the testing results, we confirmed that the proposed system's accuracy was 95% and it was very useful. Thus, because the proposed system could estimate about user density at specific space exactly, it could be useful technology for safety of people and measurement of space use state at indoor space.

Utilizing Order Statistics in Density Estimation

  • Kim, W.C.;Park, B.U.
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.227-230
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    • 1995
  • In this paper, we discuss simple ways of implementing non-basic kernel density estimators which typically ceed extra pilot estimation. The methods utilize order statistics at the pilot estimation stages. We focus mainly on bariable lacation and scale kernel density estimator (Jones, Hu and McKay, 1994), but the same idea can be applied to other methods too.

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A Review on Nonparametric Density Estimation Using Wavelet Methods

  • Sungho;Hwa Rak
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.129-140
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    • 2000
  • Wavelets constitute a new orthogonal system which has direct application in density estimation. We introduce a brief wavelet density estimation and summarize some asymptotic results. An application to mixture normal distributions is implemented with S-Plus.

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Kernel Density Estimation in the L$^{\infty}$ Norm under Dependence

  • Kim, Tae-Yoon
    • Journal of the Korean Statistical Society
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    • v.27 no.2
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    • pp.153-163
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    • 1998
  • We investigate density estimation problem in the L$^{\infty}$ norm and show that the iii optimal minimax rates are achieved for smooth classes of weakly dependent stationary sequences. Our results are then applied to give uniform convergence rates for various problems including the Gibbs sampler.

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