• 제목/요약/키워드: Fisher information matrix

검색결과 34건 처리시간 0.02초

Bayesian information criterion accounting for the number of covariance parameters in mixed effects models

  • Heo, Junoh;Lee, Jung Yeon;Kim, Wonkuk
    • Communications for Statistical Applications and Methods
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    • 제27권3호
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    • pp.301-311
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    • 2020
  • Schwarz's Bayesian information criterion (BIC) is one of the most popular criteria for model selection, that was derived under the assumption of independent and identical distribution. For correlated data in longitudinal studies, Jones (Statistics in Medicine, 30, 3050-3056, 2011) modified the BIC to select the best linear mixed effects model based on the effective sample size where the number of parameters in covariance structure was not considered. In this paper, we propose an extended Jones' modified BIC by considering covariance parameters. We conducted simulation studies under a variety of parameter configurations for linear mixed effects models. Our simulation study indicates that our proposed BIC performs better in model selection than Schwarz's BIC and Jones' modified BIC do in most scenarios. We also illustrate an example of smoking data using a longitudinal cohort of cancer patients.

감정이 있는 얼굴영상과 퍼지 Fisherface를 이용한 얼굴인식 (Face Recognition using Emotional Face Images and Fuzzy Fisherface)

  • 고현주;전명근
    • 제어로봇시스템학회논문지
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    • 제15권1호
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    • pp.94-98
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    • 2009
  • In this paper, we deal with a face recognition method for the emotional face images. Since the face recognition is one of the most natural and straightforward biometric methods, there have been various research works. However, most of them are focused on the expressionless face images and have had a very difficult problem if we consider the facial expression. In real situations, however, it is required to consider the emotional face images. Here, three basic human emotions such as happiness, sadness, and anger are investigated for the face recognition. And, this situation requires a robust face recognition algorithm then we use a fuzzy Fisher's Linear Discriminant (FLD) algorithm with the wavelet transform. The fuzzy Fisherface is a statistical method that maximizes the ratio of between-scatter matrix and within-scatter matrix and also handles the fuzzy class information. The experimental results obtained for the CBNU face databases reveal that the approach presented in this paper yields better recognition performance in comparison with the results obtained by other recognition methods.

Optimal sensor placement techniques for system identification and health monitoring of civil structures

  • Rao, A. Rama Mohan;Anandakumar, Ganesh
    • Smart Structures and Systems
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    • 제4권4호
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    • pp.465-492
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    • 2008
  • Proper pretest planning is a vital component of any successful vibration test on engineering structures. The most important issue in dynamic testing of many engineering structures is arriving at the number and optimal placement of sensors. The sensors must be placed on the structure in such a way that all the important dynamic behaviour of a structural system is captured during the course of the test with sufficient accuracy so that the information can be effectively utilised for structural parameter identification or health monitoring. Several optimal sensor placement (OSP) techniques are proposed in the literature and each of these methods have been evaluated with respect to a specific problem encountered in various engineering disciplines like aerospace, civil, mechanical engineering, etc. In the present work, we propose to perform a detailed characteristic evaluation of some selective popular OSP techniques with respect to their application to practical civil engineering problems. Numerical experiments carried out in the paper on various practical civil engineering structures indicate that effective independence (EFI) method is more consistent when compared to all other sensor placement techniques.

주파수영역 손상식별 SI 기법에 적응할 최적센서 위치결정법 (Determination of Optimal Sensor Locations for Modal System Identification-based Damage Detection on Structures)

  • 권순정;신수봉;박영환
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2003년도 봄 학술발표회 논문집
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    • pp.95-102
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    • 2003
  • To define an analytical model for a structural system or to assess damage in the system, system identification(SI) methods have been developed and widely applied. The paper presents a method of determining optimal sensor location(OSL) based on the maximum likelihood approach, which is applicable to modal SI methods. To estimate unknown parameters reliably, it is necessary that the information provided by the experiment should be maximized. By applying the Cramer-Rao inequality, a Fisher information matrix in terms of the probability density function of measurements is obtained from a lower bound of the estimation error. The paper also proposes a scheme of determining of OSL on damaged structures by using maximum strain energy factor. Simulation studies have carried out to investigate the proposed OSL algorithm for both undamaged and damaged structures.

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Multi-dimensional sensor placement optimization for Canton Tower focusing on application demands

  • Yi, Ting-Hua;Li, Hong-Nan;Wang, Xiang
    • Smart Structures and Systems
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    • 제12권3_4호
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    • pp.235-250
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    • 2013
  • Optimal sensor placement (OSP) technique plays a key role in the structural health monitoring (SHM) of large-scale structures. According to the mathematical background and implicit assumptions made in the triaxial effective independence (EfI) method, this paper presents a novel multi-dimensional OSP method for the Canton Tower focusing on application demands. In contrast to existing methods, the presented method renders the corresponding target mode shape partitions as linearly independent as possible and, at the same time, maintains the stability of the modal matrix in the iteration process. The modal assurance criterion (MAC), determinant of the Fisher Information Matrix (FIM) and condition number of the FIM have been taken as the optimal criteria, respectively, to demonstrate the feasibility and effectiveness of the proposed method. Numerical investigations suggest that the proposed method outperforms the original EfI method in all instances as expected, which is looked forward to be even more pronounced should it be used for other multi-dimensional optimization problems.

사장교 시공 중 케이블 장력 보정을 위한 최적 변위계측 위치 결정 (Determination of Optimal Locations for Measuring Displacements to Adjust Cable Tension Forces of Cable-Stayed Bridges)

  • 신수봉;이중용;김재천;정길재
    • 한국구조물진단유지관리공학회 논문집
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    • 제13권2호통권54호
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    • pp.129-136
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    • 2009
  • 이 연구에서는 사장교의 시공 중 장력보정을 위한 최적 변위계측 위치(OLD) 결정법을 제안한다. 변위 민감도를 구하여 Fisher Information Matrix(FIM)를 정식화하였고, 이를 이용한 유효독립분포벡터(EIDV)를 계산하여 최적 변위계측 위치의 우선순위를 결정하였다. 결정된 최적 변위계측 위치의 효율성과 신뢰성을 검증하기 위하여 사장교에 대한 수치예제를 수행하였다. 변위를 사용한 FIM을 정식화하여 이의 결과를 변위 민감도를 사용한 결과와 수치예제를 통해 비교하였다. 또한 변위 측정오차와 케이블 길이오차가 장력 보정에 미치는 영향을 Monte Carlo 기법을 사용하여 통계적으로 분석하였다.

Goodness of Link Tests for Binary Response Data

  • Yeo, In-Kwon
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.357-366
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    • 2001
  • The present paper develops a method to check the propriety of link functions for binary data. In order to parameterize a certain type of goodness of the link, a family of link functions indexed by a shape parameter is proposed. I first investigate the maximum likelihood estimation of the shape parameter as well as regression parameters and then derive their large sample behaviors of the estimators. A score test is considered to evaluate the goodness of the current link function. For illustration, I employ two families of power transformations, the modulus transformation by John and Draper (1980) and the extended power transformation by Yeo and Johnson (2000), which are appropriate to detect symmetric and asymmetric inadequacy of the selected link function. respectively.

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Design of ramp-stress accelerated life test plans for a parallel system with two independent components using masked data

  • Srivastava, P.W.;Savita, Savita
    • International Journal of Reliability and Applications
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    • 제18권2호
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    • pp.45-63
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    • 2017
  • In this paper, we have formulated optimum Accelerated Life Test (ALT) plan for a parallel system with two independent components using masked data with ramp-stress loading scheme and Type-I censoring. Consider a system of two independent and non-identical components connected in parallel. Such a system fails whenever all of its components has failed. The exact component that causes the system to fail is often unknown due to cost and time constraint. For each parallel system at test, we observe its system's failure time and a set of component that includes the component actually causing the system to fail. The stress-life relationship is modelled using inverse power law, and cumulative exposure model is assumed to model the effect of changing stress. The optimal plan consists in finding out the optimum stress rate using D-optimality criterion. The method developed has been explained using a numerical example and sensitivity analysis carried out.

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Augmented D-Optimal Design for Effective Response Surface Modeling and Optimization

  • Kim, Min-Soo;Hong, Kyung-Jin;Park, Dong-Hoon
    • Journal of Mechanical Science and Technology
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    • 제16권2호
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    • pp.203-210
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    • 2002
  • For effective response surface modeling during sequential approximate optimization (SAO), the normalized and the augmented D-optimality criteria are presented. The normalized D-optimality criterion uses the normalized Fisher information matrix by its diagonal terms in order to obtain a balance among the linear-order and higher-order terms. Then, it is augmented to directly include other experimental designs or the pre-sampled designs. This augmentation enables the trust region managed sequential approximate optimization to directly use the pre-sampled designs in the overlapped trust regions in constructing the new response surface models. In order to show the effectiveness of the normalized and the augmented D-optimality criteria, following two comparisons are performed. First, the information surface of the normalized D-optimal design is compared with those of the original D-optimal design. Second, a trust-region managed sequential approximate optimizer having three D-optimal designs is developed and three design problems are solved. These comparisons show that the normalized D-optimal design gives more rotatable designs than the original D-optimal design, and the augmented D-optimal design can reduce the number of analyses by 30% - 40% than the original D-optimal design.

Structural system identification by measurement error-minimization observability method using multiple static loading cases

  • Lei, Jun;Lozano-Galant, Jose Antonio;Xu, Dong;Zhang, Feng-Liang;Turmo, Jose
    • Smart Structures and Systems
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    • 제30권4호
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    • pp.339-351
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    • 2022
  • Evaluating the current condition of existing structures is of primary importance for economic and safety reasons. This can be addressed by Structural System Identification (SSI). A reliable static SSI depends on well-designed sensor configuration and loading cases, as well as efficient parameter estimation algorithms. Static SSI by the Measurement Error-Minimizing Observability Method (MEMOM) is a model-based deterministic static SSI method that could estimate structural parameters from static responses. In the current state of the art, this method is only applicable when structures are subjected to one loading case. This might lead to lack of information in some local regions of the structure (such as the null curvatures zones). To address this issue, the SSI by MEMOM using multiple loading cases is proposed in this work. Observability equations obtained from different loading cases are concatenated simultaneously and an optimization procedure is introduced to obtain the estimations by minimizing the discrepancy between the predicted response and the measured one. In addition, a Genetic-Algorithm (GA)-based Optimal Sensor Placement (OSP) method is proposed to tackle the OSP problem under multiple static loading cases for the very first time. In this approach, the Fisher Information Matrix (FIM)'s determinant is used as the metric of the goodness of sensor configurations. The numerical examples of a 3-span continuous bridge and a 13-story frame, are analyzed to validate the applicability of the extended SSI by MEMOM and the GA-based OSP method.