• Communications for Statistical Applications and Methods
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• v.20 no.5
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• pp.395-404
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• 2013

This paper studies the skewness of the absolute value GARCH(1, 1) models with Gaussian mixture innovations (Gaussian mixture AVGARCH(1, 1) models). The maximum estimated-likelihood estimator (MELE) employed (a two- step estimation method in order to estimate the skewness of Gaussian mixture AVGARCH(1, 1) models. Through the real data analysis, the adequacy of adopting Gaussian mixture innovations is exhibited in reflecting the skewness of two major Korean stock indices.

• ETRI Journal
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• v.43 no.1
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• pp.74-81
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• 2021

The mixture model is a very powerful and flexible tool in clustering analysis. Based on the Dirichlet process and parsimonious Gaussian distribution, we propose a new nonparametric mixture framework for solving challenging clustering problems. Meanwhile, the inference of the model depends on the efficient online variational Bayesian approach, which enhances the information exchange between the whole and the part to a certain extent and applies to scalable datasets. The experiments on the scene database indicate that the novel clustering framework, when combined with a convolutional neural network for feature extraction, has meaningful advantages over other models.

• The Journal of the Korea institute of electronic communication sciences
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• v.7 no.4
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• pp.733-739
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• 2012

In this paper, a smoke detection algorithm robust to brightness and color variations depending on time and weather is proposed. The proposed smoke detection algorithm specifies the candidate region using difference images of input and background images, determines smoke by comparing feature coefficients of Gaussian mixture model of difference images. Thresholds for specifying candidate region is divided by four levels according to average brightness and chrominance of input images. Clusters of Gaussian mixture models of difference images are aligned according to average brightness. Smoke is determined by comparing distance of Gaussian mixture model parameters. The proposed algorithm is implemented by media dedicated DSP. As results of experiments, it is shown that the proposed algorithm is effective to detect smoke with camera installed outdoor.

• Journal of the Semiconductor & Display Technology
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• v.10 no.2
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• pp.1-5
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• 2011

In recent years, worldwide production of solar wafers increased rapidly. Therefore, the solar wafer technology in the developed countries already has become an industry, and related industries such as solar wafer manufacturing equipment have developed rapidly. In this paper we propose the color classification method of the polycrystalline solar wafer that needed in manufacturing equipment. The solar wafer produced in the manufacturing process does not have a uniform color. Therefore, the solar wafer panels made with insensitive color uniformity will fall off the aesthetics. Gaussian mixture models (GMM) are among the most statistically mature methods for clustering and we use the Gaussian mixture models for the classification of the polycrystalline solar wafers. In addition, we compare the performance of the color feature vector from various color space for color classification. Experimental results show that the feature vector from YCbCr color space has the most efficient performance and the correct classification rate is 97.4%.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1477-1488
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• 2013

In this study, we analyze the dependence structure of KOSPI and NYSE indices based on a two-step estimation procedure. In the rst step, we adopt ARMA-GARCH models with Gaussian mixture innovations for marginal processes. In the second step, time-varying copula parameters are estimated. By using these, we measure the dependence between the two returns with Kendall's tau and Spearman's rho. The two dependence measures for various copulas are illustrated.

• Proceedings of the IEEK Conference
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• 2002.06d
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• pp.195-198
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• 2002

We propose an efficient mixture Gaussian synthesis method for decision tree based state tying that produces better context-dependent models in a short period of training time. This method makes it possible to handle mixture Gaussian HMMs in decision tree based state tying algorithm, and provides higher recognition performance compared to the conventional HMM training procedure using decision tree based state tying on single Gaussian GMMs. This method also reduces the steps of HMM training procedure. We applied this method to training of PBS, and we expect to achieve a little point improvement in phoneme accuarcy and reduction in training time.

• Communications for Statistical Applications and Methods
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• v.25 no.6
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• pp.633-645
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• 2018

Gaussian error distributions are a common choice in traditional regression models for the maximum likelihood (ML) method. However, this distributional assumption is often suspicious especially when the error distribution is skewed or has heavy tails. In both cases, the ML method under normality could break down or lose efficiency. In this paper, we consider the log-concave and Gaussian scale mixture distributions for error distributions. For the log-concave errors, we propose to use a smoothed maximum likelihood estimator for stable and faster computation. Based on this, we perform comparative simulation studies to see the performance of coefficient estimates under normal, Gaussian scale mixture, and log-concave errors. In addition, we also consider real data analysis using Stack loss plant data and Korean labor and income panel data.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.47 no.4
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• pp.274-282
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• 2019

Vision-based navigation of unmaned aerial vehicle is a significant technology that can reinforce the vulnerability of the widely used GPS/INS integrated navigation system. However, the existing image matching algorithms are not suitable for matching the aerial image with the database. For the reason, this paper proposes particle filters using Gaussian mixture models to deal with matching between aerial image and database for vision-based navigation. The particle filters estimate the position of the aircraft by comparing the correspondences of aerial image and database under the assumption of Gaussian mixture model. Finally, Monte Carlo simulation is presented to demonstrate performance of the proposed method.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.825-833
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• 2008

Discriminant analysis based on Gaussian mixture models, an useful tool for multi-class classifications, can be extended to semi-supervised learning. We consider a model selection problem for a Gaussian mixture model in semi-supervised learning. More specifically, we adopt Bayesian information criterion to determine the number of subclasses in the mixture model. Through simulations, we illustrate the usefulness of the criterion.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.17 no.6
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• pp.1635-1656
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• 2023

In Bayesian multi-target tracking, the Poisson multi-Bernoulli mixture (PMBM) filter is a state-of-the-art filter based on the methodology of random finite set which is a conjugate prior composed of Poisson point process (PPP) and multi-Bernoulli mixture (MBM). In order to improve the random finite set-based filter utilized in multi-target tracking of sensor scanning, this paper introduces the Poisson multi-Bernoulli mixture filter into time-matching Bayesian filtering framework and derive a tractable and principled method, namely: the time-matching Poisson multi-Bernoulli mixture (TM-PMBM) filter. We also provide the Gaussian mixture implementation of the TM-PMBM filter for linear-Gaussian dynamic and measurement models. Subsequently, we compare the performance of the TM-PMBM filter with other RFS filters based on time-matching method with different birth models under directional continuous scanning and out-of-order discontinuous scanning. The results of simulation demonstrate that the proposed filter not only can effectively reduce the influence of sampling time diversity, but also improve the estimated accuracy of target state along with cardinality.