• Communications for Statistical Applications and Methods
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• 제20권5호
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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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• 제43권1호
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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.

• 한국전자통신학회논문지
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• 제7권4호
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• pp.733-739
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• 2012

본 논문에서는 시간과 기후에 따라 변화하는 영상의 밝기와 색상 변화에도 강건한 연기검출 알고리즘을 제안한다. 제안하는 연기검출 알고리즘은 입력영상과 배경영상의 차영상을 이용하여 후보영역을 설정하고, 후보영역 차영상의 Gaussian 혼합모델 특징 계수를 비교하여 연기를 판별한다. 시간과 기후에 대응하기 위하여 입력영상의 평균 밝기와 색상을 기준으로 후보영역 설정을 위한 임계값을 4 단계로 구분한다. 후보영역에 대한 차영상의 Gaussian 혼합모델의 밝기 평균값을 기준으로 클러스터를 정렬하고, 클러스터 간의 Gaussian 혼합모델 특징 계수를 비교하여 연기를 판별한다. 제안하는 알고리즘을 미디어전용 DSP로 구현하고 야외에 설치된 카메라의 영상에 대하여 연기검출 실험을 통하여 효율적으로 연기를 검출할 수 있음 보인다.

• 반도체디스플레이기술학회지
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• 제10권2호
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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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• 제24권6호
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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.

• 대한전자공학회:학술대회논문집
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• 대한전자공학회 2002년도 하계종합학술대회 논문집(4)
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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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• 제25권6호
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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.

• 한국항공우주학회지
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• 제47권4호
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• pp.274-282
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• 2019

무인항공기의 영상 기반 항법은 널리 사용되는 GPS/INS 통합 항법 시스템의 취약점을 보강할 수 있는 중요한 기술로 이에 대한 연구가 활발히 이루어지고 있다. 하지만 일반적인 영상 대조 기법은 실제 항공기 비행 상황들을 적절하게 고려하기 힘들다는 단점이 있다. 따라서 본 논문에서는 영상기반 항법을 위한 가우시안 혼합 모델 기반의 파티클 필터를 제안한다. 제안한 파티클 필터는 영상과 데이터베이스를 가우시안 혼합 모델로 가정하여 둘 간의 유사도를 이용하여 항체의 위치를 추정한다. 또한 몬테카를로 시뮬레이션을 통해 위치 추정 성능을 확인한다.

• 응용통계연구
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• 제21권5호
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• pp.825-833
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• 2008

혼합모형을 이용한 판별분석은 다중 분류문제를 해결하는데 유용한 방법으로서 준지도 학습으로 확장될 수 있다. 본 논문에서는 정규 혼합분포를 이용한 준지도 학습 방법에서 혼합 모형의 하위 구성요소 개수 선택 기준을 연구하고자 한다. 하위 구성요소 선택 기준으로서 베이지안 정보량을 사용하였고 모의실험을 통해 이 방법의 유용성을 규명하였다.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제17권6호
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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.