• Title/Summary/Keyword: Gibbs' method

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Accelerating Scanline Block Gibbs Sampling Method using GPU (GPU 를 활용한 스캔라인 블록 Gibbs 샘플링 기법의 가속)

  • Zeng, Dongmeng;Kim, Wonsik;Yang, Yong;Park, In Kyu
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2014.06a
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    • pp.77-78
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    • 2014
  • A new MCMC method for optimization is presented in this paper, which is called the scanline block Gibbs sampler. Due to its slow convergence speed, traditional Markov chain Monte Carlo (MCMC) is not widely used. In contrast to the conventional MCMC method, it is more convenient to parallelize the scanline block Gibbs sampler. Since The main part of the scanline block Gibbs sampler is to calculate message between each edge, in order to accelerate the calculation of messages passing in scanline sampler, it is parallelized in GPU. It is proved that the implementation on GPU is faster than on CPU based on the experiments on the OpenGM2 benchmark.

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Comparison between REML and Bayesian via Gibbs Sampling Algorithm with a Mixed Animal Model to Estimate Genetic Parameters for Carcass Traits in Hanwoo(Korean Native Cattle) (한우의 도체형질 유전모수 추정을 위한 REML과 Bayesian via Gibbs Sampling 방법의 비교 연구)

  • Roh, S.H.;Kim, B.W.;Kim, H.S.;Min, H.S.;Yoon, H.B.;Lee, D.H.;Jeon, J.T.;Lee, J.G.
    • Journal of Animal Science and Technology
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    • v.46 no.5
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    • pp.719-728
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    • 2004
  • The aims of this study were to estimate genetic parameters for carcass traits on Hanwoo(Korean Native Cattle) and to compare two different statistical algorithms for estimating genetic parameters. Data obtained from 1526 steers at Hanwoo Improvement Center and Hanwoo Improvement Complex Area from 1996 to 2001 were used for the analyses. The carcass traits considered in these studies were carcass weight, dressing percent, eye muscle area, backfat thickness, and marbling score. Estimated genetic parameters using EM-REML algorithm were compared to those by Bayesian inference via Gibbs Sampling to find out statistical properties. The estimated heritabilities of carcass traits by REML method were 0.28, 0.25, 0.35, 0.39 and 0.51, respectively and those by Gibbs Sampling method were 0.29, 0.25, 0.40, 0.42 and 0.54, respectively. This estimates were not significantly different, even though the estimated heritabilities by Gibbs Sampling method were higher than ones by REML method. Since the estimated statistics by REML method and Gibbs Sampling method were not significantly different in this study, it is inferred that both mothods could be efficiently applied for the analysis of carcass traits of cattle. However, further studies are demanded to define an optimal statistical method for handling large scale performance data.

GIBBS PHENOMENON AND CERTAIN NONHARMONIC FOURIER SERIES

  • Rhee, Jung-Soo
    • Communications of the Korean Mathematical Society
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    • v.26 no.1
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    • pp.89-98
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    • 2011
  • The Fourier series has a rapid oscillation near end points at jump discontinuity which is called the Gibbs phenomenon. There is an overshoot (or undershoot) of approximately 9% at jump discontinuity. In this paper, we prove that a bunch of series representations (certain nonharmonic Fourier series) give good approximations vanishing Gibbs phenomenon. Also we have an application for approximating some shape of upper part of a vehicle in a different way from the method of cubic splines and wavelets.

Inference of Parameters for Superposition with Goel-Okumoto model and Weibull model Using Gibbs Sampler

  • Heecheul Kim
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.169-180
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    • 1999
  • A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

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FUNCTIONAL CENTRAL LIMIT THEOREMS FOR THE GIBBS SAMPLER

  • Lee, Oe-Sook
    • Communications of the Korean Mathematical Society
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    • v.14 no.3
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    • pp.627-633
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    • 1999
  • Let the given distribution $\pi$ have a log-concave density which is proportional to exp(-V(x)) on $R^d$. We consider a Markov chain induced by the method Gibbs sampling having $\pi$ as its in-variant distribution and prove geometric ergodicity and the functional central limit theorem for the process.

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On the calibration problem with censored data (중도 절단 자료에서의 역추정 문제)

  • 박래현;이석훈;이낙영;박영옥;이상호
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.1-17
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    • 1994
  • This article basically considers the calibration problem with censored data from the Bayesian point of view. The Gibbs sampling method is discussed to solve the difficulty encountered in computing the posterior distribution. Also presented is an approach for impementing the Gibbs sampling in actual data situation with the estimation procedures.

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Bayesian Estimation of State-Space Model Using the Hybrid Monte Carlo within Gibbs Sampler

  • Park, Ilsu
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.203-210
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    • 2003
  • In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

A Novel Simulation Architecture of Configurational-Bias Gibbs Ensemble Monte Carlo for the Conformation of Polyelectrolytes Partitioned in Confined Spaces

  • Chun, Myung-Suk
    • Macromolecular Research
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    • v.11 no.5
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    • pp.393-397
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    • 2003
  • By applying a configurational-bias Gibbs ensemble Monte Carlo algorithm, priority simulation results regarding the conformation of non-dilute polyelectrolytes in solvents are obtained. Solutions of freely-jointed chains are considered, and a new method termed strandwise configurational-bias sampling is developed so as to effectively overcome a difficulty on the transfer of polymer chains. The structure factors of polyelectrolytes in the bulk as well as in the confined space are estimated with variations of the polymer charge density.

A Study on Translation-Invariant Wavelet De-Noising with Multi-Thresholding Function (다중 임계치 함수의 TI 웨이브렛 잡음제거 기법)

  • Choi, Jae-Yong
    • The Journal of the Acoustical Society of Korea
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    • v.25 no.7
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    • pp.333-338
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    • 2006
  • This paper proposes an improved do-noising method using multi-thresholding function based on translation-invariant (W) wavelet proposed by Donoho et al. for underwater radiated noise measurement. The traditional wavelet thresholding de-noising method causes Pseudo-Gibbs phenomena near singularities due to discrete wavelet transform. In order to suppress Pseudo-Gibbs Phenomena, a do-noising method combining multi-thresholding function with the translation-invariant wavelet transform is proposed in this paper. The multi-thresholding function is a modified soft-thresholding to each node according to the discriminated threshold so as to reject かon external noise and white gaussian noise. It is verified by numerical simulation. And the experimental results are confirmed through sea-trial using multi-single sensors.

A SUMMABILITY FOR MEYER WAVELETS

  • Shim, Hong-Tae;Jung, Kap-Hun
    • Journal of applied mathematics & informatics
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    • v.9 no.2
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    • pp.657-666
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    • 2002
  • ThE Gibbs' phenomenon in the classical Fourier series is well-known. It is closely related with the kernel of the partial sum of the series. In fact, the Dirichlet kernel of the courier series is not positive. The poisson kernel of Cesaro summability is positive. As the consequence of the positiveness, the partial sum of Cesaro summability does not exhibit the Gibbs' phenomenon. Most kernels associated with wavelet expansions are not positive. So wavelet series is not free from the Gibbs' phenomenon. Because of the excessive oscillation of wavelets, we can not follow the techniques of the courier series to get rid of the unwanted quirk. Here we make a positive kernel For Meyer wavelets and as the result the associated summability method does not exhibit Gibbs' phenomenon for the corresponding series .