• Title/Summary/Keyword: Kullback-Leibler distance

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Video Content Indexing using Kullback-Leibler Distance

  • Kim, Sang-Hyun
    • International Journal of Contents
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    • v.5 no.4
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    • pp.51-54
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    • 2009
  • In huge video databases, the effective video content indexing method is required. While manual indexing is the most effective approach to this goal, it is slow and expensive. Thus automatic indexing is desirable and recently various indexing tools for video databases have been developed. For efficient video content indexing, the similarity measure is an important factor. This paper presents new similarity measures between frames and proposes a new algorithm to index video content using Kullback-Leibler distance defined between two histograms. Experimental results show that the proposed algorithm using Kullback-Leibler distance gives remarkable high accuracy ratios compared with several conventional algorithms to index video content.

Performance Improvement of Ensemble Speciated Neural Networks using Kullback-Leibler Entropy (Kullback-Leibler 엔트로피를 이용한 종분화 신경망 결합의 성능향상)

  • Kim, Kyung-Joong;Cho, Sung-Bae
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.51 no.4
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    • pp.152-159
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    • 2002
  • Fitness sharing that shares fitness if calculated distance between individuals is smaller than sharing radius is one of the representative speciation methods and can complement evolutionary algorithm which converges one solution. Recently, there are many researches on designing neural network architecture using evolutionary algorithm but most of them use only the fittest solution in the last generation. In this paper, we elaborate generating diverse neural networks using fitness sharing and combing them to compute outputs then, propose calculating distance between individuals using modified Kullback-Leibler entropy for improvement of fitness sharing performance. In the experiment of Australian credit card assessment, breast cancer, and diabetes in UCI database, proposed method performs better than not only simple average output or Pearson Correlation but also previous published methods.

A Kullback-Leibler divergence based comparison of approximate Bayesian estimations of ARMA models

  • Amin, Ayman A
    • Communications for Statistical Applications and Methods
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    • v.29 no.4
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    • pp.471-486
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    • 2022
  • Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.

Fisher Information and the Kullback-Leibler Distance in Concomitants of Generalized Order Statistics Under Iterated FGM family

  • Barakat, Haroon Mohammed;Husseiny, Islam Abdullah
    • Kyungpook Mathematical Journal
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    • v.62 no.2
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    • pp.389-405
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    • 2022
  • We study the Fisher Information (FI) of m-generalized order statistics (m-GOSs) and their concomitants about the shape-parameter vector of the Iterated Farlie-Gumbel-Morgenstern (IFGM) bivariate distribution. We carry out a computational study and show how the FI matrix (FIM) helps in finding information contained in singly or multiply censored bivariate samples from the IFGM. We also run numerical computations about the FIM for the sub-models of order statistics (OSs) and sequential order statistics (SOSs). We evaluate FI about the mean and the shape-parameter of exponential and power distributions, respectively. Finally, we investigate the Kullback-Leibler distance in concomitants of m-GOSs.

SOME INEQUALITIES FOR THE $CSISZ{\acute{A}}R\;{\Phi}-DIVERGENCE$

  • Dragomir, S.S.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.7 no.1
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    • pp.63-77
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    • 2003
  • Some inequalities for the $Csisz{\acute{a}}r\;{\Phi}-divergence$ and applications for the Kullback-Leibler, $R{\acute{e}}nyi$, Hellinger and Bhattacharyya distances in Information Theory are given.

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Class Determination Based on Kullback-Leibler Distance in Heart Sound Classification

  • Chung, Yong-Joo;Kwak, Sung-Woo
    • The Journal of the Acoustical Society of Korea
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    • v.27 no.2E
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    • pp.57-63
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    • 2008
  • Stethoscopic auscultation is still one of the primary tools for the diagnosis of heart diseases due to its easy accessibility and relatively low cost. It is, however, a difficult skill to acquire. Many research efforts have been done on the automatic classification of heart sound signals to support clinicians in heart sound diagnosis. Recently, hidden Markov models (HMMs) have been used quite successfully in the automatic classification of the heart sound signal. However, in the classification using HMMs, there are so many heart sound signal types that it is not reasonable to assign a new class to each of them. In this paper, rather than constructing an HMM for each signal type, we propose to build an HMM for a set of acoustically-similar signal types. To define the classes, we use the KL (Kullback-Leibler) distance between different signal types to determine if they should belong to the same class. From the classification experiments on the heart sound data consisting of 25 different types of signals, the proposed method proved to be quite efficient in determining the optimal set of classes. Also we found that the class determination approach produced better results than the heuristic class assignment method.

Generalized Kullback-Leibler information and its extensions to censored and discrete cases

  • Park, Sangun
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1223-1229
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    • 2012
  • In this paper, we propose a generalized Kullback-Leibler (KL) information for measuring the distance between two distribution functions where the extension to the censored case is immediate. The generalized KL information has the nonnegativity and characterization properties, and its censored version has the additional property of monotonic increase. We also extend the discussion to the discrete case and propose a generalized censored measure which is comparable to Pearson's chi-square statistic.

Speaker Verification Using SVM Kernel with GMM-Supervector Based on the Mahalanobis Distance (Mahalanobis 거리측정 방법 기반의 GMM-Supervector SVM 커널을 이용한 화자인증 방법)

  • Kim, Hyoung-Gook;Shin, Dong
    • The Journal of the Acoustical Society of Korea
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    • v.29 no.3
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    • pp.216-221
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    • 2010
  • In this paper, we propose speaker verification method using Support Vector Machine (SVM) kernel with Gaussian Mixture Model (GMM)-supervector based on the Mahalanobis distance. The proposed GMM-supervector SVM kernel method is combined GMM with SVM. The GMM-supervectors are generated by GMM parameters of speaker and other speaker utterances. A speaker verification threshold of GMM-supervectors is decided by SVM kernel based on Mahalanobis distance to improve speaker verification accuracy. The experimental results for text-independent speaker verification using 20 speakers demonstrates the performance of the proposed method compared to GMM, SVM, GMM-supervector SVM kernel based on Kullback-Leibler (KL) divergence, and GMM-supervector SVM kernel based on Bhattacharyya distance.

CONDITIONAL LARGE DEVIATIONS FOR 1-LATTICE DISTRIBUTIONS

  • Kim, Gie-Whan
    • The Pure and Applied Mathematics
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    • v.4 no.1
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    • pp.97-104
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    • 1997
  • The large deviations theorem of Cramer is extended to conditional probabilities in the following sense. Consider a random sample of pairs of random vectors and the sample means of each of the pairs. The probability that the first falls outside a certain convex set given that the second is fixed is shown to decrease with the sample size at an exponential rate which depends on the Kullback-Leibler distance between two distributions in an associated exponential familiy of distributions. Examples are given which include a method of computing the Bahadur exact slope for tests of certain composite hypotheses in exponential families.

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The Study on the Verification of Speaker Change using GMM-UBM based KL distance (GMM-UBM 기반 KL 거리를 활용한 화자변화 검증에 대한 연구)

  • Cho, Joon-Beom;Lee, Ji-eun;Lee, Kyong-Rok
    • Journal of Convergence Society for SMB
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    • v.6 no.4
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    • pp.71-77
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    • 2016
  • In this paper, we proposed a verification of speaker change utilizing the KL distance based on GMM-UBM to improve the performance of conventional BIC based Speaker Change Detection(SCD). We have verified Conventional BIC-based SCD using KL-distance based SCD which is robust against difference of information volume than BIC-based SCD. And we have applied GMM-UBM to compensate asymmetric information volume. Conventional BIC-based SCD was composed of two steps. Step 1, to detect the Speaker Change Candidate Point(SCCP). SCCP is positive local maximum point of dissimilarity d. Step 2, to determine the Speaker Change Point(SCP). If ${\Delta}BIC$ of SCCP is positive, it decides to SCP. We examined verification of SCP using GMM-UBM based KL distance D. If the value of D on each SCP is higher than threshold, we accepted that point to the final SCP. In the experimental condition MDR(Missed Detection Rate) is 0, FAR(False Alarm Rate) when the threshold value of 0.028 has been improved to 60.7%.