• Title/Summary/Keyword: Likelihood based inference

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A study on the step stress life testing (계단적 충격 생명검사에 관한 연구)

  • 이석훈
    • The Korean Journal of Applied Statistics
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    • v.2 no.2
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    • pp.61-78
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    • 1989
  • We consider the step stress life testing which has been developed in order to perform the life testing of the units whose normal life time is long within a reasonable amount of time. The models suggested for statistical analysis of the data obtained form the stress life testing are reviewed and a model which contains these models in some respect is suggested. The statistical inference based on the suggested model is done using maximum likelihood and weighted least square estimates. Finally we review the design of the simple step stress life testing and extend the result to the censoring case.

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Divergence time estimation of an ancient relict genus Mankyua (Ophioglossaceae) on the young volcanic Jejudo Island in Korea

  • GIL, Hee-Young;KIM, Seung-Chul
    • Korean Journal of Plant Taxonomy
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    • v.48 no.1
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    • pp.1-8
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    • 2018
  • Mankyua chejuense is the only member of the monotypic genus Mankyua (Ophioglossaceae) and is endemic to Jejudo Island, Korea. To determine the precise phylogenetic position of M. chejuense, two cpDNA regions of 42 accessions representing major members of lycophytes are obtained from GenBank and analyzed using three phylogenetic analyses (maximum parsimony, maximum likelihood, and Bayesian inference). In addition, the divergence time is estimated based on a relaxed molecular clock using four fossil calibration points. The phylogenetic position of Mankyua still appears to be uncertain, representing either the earliest diverged lineage within Ophioglossaceae or a sister to the clade containing Ophioglossum and Helminthostachys. The most recent common ancestor of Ophioglossaceae and its sister lineage, Psilotum, was estimated to be 256 Ma, while the earliest divergence of Mankyua was estimated to be 195 Ma in the early Jurassic.

Moments calculation for truncated multivariate normal in nonlinear generalized mixed models

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.377-383
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    • 2020
  • The likelihood-based inference in a nonlinear generalized mixed model often requires computing moments of truncated multivariate normal random variables. Many methods have been proposed for the computation using a recurrence relation or the moment generating function; however, these methods rely on high dimensional numerical integrations. The numerical method is known to be inefficient for high dimensional integral in accuracy. Besides the accuracy, the methods demand too much computing time to use them in practical analyses. In this note, a moment calculation method is proposed under an assumption of a certain covariance structure that occurred mostly in generalized mixed models. The method needs only low dimensional numerical integrations.

Separation of Single Channel Mixture Using Time-domain Basis Functions

  • 장길진;오영환
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.4
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    • pp.146-146
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    • 2002
  • We present a new technique for achieving source separation when given only a single channel recording. The main idea is based on exploiting the inherent time structure of sound sources by learning a priori sets of time-domain basis functions that encode the sources in a statistically efficient manner. We derive a learning algorithm using a maximum likelihood approach given the observed single channel data and sets of basis functions. For each time point we infer the source parameters and their contribution factors. This inference is possible due to the prior knowledge of the basis functions and the associated coefficient densities. A flexible model for density estimation allows accurate modeling of the observation, and our experimental results exhibit a high level of separation performance for simulated mixtures as well as real environment recordings employing mixtures of two different sources. We show separation results of two music signals as well as the separation of two voice signals.

Change-Point Problems in a Sequence of Binomial Variables

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.175-185
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    • 1996
  • For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.

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The complete chloroplast genome of Limonium tetragonum (Plumbaginaceae) isolated in Korea

  • KIM, Yongsung;XI, Hong;PARK, Jongsun
    • Korean Journal of Plant Taxonomy
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    • v.51 no.3
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    • pp.337-344
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    • 2021
  • The chloroplast genome of Limonium tetragonum (Thunb.) Bullock, a halophytic species, was sequenced to understand genetic differences based on its geographical distribution. The cp genome of L. tetragonum was 154,689 bp long (GC ratio is 37.0%) and has four subregions: 84,572 bp of large single-copy (35.3%) and 12,813 bp of small single-copy (31.5%) regions were separated by 28,562 bp of inverted repeat (40.9%) regions. It contained 128 genes (83 protein-coding genes, eight rRNAs, and 37 tRNAs). Thirty-five single-nucleotide polymorphisms and 33 INDEL regions (88 bp in length) were identified. Maximum-likelihood and Bayesian inference phylogenetic trees showed that L. tetragonum formed a sister group with L. aureum, which is incongruent with certain previous studies, including a phylogenetic analysis.

The Risk Assessment and Prediction for the Mixed Deterioration in Cable Bridges Using a Stochastic Bayesian Modeling (확률론적 베이지언 모델링에 의한 케이블 교량의 복합열화 리스크 평가 및 예측시스템)

  • Cho, Tae Jun;Lee, Jeong Bae;Kim, Seong Soo
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.16 no.5
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    • pp.29-39
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    • 2012
  • The main objective is to predict the future degradation and maintenance budget for a suspension bridge system. Bayesian inference is applied to find the posterior probability density function of the source parameters (damage indices and serviceability), given ten years of maintenance data. The posterior distribution of the parameters is sampled using a Markov chain Monte Carlo method. The simulated risk prediction for decreased serviceability conditions are posterior distributions based on prior distribution and likelihood of data updated from annual maintenance tasks. Compared with conventional linear prediction model, the proposed quadratic model provides highly improved convergence and closeness to measured data in terms of serviceability, risky factors, and maintenance budget for bridge components, which allows forecasting a future performance and financial management of complex infrastructures based on the proposed quadratic stochastic regression model.

Learning Similarity with Probabilistic Latent Semantic Analysis for Image Retrieval

  • Li, Xiong;Lv, Qi;Huang, Wenting
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.4
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    • pp.1424-1440
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    • 2015
  • It is a challenging problem to search the intended images from a large number of candidates. Content based image retrieval (CBIR) is the most promising way to tackle this problem, where the most important topic is to measure the similarity of images so as to cover the variance of shape, color, pose, illumination etc. While previous works made significant progresses, their adaption ability to dataset is not fully explored. In this paper, we propose a similarity learning method on the basis of probabilistic generative model, i.e., probabilistic latent semantic analysis (PLSA). It first derives Fisher kernel, a function over the parameters and variables, based on PLSA. Then, the parameters are determined through simultaneously maximizing the log likelihood function of PLSA and the retrieval performance over the training dataset. The main advantages of this work are twofold: (1) deriving similarity measure based on PLSA which fully exploits the data distribution and Bayes inference; (2) learning model parameters by maximizing the fitting of model to data and the retrieval performance simultaneously. The proposed method (PLSA-FK) is empirically evaluated over three datasets, and the results exhibit promising performance.

Visual Object Tracking based on Particle Filters with Multiple Observation (다중 관측 모델을 적용한 입자 필터 기반 물체 추적)

  • Koh, Hyeung-Seong;Jo, Yong-Gun;Kang, Hoon
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.5
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    • pp.539-544
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    • 2004
  • We investigate a visual object tracking algorithm based upon particle filters, namely CONDENSATION, in order to combine multiple observation models such as active contours of digitally subtracted image and the particle measurement of object color. The former is applied to matching the contour of the moving target and the latter is used to independently enhance the likelihood of tracking a particular color of the object. Particle filters are more efficient than any other tracking algorithms because the tracking mechanism follows Bayesian inference rule of conditional probability propagation. In the experimental results, it is demonstrated that the suggested contour tracking particle filters prove to be robust in the cluttered environment of robot vision.

Interpreting Mixtures Using Allele Peak Areas (Mixture에서 봉우리 면적을 활용한 유전자 증거의 해석)

  • Hong, Yu-Lim;Lee, Hyo-Jung;Lee, Jae-Won
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.113-121
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    • 2010
  • Mixture is that DNA profiles of samples contain material from more than one contributor, especially common in rape cases. In this situation, first, the method based on enumerating a complete set of possible genotype that may have generated the mixed DNA profile have been studied for interpreting DNA mixtures. More recently, the methods utilizing peak area information to calculate likelihood ratios have been suggested. This study is concerned with the analysis and interpretation of mixed forensic stains using quantitative peak area information and the method of forensic inference for extension of material from more than or equal to three contributors. Finally, the numerical example will be outlined.