• Title/Summary/Keyword: Log Likelihood Function

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The economic value of water in Korean manufacturing industry

  • Ku, Se-Ju;Yoo, Seung-Hoon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.447-451
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    • 2010
  • It is quite important for manufacturing firms to stably secure water, because industrial water is used for a variety of purposes as one of the important inputs in the production process. Despite the significance of industrial water use and the increase of industrial water demand, relatively little has studied regarding the industrial water use in Korea. This paper employs the marginal productivity approach in order to estimate the economic value of water in Korean manufacturing industry, and we use the information of 53,912 factories surveyed in 2003. The result of the likelihood ratio test shows that Trans-log is an appropriate model for estimating the data of this study. In Trans-log function model, the industry-wide output elasticity of water is 0.0104, and the marginal value is KRW 1,156 per ton. The estimated values differ across the sectors and these values range from the high value of about KRW 13,760 per ton in the transportation equipment sector to low values of KRW 428 per ton in the precision instrument sector. The research provides useful information to help policy-makers in developing and implementing more appropriate policies regarding the management and distribution of water resources by estimating the value of water resources by sector. In addition, Korean government enables the drafting of future water pricing scenarios based on the estimated value information.

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The Selection of Optimal Probability Distribution and Estimation for Design Hourly Factor in National Highway Roads (일반국도 설계시간계수의 적정 확률분포 선정 및 추정)

  • Jo, Jun-Han;Han, Jong-Hyeon;Kim, Seong-Ho;Lee, Byeong-Saeng
    • Journal of Korean Society of Transportation
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    • v.24 no.6 s.92
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    • pp.33-43
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    • 2006
  • This research is to the selection of optimal probability distribution as well as the estimation for design hourly factor in consideration of traffic characteristic, such as road function, lane number and AADT. To accomplish the objectives, we are applied to various probability distribution using traffic data that observed at permanent traffic count points in 2005. The parameters or the selected 14 probability distribution were estimated based on the method of maximum likelihood and the validity condition of the estimated parameter The goodness-of-fit test, such as chi-square test. was performed as well as the estimation of design hourly factor. As a result, An appropriate distributions of each case were selected : Pearson V for two lane of rural roads, LogLogistic for the four lane of rural roads, LogLogistic for the urban roads, Extreme value for recreation roads. And optimal K factor are as following : $0.1{\sim}0.2 $ for two lane of rural roads, $0.09{\sim}0.14$ for the four lane of rural roads. $0.07{\sim}0.13$ for the urban roads, $0.1{\sim}0.2$ for recreation roads.

Comparative Analysis of VT-ADL Model Performance Based on Variations in the Loss Function (Loss Function 변화에 따른 VT-ADL 모델 성능 비교 분석)

  • Namjung Kim;Changjoon Park;Junhwi Park;Jaehyun Lee;Jeonghwan Gwak
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2024.01a
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    • pp.41-43
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    • 2024
  • 본 연구에서는 Vision Transformer 기반의 Anomaly Detection and Localization (VT-ADL) 모델에 초점을 맞추고, 손실 함수의 변경이 MVTec 데이터셋에 대한 이상 검출 및 지역화 성능에 미치는 영향을 비교 분석한다. 기존의 손실 함수를 KL Divergence와 Log-Likelihood Loss의 조합인 VAE Loss로 대체하여, 성능 변화를 심층적으로 조사했다. 실험을 통해 VAE Loss로의 전환은 VT-ADL 모델의 이상 검출 능력을 현저히 향상시키며, 특히 PRO-score에서 기존 대비 약 5%의 개선을 보였다는 점을 확인하였다. 이러한 결과는 손실 함수의 최적화가 VT-ADL 모델의 전반적인 성능에 중요한 영향을 미칠 수 있음을 시사한다. 또한, 이 연구는 Vision Transformer 기반 모델의 이상 검출과 지역화 작업에 있어서 손실 함수 선택의 중요성을 강조하며, 향후 관련 연구에 유용한 기준을 제공할 수 있을 것으로 기대된다.

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Penalized variable selection in mean-variance accelerated failure time models (평균-분산 가속화 실패시간 모형에서 벌점화 변수선택)

  • Kwon, Ji Hoon;Ha, Il Do
    • The Korean Journal of Applied Statistics
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    • v.34 no.3
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    • pp.411-425
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    • 2021
  • Accelerated failure time (AFT) model represents a linear relationship between the log-survival time and covariates. We are interested in the inference of covariate's effect affecting the variation of survival times in the AFT model. Thus, we need to model the variance as well as the mean of survival times. We call the resulting model mean and variance AFT (MV-AFT) model. In this paper, we propose a variable selection procedure of regression parameters of mean and variance in MV-AFT model using penalized likelihood function. For the variable selection, we study four penalty functions, i.e. least absolute shrinkage and selection operator (LASSO), adaptive lasso (ALASSO), smoothly clipped absolute deviation (SCAD) and hierarchical likelihood (HL). With this procedure we can select important covariates and estimate the regression parameters at the same time. The performance of the proposed method is evaluated using simulation studies. The proposed method is illustrated with a clinical example dataset.

The Step Stress Life Testing for the Parallel System with Censored Data (절단된 자료가 있는 병렬형 시스템의 단계적 충격수명검사)

  • Park, Hee-Chang;Lee, Suk-Hoon
    • Journal of Korean Society for Quality Management
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    • v.23 no.1
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    • pp.15-28
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    • 1995
  • We consider a step-stress life testing which is devised for a two-component parallel system with considerably long life time. To describe such a system, we use an exponential distribution as the survival function. The lift distribution is assumed between the log mean life time and the stress with the cumulative exposure model. The criterion for optimality is to minimize the sum of the variances of the maximum likelihood estimators of the mean life times of each part under the normal stress.

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Field data analyses for repairable products (수리가능한 제품의 사용현장 데이터 분석)

  • 배도선;윤형제;최인수
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.133-145
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    • 1995
  • This paper is concerned with the method of estimating lifetime distribution from field data for repairable products with multiple modes of failure, and is an extension of Bai et al.(1995). The log linear function is considered as a model for describing the relation between failure time of a product and covariates. Using the nonhomogeneous poisson process, general methods for obtaining pseudo maximum likelihood estimators(PMLEs) for the parameters are outlined and specific formulas for Weibull distribution are obtained. Effects of follow-up percentage on the PMLEs are investigated. Extension to case-cohort design is also considered.

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Optimum Simple Step-Stress Accelerated Life Tests Under Periodic Observation

  • Bai, Do-Sun;Kim, Myung-Soo;Lee, Sang-Hyuk
    • Journal of the Korean Statistical Society
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    • v.18 no.2
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    • pp.125-134
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    • 1989
  • This paper presents optimum simple step-stress accelerated life test plans for the case where the test process is observed periodically at intervals of the same length. Two types of failure data, periodically observed complete data and periodically observed censored data, are considered. An exponential life distribution with a mean that is a log-linear function of stress, and a cumulative exposure model for the effect of changing stress are assumed. For each type of data, the optimum test plan which minimizes the asymptotic variance of the maximum likelihood estimator of the mean life at a design stress is obtained and its behaviors are studied.

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Estimation of b-value for Earthquakes Data Recorded on KSRS (KSRS 관측자료에 의한 b-값 평가)

  • 신진수;강익범;김근영
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2002.09a
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    • pp.28-34
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    • 2002
  • The b-value in the magnitude-frequency relationship logN(m) = $\alpha$ - bmwhere N(m) is the number of earthquakes exceeding magnitude m, is important seismicity parameter In hazard analysis. Estimation of the b-value for earthquake data observed on KSRS array network is done employing the maximum likelihood technique. Assuming the whole Korea Peninsula as a single seismic source area, the b-value is computed at 0.9. The estimation for KMA earthquake data is also similar to that. Since estimate is a function of minimum magnitude, we can inspect the completeness of earthquake catalog in the fitting process of b-value. KSRS and KMA data lists are probably incomplete for magnitudes less than 2.0 and 3.0, respectively. Examples from probabilistic seismic hazard assessment calculated for a range of b-value show that the small change of b-value has seriously effect on the prediction of ground motion.

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Two-Dimensional Joint Bayesian Method for Face Verification

  • Han, Sunghyu;Lee, Il-Yong;Ahn, Jung-Ho
    • Journal of Information Processing Systems
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    • v.12 no.3
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    • pp.381-391
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    • 2016
  • The Joint Bayesian (JB) method has been used in most state-of-the-art methods for face verification. However, since the publication of the original JB method in 2012, no improved verification method has been proposed. A lot of studies on face verification have been focused on extracting good features to improve the performance in the challenging Labeled Faces in the Wild (LFW) database. In this paper, we propose an improved version of the JB method, called the two-dimensional Joint Bayesian (2D-JB) method. It is very simple but effective in both the training and test phases. We separated two symmetric terms from the three terms of the JB log likelihood ratio function. Using the two terms as a two-dimensional vector, we learned a decision line to classify same and not-same cases. Our experimental results show that the proposed 2D-JB method significantly outperforms the original JB method by more than 1% in the LFW database.

Periodic seismic performance evaluation of highway bridges using structural health monitoring system

  • Yi, Jin-Hak;Kim, Dookie;Feng, Maria Q.
    • Structural Engineering and Mechanics
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    • v.31 no.5
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    • pp.527-544
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    • 2009
  • In this study, the periodic seismic performance evaluation scheme is proposed using a structural health monitoring system in terms of seismic fragility. An instrumented highway bridge is used to demonstrate the evaluation procedure involving (1) measuring ambient vibration of a bridge under general vehicle loadings, (2) identifying modal parameters from the measured acceleration data by applying output-only modal identification method, (3) updating a preliminary finite element model (obtained from structural design drawings) with the identified modal parameters using real-coded genetic algorithm, (4) analyzing nonlinear response time histories of the structure under earthquake excitations, and finally (5) developing fragility curves represented by a log-normal distribution function using maximum likelihood estimation. It is found that the seismic fragility of a highway bridge can be updated using extracted modal parameters and can also be monitored further by utilizing the instrumented structural health monitoring system.