• Title/Summary/Keyword: M-estimation

Search Result 2,986, Processing Time 0.032 seconds

M-Estimation Functions Induced From Minimum L$_2$ Distance Estimation

  • Pak, Ro-Jin
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.4
    • /
    • pp.507-514
    • /
    • 1998
  • The minimum distance estimation based on the L$_2$ distance between a model density and a density estimator is studied from M-estimation point of view. We will show that how a model density and a density estimator are incorporated in order to create an M-estimation function. This method enables us to create an M-estimating function reflecting the natures of both an assumed model density and a given set of data. Some new types of M-estimation functions for estimating a location and scale parameters are introduced.

  • PDF

A Method of Choosing a Value of the Bending Constant in Huber's M-Estimation Function

  • Park, Ro-Jin
    • Journal of the Korean Data and Information Science Society
    • /
    • v.11 no.2
    • /
    • pp.181-188
    • /
    • 2000
  • The shape of an M-estimation function is generally determined in the sense of either/both maximizing efficiency of an M-estimator at the model or/and bounding the influence function of an M-estimator. We propose an empirical method of choosing a value of the bending constant in Huber's ${\psi}-function$, which is the most widely used M-estimation function when estimating the location parameter.

  • PDF

Estimation of Forest Volumes in the Ecosystem Region Using Spatial Statistical Techniques (공간통계기법을 이용한 생태계 관리지역의 산림축적 추정)

  • SEO, Hwan-Seok;PARK, Jeong-Mook;KIM, Eun-Sook;LEE, Jung-Soo
    • Journal of the Korean Association of Geographic Information Studies
    • /
    • v.18 no.2
    • /
    • pp.149-160
    • /
    • 2015
  • This study aims to estimate the forest volumes of the upper region of Nam-Han River in ecosystem zoning by forest types and age classes, and to suggest the optimal estimation method through the comparison of the standard errors according to the spatial unit. In the estimation of forest volumes, we used both of direct estimation, which uses sample plots of the target area only, and synthetic estimation, which includes sample plots of the expanded areas as well as those of the target area. As for the spatial expansion, we applied four standards for synthetic estimator: Mountainous zone, Neighbor ecosystem region, Gangwon province, and Buffer zone. The results show that average forest volume per ha, calculated by direct estimation, was $143.5m^3/ha$, while that by synthetic estimation with each standard, was estimated at $146.9m^3/ha$ by Gangwon province, $144.8m^3/ha$ by Buffer zone, $139.8m^3/ha$ by Neighbor ecosystem region, and $138.6m^3/ha$ by Mountainous zone, respectively. The standard errors of direct estimation was $1.79m^3/ha$, while those of synthetic estimation showed not a great difference among the errors. Meanwhile, considering the standard errors by forest type, the lowest was ${\pm}2.3m^3/ha$ of broad-leaved forest, followed by ${\pm}3.3m^3/ha$ of mixed forest, and ${\pm}4.8m^3/ha$ of coniferous forest.

An Efficient Global Motion Estimation based on Robust Estimator

  • Joo, Jae-Hwan;Choe, Yoon-Sik
    • Proceedings of the Korean Society of Broadcast Engineers Conference
    • /
    • 2009.01a
    • /
    • pp.408-412
    • /
    • 2009
  • In this paper, a new efficient algorithm for global motion estimation is proposed. This algorithm uses a previous 4-parameter model based global motion estimation algorithm and M-estimator for improving the accuracy and robustness of the estimate. The first algorithm uses the block based motion vector fields and which generates a coarse global motion parameters. And second algorithm is M-estimator technique for getting precise global motion parameters. This technique does not increase the computational complexity significantly, while providing good results in terms of estimation accuracy. In this work, an initial estimation for the global motion parameters is obtained using simple 4-parameter global motion estimation approach. The parameters are then refined using M-estimator technique. This combined algorithm shows significant reduction in mean compensation error and shows performance improvement over simple 4-parameter global motion estimation approach.

  • PDF

Robustizing Kalman filters with the M-estimating functions

  • Pak, Ro Jin
    • Communications for Statistical Applications and Methods
    • /
    • v.25 no.1
    • /
    • pp.99-107
    • /
    • 2018
  • This article considers a robust Kalman filter from the M-estimation point of view. Pak (Journal of the Korean Statistical Society, 27, 507-514, 1998) proposed a particular M-estimating function which has the data-based shaping constants. The Kalman filter with the proposed M-estimating function is considered. The structure and the estimating algorithm of the Kalman filter accompanying the M-estimating function are mentioned. Kalman filter estimates by the proposed M-estimating function are shown to be well behaved even when data are contaminated.

M-quantile kernel regression for small area estimation (소지역 추정을 위한 M-분위수 커널회귀)

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.4
    • /
    • pp.749-756
    • /
    • 2012
  • An approach widely used for small area estimation is based on linear mixed models. However, when the functional form of the relationship between the response and the input variables is not linear, it may lead to biased estimators of the small area parameters. In this paper we propose M-quantile kernel regression for small area mean estimation allowing nonlinearities in the relationship between the response and the input variables. Numerical studies are presented that show the sample properties of the proposed estimation method.

Bayesian Estimation of the Nakagami-m Fading Parameter

  • Son, Young-Sook;Oh, Mi-Ra
    • Communications for Statistical Applications and Methods
    • /
    • v.14 no.2
    • /
    • pp.345-353
    • /
    • 2007
  • A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

An Adaptive M-estimators Robust Estimation Algorithm (적응적 M-estimators 강건 예측 알고리즘)

  • Jang Seok-Woo;Kim Jin-Uk
    • Journal of the Korea Society of Computer and Information
    • /
    • v.10 no.2 s.34
    • /
    • pp.21-30
    • /
    • 2005
  • In general, the robust estimation method is well known for a good statistical estimator that is insensitive to small departures from the idealized assumptions for which the estimation is optimized. While there are many existing robust estimation techniques that have been proposed in the literature, two main techniques used in computer vision are M-estimators and least-median of squares (LMS). Among these. we utilized the M-estimators since they are known to provide an optimal estimation of affine motion parameters. The M-estimators have higher statistical efficiency but tolerate much lower percentages of outliers unless properly initialized. To resolve these problems, we proposed an adaptive M-estimators algorithm that effectively separates outliers from non-outliers and estimate affine model parameters, using a continuous sigmoid weight function. The experimental results show the superiority of our method.

  • PDF

Location Estimation Algorithm with TDOA Scheme in Real Time Location System (RTLS에서 TDOA 기법을 이용한 위치추정 알고리즘)

  • Jeong, Seung-Hee;Kang, Chul-Gyu;Oh, Chang-Heon;Lim, Choon-Sik
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • v.9 no.2
    • /
    • pp.459-462
    • /
    • 2005
  • In this paper, we investigate the high precision location estimation algorithm in 2.45GHz band RTLS with multiple tags. The location is estimated in LOS environments, 300m ${\times}$ 300m area, and 2D coordinates adopting a TDOA scheme which is not necessitate the transmission time of tags. We evaluate the average estimation error in distance assuming that tags are randomly distributed and the readers(3${\sim}$8) are uniformly(equal space) placed in test area. In results, average estimation error is 3.12m and 1.47m at reader numbers of 4 and 8, respectively. Minimum estimation error is obtained when the accumulated receiving signal from a tag is 3 or 4 regardless of available reader numbers. The error is less than 3m, satisfies the specification of RTLS.

  • PDF

Effect of Grid Cell Size on the Accuracy of Dasymetric Population Estimation (격자크기가 밀도구분적 인구추정의 정확성에 미치는 영향)

  • JUN, Byong-Woon
    • Journal of the Korean Association of Geographic Information Studies
    • /
    • v.19 no.3
    • /
    • pp.127-143
    • /
    • 2016
  • This study explored the variability in the accuracy of dasymetric population estimation with different grid cell sizes. Dasymetric population maps for Fulton County, Georgia in the US were generated from 30m to 420m at intervals of 30m using an automated intelligent dasymetric mapping technique, population data, and original and simulated land use and cover data. The accuracies of dasymetric population maps were evaluated using RMSE and adjusted RMSE statistics. Lumped fractal dimension values were calculated for the dasymetric population maps generated from resolutions of 30m to 420m using the triangular prism surface area (TPSA) method. The results show that a grid cell size of 210m or smaller is required to estimate population more accurately in terms of thematic accuracy, but a grid cell size of 30m is required to meet an acceptable spatial accuracy of dasymetric population estimation in the study area. The fractal analysis also indicates that a grid cell size of 120m is the optimal resolution for dasymetric population estimation in the study area.