• Title/Summary/Keyword: Parameter estimator

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A Second Order Smoother (이차 평활스플라인)

  • 김종태
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.363-376
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    • 1998
  • The linear smoothing spline estimator is modified to remove boundary bias effects. The resulting estimator can be calculated efficiently using an O(n) algorithm that is developed for the computation of fitted values and associated smoothing parameter selection criteria. The asymptotic properties of the estimator are studied for the case of a uniform design. In this case the mean squared error properties of boundary corrected linear smoothing splines are seen to be asymptotically competitive with those for standard second order kernel smoothers.

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Bayes Estimators in Group Testing

  • Kwon, Se-Hyug
    • Communications for Statistical Applications and Methods
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    • v.11 no.3
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    • pp.619-629
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    • 2004
  • Binomial group testing or composite sampling is often used to estimate the proportion, p, of positive(infects, defectives) in a population when that proportion is known to be small; the potential benefits of group testing over one-at-a-time testing are well documented. The literature has focused on maximum likelihood estimation. We provide two Bayes estimators and compare them with the MLE. The first of our Bayes estimators uses an uninformative Uniform (0, 1) prior on p; the properties of this estimator are poor. Our second Bayes estimator uses a much more informative prior that recognizes and takes into account key aspects of the group testing context. This estimator compares very favorably with the MSE, having substantially lower mean squared errors in all of the wide range of cases we considered. The priors uses a Beta distribution, Beta ($\alpha$, $\beta$), and some advice is provided for choosing the parameter a and $\beta$ for that distribution.

Accuracy Measures of Empirical Bayes Estimator for Mean Rates

  • Jeong, Kwang-Mo
    • Communications for Statistical Applications and Methods
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    • v.17 no.6
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    • pp.845-852
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    • 2010
  • The outcomes of counts commonly occur in the area of disease mapping for mortality rates or disease rates. A Poisson distribution is usually assumed as a model of disease rates in conjunction with a gamma prior. The small area typically refers to a small geographical area or demographic group for which very little information is available from the sample surveys. Under this situation the model-based estimation is very popular, in which the auxiliary variables from various administrative sources are used. The empirical Bayes estimator under Poissongamma model has been considered with its accuracy measures. An accuracy measure using a bootstrap samples adjust the underestimation incurred by the posterior variance as an estimator of true mean squared error. We explain the suggested method through a practical dataset of hitters in baseball games. We also perform a Monte Carlo study to compare the accuracy measures of mean squared error.

Noise Reduction Using MMSE Estimator-based Adaptive Comb Filtering (MMSE Estimator 기반의 적응 콤 필터링을 이용한 잡음 제거)

  • Park, Jeong-Sik;Oh, Yung-Hwan
    • MALSORI
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    • no.60
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    • pp.181-190
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    • 2006
  • This paper describes a speech enhancement scheme that leads to significant improvements in recognition performance when used in the ASR front-end. The proposed approach is based on adaptive comb filtering and an MMSE-related parameter estimator. While adaptive comb filtering reduces noise components remarkably, it is rarely effective in reducing non-stationary noises. Furthermore, due to the uniformly distributed frequency response of the comb-filter, it can cause serious distortion to clean speech signals. This paper proposes an improved comb-filter that adjusts its spectral magnitude to the original speech, based on the speech absence probability and the gain modification function. In addition, we introduce the modified comb filtering-based speech enhancement scheme for ASR in mobile environments. Evaluation experiments carried out using the Aurora 2 database demonstrate that the proposed method outperforms conventional adaptive comb filtering techniques in both clean and noisy environments.

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Variance Estimation for General Weight-Adjusted Estimator (가중치 보정 추정량에 대한 일반적인 분산 추정법 연구)

  • Kim, Jae-Kwang
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.281-290
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    • 2007
  • Linear estimator, a weighted sum of the sample observation, is commonly adopted to estimate the finite population parameters such as population totals in survey sampling. The weight for a sampled unit is often constructed by multiplying the base weight, which is the inverse of the first-order inclusion probability, by an adjustment term that takes into account of the auxiliary information obtained throughout the population. The linear estimator using the weight adjustment is often more efficient than the one using only the bare weight, but its valiance estimation is more complicated. We discuss variance estimation for a general class of weight-adjusted estimator. By identifying that the weight-adjusted estimator can be viewed as a function of estimated nuisance parameters, where the nuisance parameters were used to incorporate the auxiliary information, we derive a linearization of the weight-adjusted estimator using a Taylor expansion. The method proposed here is quite general and can be applied to wide class of the weight-adjusted estimators. Some examples and results from a simulation study are presented.

A POSTERIORI ERROR ESTIMATOR FOR HIERARCHICAL MODELS FOR ELASTIC BODIES WITH THIN DOMAIN

  • Cho, Jin-Rae;J. Tinsley Oden
    • Journal of Theoretical and Applied Mechanics
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    • v.3 no.1
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    • pp.16-33
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    • 2002
  • A concept of hierarchical modeling, the newest modeling technology. has been introduced early In 1990. This nu technology has a goat potential to advance the capabilities of current computational mechanics. A first step to Implement this concept is to construct hierarchical models, a family of mathematical models which are sequentially connected by a key parameter of the problem under consideration and have different levels in modeling accuracy, and to investigate characteristics In their numerical simulation aspects. Among representative model problems to explore this concept are elastic structures such as beam-, arch-. plate- and shell-like structures because the mechanical behavior through the thickness can be approximated with sequential accuracy by varying the order of thickness polynomials in the displacement or stress fields. But, in the numerical analysis of hierarchical models, two kinds of errors prevail: the modeling error and the numerical approximation errors. To ensure numerical simulation quality, an accurate estimation of these two errors Is definitely essential. Here, a local a posteriori error estimator for elastic structures with thin domain such as plate- and shell-like structures Is derived using element residuals and flux balancing technique. This method guarantees upper bounds for the global error, and also provides accurate local error Indicators for two types of errors, in the energy norm. Comparing to the classical error estimators using flux averaging technique, this shows considerably reliable and accurate effectivity indices. To illustrate the theoretical results and to verify the validity of the proposed error estimator, representative numerical examples are provided.

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A Study on the Characteristics of Thyristor Controlled Shunt Compensator (자속관측기를 이용한 유도전동기 센서리스제어의 특성해석)

  • 박용환;최종우;김흥근;김진규;최영태;노의철;전태원
    • The Transactions of the Korean Institute of Power Electronics
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    • v.8 no.4
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    • pp.299-306
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    • 2003
  • The rotor flux position is needed to perform vector control of induction motor. But rotor speed information is needed to get accurate the rotor flux position. It is difficult to implement the open loop method without speed information or the motor equation only because of noise or the motor parameter error. This paper presents the speed estimator can use the arbitrary rotor flux observer by separating the flux observer and speed estimator and apply the three flux observers proposed by Ohtani, Lorenz and full order flux observer. The validity of speed estimator presented is verified and the performance using the three rotor flux observers is analyzed by the simulation and experiment.

The Design of Sliding Model Controller with Perturbation Estimator Using Observer-Based Fuzzy Adaptive Network

  • Park, Min-Kyu;Lee, Min-Cheol;Go, Seok-Jo
    • Transactions on Control, Automation and Systems Engineering
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    • v.3 no.2
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    • pp.117-123
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    • 2001
  • To improve control performance of a non-linear system, many other reserches have used the sliding model control algorithm. The sliding mode controller is known to be robust against nonlinear and unmodeled dynamic terms. However, this algorithm raises the inherent chattering caused by excessive switching inputs around the sliding surface. Therefore, in order to solve the chattering problem and improve control performance, this study has developed the sliding mode controller with a perturbation estimator using the observer-based fuzzy adaptive network. The perturbation estimator based on the fuzzy adaptive network generates the control input of compensating unmodeled dynamics terms and disturbance. And the weighting parameters of the fuzzy adaptive network are updated on-line by adaptive law in order to force the estimation errors converge to zero. Therefore, the combination of sliding mode control and fuzzy adaptive network gives rise to the robust and intelligent routine. For evaluation control performance of the proposed approach, tracking control simulation is carried is carried out for the hydraulic motion simulator which is a 6-degree of freedom parallel manipulator.

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A posteriori error estimator for hierarchical models for elastic bodies with thin domain

  • Cho, Jin-Rae
    • Structural Engineering and Mechanics
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    • v.8 no.5
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    • pp.513-529
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    • 1999
  • A concept of hierarchical modeling, the newest modeling technology, has been introduced in early 1990's. This new technology has a great potential to advance the capabilities of current computational mechanics. A first step to implement this concept is to construct hierarchical models, a family of mathematical models sequentially connected by a key parameter of the problem under consideration and have different levels in modeling accuracy, and to investigate characteristics in their numerical simulation aspects. Among representative model problems to explore this concept are elastic structures such as beam-, arch-, plate- and shell-like structures because the mechanical behavior through the thickness can be approximated with sequential accuracy by varying the order of thickness polynomials in the displacement or stress fields. But, in the numerical, analysis of hierarchical models, two kinds of errors prevail, the modeling error and the numerical approximation error. To ensure numerical simulation quality, an accurate estimation of these two errors is definitely essential. Here, a local a posteriori error estimator for elastic structures with thin domain such as plate- and shell-like structures is derived using the element residuals and the flux balancing technique. This method guarantees upper bounds for the global error, and also provides accurate local error indicators for two types of errors, in the energy norm. Compared to the classical error estimators using the flux averaging technique, this shows considerably reliable and accurate effectivity indices. To illustrate the theoretical results and to verify the validity of the proposed error estimator, representative numerical examples are provided.

A Study on the Bayes Estimation Application for Korean Standard-Quality Excellence Index(KS-QEI) (베이즈 추정방식의 품질우수성지수 적용 방안에 관한 연구)

  • Kim, Tai Kyoo;Kim, Myung Joon
    • Journal of Korean Society for Quality Management
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    • v.42 no.4
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    • pp.747-756
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    • 2014
  • Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.