• 제목/요약/키워드: Partial likelihood

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Signal Processing for Perpendicular Recording Systems

  • Lee, Jun;Woo, Choong-Chae
    • 전기전자학회논문지
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    • 제15권1호
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    • pp.70-75
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    • 2011
  • Longitudinal recording has been the cornerstone of all two generations of magnetic recording systems, FDD and HDD. In recent, perpendicular recording has received much attention as promising technology for future high-density recording system Research into signal processing techniques is paramount for the issued storage system and is indispensable like longitudinal recording systems. This paper focuses on the performance evaluation of the various detectors under perpendicular recording system. Parameters for improving the their performance are examined for some detectors. Detectors considered in this work are the partial response maximum likelihood (PRML), noise-predictive maximum likelihood (NPML), fixed delay tree search with decision feedback (FDTS/DF), dual decision feedback equalizer (DDFE) and multilevel decision feedback equalizer (MDFE). Their performances are analyzed in terms of mean squared error (MSE) and noise power spectra, and similarity between recording channel and partial response (PR) channel.

Partitioning likelihood method in the analysis of non-monotone missing data

  • Kim Jae-Kwang
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2004년도 학술발표논문집
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    • pp.1-8
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    • 2004
  • We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Robin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method. A numerical example is also presented to illustrate the method.

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부분선형모형에서 반응변수변환을 위한 회귀진단 (Regression diagnostics for response transformations in a partial linear model)

  • 서한손;윤민
    • Journal of the Korean Data and Information Science Society
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    • 제24권1호
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    • pp.33-39
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    • 2013
  • 반응변수의 변환을 고려하는 부분선형모형에서 이상치 문제는 선형모형에서와 마찬가지로 반응변수 변환모수의 추정에 왜곡된 결과를 초래할 수 있다. 이를 해결하기 위해서는 부분선형모형에서 반응변수 변환 모수 추정과 이상치 탐지 과정이 수행되어야 하지만 모형에 포함된 비모수 함수의 비정형성에 따른 어려움이 크다. 본 연구에서는 부분선형모형의 비모수함수에 대한 추정과 순차적 검정, 최대절사우도추정 등과 같은 이상치 제거방법의 적용을 통하여 부분선형모형에서 이상치에 강건한 반응변수 변환 과정을 제안한다. 제안된 방법들은 모의실험과 예제를 통해 효과를 비교 검증한다.

감마 일반화 선형 모형에서의 가능도비 검정과 F-검정 비교연구 (Comparing the performance of likelihood ratio test and F-test for gamma generalized linear models)

  • 조성일;한정섭;이우주
    • 응용통계연구
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    • 제31권4호
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    • pp.475-484
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    • 2018
  • 감마 일반화 선형모형은 음이 아니며 치우침이 있는 반응변수에 유용한 모형으로 알려져 있다. 그러나 포아송 분포 또는 이항 분포에 기반한 일반화 선형모형에 비해 적은 관심을 받아왔다. 특히, 회귀계수의 유의성 검정에 대해서는 연구가 면밀히 되어 있지 않다. 본 논문에서는 감마 일반화 선형 모형의 검정에 대해 다양한 통계량들을 알아보고 수치 연구를 통해 그들의 성능을 비교한다. 수치 실험의 결과 부분 이탈도 검정 방법의 문제점이 나타났으며, 가능도비 검정 방법과 F-검정 방법이 좋은 성능을 보임을 확인하였다.

THE FAILURE RATE AND LIKELIHOOD RATION ORDERINGS OF STANDBY REDUNDANT SYSTEMS

  • Choi, In-Kyeong;Kim, Gie-Whan
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.41-50
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    • 1998
  • There are various notions of partial ordering between life-times of systems; stochastic ordering failure rate ordering and likeli-hood ration ordering. In this paper we show that for series systems with non i.i.d. exponential lifetimes of components standby redundancy at component level is better than that at system level in failure rate or-dering and likelihood ratio ordering. We also demonstrate that for 2-component parallel systems with i.i.d. exponential lifetimes of com-ponents standby system redundancy is better than standby component redundancy in failure rate ordering and likelihood ratio ordering.

Maximum Diversity Achieving Decoders in MIMO Decode-and-Forward Relay Systems with Partial CSI

  • Jin, Xianglan;Kum, Eun-Ji;Lim, Dae-Woon
    • Journal of Communications and Networks
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    • 제16권1호
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    • pp.26-35
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    • 2014
  • We consider multiple-input multiple-output decode-and-forward relay systems in Rayleigh fading channels under the partial channel state information (CSI) that the channel statistics of the source-relay (SR) link and the instantaneous CSI of the source-destination and relay-destination links are known at the destination. In this paper, we propose a new near maximum likelihood (near-ML) decoder with two-level pairwise error probability (near-ML-2PEP) which uses the average PEP instead of the exact PEP. Then, we theoretically prove that the near-ML and near-ML-2PEP decoders achieve the maximum diversity, which is confirmed by Monte Carlo simulations. Moreover, we show that the near-ML-2PEP decoder can also achieve the maximum diversity by substituting the average PEP with the values that represent the error performance of the SR link.

A Covariate-adjusted Logrank Test for Paired Survival Data

  • Jeong, Gyu-Jin
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.533-542
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    • 2002
  • In this paper, a covariate adjusted logrank test is considered for censored paired data under the Cox proportional hazard model. The proposed score test resembles the adjusted logrank test of Tsiatis, Rosner and Tritchler (1985), which is derived from the partial likelihood. The dependence structure for paired data is accommodated into the test statistic by using' sum of square type' variance estimators. Several weight functions are also considered, which produce a class of covariate adjusted weighted logrank tests. Asymptotic normality of the proposed test is established and simulation studies with moderate sample size show the proposed test works well, particularly when there are dependence structure between treatment and covariates.

정보적 중도절단을 고려한 최대 편우도 추정량의 정규성 (Normality of the MPLE of a Proportional Hazard Model for Informative Censored Data)

  • 정대현;원동유
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제1권2호
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    • pp.149-163
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    • 2001
  • We study the normality of the maximum partial likelihood estimators for the proportional hazard model with informative censored data. The proposed models cover the cases in which the times to a primary event may be informatively or randomly censored and the times to a secondary event may be randomly censored. To estimate the parameters and to check the normality of the parameters in the model, we adopt the partial likelihood and counting process to use the martingale central limit theorem. Simulation studies are performed to examine the normality of the MPLE's for the five cases in which they depend upon the proportions of randomly censored and informative censored data.

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A Partial Response Maximum Likelihood Detection Using Modified Viterbi Decoder for Asymmetric Optical Storage Channels

  • Lee, Kyu-Suk;Lee, Joo-Hyun;Lee, Jae-Jin
    • 한국통신학회논문지
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    • 제30권7C호
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    • pp.642-646
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    • 2005
  • We propose an improved partial response maximum likelihood (PRML) detector with the branch value compensation of Viterbi decoder for asymmetric high-density optical channel. Since the compensation value calculated by a survival path is applied to each branch metric, it reduces the detection errors by the asymmetric channel. The proposed PRML detection scheme improves the detection performance on the $2^{nd},\;3^{rd}\;and\;4^{th}$ order PR targets for asymmetric optical recording channel.

Semiparametric Inference for a Multistate Stochastic Survival Model

  • Sung Chil Yeo
    • Communications for Statistical Applications and Methods
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    • 제5권1호
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    • pp.239-263
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    • 1998
  • In this paper, we consider a multistate survival model which incorporates covariates and contains two illness states and two death states. The underlying stochastic process is assumed to follow nonhomogeneous Markov process. The estimates of survival, transition and competing risks probabilities are given via the methods of partial likelihood and nonparametric maximum likelihood. Our discussion is based on the statistical theory of counting process. An illustration is given to the data of patients in a heart transplant program. The goodness of fit procedures are also discussed to check the adequacy of the model.

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