• 제목/요약/키워드: Probability Vector

검색결과 284건 처리시간 0.024초

SEQUENTIAL ESTIMATION OF THE MEAN VECTOR WITH BETA-PROTECTION IN THE MULTIVARIATE DISTRIBUTION

  • Kim, Sung Lai;Song, Hae In;Kim, Min Soo;Jang, Yu Seon
    • 충청수학회지
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    • 제26권1호
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    • pp.29-36
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    • 2013
  • In the treatment of the sequential beta-protection procedure, we define the reasonable stopping time and investigate that for the stopping time Wijsman's requirements, coverage probability and beta-protection conditions, are satisfied in the estimation for the mean vector ${\mu}$ by the sample from the multivariate normal distributed population with unknown mean vector ${\mu}$ and a positive definite variance-covariance matrix ${\Sigma}$.

QUANTIZATION FOR A PROBABILITY DISTRIBUTION GENERATED BY AN INFINITE ITERATED FUNCTION SYSTEM

  • Roychowdhury, Lakshmi;Roychowdhury, Mrinal Kanti
    • 대한수학회논문집
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    • 제37권3호
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    • pp.765-800
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    • 2022
  • Quantization for probability distributions concerns the best approximation of a d-dimensional probability distribution P by a discrete probability with a given number n of supporting points. In this paper, we have considered a probability measure generated by an infinite iterated function system associated with a probability vector on ℝ. For such a probability measure P, an induction formula to determine the optimal sets of n-means and the nth quantization error for every natural number n is given. In addition, using the induction formula we give some results and observations about the optimal sets of n-means for all n ≥ 2.

A Note on Nonparametric Density Estimation for the Deconvolution Problem

  • Lee, Sung-Ho
    • Communications for Statistical Applications and Methods
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    • 제15권6호
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    • pp.939-946
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    • 2008
  • In this paper the support vector method is presented for the probability density function estimation when the sample observations are contaminated with random noise. The performance of the procedure is compared to kernel density estimates by the simulation study.

SVM의 확률 출력을 이용한 새로운 Global Soft Decision 기반의 음성 향상 기법 (Global Soft Decision Using Probabilistic Outputs of Support Vector Machine for Speech Enhancement)

  • 조규행;장준혁
    • 한국음향학회지
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    • 제27권2호
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    • pp.75-79
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    • 2008
  • 본 논문에서는 support vector machine (SVM) 기반의 global soft decison (GSD)을 이용한 새로운 음성 향상 기법을 제시한다. 일반적으로 soft decision (SD) 이득 수정 및 잡음 전력 추정에 근거한 음성 향상 기법이 hard decision을 이용한 음성향상 기법 보다 우수한 성능을 보이는 것으로 알려져 있다. 특히, 각 프레임에서의 음성 부재에 대한 효과적인 척도인 전역음성 부재확률 (global speech absence probability, GSAP)을 SD 기반의 음성 향상 기법에 적용한 여러 연구가 진행되었다. 본 논문에서는 sigmoid 함수를 이용하여 얻어진 SVM의 확률 출력에 의해 추정된 새로운 GSAP를 음성 향상 기법에 적용한다. 제안된 알고리즘의 성능은 다양한 잡음 환경에 적용하여 PESQ 및 MOS 평가 방법을 바탕으로 기존의 GSD 기반의 스펙트럼 향상 기법과 비교하여 향상된 결과를 나타내었다.

Local Influence Assessment of the Misclassification Probability in Multiple Discriminant Analysis

  • Jung, Kang-Mo
    • Journal of the Korean Statistical Society
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    • 제27권4호
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    • pp.471-483
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    • 1998
  • The influence of observations on the misclassification probability in multiple discriminant analysis under the equal covariance assumption is investigated by the local influence method. Under an appropriate perturbation we can get information about influential observations and outliers by studying the curvatures and the associated direction vectors of the perturbation-formed surface of the misclassification probability. We show that the influence function method gives essentially the same information as the direction vector of the maximum slope. An illustrative example is given for the effectiveness of the local influence method.

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분할확률 모델을 이용한 한국어 고립단어 인식 (Isolated Word Recognition Using Segment Probability Model)

  • 김진영;성경모
    • 대한전자공학회논문지
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    • 제25권12호
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    • pp.1541-1547
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    • 1988
  • In this paper, a new model for isolated word recognition called segment probability model is proposed. The proposed model is composed of two procedures of segmentation and modelling each segment. Therefore the spoken word is devided into arbitrary segments and observation probability in each segments is obtained using vector quantization. The proposed model is compared with pattern matching method and hidden Markov model by recognition experiment. The experimental results show that the proposed model is better than exsisting methods in terms of recognition rate and caculation amounts.

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ON THE REPRESENTATION OF PROBABILITY VECTOR WITH SPECIAL DIFFUSION OPERATOR USING THE MUTATION AND GENE CONVERSION RATE

  • Choi, Won
    • Korean Journal of Mathematics
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    • 제27권1호
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    • pp.1-8
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    • 2019
  • We will deal with an n locus model in which mutation and gene conversion are taken into consideration. Also random partitions of the number n determined by chromosomes with n loci should be investigated. The diffusion process describes the time evolution of distributions of the random partitions. In this paper, we find the probability of distribution of the diffusion process with special diffusion operator $L_1$ and we show that the average probability of genes at different loci on one chromosome can be described by the rate of gene frequency of mutation and gene conversion.

Asymmetric least squares regression estimation using weighted least squares support vector machine

  • Hwan, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제22권5호
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    • pp.999-1005
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    • 2011
  • This paper proposes a weighted least squares support vector machine for asymmetric least squares regression. This method achieves nonlinear prediction power, while making no assumption on the underlying probability distributions. The cross validation function is introduced to choose optimal hyperparameters in the procedure. Experimental results are then presented which indicate the performance of the proposed model.

다채널 위너 필터의 주성분 부공간 벡터 보정을 통한 잡음 제거 성능 개선 (Improved speech enhancement of multi-channel Wiener filter using adjustment of principal subspace vector)

  • 김기백
    • 한국음향학회지
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    • 제39권5호
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    • pp.490-496
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    • 2020
  • 본 논문에서는 잡음 환경에서 다채널 위너 필터의 성능을 향상시키기 위한 방법을 제안한다. 부공간(subspace) 기반의 다채널 위너 필터를 설계하는 경우, 목적 신호가 단일 음원인 경우는 음성 상관 행렬의 주성분 부공간에서 음성 성분을 추정할 수 있다. 이 때, 음성 상관 행렬은 음성과 간섭 잡음의 교차 상관도가 음성 상관 행렬에 비해 무시할만한 수준이라는 가정하에 신호 상관 행렬에서 간섭 잡음의 상관 행렬을 차감하여 추정하게 된다. 그러나 간섭 잡음 수준이 높아지게 되면 이러한 가정이 더 이상 유효하지 않게 되며 이에 따라 주성분 부공간 추정 오차도 증가하게 된다. 본 연구에서는 음성 존재 확률과 목적 신호의 방향 벡터를 이용하여 주성분 부공간을 보정하는 방법을 제안한다. 주성분 부공간에서 다채널 음성 존재 확률을 유도하고 주성분 부공간 벡터를 보정하는데 적용하였다. 실험을 통해 제안하는 방법이 잡음 환경에서 다채널 위너 필터의 성능을 향상시키는 것을 확인할 수 있다.

Expected shortfall estimation using kernel machines

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • 제24권3호
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    • pp.625-636
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    • 2013
  • In this paper we study four kernel machines for estimating expected shortfall, which are constructed through combinations of support vector quantile regression (SVQR), restricted SVQR (RSVQR), least squares support vector machine (LS-SVM) and support vector expectile regression (SVER). These kernel machines have obvious advantages such that they achieve nonlinear model but they do not require the explicit form of nonlinear mapping function. Moreover they need no assumption about the underlying probability distribution of errors. Through numerical studies on two artificial an two real data sets we show their effectiveness on the estimation performance at various confidence levels.