• Title/Summary/Keyword: Random measure.

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𝔻-SOLUTIONS OF BSDES WITH POISSON JUMPS

  • Hassairi, Imen
    • Journal of the Korean Mathematical Society
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    • v.59 no.6
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    • pp.1083-1101
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    • 2022
  • In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admit a unique solution which belongs to class 𝔻.

Application of Random Forest Algorithm for the Decision Support System of Medical Diagnosis with the Selection of Significant Clinical Test (의료진단 및 중요 검사 항목 결정 지원 시스템을 위한 랜덤 포레스트 알고리즘 적용)

  • Yun, Tae-Gyun;Yi, Gwan-Su
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.57 no.6
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    • pp.1058-1062
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    • 2008
  • In clinical decision support system(CDSS), unlike rule-based expert method, appropriate data-driven machine learning method can easily provide the information of individual feature(clinical test) for disease classification. However, currently developed methods focus on the improvement of the classification accuracy for diagnosis. With the analysis of feature importance in classification, one may infer the novel clinical test sets which highly differentiate the specific diseases or disease states. In this background, we introduce a novel CDSS that integrate a classifier and feature selection module together. Random forest algorithm is applied for the classifier and the feature importance measure. The system selects the significant clinical tests discriminating the diseases by examining the classification error during backward elimination of the features. The superior performance of random forest algorithm in clinical classification was assessed against artificial neural network and decision tree algorithm by using breast cancer, diabetes and heart disease data in UCI Machine Learning Repository. The test with the same data sets shows that the proposed system can successfully select the significant clinical test set for each disease.

Optical Image Encryption Technique Based on Hybrid-pattern Phase Keys

  • Sun, Wenqing;Wang, Lei;Wang, Jun;Li, Hua;Wu, Quanying
    • Current Optics and Photonics
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    • v.2 no.6
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    • pp.540-546
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    • 2018
  • We propose an implementation scheme for an optical encryption system with hybrid-pattern random keys. In the encryption process, a pair of random phase keys composed of a white-noise phase key and a structured phase key are positioned in the input plane and Fourier-spectrum plane respectively. The output image is recoverable by digital reconstruction, using the conjugate of the encryption key in the Fourier-spectrum plane. We discuss the system encryption performance when different combinations of phase-key pairs are used. To measure the effectiveness of the proposed method, we calculate the statistical indicators between original and encrypted images. The results are compared to those generated from a classical double random phase encoding. Computer simulations are presented to show the validity of the method.

Simultaneous Measurement of Vibration and Applied Forces at a Power Tool Handle for the Reduction of Random Error When valuating Hand-transmitted Vibration (수전달 진동평가량의 랜덤오차 저감을 위한 공구 핸들에서의 진동과 작용력의 동시 측정)

  • Choi, Seok-Hyun;Jang, Han-Kee;Park, Tae-Won
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.15 no.4 s.97
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    • pp.404-411
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    • 2005
  • To increase accurateness and reliability of the evaluation of power tool vibration transmitted to an operator, it is necessary to measure the grip and feed forces during the measurement of hand-transmitted vibration. In the study a system was invented to measure the vibration and the grip and/or feed force, which consists of a measurement handle and a PC with a data acquisition system and the corresponding software. Strain gauges and an accelerometer were mounted on the handle surface for the simultaneous measurement of the forces and the vibration. The program in the system makes it possible to monitor the grip and feed force during the tool operation so that the operator keeps the applying forces within the pre-determined range. Investigating the vibration total values, frequency-weighted root-mean-square accelerations at the handle, obtained in repetition for each power tool with control of the grip and feed force showed more consistency than those measured without force control. By using the system the experimenter can reduce random error of the measured vibration.

TAKES: Two-step Approach for Knowledge Extraction in Biomedical Digital Libraries

  • Song, Min
    • Journal of Information Science Theory and Practice
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    • v.2 no.1
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    • pp.6-21
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    • 2014
  • This paper proposes a novel knowledge extraction system, TAKES (Two-step Approach for Knowledge Extraction System), which integrates advanced techniques from Information Retrieval (IR), Information Extraction (IE), and Natural Language Processing (NLP). In particular, TAKES adopts a novel keyphrase extraction-based query expansion technique to collect promising documents. It also uses a Conditional Random Field-based machine learning technique to extract important biological entities and relations. TAKES is applied to biological knowledge extraction, particularly retrieving promising documents that contain Protein-Protein Interaction (PPI) and extracting PPI pairs. TAKES consists of two major components: DocSpotter, which is used to query and retrieve promising documents for extraction, and a Conditional Random Field (CRF)-based entity extraction component known as FCRF. The present paper investigated research problems addressing the issues with a knowledge extraction system and conducted a series of experiments to test our hypotheses. The findings from the experiments are as follows: First, the author verified, using three different test collections to measure the performance of our query expansion technique, that DocSpotter is robust and highly accurate when compared to Okapi BM25 and SLIPPER. Second, the author verified that our relation extraction algorithm, FCRF, is highly accurate in terms of F-Measure compared to four other competitive extraction algorithms: Support Vector Machine, Maximum Entropy, Single POS HMM, and Rapier.

Global Feature Extraction and Recognition from Matrices of Gabor Feature Faces

  • Odoyo, Wilfred O.;Cho, Beom-Joon
    • Journal of information and communication convergence engineering
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    • v.9 no.2
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    • pp.207-211
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    • 2011
  • This paper presents a method for facial feature representation and recognition from the Covariance Matrices of the Gabor-filtered images. Gabor filters are a very powerful tool for processing images that respond to different local orientations and wave numbers around points of interest, especially on the local features on the face. This is a very unique attribute needed to extract special features around the facial components like eyebrows, eyes, mouth and nose. The Covariance matrices computed on Gabor filtered faces are adopted as the feature representation for face recognition. Geodesic distance measure is used as a matching measure and is preferred for its global consistency over other methods. Geodesic measure takes into consideration the position of the data points in addition to the geometric structure of given face images. The proposed method is invariant and robust under rotation, pose, or boundary distortion. Tests run on random images and also on publicly available JAFFE and FRAV3D face recognition databases provide impressively high percentage of recognition.

Estimation for the Time-t Discounted Price of Multiple Defaultable Zero Coupon Bond

  • Park, Heung-Sik
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.487-493
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    • 2009
  • We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

Biomedical Terminology Recognition using CRF (CRF를 이용한 생물/의학 전문용어 인식)

  • Bae, Young-Jun;Kim, Jae-Hoon;Ock, Cheol-Young;Choi, Yun-Soo
    • Annual Conference on Human and Language Technology
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    • 2009.10a
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    • pp.87-91
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    • 2009
  • 전문용어의 수가 급증하면서 전문용어를 자동으로 인식하는 연구가 활발히 진행되고 있다. 전문용어를 인식하기 위해서 전문용어의 범위를 정한 뒤 그 전문용어의 분야를 선택해야 한다. 본 논문에서는 생물/의학 사전정보와 CRF(Conditional Random Fields) 기계학습 기법을 사용하여 연구를 진행한다. 기계학습을 위한 자질로 품사, 접사, 대소문자, 숫자, 특수문자, 단서어휘 등을 사용한다. 특히 단서어휘와 사전정보를 중요한 요소로 생각하여, 3가지 방법으로 나누어 실험한다. 총 분야의 개수는 7개이며, 각 분야별로 정확률, 재현율, F-measure를 측정한다. 경계인식은 83.92%의 정확률, 96.42%의 재현율, 89.73의 F-measure가 결과로 나타났고, 분야분류는 79.29%의 정확률, 91.06%의 재현율, 84.77%의 F-measure가 결과로 나타났다.

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A Constant Pitch Based Time Alignment for Power Analysis with Random Clock Power Trace (전력분석 공격에서 랜덤클럭 전력신호에 대한 일정피치 기반의 시간적 정렬 방법)

  • Park, Young-Goo;Lee, Hoon-Jae;Moon, Sang-Jae
    • The KIPS Transactions:PartC
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    • v.18C no.1
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    • pp.7-14
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    • 2011
  • Power analysis attack on low-power consumed security devices such as smart cards is very powerful, but it is required that the correlation between the measured power signal and the mid-term estimated signal should be consistent in a time instant while running encryption algorithm. The power signals measured from the security device applying the random clock do not match the timing point of analysis, therefore random clock is used as counter measures against power analysis attacks. This paper propose a new constant pitch based time alignment for power analysis with random clock power trace. The proposed method neutralize the effects of random clock used to counter measure by aligning the irregular power signals with the time location and size using the constant pitch. Finally, we apply the proposed one to AES algorithm within randomly clocked environments to evaluate our method.

A Study on the Stochastic Optimization of Binary-response Experimentation (이항 반응 실험의 확률적 전역최적화 기법연구)

  • Donghoon Lee;Kun-Chul Hwang;Sangil Lee;Won Young Yun
    • Journal of the Korea Society for Simulation
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    • v.32 no.1
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    • pp.23-34
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    • 2023
  • The purpose of this paper is to review global stochastic optimization algorithms(GSOA) in case binary response experimentation is used and to compare the performances of them. GSOAs utilise estimator of probability of success $\^p$ instead of population probability of success p, since p is unknown and only known by its estimator which has stochastic characteristics. Hill climbing algorithm algorithm, simple random search, random search with random restart, random optimization, simulated annealing and particle swarm algorithm as a population based algorithm are considered as global stochastic optimization algorithms. For the purpose of comparing the algorithms, two types of test functions(one is simple uni-modal the other is complex multi-modal) are proposed and Monte Carlo simulation study is done to measure the performances of the algorithms. All algorithms show similar performances for simple test function. Less greedy algorithms such as Random optimization with Random Restart and Simulated Annealing, Particle Swarm Optimization(PSO) based on population show much better performances for complex multi-modal function.