• 제목/요약/키워드: Sequential estimation

검색결과 246건 처리시간 0.021초

A Kernel-function-based Approach to Sequential Estimation with $\beta$-protection of Quantiles

  • 김성래;김성균
    • 한국전산응용수학회:학술대회논문집
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    • 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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    • pp.14-14
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    • 2003
  • Given a sequence { $X_{n}$} of independent and identically distributed random variables with F, a sequential procedure for the p-th quantile ξ$_{P}$= $F^{-1}$ (P), 0$\beta$-protection. Some asymptotic properties for the proposed procedure and of an involved stopping time are proved: asymptotic consistency, asymptotic efficiency and asymptotic normality. From one of the results an effect of smoothing based on kernel functions is discussed. The results are also extended to the contaminated case.e.e.

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2단계 축소기법에 의한 축소시스템의 구성과 동하중에 의한 구조물의 동적 거동에 관한 연구 (Construction of the reduced system by two-level scheme and time integration in the reduced system under arbitrary loading)

  • 김현기;조맹효
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2004년도 추계학술대회
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    • pp.453-458
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    • 2004
  • This study proposes a new two-level condensation scheme for the construction of a reduced system. In the first step, the candidate area is selected for the construction of the reduced system by energy estimation in element-level. In the second step, primary degrees of freedom are selected by sequential elimination from the candidate degrees of freedom linked to the selected elements. Numerical examples demonstrate that the proposed method saves the computational cost effectively and provides a reduced system which predicts the eigenvalues accurately. Moreover, the well-constructed reduced system can present the reliable behavior of the structure under arbitrary dynamic loads comparing to that of global system. Time integration in a reduced system can save the computing time remarkably. Through a few numerical examples, the efficiency and reliability of the proposed scheme are verified.

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Multiple Behavior s Learning and Prediction in Unknown Environment

  • Song, Wei;Cho, Kyung-Eun;Um, Ky-Hyun
    • 한국멀티미디어학회논문지
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    • 제13권12호
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    • pp.1820-1831
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    • 2010
  • When interacting with unknown environments, an autonomous agent needs to decide which action or action order can result in a good state and determine the transition probability based on the current state and the action taken. The traditional multiple sequential learning model requires predefined probability of the states' transition. This paper proposes a multiple sequential learning and prediction system with definition of autonomous states to enhance the automatic performance of existing AI algorithms. In sequence learning process, the sensed states are classified into several group by a set of proposed motivation filters to reduce the learning computation. In prediction process, the learning agent makes a decision based on the estimation of each state's cost to get a high payoff from the given environment. The proposed learning and prediction algorithms heightens the automatic planning of the autonomous agent for interacting with the dynamic unknown environment. This model was tested in a virtual library.

데이터마이닝을 이용한 설계변경의 효율향상 - B전자의 사례를 중심으로 - (Raise the efficiency of engineering changes using Data mining - B Electronics Case -)

  • 박승헌;이석환
    • 대한안전경영과학회지
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    • 제9권3호
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    • pp.135-142
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    • 2007
  • The authors used association rules and patterns in sequential of data mining in order to raise the efficiency of engineering changes. The association rule can reduce the number of engineering changes since it can estimate the parts to be changed. The patterns in sequential can perform engineering changes effectively by estimating the parts to be changed from sequence estimation. According to this result, unnecessary engineering changes are eliminated and the number of engineering changes decrease. This method can be used for improving design quality and productivity in company managing engineering changes and related information.

Estimation of Maximal Tolerated Dose in Sequential Phase I Clinical Trials

  • Park, In-Hye;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • 제6권2호
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    • pp.543-564
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    • 1999
  • The principal aim of a sequential phase I clinical trial in which the toxicity reponses of a group of patient(s) determine the dose level of the next patient(s) group is to estimate the maximal tolerated dose(MTD) of a new drug, In this paper we compared with a simulation study the performance of the MTD estimates that are determined by a stopping rule in a design and also those that are determined by analyzing the data after a clinical trial is terminated. To the latter belong the mean median mode and maximum likelihood estimates. For the Standard Methods the stopping rule MTD is quite inefficient but the median MTD has a best efficiency and is robust with respect to the three different toxicity curves. The problem of non-convergence of MLE MTD is severe. A more improved MTD estimate is produced by combining the advantages of the various MTD estimates and its efficiency is better than the single median MTD estimate especially for the toxicity curve of an unlucky choice of dose levels. The simulation results suggest that simple types of phase I designs can be combined with relatively standard analytic techniques to provide a more efficient MTD estimate.

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Conservative Quadratic RSM combined with Incomplete Small Composite Design and Conservative Least Squares Fitting

  • Kim, Min-Soo;Heo, Seung-Jin
    • Journal of Mechanical Science and Technology
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    • 제17권5호
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    • pp.698-707
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    • 2003
  • A new quadratic response surface modeling method is presented. In this method, the incomplete small composite design (ISCD) is newly proposed to .educe the number of experimental runs than that of the SCD. Unlike the SCD, the proposed ISCD always gives a unique design assessed on the number of factors, although it may induce the rank-deficiency in the normal equation. Thus, the singular value decomposition (SVD) is employed to solve the normal equation. Then, the duality theory is used to newly develop the conservative least squares fitting (CONFIT) method. This can directly control the ever- or the under-estimation behavior of the approximate functions. Finally, the performance of CONFIT is numerically shown by comparing its'conservativeness with that of conventional fitting method. Also, optimizing one practical design problem numerically shows the effectiveness of the sequential approximate optimization (SAO) combined with the proposed ISCD and CONFIT.

음성인식을 위한 변환 공간 모델에 근거한 순차 적응기법 (Sequential Adaptation Algorithm Based on Transformation Space Model for Speech Recognition)

  • 김동국;장준혁;김남수
    • 음성과학
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    • 제11권4호
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    • pp.75-88
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    • 2004
  • In this paper, we propose a new approach to sequential linear regression adaptation of continuous density hidden Markov models (CDHMMs) based on transformation space model (TSM). The proposed TSM which characterizes the a priori knowledge of the training speakers associated with maximum likelihood linear regression (MLLR) matrix parameters is effectively described in terms of the latent variable models. The TSM provides various sources of information such as the correlation information, the prior distribution, and the prior knowledge of the regression parameters that are very useful for rapid adaptation. The quasi-Bayes (QB) estimation algorithm is formulated to incrementally update the hyperparameters of the TSM and regression matrices simultaneously. Experimental results showed that the proposed TSM approach is better than that of the conventional quasi-Bayes linear regression (QBLR) algorithm for a small amount of adaptation data.

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항공영상을 이용한 통합된 위치 추정 (Integrated Position Estimation Using the Aerial Image Sequence)

  • 심동규;박래홍;김인철;이상욱
    • 전자공학회논문지S
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    • 제36S권12호
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    • pp.76-84
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    • 1999
  • 본 논문에서는 항공 영상을 이용한 통합된 비행체의 위치 추정기법을 제안하였다. 제안한 항법 변수 추정 시스템은 상대위치 추정과 절대위치 추정 두 부분으로 구성되어 있다. 상대위치 추정 기법은 연속된 두 영상의 상대적 움직임을 추정하고 이것을 누적함으로써 현재의 위치를 추정한다. 이러한 단순한 누적 방법으로 비행이 진행됨에 따라 오차가 점차 증가하게 된다. 그러므로 상대위치 추정 부분에서 발생하는 오차를 줄일 수 있는 절대위치 추정기법이 필요하다. 본 논문의 절대위치 추정기법은 영상정합과 DEM (Digital Elevation Model) 정보를 이용하는 방법으로 구성되어 있다. 영상정합을 위하여 robust oriented Hausdorff measure (ROHM)을 사용하였으며 DEM 정합을 위하여 여러 장의 영상 쌍을 사용하는 알고리듬을 이용하였다. 네 개의 항공영상을 이용한 컴퓨터 시뮬레이션을 통해 제안한 방법의 효율성을 보였다.

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Sequential Estimation in Exponential Distribution

  • Park, Sang-Un
    • Communications for Statistical Applications and Methods
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    • 제14권2호
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    • pp.309-316
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    • 2007
  • In this paper, we decompose the whole likelihood based on grouped data into conditional likelihoods and study the approximate contribution of additional inspection to the efficiency. We also combine the conditional maximum likelihood estimators to construct an approximate maximum likelihood estimator. For an exponential distribution, we see that a large inspection size does not increase the efficiency much if the failure rate is small, and the maximum likelihood estimator can be approximated with a linear function of inspection times.

연속 항공영상을 이용한 절대위치 추정 알고리듬 (Absolute Position Estimation Algorithm Using Sequential Aerial Images)

  • 심동규;박래홍
    • 전자공학회논문지S
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    • 제36S권3호
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    • pp.68-75
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    • 1999
  • 본 논문은 항공영상으로부터 REM( recovered elevation map)를 추출하여 DEM (digital elevation model)과 정합함으로써 비행체의 위치를 추정하는 기법을 제안하였다. 제안한 알고리듬은 연속항공영상을 이용함으로써 보다 넓은 지역에 대한 REM (recovered elevation map)복원이 가능하여 정합확률이 높아진다. 또한 강건한 거리 척도를 사용함으로써 몇 개의 점에서의 매우 큰 오차에 영향을 받지 않은 알고리듬을 제안하였다. 본 논문에선 몇 개의 항공영상을 가지고 컴퓨터 시뮬레이션을 통하여 제안한 알고리듬의 효용성을 보였다.

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