• Journal of applied mathematics & informatics
• /
• 제8권3호
• /
• pp.975-987
• /
• 2001

We treat the problem of variance estimation for the estimator of population total, which is derived from the calibration estimation procedure corresponding to the levels of auxiliary information under nonresponse situation. We develop the calibrated variance estimation procedure using the fact that the population total and variance as well as the sample total and variance of the auxiliary variable are known. We show that the proposed variance estimation procedure improves the $Lundst\ddot{o}rm$ and $S\ddot{a}rndal's$ (1999) procedure with respect to the variance and nonresponse bias reduction through the simulation study.

• 대한수학회보
• /
• 제55권4호
• /
• pp.1303-1315
• /
• 2018

For principal component analysis (PCA) to efficiently analyze large scale matrices, it is crucial to find a few singular vectors in cheaper computational cost and under lower memory requirement. To compute those in a fast and robust way, we propose a new stochastic method. Especially, we adopt the stochastic variance reduced gradient (SVRG) method [11] to avoid asymptotically slow convergence in stochastic gradient descent methods. For that purpose, we reformulate the PCA problem as a unconstrained optimization problem using a quadratic penalty. In general, increasing the penalty parameter to infinity is needed for the equivalence of the two problems. However, in this case, exact penalization is guaranteed by applying the analysis in [24]. We establish the convergence rate of the proposed method to a stationary point and numerical experiments illustrate the validity and efficiency of the proposed method.

• Asian-Australasian Journal of Animal Sciences
• /
• 제11권4호
• /
• pp.441-444
• /
• 1998

The negative direct-maternal genetic correlation $(r_{dm})$ for weaning weight is inflated when data are analyzed with model ignoring sire-by-year interactions (SY). An analytical study investigating the consequences of ignoring SY was undertaken. The inflation of negative correlation could be due to a functional relationship of design matrices for additive direct and maternal genetic effects to that for sire effects within which SY effects were nested. It was proven that the maternal genetic variance was inflated by the amount of reduction for sire variance; the direct genetic variance was inflated by four times the change for maternal genetic variance; and the direct-maternal genetic covariance was deflated by twice the change for maternal genetic variance. The findings were agreed to the results in previous studies.

• Asian-Australasian Journal of Animal Sciences
• /
• 제10권5호
• /
• pp.510-513
• /
• 1997

This study examined the effects of ignoring inbreeding depression on (co)variance components for weaning weight through the use of Monte Carlo simulation. Weaning weight is of particular interest as a trait for which additive direct and maternal genetic components exist and there then is the potential for a direct-maternal genetic covariance. Ignoring inbreeding depression in the analytical model (.8 kg reduction of phenotypic value per 1% inbreeding) led to biased estimates of all genetic (co) variance components, all estimates being larger than the true values of the parameters. In particular, a negative bias in the direct-maternal genetic covariance was observed in analyses that ignored inbreeding depression. A small spurious sire-by-year interaction variance was also observed.

• 한국경영과학회지
• /
• 제21권3호
• /
• pp.47-61
• /
• 1996

An ATM switch must deal with various kinds of input sources having different traffic characteristics and it must guarantee very small value of cel loss probability, about 10$^{8}$ -10$^{12}$ , to deal with loss-sensitive traffics. In order to estimate such a rate event probability with simulation procedure, a variance reduction technique is essential for obtaining an appropriate level of precision with reduced cost. In this paper, we propose a hybrid simulation technique to achieve reduction of variance of cell loss probability estimator, where hybrid means the combination of analytical method and simulation procedure. A discrete time queueing model with multiple input sources and a finite shared buffer is considered, where the arrival process at an input source and a finite shared buffer is considered, where the arrival process at an input source is governed by an Interrupted Bernoulli Process and the service rate is constant. We deal with heterogeneous input sources as well as homogeneous case. The performance of the proposed hybrid simulation estimator is compared with those of the raw simulation estimator and the importance sampling estimator in terms of variance reduction ratios.

• Nuclear Engineering and Technology
• /
• 제54권10호
• /
• pp.3803-3810
• /
• 2022

OpenMC is a community-driven open-source Monte Carlo neutron and photon transport simulation code. The Weight Window Mesh (WWM) function and an automatic Global Variance Reduction (GVR) method was recently developed and implemented in a developmental branch of OpenMC. This WWM function and GVR method broaden OpenMC's usage in general purposes deep penetration shielding calculations. However, the Local Variance Reduction (LVR) method, which suits the source-detector problem, is still missing in OpenMC. In this work, the Weight Window Generator (WWG) function has been developed and benchmarked for the same branch. This WWG function allows OpenMC to generate the WWM for the source-detector problem on its own. Single-material cases with varying shielding and sources were used to benchmark the WWG function and investigate how to set up the particle histories utilized in WWG-run and WWM-run. Results show that there is a maximum improvement of WWM generated by WWG. Based on the above results, instructions on determining the particle histories utilized in WWG-run and WWM-run for optimal computation efficiency are given and tested with a few multi-material cases. These benchmarks demonstrate the ability of the OpenMC WWG function and the above instructions for the source-detector problem. This developmental branch will be released and merged into the main distribution in the future.

• ETRI Journal
• /
• 제45권1호
• /
• pp.131-137
• /
• 2023

The phase reconstruction process in digital holographic microscopy involves a trade-off between the phase error and the high-spatial-frequency components. In this reconstruction process, if the narrow region of the sideband is windowed in the Fourier domain, the phase error from the DC component will be reduced, but the high-spatial-frequency components will be lost. However, if the wide region is windowed, the 3D profile will include the high-spatial-frequency components, but the phase error will increase. To solve this trade-off, we propose the high-variance pixel averaging method, which uses the variance map of the reconstructed depth profiles of the windowed sidebands of different sizes in the Fourier domain to classify the phase error and the high-spatial-frequency components. Our proposed method calculates the average of the high-variance pixels because they include the noise from the DC component. In addition, for the nonaveraged pixels, the reconstructed phase data created by the spatial frequency components of the widest window are used to include the high-spatialfrequency components. We explain the mathematical algorithm of our proposed method and compare it with conventional methods to verify its advantages.

• 한국자동차공학회논문집
• /
• 제11권4호
• /
• pp.94-101
• /
• 2003

Recently, miniaturization and weight reduction is getting more attention due to various benefits in automotive components design. It is a trend that the design of experiment(DOE) and statical design method are frequently used for optimization. In this research, the safety of lower control arm is evaluated according to its material change form S45C to A16061 for the reduction of arm's weight. The variance analysis on the basis of structure analysis and DOE is applied to the lower control m. We have proposed a statistical design model to evaluate the effect of structural modification by performing the practical multi-objective optimization considering mass, stress and deflection.

• 한국정밀공학회지
• /
• 제13권5호
• /
• pp.38-43
• /
• 1996

Windowing routines have as their purpose the reduction of the sidelobes of a spectral output of the FFT or DFT routines. Windowing routines accomplish this by forcing the beginning and end of any sequence to approach each other in value. Since they must work with any sequence they force the beginning and ending samples near zero. To make up for this reduction in power, windowing routines give extra weight to the values near the middle of the sequence. The difference between windows is the way in which they transition from the low weights near the edges to the higher weights neqr the middle of the sequence. Signal-to-noise ratio(SNR) can be determined by the ratio of the output noisy signal variance to the input noisy signal variance of a window. Standard deviation of noise is reduced by windowing. Thus, the windowing operation improved the SNR of the noisy signal. This paper shows a performance estimation of windowing on a single tone with added Gaussian noise and uniform noise.

• 한국통신학회논문지
• /
• 제33권11C호
• /
• pp.932-939
• /
• 2008

공간 다중화 방식의 MIMO(Multiple-Input Multiple-Output) 시스템에서 MLD(Maximum-Likelihood Detector)는 최적의 성능을 보이지만, 그 복잡성이 상당히 큰 단점이 있다. 이를 보완하기 위해 여러 가지 기법들이 제안되었으며, Lattice-reduction(LR) 검출기 또한 MIMO 시스템의 성능을 개선하기 위해 제안되었다. 본 논문에서는 확장된 잡음분산 행렬을 이용해 rounding operation 과정에서 발생하는 양자화 오류를 이용해 송신 신호 벡터에 근접한 candidate symbol set을 찾고, 여기서 Semidefinite Relaxation을 이용해 최대 우도 symbol을 검출한다. 그러나 그 복잡도는 MLD의 복잡도 보다 현저히 작고, LR 검출기의 복잡도에 근접한다.