• 제목/요약/키워드: gaussian processes

검색결과 142건 처리시간 0.021초

TRANSLATION THEOREMS FOR THE ANALYTIC FOURIER-FEYNMAN TRANSFORM ASSOCIATED WITH GAUSSIAN PATHS ON WIENER SPACE

  • Chang, Seung Jun;Choi, Jae Gil
    • 대한수학회지
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    • 제55권1호
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    • pp.147-160
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    • 2018
  • In this article, we establish translation theorems for the analytic Fourier-Feynman transform of functionals in non-stationary Gaussian processes on Wiener space. We then proceed to show that these general translation theorems can be applied to two well-known classes of functionals; namely, the Banach algebra S introduced by Cameron and Storvick, and the space ${\mathcal{B}}^{(P)}_{\mathcal{A}}$ consisting of functionals of the form $F(x)=f({\langle}{\alpha}_1,x{\rangle},{\ldots},{\langle}{\alpha}_n,x{\rangle})$, where ${\langle}{\alpha},x{\rangle}$ denotes the Paley-Wiener-Zygmund stochastic integral ${\int_{0}^{T}}{\alpha}(t)dx(t)$.

제한적 비가우시안 입력에 대한 Price 정리의 일반화 (A generalization of Price's theorem with constrained non-Gaussian inputs)

  • 방승찬;안승길;송익호
    • 한국통신학회논문지
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    • 제19권2호
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    • pp.338-344
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    • 1994
  • Price 정리를 일반적인 제로메모리 함수와 그 입력이 제한적 비가우시안 프로세스에 대하여 일반화 한다. 제한적 비가우시안 프로세스는 둘 이상의 상호 독립인 프로세스들의 합으로 되어 있고, 이 중 첫번째 프로세스는 가우시안인 것을 말한다. 이런 일반화된 정리의 응용성을 보여주기 위해 예를 든다.

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A GAUSSIAN WHITE NOISE GENERATOR AND ITS APPLICATION TO THE FLUCTUATION-DISSIPATION FORMULA

  • Moon, Byung-Soo
    • Journal of applied mathematics & informatics
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    • 제15권1_2호
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    • pp.363-375
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    • 2004
  • In this paper, We show that the bandpass random signals of the form ∑$_{\alpha}$$\alpha$$_{\alpha}$ a Sin(2$\pi$f$_{\alpha}$t + b$_{\alpha}$) where a$_{\alpha}$ being a random number in [0,1], f$_{\alpha}$ a random integer in a given frequency band, and b$_{\alpha}$ a random number in [0, 2$\pi$], generate Gaussian white noise signals and hence they are adequate for simulating Continuous Markov processes. We apply the result to the fluctuation-dissipation formula for the Johnson noise and show that the probability distribution for the long term average of the power of the Johnson noise is a X$^2$ distribution and that the relative error of the long term average is (equation omitted) where N is the number of blocks used in the average.error of the long term average is (equation omitted) where N is the number of blocks used in the average.

Translation method: a historical review and its application to simulation of non-Gaussian stationary processes

  • Choi, Hang;Kanda, Jun
    • Wind and Structures
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    • 제6권5호
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    • pp.357-386
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    • 2003
  • A number of methods based on various ideas have been proposed for simulating the non-Gaussian stationary process. However, these methods have some limitations. This paper reviewed several simulation methods based on the translation method using logarithmic and polynomial functions, which have emerged in the history of statistics and in the field of civil engineering. The applicability of each method is discussed from the viewpoint of the reproducibility of higher order statistics of the object function in the simulated sample functions, and examined using pressure signals measured from wind tunnel experiments for various shapes of buildings. The parameter estimation methods, i.e. the method of moments and quantile plot, are also reviewed, and the useful aspects of each method are discussed. Additionally, a simple worksheet for parameter estimation is derived based on the method of moment for practical application, and the accuracy is discussed comparing with a set of previously proposed formulae.

Two Sample Test Procedures for Linear Rank Statistics for Garch Processes

  • Chandra S. Ajay;Vanualailai Jito;Raj Sushil D.
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.557-587
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    • 2005
  • This paper elucidates the limiting Gaussian distribution of a class of rank order statistics {$T_N$} for two sample problem pertaining to empirical processes of the squared residuals from two independent samples of GARCH processes. A distinctive feature is that, unlike the residuals of ARMA processes, the asymptotics of {$T_N$} depend on those of GARCH volatility estimators. Based on the asymptotics of {$T_N$}, we empirically assess the relative asymptotic efficiency and effect of the GARCH specification for some GARCH residual distributions. In contrast with the independent, identically distributed or ARMA settings, these studies illuminate some interesting features of GARCH residuals.

Weak Convergence for Nonparametric Bayes Estimators Based on Beta Processes in the Random Censorship Model

  • Hong, Jee-Chang
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.545-556
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    • 2005
  • Hjort(1990) obtained the nonparametric Bayes estimator $\^{F}_{c,a}$ of $F_0$ with respect to beta processes in the random censorship model. Let $X_1,{\cdots},X_n$ be i.i.d. $F_0$ and let $C_1,{\cdot},\;C_n$ be i.i.d. G. Assume that $F_0$ and G are continuous. This paper shows that {$\^{F}_{c,a}$(u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < $\infty$ and $\~{F}_0({\tau})\;<\;1$.

HDC를 이용한 고속 MSRCR 알고리즘 (A Fast MSRCR Algorithm Using Hierarchical Discrete Correlation)

  • 한규필
    • 한국멀티미디어학회논문지
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    • 제13권11호
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    • pp.1621-1629
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    • 2010
  • 본 논문에서는 칼라비전의 색사상에서 가장 많이 활용되는 MSR(multi-scale Retinex) 기법의 속도를 크게 개선한 MSRCR(MSR with color restoration) 알고리즘을 제시한다. 기존 MSR기법은 보통 3개의 SSR(single-scale Retinex)로 구성되며 각 SSR에 크기가 다른 Gaussian 주변함수를 사용하고 있으며, 이 함수와의 상승적분 부분에서 많은 계산이 요구된다. 그러므로 제안한 알고리즘은 속도를 높이기 위해 Gaussian 함수와 등가적인 HDC(hierarchical discrete correlation)를 사용하고 휘도영상에만 적용하는 기법을 제시하며, 휘도영상의 Retinex 결과 값을 이용하여 색이 보존되는 단순한 MSRCR 알고리즘을 개발하였다. 실험을 통하여 제안한 기법은 기존의 가장 단순한 MSR기법보다 연산량 및 속도를 1/9.5배, 1/3.5배로 줄일 수 있었으며 기존 기법과 동등한 결과를 얻을 수 있었다.

Study on Image Processing Techniques Applying Artificial Intelligence-based Gray Scale and RGB scale

  • Lee, Sang-Hyun;Kim, Hyun-Tae
    • International Journal of Advanced Culture Technology
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    • 제10권2호
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    • pp.252-259
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    • 2022
  • Artificial intelligence is used in fusion with image processing techniques using cameras. Image processing technology is a technology that processes objects in an image received from a camera in real time, and is used in various fields such as security monitoring and medical image analysis. If such image processing reduces the accuracy of recognition, providing incorrect information to medical image analysis, security monitoring, etc. may cause serious problems. Therefore, this paper uses a mixture of YOLOv4-tiny model and image processing algorithm and uses the COCO dataset for learning. The image processing algorithm performs five image processing methods such as normalization, Gaussian distribution, Otsu algorithm, equalization, and gradient operation. For RGB images, three image processing methods are performed: equalization, Gaussian blur, and gamma correction proceed. Among the nine algorithms applied in this paper, the Equalization and Gaussian Blur model showed the highest object detection accuracy of 96%, and the gamma correction (RGB environment) model showed the highest object detection rate of 89% outdoors (daytime). The image binarization model showed the highest object detection rate at 89% outdoors (night).

A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences

  • Hwang, Eunju;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • 제21권3호
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    • pp.245-251
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    • 2014
  • Two exponential inequalities are established for a wide class of general weakly dependent sequences of random variables, called ${\psi}$-weakly dependent process which unify weak dependence conditions such as mixing, association, Gaussian sequences and Bernoulli shifts. The ${\psi}$-weakly dependent process includes, for examples, stationary ARMA processes, bilinear processes, and threshold autoregressive processes, and includes essentially all classes of weakly dependent stationary processes of interest in statistics under natural conditions on the process parameters. The two exponential inequalities are established on more general conditions than some existing ones, and are proven in simpler ways.

변형된 스위칭 필터를 이용한 복합잡음 제거 (Mixed Noise Removal using Modified Switching Filter)

  • 권세익;김남호
    • 한국정보통신학회:학술대회논문집
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    • 한국정보통신학회 2016년도 춘계학술대회
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    • pp.397-400
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    • 2016
  • 디지털 영상은 획득, 저장 및 전송하는 과정에서 잡음에 의해 열화가 발생하며, 잡음에 종류에는 salt and pepper 잡음, 가우시안 잡음 그리고 여러 잡음이 혼합된 복합잡음이 대표적이다. 기존의 필터들은 복합잡음 환경에서 단일 필터를 사용하여 잡음 제거 특성이 다소 미흡하다. 따라서 본 논문에서는 잡음 판단 통해, 중심화소가 salt and pepper 잡음에 훼손된 경우 국부 마스크의 salt and pepper 잡음 밀도에 따라 공간 가중치 및 메디안 필터로 처리하고 가우시안 잡음에 훼손된 경우 국부 마스크의 표준편차에 따라 가중치를 다르게 적용하여 처리하는 스위칭 필터를 제안하였다.

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