• 제목/요약/키워드: kernel estimation

검색결과 294건 처리시간 0.023초

The shifted Chebyshev series-based plug-in for bandwidth selection in kernel density estimation

  • Soratja Klaichim;Juthaphorn Sinsomboonthong;Thidaporn Supapakorn
    • Communications for Statistical Applications and Methods
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    • 제31권3호
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    • pp.337-347
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    • 2024
  • Kernel density estimation is a prevalent technique employed for nonparametric density estimation, enabling direct estimation from the data itself. This estimation involves two crucial elements: selection of the kernel function and the determination of the appropriate bandwidth. The selection of the bandwidth plays an important role in kernel density estimation, which has been developed over the past decade. A range of methods is available for selecting the bandwidth, including the plug-in bandwidth. In this article, the proposed plug-in bandwidth is introduced, which leverages shifted Chebyshev series-based approximation to determine the optimal bandwidth. Through a simulation study, the performance of the suggested bandwidth is analyzed to reveal its favorable performance across a wide range of distributions and sample sizes compared to alternative bandwidths. The proposed bandwidth is also applied for kernel density estimation on real dataset. The outcomes obtained from the proposed bandwidth indicate a favorable selection. Hence, this article serves as motivation to explore additional plug-in bandwidths that rely on function approximations utilizing alternative series expansions.

Function Approximation Based on a Network with Kernel Functions of Bounds and Locality : an Approach of Non-Parametric Estimation

  • Kil, Rhee-M.
    • ETRI Journal
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    • 제15권2호
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    • pp.35-51
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    • 1993
  • This paper presents function approximation based on nonparametric estimation. As an estimation model of function approximation, a three layered network composed of input, hidden and output layers is considered. The input and output layers have linear activation units while the hidden layer has nonlinear activation units or kernel functions which have the characteristics of bounds and locality. Using this type of network, a many-to-one function is synthesized over the domain of the input space by a number of kernel functions. In this network, we have to estimate the necessary number of kernel functions as well as the parameters associated with kernel functions. For this purpose, a new method of parameter estimation in which linear learning rule is applied between hidden and output layers while nonlinear (piecewise-linear) learning rule is applied between input and hidden layers, is considered. The linear learning rule updates the output weights between hidden and output layers based on the Linear Minimization of Mean Square Error (LMMSE) sense in the space of kernel functions while the nonlinear learning rule updates the parameters of kernel functions based on the gradient of the actual output of network with respect to the parameters (especially, the shape) of kernel functions. This approach of parameter adaptation provides near optimal values of the parameters associated with kernel functions in the sense of minimizing mean square error. As a result, the suggested nonparametric estimation provides an efficient way of function approximation from the view point of the number of kernel functions as well as learning speed.

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Fast Patch-based De-blurring with Directional-oriented Kernel Estimation

  • Min, Kyeongyuk;Chong, Jongwha
    • 전기전자학회논문지
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    • 제21권1호
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    • pp.46-65
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    • 2017
  • This paper proposes a fast patch-based de-blurring algorithm including kernel estimation based on the angle between the edge and the blur direction. For de-blurring, image patches from the most informative edges in the blurry image are used to estimate a kernel with low computational cost. Moreover, the kernels of each patch are estimated based on the correlation between the edge direction and the blur direction. This makes the final kernel more reliable and creates an accurate latent image from the blurry image. The combination of directionally oriented kernel estimation and patch-based de-blurring is faster and more accurate than existing state-of-the art methods. Experimental results using various test images show that the proposed method achieves its objectives: speed and accuracy.

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.

Utilizing Order Statistics in Density Estimation

  • Kim, W.C.;Park, B.U.
    • Communications for Statistical Applications and Methods
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    • 제2권2호
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    • pp.227-230
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    • 1995
  • In this paper, we discuss simple ways of implementing non-basic kernel density estimators which typically ceed extra pilot estimation. The methods utilize order statistics at the pilot estimation stages. We focus mainly on bariable lacation and scale kernel density estimator (Jones, Hu and McKay, 1994), but the same idea can be applied to other methods too.

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Advances in Data-Driven Bandwidth Selection

  • Park, Byeong U.
    • Journal of the Korean Statistical Society
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    • 제20권1호
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    • pp.1-28
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    • 1991
  • Considerable progress on the problem of data-driven bandwidth selection in kernel density estimation has been made recently. The goal of this paper is to provide an introduction to the methods currently available, with discussion at both a practical and a nontechnical theoretical level. The main setting considered here is global bandwidth kernel estimation, but some recent results on variable bandwidth kernel estimation are also included.

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변환(變換)을 이용(利用)한 커널함수추정추정법(函數推定推定法) (Transformation in Kernel Density Estimation)

  • 석경하
    • Journal of the Korean Data and Information Science Society
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    • 제3권1호
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    • pp.17-24
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    • 1992
  • The problem of estimating symmetric probability density with high kurtosis is considered. Such densities are often estimated poorly by a global bandwidth kernel estimation since good estimation of the peak of the distribution leads to unsatisfactory estimation of the tails and vice versa. In this paper, we propose a transformation technique before using a global bandwidth kernel estimator. Performance of density estimator based on proposed transformation is investigated through simulation study. It is observed that our method offers a substantial improvement for the densities with high kurtosis. However, its performance is a little worse than that of ordinary kernel estimator in the situation where the kurtosis is not high.

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오차분포 유클리드 거리 기반 학습법의 커널 사이즈 적응 (Adaptive Kernel Estimation for Learning Algorithms based on Euclidean Distance between Error Distributions)

  • 김남용
    • 한국산학기술학회논문지
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    • 제22권5호
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    • pp.561-566
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    • 2021
  • 오차분포 추정을 위한 커널 사이즈는 오차확률밀도 사이의 유클리드 거리를 최소화 알고리즘의 가중치 갱신에 적합한 커널 사이즈가 될 수 없다. 이 논문에서는 MED 알고리즘의 수렴 성능 향상을 위해 적응적으로 커널 사이즈를 갱신하는 방법을 제안하였다. 제안한 방식은 MED 학습 알고리즘의 가중치 갱신을 위해 커널 사이즈에 대한 오차분산의 평균변화율을 도입하여 MED의 오차에 대한 평균전력이 감소하는 방향으로 커널 사이즈를 조절하도록 하였다. 제안된 적응 커널 추정법을 무선통신 채널의 왜곡 보상에 적용하여 학습 성능을 실험하고 그 효능을 밝혔다. 오차분산에 비례한 작은 값을 가지는 기존의 오차분포 추정 위한 최적 커널 사이즈와 달리, 제안한 방법에 의한 커널 사이즈는 MED 가중치 수렴을 위한 적절한 커널 사이즈로 수렴함을 보였다. 실험 결과로부터 제안한 방법이 MED 알고리즘의 커널 사이즈 설정에 따른 민감성을 크게 해결한 방법이라고 볼 수 있다.

On Practical Efficiency of Locally Parametric Nonparametric Density Estimation Based on Local Likelihood Function

  • Kang, Kee-Hoon;Han, Jung-Hoon
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.607-617
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    • 2003
  • This paper offers a practical comparison of efficiency between local likelihood approach and conventional kernel approach in density estimation. The local likelihood estimation procedure maximizes a kernel smoothed log-likelihood function with respect to a polynomial approximation of the log likelihood function. We use two types of data driven bandwidths for each method and compare the mean integrated squares for several densities. Numerical results reveal that local log-linear approach with simple plug-in bandwidth shows better performance comparing to the standard kernel approach in heavy tailed distribution. For normal mixture density cases, standard kernel estimator with the bandwidth in Sheather and Jones(1991) dominates the others in moderately large sample size.

나이브 베이스에서의 커널 밀도 측정과 상호 정보량 (Mutual Information in Naive Bayes with Kernel Density Estimation)

  • 샹총량;유샹루;강대기
    • 한국정보통신학회:학술대회논문집
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    • 한국정보통신학회 2014년도 춘계학술대회
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    • pp.86-88
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    • 2014
  • 나이브 베이스가 가지는 가정은 실세계 데이터를 분류함에 있어 해로운 효과를 보이곤 한다. 이러한 가정을 완화하기 위해, 우리는 Naive Bayes Mutual Information Attribute Weighting with Smooth Kernel Density Estimation (NBMIKDE) 접근 방법을 소개한다. NBMIKDE는 애트리뷰트를 위한 스무드 커널과 상호 정보량 측정값을 기반으로 하는 어트리뷰트 가중치 기법을 조합한 것이다.

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