• Title/Summary/Keyword: kernel estimation

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Design of New Density Estimator with Entropy Maximization (엔트로피 최대화를 이용한 새로운 밀도추정자의 설계)

  • Kim, Woong-Myung;Lee, Hyon-Soo
    • Proceedings of the Korean Information Science Society Conference
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    • 2005.11b
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    • pp.796-798
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    • 2005
  • 본 연구에서는 엔트로피 이론을 사용하여 ICA(Independent Component Analysis) 점수함수를 생성하는 새로운 밀도추정자(Density Estimator)를 제안한다. 원 신호에 대한 밀도함수의 추정은 적당한 점수함수를 생성하기 위해 필요하고, 미분 가능한 밀도함수인 커널을 이용한 밀도추정법(Kernel Density Estimation)을 이용하여 점수함수를 생성하였다. 보다 빠른 점수함수의 생성을 위해서 식의 형태를 convolution 형태로 표현하였으며, ICA 학습을 위해서 결합엔트로피를 최대화(Joint Entropy Maximization)하는 방향으로 커널의 폭을 학습하였다. 이를 위해서 기울기 강하법(Gradient descent method)를 사용하였으며, 이러한 제약 사항은 새로운 밀도 추정자를 설계하기 위한 기본적인 개념을 나타낸다. 실험결과, 커널의 폭을 담당하는 smoothing parameters들이 일정한 값으로 학습함을 알 수 있었다.

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Two-step LS-SVR for censored regression

  • Bae, Jong-Sig;Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.393-401
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    • 2012
  • This paper deals with the estimations of the least squares support vector regression when the responses are subject to randomly right censoring. The estimation is performed via two steps - the ordinary least squares support vector regression and the least squares support vector regression with censored data. We use the empirical fact that the estimated regression functions subject to randomly right censoring are close to the true regression functions than the observed failure times subject to randomly right censoring. The hyper-parameters of model which affect the performance of the proposed procedure are selected by a generalized cross validation function. Experimental results are then presented which indicate the performance of the proposed procedure.

Support vector quantile regression ensemble with bagging

  • Shim, Jooyong;Hwang, Changha
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.677-684
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    • 2014
  • Support vector quantile regression (SVQR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. To improve the estimation performance of SVQR we propose to use SVQR ensemble with bagging (bootstrap aggregating), in which SVQRs are trained independently using the training data sets sampled randomly via a bootstrap method. Then, they are aggregated to obtain the estimator of the quantile regression function using the penalized objective function composed of check functions. Experimental results are then presented, which illustrate the performance of SVQR ensemble with bagging.

Fused inverse regression with multi-dimensional responses

  • Cho, Youyoung;Han, Hyoseon;Yoo, Jae Keun
    • Communications for Statistical Applications and Methods
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    • v.28 no.3
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    • pp.267-279
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    • 2021
  • A regression with multi-dimensional responses is quite common nowadays in the so-called big data era. In such regression, to relieve the curse of dimension due to high-dimension of responses, the dimension reduction of predictors is essential in analysis. Sufficient dimension reduction provides effective tools for the reduction, but there are few sufficient dimension reduction methodologies for multivariate regression. To fill this gap, we newly propose two fused slice-based inverse regression methods. The proposed approaches are robust to the numbers of clusters or slices and improve the estimation results over existing methods by fusing many kernel matrices. Numerical studies are presented and are compared with existing methods. Real data analysis confirms practical usefulness of the proposed methods.

Fluctuation in operational energy efficiency of ships and its implications for performance appraisal

  • Zhang, Shuang;Yuan, Haichao;Sun, Deping
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.13 no.1
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    • pp.367-378
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    • 2021
  • This paper develops a dynamic regression model to quantify the contribution of key external factors to operational energy efficiency of ships. On this basis, kernel density estimation is applied to explore distribution patterns of fluctuations in operational performance. An empirical analysis based on these methods show that distribution of fluctuations in Energy Efficiency Operational Indicator (EEOI) is leptokurtic and fat tailed, rather than a normal one. Around 85% of fluctuations in EEOI can be jointly explained by capacity utilization and sailing speed, while the rest depend on other external factors largely beyond control. The variations in capacity utilization and sailing speed cannot be fully passed on to the energy efficiency performance of ships, due to complex interactions between various external factors. The application of the methods is demonstrated, showing a potential approach to develop a rating mechanism for use in the legally binding framework on operational energy efficiency of ships.

A Study on the Home-Range and Habitat Use of Spot-Billed Duck (Anas poecilorhyncha) in Spring

  • Kim, Soon-Sik;Kang, Tehan;Kim, Dal-Ho;Han, Seung-Woo;Lee, Seung-Yeon;Cho, Haejin
    • Proceedings of the National Institute of Ecology of the Republic of Korea
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    • v.3 no.4
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    • pp.199-203
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    • 2022
  • The spring home range and habitat use of the spot-billed duck in Korea were studied using GPS-mobile phone-based telemetry (WT-300). The study areas were Anseong-si, Seosan-si, Nonsan-si, and Sejong-si. Analysis was performed using minimum convex polygon (MCP) and kernel density estimation (KDE) spot-billed ducks had an average home range of 70.28 km2 (standard deviation [SD]=84.50, n=6), and a core habitat (50%) 2.66 km2 (SD=2.60, n=6), according to MCP and KDE, respectively. Wetlands (41.5%) and rice fields (35.7%) were highly used as habitats. The rice field use rate was high during the day, and the wetland utilization rate was high at night. Rice fields and wetlands were the primary habitats in spring.

Gaussian Process Regression and Its Application to Mathematical Finance (가우시언 과정의 회귀분석과 금융수학의 응용)

  • Lim, Hyuncheul
    • Journal for History of Mathematics
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    • v.35 no.1
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    • pp.1-18
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    • 2022
  • This paper presents a statistical machine learning method that generates the implied volatility surface under the rareness of the market data. We apply the practitioner's Black-Scholes model and Gaussian process regression method to construct a Bayesian inference system with observed volatilities as a prior information and estimate the posterior distribution of the unobserved volatilities. The variance instead of the volatility is the target of the estimation, and the radial basis function is applied to the mean and kernel function of the Gaussian process regression. We present two types of Gaussian process regression methods and empirically analyze them.

Sparse Depth Image Completion Network with nearest neighbor kernel estimation (최근접 이웃 커널 추정을 통한 희소 깊이 영상 완성 네트워크)

  • Jeong, TaeHyun;Oh, Byung Tae
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2022.06a
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    • pp.1350-1352
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    • 2022
  • 본 논문에서는 희소깊이영상과 컬러영상을 이용해 조밀한 깊이영상을 추정하는 깊이 완성(depth completion)을 수행하기위해 최근접 이웃 커널을 추정하는 방식의 네트워크를 제안한다. 회귀방식의 딥러닝 네트워크는 일반적으로 값을 직접 예측하는 것보다 기본 값에 더해질 잔차를 추정하는 방식이 더욱 효율적이다. 본 논문에서는 최근접 이웃 커널을 입력영상에 적용하여 추정하고자 하는 픽셀의 인근 픽셀에서 값을 가져와 기본 값으로 사용하고, 해당 값의 잔차를 회귀방식으로 추정하는 네트워크를 설계했다. 이러한 방식으로 여러 SOTA 알고리즘 대비 좋은 성능을 나타냈고, 특히 이와 유사한 방식인 Plane-residual net 보다 높은 성능을 보여준다.

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해상교통 밀집도 평가방법의 비교분석을 통한 개선방안 제안

  • 김윤지;이정석;조익순
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2022.06a
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    • pp.426-428
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    • 2022
  • 해상 교통량을 정량적으로 평가하고 추출하기 위한 방법으로 선박 AIS 데이터 기반의 밀집도 분석을 활용하고 있다. 밀집도는 단위시간 당 단위면적에 분포하는 선박 통항량을 계산한 것으로, 일반적으로 그리드 셀 내에 존재하는 선박 항적 포인트 개수, 항적도 라인 길이, 선박 척수 등을 계산한 밀집도 분석 방법과 커널 밀도 추정(Kernel Density Estimation) 방법 등이 있다. 하지만, AIS 데이터의 특징상 선박 속력에 따라 수신 주기가 다르기 때문에 항적이 등간격으로 나타나지 않는 문제점이 있으며, 선박의 이동과 시간의 속성으로 인해 각각의 밀집도 분석 방법은 한계점이 존재한다. 따라서 본 연구에서는 실측 AIS 데이터를 이용하여 다양한 방법의 선박 밀집도 분석을 수행하고 이를 비교하였다. 그 결과, 항적도 라인 길이에 의한 밀집도 분석이 가장 정량적인 방법으로 나타났으며 이를 통항 척수로 변환할 수 있는 선박 밀집도 분석을 개선방안으로 제안한다.

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