• Title/Summary/Keyword: maximum likelihood method.

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A comparison of neural networks and maximum likelihood classifier for the classification of land-cover (토지피복분류에 있어 신경망과 최대우도분류기의 비교)

  • Jeon, Hyeong-Seob;Cho, Gi-Sung
    • Journal of Korean Society for Geospatial Information Science
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    • v.8 no.2 s.16
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    • pp.23-33
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    • 2000
  • On this study, Among the classification methods of land cover using satellite imagery, we compared the classification accuracy of Neural Network Classifier and that of Maximum Likelihood Classifier which has the characteristics of parametric and non-parametric classification method. In the assessment of classification accuracy, we analyzed the classification accuracy about testing area as well as training area that many analysts use generally when assess the classification accuracy. As a result, Neural Network Classifier is superior to Maximum Likelihood Classifier as much as 3% in the classification of training data. When ground reference data is used, we could get poor result from both of classification methods, but we could reach conclusion that the classification result of Neural Network Classifier is superior to the classification result of Maximum Likelihood Classifier as much as 10%.

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Realization a Text Independent Speaker Identification System with Frame Level Likelihood Normalization (프레임레벨유사도정규화를 적용한 문맥독립화자식별시스템의 구현)

  • 김민정;석수영;김광수;정현열
    • Journal of the Institute of Convergence Signal Processing
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    • v.3 no.1
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    • pp.8-14
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    • 2002
  • In this paper, we realized a real-time text-independent speaker recognition system using gaussian mixture model, and applied frame level likelihood normalization method which shows its effects in verification system. The system has three parts as front-end, training, recognition. In front-end part, cepstral mean normalization and silence removal method were applied to consider speaker's speaking variations. In training, gaussian mixture model was used for speaker's acoustic feature modeling, and maximum likelihood estimation was used for GMM parameter optimization. In recognition, likelihood score was calculated with speaker models and test data at frame level. As test sentences, we used text-independent sentences. ETRI 445 and KLE 452 database were used for training and test, and cepstrum coefficient and regressive coefficient were used as feature parameters. The experiment results show that the frame-level likelihood method's recognition result is higher than conventional method's, independently the number of registered speakers.

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A data-adaptive maximum penalized likelihood estimation for the generalized extreme value distribution

  • Lee, Youngsaeng;Shin, Yonggwan;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.493-505
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    • 2017
  • Maximum likelihood estimation (MLE) of the generalized extreme value distribution (GEVD) is known to sometimes over-estimate the positive value of the shape parameter for the small sample size. The maximum penalized likelihood estimation (MPLE) with Beta penalty function was proposed by some researchers to overcome this problem. But the determination of the hyperparameters (HP) in Beta penalty function is still an issue. This paper presents some data adaptive methods to select the HP of Beta penalty function in the MPLE framework. The idea is to let the data tell us what HP to use. For given data, the optimal HP is obtained from the minimum distance between the MLE and MPLE. A bootstrap-based method is also proposed. These methods are compared with existing approaches. The performance evaluation experiments for GEVD by Monte Carlo simulation show that the proposed methods work well for bias and mean squared error. The methods are applied to Blackstone river data and Korean heavy rainfall data to show better performance over MLE, the method of L-moments estimator, and existing MPLEs.

A Soft Output Enhancement Technique for Spatially Multiplexed MIMO Systems (공간다중화 MIMO 시스템을 위한 Soft Output 성능향상 기법)

  • Kim, Jin-Min;Im, Tae-Ho;Kim, Jae-Kwon;Yi, Joo-Hyun;Cho, Yong-Soo
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.9C
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    • pp.734-742
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    • 2008
  • In spatially multiplexed MIMO systems that enable high data rate transmission over wireless communication channels, the spatial demultiplexing at the receiver is a challenging task and various demultiplexing methods have been developed. Among the previous methods, maximum likelihood detection with QR decomposition and M-algorithm (QRM-MLD), sphere decoding (SD), QOC, and MOC schemes have been reported to achieve a (near) maximum likelihood (ML) hard decision performance. In general, however, the reliability of soft output of these schemes is not satisfactory. In this paper, we propose a method which enhances the reliability of soft output. By computer simulations, we demonstrate the improved performance by the proposed method.

Derivation of Optimal Design Flood by Gamma and Generalized Gamma Distribution Models(I) - On the Gamma Distribution Models - (Gamma 및 Generalized Gamma 분포 모형에 의한 적정 설계홍수량의 유도 (I) -Gamma 분포 모형을 중심으로-)

  • 이순혁;박명근;정연수;맹승진;류경식
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.39 no.3
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    • pp.83-95
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    • 1997
  • This study was conducted to derive optimal design floods by Gamma distribution models of the annual maximum series at eight watersheds along Geum , Yeong San and Seom Jin river Systems, Design floods obtained by different methods for evaluation of parameters and for plotting positions in the Gamma distribution models were compared by the relative mean errors and graphical fit along with 95% confidence interval plotted on Gamma probability paper. The results were analyzed and summarized as follows. 1.Adequacy for the analysis of flood flow data used in this study was confirmed by the tests of Independence, Homogeneity and detection of Outliers. 2.Basic statistics and parameters were calculated by Gamma distribution models using Methods of Moments and Maximum Likelihood. 3.It was found that design floods derived by the method of maximum likelihood and Hazen plotting position formular of two parameter Gamma distribution are much closer to those of the observed data in comparison with those obtained by other methods for parameters and for plotting positions from the viewpoint of relative mean errors. 4.Reliability of derived design floods by both maximum likelihood and method of moments with two parameter Gamma distribution was acknowledged within 95% confidence interval.

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Extended Quasi-likelihood Estimation in Overdispersed Models

  • Kim, Choong-Rak;Lee, Kee-Won;Chung, Youn-Shik;Park, Kook-Lyeol
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.187-200
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    • 1992
  • Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

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Interval Estimation in Mixed Model by Use of PROC MIXED (PROC MIXED를 활용한 혼합모형의 신뢰구간추정)

  • Park Dong-Joon
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.349-360
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    • 2006
  • PROC MIXED in SAS can be utilized to make inferences on parameters in a mixed model by use of Restricted Maximum Likelihood Estimation Method or Maximum Likelihood Estimation Method which has more merits than ANOVA method. A regression model with unbalanced nested error structure that belongs to a mixed model is used to construct confidence intervals on variances among groups, within groups, and regression coefficients in the model. PROC MIXED is applied to three different sample sizes for simulation. As a result of the simulation study, PROC MIXED generates confidence intervals on parameters that maintain the stated confidence coefficient in a large sample size. However, it does not generate confidence intervals that maintain the stated confidence coefficient for variance components among groups and intercept in a small sample size.

On the Use of Maximum Likelihood and Input Data Similarity to Obtain Prediction Intervals for Forecasts of Photovoltaic Power Generation

  • Fonseca Junior, Joao Gari da Silva;Oozeki, Takashi;Ohtake, Hideaki;Takashima, Takumi;Kazuhiko, Ogimoto
    • Journal of Electrical Engineering and Technology
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    • v.10 no.3
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    • pp.1342-1348
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    • 2015
  • The objective of this study is to propose a method to calculate prediction intervals for one-day-ahead hourly forecasts of photovoltaic power generation and to evaluate its performance. One year of data of two systems, representing contrasting examples of forecast’ accuracy, were used. The method is based on the maximum likelihood estimation, the similarity between the input data of future and past forecasts of photovoltaic power, and on an assumption about the distribution of the error of the forecasts. Two assumptions for the forecast error distribution were evaluated, a Laplacian and a Gaussian distribution assumption. The results show that the proposed method models well the photovoltaic power forecast error when the Laplacian distribution is used. For both systems and intervals calculated with 4 confidence levels, the intervals contained the true photovoltaic power generation in the amount near to the expected one.

Maximum Likelihood-based Automatic Lexicon Generation for AI Assistant-based Interaction with Mobile Devices

  • Lee, Donghyun;Park, Jae-Hyun;Kim, Kwang-Ho;Park, Jeong-Sik;Kim, Ji-Hwan;Jang, Gil-Jin;Park, Unsang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.9
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    • pp.4264-4279
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    • 2017
  • In this paper, maximum likelihood-based automatic lexicon generation using mixed-syllables is proposed for unlimited vocabulary voice interface for East Asian languages (e.g. Korean, Chinese and Japanese) in AI-assistant based interaction with mobile devices. The conventional lexicon has two inevitable problems: 1) a tedious repetition of out-of-lexicon unit additions to the lexicon, and 2) the propagation of errors during a morpheme analysis and space segmentation. The proposed method provides an automatic framework to solve the above problems. The proposed method produces a level of overall accuracy similar to one of previous methods in the presence of one out-of-lexicon word in a sentence, but the proposed method provides superior results with the absolute improvements of 1.62%, 5.58%, and 10.09% in terms of word accuracy when the number of out-of-lexicon words in a sentence was two, three and four, respectively.

Likelihood Ratio Test for the Epidemic Alternatives on the Zero-Inflated Poisson Model (변화시점이 있는 영과잉-포아송모형에서 돌출대립가설에 대한 우도비검정)

  • Kim, Kyung-Moo
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.247-253
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    • 1998
  • In ease of the epidemic Zero-Inflated Poisson model, likelihood ratio test was used for testing epidemic alternatives. Epidemic changepoints were estimated by the method of least squares. It were used for starting points to estimate the maximum likelihood estimators. And several parameters were compared through the Monte Carlo simulations. As a result, maximum likelihood estimators for the epidemic chaagepoints and several parameters are better than the least squares and moment estimators.

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