• Title/Summary/Keyword: squared error loss

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Approximations of Optimal Calibration Experimental Designs Using Gaussian Influence Diagrams

  • Kim, Sung-Chul
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.219-234
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    • 1993
  • A measuring instrument must be calibrated for accurate inferences of an unknown quantity. Bayesian calibration designs with respect to squared error loss based on a linear model are discussed in Kim and Barlow (1992). In this paper, we consider approximations of the optimal calibration designs using the idea of Gaussian inflence diagrams. The approximation is evaluated by means of numerical calculations, where it is compared with the exact values from the numerical integration.

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Minimum risk point estimation of two-stage procedure for mean

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.887-894
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    • 2009
  • The two-stage minimum risk point estimation of mean, the probability of success in a sequence of Bernoulli trials, is considered for the case where loss is taken to be symmetrized relative squared error of estimation, plus a fixed cost per observation. First order asymptotic expansions are obtained for large sample properties of two-stage procedure. Monte Carlo simulation is carried out to obtain the expected sample size that minimizes the risk and to examine its finite sample behavior.

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Simultaneous Estimation of Poisson Means

  • Lee, Seung-Ho
    • The Mathematical Education
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    • v.23 no.1
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    • pp.45-50
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    • 1984
  • A problem of estimating the means of Poisson populations using independent samples is considered. The total loss is the sum of component, normalized squared error losses. An empirical Bayes estimator is derived and compared, by Monte Carlo methods, with existing estimators which are proposed as improving estimators upon the usual one. Monte Carlo results show that the performance of the derived estimator is satisfactory over the whole parameter space.

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Bayesian Estimation for Reliability in a System Consisting of the Left Truncated Exponential Components

  • Park, Man-Gon;Jung, Yun-Sung
    • Journal of Korean Society for Quality Management
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    • v.17 no.1
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    • pp.19-34
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    • 1989
  • In this paper, we propose the Bayes estimators of the reliability for a system consisting of the left-truncated exponential components under the truncated normal distribution as a conjugate prior distribution and squared - error loss function on the series, parallel and k-out-of-m : G system. And we compare the proposed Bayes estimators of the system reliability each other in terms of MSE performances and stabilities by the Monte Carlo simulation.

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Parametric Empirical Bayes Estimation of A Constant Hazard with Right Censored Data

  • Mashayekhi, Mostafa
    • International Journal of Reliability and Applications
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    • v.2 no.1
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    • pp.49-56
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    • 2001
  • In this paper we consider empirical Bayes estimation of the hazard rate and survival probabilities with right censored data under the assumption that the hazard function is constant over the period of observation and the prior distribution is gamma. We provide an estimator of the first derivative of the prior moment generating function that converges at each point to the true value in $L_2$ and use it to obtain, easy to compute, asymptotically optimal estimators under the squared error loss function.

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Bayesian Estimators Using Record Statistics of Exponentiated Inverse Weibull Distribution

  • Kim, Yong-Ku;Seo, Jung-In;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.479-493
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    • 2012
  • The inverse Weibull distribution(IWD) is a complementary Weibull distribution and plays an important role in many application areas. In this paper, we develop a Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution(EIWD). We obtained Bayesian estimators through the squared error loss function (quadratic loss) and LINEX loss function. This is done with respect to the conjugate priors for shape and scale parameters. The results may be of interest especially when only record values are stored.

Estimation of entropy of the inverse weibull distribution under generalized progressive hybrid censored data

  • Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.3
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    • pp.659-668
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    • 2017
  • The inverse Weibull distribution (IWD) can be readily applied to a wide range of situations including applications in medicines, reliability and ecology. It is generally known that the lifetimes of test items may not be recorded exactly. In this paper, therefore, we consider the maximum likelihood estimation (MLE) and Bayes estimation of the entropy of a IWD under generalized progressive hybrid censoring (GPHC) scheme. It is observed that the MLE of the entropy cannot be obtained in closed form, so we have to solve two non-linear equations simultaneously. Further, the Bayes estimators for the entropy of IWD based on squared error loss function (SELF), precautionary loss function (PLF), and linex loss function (LLF) are derived. Since the Bayes estimators cannot be obtained in closed form, we derive the Bayes estimates by revoking the Tierney and Kadane approximate method. We carried out Monte Carlo simulations to compare the classical and Bayes estimators. In addition, two real data sets based on GPHC scheme have been also analysed for illustrative purposes.

Nonparametric Bayesian estimation on the exponentiated inverse Weibull distribution with record values

  • Seo, Jung In;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.611-622
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    • 2014
  • The inverse Weibull distribution (IWD) is the complementary Weibull distribution and plays an important role in many application areas. In Bayesian analysis, Soland's method can be considered to avoid computational complexities. One limitation of this approach is that parameters of interest are restricted to a finite number of values. This paper introduce nonparametric Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution (EIWD). In stead of Soland's conjugate piror, stick-breaking prior is considered and the corresponding Bayesian estimators under the squared error loss function (quadratic loss) and LINEX loss function are obtained and compared with other estimators. The results may be of interest especially when only record values are stored.

A study on loss combination in time and frequency for effective speech enhancement based on complex-valued spectrum (효과적인 복소 스펙트럼 기반 음성 향상을 위한 시간과 주파수 영역 손실함수 조합에 관한 연구)

  • Jung, Jaehee;Kim, Wooil
    • The Journal of the Acoustical Society of Korea
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    • v.41 no.1
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    • pp.38-44
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    • 2022
  • Speech enhancement is performed to improve intelligibility and quality of the noise-corrupted speech. In this paper, speech enhancement performance was compared using different loss functions in time and frequency domains. This study proposes a combination of loss functions to utilize advantage of each domain by considering both the details of spectrum and the speech waveform. In our study, Scale Invariant-Source to Noise Ratio (SI-SNR) is used for the time domain loss function, and Mean Squared Error (MSE) is used for the frequency domain, which is calculated over the complex-valued spectrum and magnitude spectrum. The phase loss is obtained using the sin function. Speech enhancement result is evaluated using Source-to-Distortion Ratio (SDR), Perceptual Evaluation of Speech Quality (PESQ), and Short-Time Objective Intelligibility (STOI). In order to confirm the result of speech enhancement, resulting spectrograms are also compared. The experimental results over the TIMIT database show the highest performance when using combination of SI-SNR and magnitude loss functions.

3D Cross-Modal Retrieval Using Noisy Center Loss and SimSiam for Small Batch Training

  • Yeon-Seung Choo;Boeun Kim;Hyun-Sik Kim;Yong-Suk Park
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.18 no.3
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    • pp.670-684
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    • 2024
  • 3D Cross-Modal Retrieval (3DCMR) is a task that retrieves 3D objects regardless of modalities, such as images, meshes, and point clouds. One of the most prominent methods used for 3DCMR is the Cross-Modal Center Loss Function (CLF) which applies the conventional center loss strategy for 3D cross-modal search and retrieval. Since CLF is based on center loss, the center features in CLF are also susceptible to subtle changes in hyperparameters and external inferences. For instance, performance degradation is observed when the batch size is too small. Furthermore, the Mean Squared Error (MSE) used in CLF is unable to adapt to changes in batch size and is vulnerable to data variations that occur during actual inference due to the use of simple Euclidean distance between multi-modal features. To address the problems that arise from small batch training, we propose a Noisy Center Loss (NCL) method to estimate the optimal center features. In addition, we apply the simple Siamese representation learning method (SimSiam) during optimal center feature estimation to compare projected features, making the proposed method robust to changes in batch size and variations in data. As a result, the proposed approach demonstrates improved performance in ModelNet40 dataset compared to the conventional methods.