• Title/Summary/Keyword: stochastic estimation

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MOTION ESTIMATION METHOD BY EMPLOYING A STOCHASTIC SAMPLING TECHNIQUE

  • Seok, Jinwuk;Mah, Pyeong-Soo;Son, Yongki
    • Proceedings of the Korea Multimedia Society Conference
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    • 2003.11b
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    • pp.1006-1009
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    • 2003
  • In a motion estimation method for use in encoding a moving picture, a full-pixel motion vector is estimated by stochastically sampling a pixel to be processed in a predetermined-sized block of a previous frame or a next frame as a reference frame for each of a plurality of equal-sized blocks in a current frame. Then, a half-pixel motion vector is estimated based on the full-pixel motion vector. Accordingly, both the calculation amount and the calculation time required for the motion estimation are effectively reduced. Further, it can be prevented that the hardware becomes complicated. .

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Estimation of smooth monotone frontier function under stochastic frontier model (확률프런티어 모형하에서 단조증가하는 매끄러운 프런티어 함수 추정)

  • Yoon, Danbi;Noh, Hohsuk
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.665-679
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    • 2017
  • When measuring productive efficiency, often it is necessary to have knowledge of the production frontier function that shows the maximum possible output of production units as a function of inputs. Canonical parametric forms of the frontier function were initially considered under the framework of stochastic frontier model; however, several additional nonparametric methods have been developed over the last decade. Efforts have been recently made to impose shape constraints such as monotonicity and concavity on the non-parametric estimation of the frontier function; however, most existing methods along that direction suffer from unnecessary non-smooth points of the frontier function. In this paper, we propose methods to estimate the smooth frontier function with monotonicity for stochastic frontier models and investigate the effect of imposing a monotonicity constraint into the estimation of the frontier function and the finite dimensional parameters of the model. Simulation studies suggest that imposing the constraint provide better performance to estimate the frontier function, especially when the sample size is small or moderate. However, no apparent gain was observed concerning the estimation of the parameters of the error distribution regardless of sample size.

A variance learning neural network for confidence estimation (신뢰도 추정을 위한 분산 학습 신경 회로망)

  • 조영빈;권대갑;이경래
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.1173-1176
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    • 1996
  • Multilayer feedforward networks may be applied to identify the deterministic relationship between input and output data. When the results from the network require a high level of assurance, considering of the stochastic relationship between the data may be very important. The variance is one of the useful parameters to represent the stochastic relationship. This paper presents a new algorithm for a multilayer feedforward network to learn the variance of dispersed data without preliminary calculation of variance. In this paper, the network with this learning algorithm is named as a variance learning neural network(VALEAN). Computer simulation examples are utilized for the demonstration and the evaluation of VALEAN.

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A Study on Estimation of the Probability Distribution of Fatigue Crack Growth Life for Steels (강의 피로균열전파수명의 확률분포 추정에 관한 연구)

  • 김선진;윤성환;전창환;정규연;안석환
    • Proceedings of the Korea Committee for Ocean Resources and Engineering Conference
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    • 2000.04a
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    • pp.40-45
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    • 2000
  • Presented are the estimation of the probability distribution of fatigue crack growth life and reliability assessment of structures by simulating material resistance to fatigue crack growth along a crack path. The material resistance is treated as a Weibull stochastic process. A non-Gaussian stochastic fields simulation method proposed by Shimozuka, et al is applied with the statistical data obtained experimentally. Test results are obtained for $\Delta$K constant amplitude load in tension with stress ratio of R=0.2 and three specimen thicknesses of 6, 12 and 18mm. This simulation method is useful to estimate the probability distribution of fatigue crack growth life and the smallest life.

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Bayes and Sequential Estimation in Hilbert Space Valued Stochastic Differential Equations

  • Bishwal, J.P.N.
    • Journal of the Korean Statistical Society
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    • v.28 no.1
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    • pp.93-106
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    • 1999
  • In this paper we consider estimation of a real valued parameter in the drift coefficient of a Hilbert space valued Ito stochastic differential equation. First we consider observation of the corresponding diffusion in a fixed time interval [0, T] and prove the Bernstein - von Mises theorem concerning the convergence of posterior distribution of the parameter given the observation, suitably normalised and centered at the MLE, to the normal distribution as Tlongrightarrow$\infty$. As a consequence, the Bayes estimator of the drift parameter becomes asymptotically efficient and asymptotically equivalent to the MLE as Tlongrightarrow$\infty$. Next, we consider observation in a random time interval where the random time is determined by a predetermined level of precision. We show that the sequential MLE is better than the ordinary MLE in the sense that the former is unbiased, uniformly normally distributed and efficient but is latter is not so.

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A Study on Estimation of the Probability Distribution of Fatigue Crack Growth Life for Steels (강의 피로균열전파수명의 확률분포 추정에 관한 연구)

  • 김선진;윤성환;전창환;김일석
    • Journal of Ocean Engineering and Technology
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    • v.14 no.4
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    • pp.73-78
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    • 2000
  • Presented are the estimation of the probability distribution of fatigue crack growth life and reliability assessment of structures by simulating material resistance to fatigue crack growth along a crack path. The material resistance is treated as a Weibull stochastic process. A non-Gaussian stochastic fields simulation method proposed by shimozuka, et al is applied with the statistical data obtained experimentally. Test results are obtained for $\delta K$ constant amplitude load in tension with stress ratio of R=0.2 and three specimen thicknesses of 6,12 and 18mm. This simulation method is useful to estimate the probability distribution of fatigue crack growth life and the smallest life.

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Storage Capacity Estimation for Automated Storage/Retrieval Systems under Stochastic Demand (확률적 수요하에서의 자동창고의 필요 저장능력 추정)

  • Cho, Myeon-Sig;Bozer, Yavuz-A.
    • Journal of Korean Institute of Industrial Engineers
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    • v.27 no.2
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    • pp.169-175
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    • 2001
  • Most of studies on automated storage/retrieval (AS/R) system assumed that storage capacity is given, although it is a very important decision variable in the design phase. We propose a simple algorithm to estimate the required storage capacity, i.e., number of aisles and number of openings in vertical and horizontal directions in each aisle, of an AS/R system under stochastic demand, in which storage requests occur endogenously and exogenously while the retrieval requests occur endogenously from the machines. Two design criteria, maximum permissible overflow probability and maximum allowable storage/retrieval (S/R) machine utilization, are used to compute the storage capacity. This model can be effectively used in the design phase of new AS/R systems.

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A Variance Learning Neural Network for Confidence Estimation (신뢰도 추정을 위한 분산 학습 신경 회로망)

  • Cho, Young B.;Gweon, D.G.
    • Journal of the Korean Society for Precision Engineering
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    • v.14 no.6
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    • pp.121-127
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    • 1997
  • Multilayer feedforward networks may be applied to identify the deterministic relationship between input and output data. When the results from the network require a high level of assurance, consideration of the stochastic relationship between the input and output data may be very important. Variance is one of the effective parameters to deal with the stochastic relationship. This paper presents a new algroithm for a multilayer feedforward network to learn the variance of dispersed data without preliminary calculation of variance. In this paper, the network with this learning algorithm is named as a variance learning neural network(VALEAN). Computer simulation examples are utilized for the demonstration and the evaluation of VALEAN.

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A Note on Estimation Under Discrete Time Observations in the Simple Stochastic Epidemic Model

  • Oh, Chang-Hyuck
    • Journal of the Korean Statistical Society
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    • v.22 no.1
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    • pp.133-138
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    • 1993
  • We consider two estimators of the infection rate in the simple stochastic epidemic model. It is shown that the maximum likelihood estimator of teh infection rate under the discrete time observation does not have the moment of any positive order. Some properties of the Choi-Severo estimator, an approximation to the maximum likelihood estimator, are also investigated.

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INFERENCE AFTER STOCHASTIC REGRESSION IMPUTATION UNDER RESPONSE MODEL

  • Kim, Jae-Kwang;Kim, Yong-Dai
    • Journal of the Korean Statistical Society
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    • v.32 no.2
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    • pp.103-119
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    • 2003
  • Properties of stochastic regression imputation are discussed under the uniform within-cell response model. Variance estimator is proposed and its asymptotic properties are discussed. A limited simulation is also presented.