• 제목/요약/키워드: unbiased estimation

검색결과 147건 처리시간 0.021초

SMOOTH SINGULAR VALUE THRESHOLDING ALGORITHM FOR LOW-RANK MATRIX COMPLETION PROBLEM

  • Geunseop Lee
    • 대한수학회지
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    • 제61권3호
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    • pp.427-444
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    • 2024
  • The matrix completion problem is to predict missing entries of a data matrix using the low-rank approximation of the observed entries. Typical approaches to matrix completion problem often rely on thresholding the singular values of the data matrix. However, these approaches have some limitations. In particular, a discontinuity is present near the thresholding value, and the thresholding value must be manually selected. To overcome these difficulties, we propose a shrinkage and thresholding function that smoothly thresholds the singular values to obtain more accurate and robust estimation of the data matrix. Furthermore, the proposed function is differentiable so that the thresholding values can be adaptively calculated during the iterations using Stein unbiased risk estimate. The experimental results demonstrate that the proposed algorithm yields a more accurate estimation with a faster execution than other matrix completion algorithms in image inpainting problems.

An Estimation of The Unknown Theory Constants Using A Simulation Predictor

  • 박정수
    • 한국시뮬레이션학회논문지
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    • 제2권1호
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    • pp.125-133
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    • 1993
  • A statistical method is described for estimation of the unknown constants in a theory using both of the computer simulation data and the real experimental data, The best linear unbiased predictor based on a spatial linear model is fitted from the computer simulation data alone. Then nonlinear least squares estimation method is applied to the real experimental data using the fitted prediction model as if it were the true simulation model. An application to the computational nuclear fusion devices is presented, where the nonlinear least squares estimates of four transport coefficients of the theoretical nuclear fusion model are obtained.

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이중추출에서 모평균 추정 (Mean Estimation in Two-phase Sampling)

  • 김규성;김진석;이선순
    • 응용통계연구
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    • 제14권1호
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    • pp.13-24
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    • 2001
  • 이중추출에서 모평균 추정방법을 고찰하였다. 전통적으로 널리 쓰이는 비추정량과 회귀추정량 그리고 비례배분 및 Rao 배분을 한 후의 층화평균에 대하여 주어진 기대 비용에서 최적의 표본수, 최소분산 및 분산추정량을 살펴보았다. 또한 비추정 및 층화의 효과를 모두 내포하는 결합비 추정량을 제안하고 주어진 기대 비용에서 최적의 표본수 및 최소분산을 유도하였고 분산추정량을 구하였다. 그리고 제한된 모의실험을 통하여 비추정량, 층화평균 및 결합비 추정량의 효율을 비교하였다. 모의실험 결과 비추정량과 층화평균은 경우에 따라 효율이 다르게 나타난 반면, 결합비 추정량은 대체로 두 방법보다 효율이 우수하게 나타나 결합비 추정량이 이중추출에 유용하게 쓰일 수 있음을 보였다.

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이산 시변 상태공간 모델을 위한 최적 고정 시간 지연 FIR 평활기 (An Optimal Fixed-lag FIR Smoother for Discrete Time-varying State Space Models)

  • 권보규;한수희
    • 제어로봇시스템학회논문지
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    • 제20권1호
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    • pp.1-5
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    • 2014
  • In this paper, we propose an optimal fixed-lag FIR (Finite-Impulse-Response) smoother for a class of discrete time-varying state-space signal models. The proposed fixed-lag FIR smoother is linear with respect to inputs and outputs on the recent finite horizon and estimates the delayed state so that the variance of the estimation error is minimized with the unbiased constraint. Since the proposed smoother is derived with system inputs, it can be adapted to feedback control system. Additionally, the proposed smoother can give more general solution than the optimal FIR filter, because it reduced to the optimal FIR filter by setting the fixed-lag size as zero. A numerical example is presented to illustrate the performance of the proposed smoother by comparing with an optimal FIR filter and a conventional fixed-lag Kalman smoother.

Microsatellite Marker를 사용한 한우 품종 식별력 및 유전적 특성 분석 (Estimation of Genetic Characteristic and Cumulative Power of Breed Discrimination Using Microsatellite Markers in Hanwoo)

  • 오재돈;이진아;공홍식;박경도;윤두학;전광주;이학교
    • 한국수정란이식학회지
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    • 제23권3호
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    • pp.203-209
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    • 2008
  • To estimate the genetic characteristics and cumulative power of discrimination (CPD) existing among Hanwoo (Korean cattle) and exotic foreign population (Angus, Herford, Charolais, Holstein) we used a total of 414 genomic DNAs from five breeds population (Hanwoo, Angus, Hereford, Charolais, Holstein). Genetic characteristics indices including mean allele number among loci, unbiased heterozygosity ($h_i$) within locus and polymorphic information content (PIC) and unbiased average heterozygosity (H) among loci in four breeds were calculated using the generated allele frequencies by each marker. The mean allele numbers for all loci ranged between 5 and 7 while heterozygosity (H) ranged from 0.75 (HW) to 0.64 (HF) among loci and across breeds heterozygosity (H) was 0.69. The generated unbiased average heterozygosity among loci in each breed was integrated to the global formula of CPD resulting in 99.71 % within the populations. The genetic variation of HW (Hanwoo) showed highest estimates among the analyzed breeds.

로그정규분포의 엔트로피에 대한 두 모수적 추정량의 비교 (Comparison of Two Parametric Estimators for the Entropy of the Lognormal Distribution)

  • 최병진
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.625-636
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    • 2011
  • 본 논문에서는 로그정규분포의 엔트로피에 대한 모수적 추정량으로 최소분산비편향추정량과 최대가능도추정량을 제시하고 성질을 비교한다. 각 추정량의 분산을 유도해서 일치성을 밝히고 최대가능도 추정량의 편향이 추정에 미치는 영향을 분석한다. 델타근사방법을 이용해서 얻은 추정량의 분포를 제시하고 적합도 평가를 통한 유도한 분포의 확증을 위해서 모의실험을 수행한다. 평균제곱오차에 의한 상대적 효율성에 대한 조사를 통해 두 추정량의 성능을 비교한다. 모의실험의 결과에서 최소분산비편향추정량은 최대가능도 추정량보다 더 좋은 효율을 보이는 것으로 나타나며, 특히 표본크기와 분산이 동시에 작아짐에 따라 효율이 점점 높아지게 되어 월등히 나은 성능을 발휘함을 볼 수 있다.

Efficient Sequential Estimation in a Compound Poisson Process

  • Bai, Do-Sun;Kim, Myung-Soo;Jang, Joong-Soon
    • Journal of the Korean Statistical Society
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    • 제15권2호
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    • pp.87-96
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    • 1986
  • Sequential estimation of parameters in a compound Poisson process whose jump sizes are one-parameter exponential class random variables is discussed. Cramer-Rao type information inequality is used as an efficiency cirterion. Unbiased estimators for certain parametric functions whose variance attain the lower bound are all characterized with the corresponding sampling plans.

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Reliability Estimation for a Shared-Load System Based on Freund Model

  • Hong, Yeon-Woong;Lee, Jae-Man;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제6권2호
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    • pp.1-7
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    • 1995
  • This paper considers the reliability estimation of a two-component shared-load system based on Freund model. Maximum likelihood estimator, order restricted maximum likelihood estimator and uniformly minimum variance unbiased estimator of the reliability function for the system are obtained. Performance of three estimators for moderate sample sizes is studied by simulation.

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On the Estimation of Fraction Defectives

  • Kim, Seong-in
    • 품질경영학회지
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    • 제8권2호
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    • pp.3-14
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    • 1980
  • This paper is concerned with the design of an appropriate sampling plan or stopping rule and the construction of estimate for the estimation of process or lot fraction defective. Various sampling plans which are well known or have potential applications are unified into a generalized sampling plan. Under this sampling plan sufficient statistic, probability distribution, moment, and minimum variance unbiased estimate are obtained. Results for various sampling plans can be derived as special cases. Then, under given parameter values, the relative efficiencies of the various sampling plans are compared with respect to expected sample sizes and variances of estimates.

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