• Communications for Statistical Applications and Methods
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• 제9권3호
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• pp.619-627
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• 2002

It is unpractical for the optimal design theory based on the given model and assumption to be applied to the real-world experimentation. Particularly, when the experimenter feels it necessary to consider multiple objectives in experimentation, its modified version of optimality criteria is indeed desired. The constrained optimal design is one of many methods developed in this context. But when the number of constraints exceeds two, there always exists a problem in specifying the lower limit for the efficiencies of the constraints because the “infeasible solution” issue arises very quickly. In this paper, we developed a sequential approach to tackle this problem assuming that all the constraints can be ranked in terms of importance. This approach has been applied to the polynomial regression model.

• 정보과학회 논문지
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• 제44권1호
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• pp.63-70
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• 2017

본 논문에서는 확률적 보상과 유효성을 갖고, 매 시간 유효한 arm들의 집합이 변하는 sleeping bandit 문제를 해결하는 다수의 전략들의 집합 ${\Phi}$가 주어졌을 때, 이들을 융합하는 문제를 고려하고, 이 문제를 해결하기 위한 융합 알고리즘 sleepComb(${\Phi}$)를 제안한다. 제안된 알고리즘인 sleepComb(${\Phi}$)는 확률적(stochastic) multi-armed bandit 문제를 해결하는 매개변수 기반 휴리스틱으로 잘 알려진 ${\epsilon}_t$-greedy의 확률적 스위칭 기법을 바탕으로 매 시간 적절한 전략을 선택하는 알고리즘이다. 시퀀스 {${\epsilon}_t$}와 전략들에 대한 적절한 조건이 주어졌을 때, 알고리즘 sleepComb(${\Phi}$)는 sleeping bandit 문제에 대해 적절히 정의된 "best" 전략으로 수렴한다. 실험을 통해 이 알고리즘이 "best" 전략으로 수렴한다는 사실을 확인하고, 기존의 다른 융합 알고리즘보다 "best" 전략으로 더 빠르게 수렴함과 "best" 전략을 선택하는 비율이 더 높음을 보인다.

• Journal of applied mathematics & informatics
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• 제30권3_4호
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• pp.413-428
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• 2012

Every contingent claim is unable to be replicated in the incomplete markets. Shortfall risk is considered with some risk exposure. We show how the dynamic optimization problem with the capital constraint can be reduced to the problem to find an optimal modified claim $\tilde{\psi}H$ where$\tilde{\psi}H$ is a randomized test in the static problem. Convex and coherent risk measures defined in the Orlicz hearts spaces, $M^{\Phi}$, are used as risk measure. It can be shown that we have the same results as in [21, 22] even though convex and coherent risk measures defined in the Orlicz hearts spaces, $M^{\Phi}$, are used. In this paper, we use Fenchel duality Theorem in the literature to deduce necessary and sufficient optimality conditions for the static optimization problem using convex duality methods.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.1-10
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• 2006

Many of statistical experimental designs have multiple goals. It is often impractical to use the single-objective criterion for this purpose. It is necessary to modify the existing optimum experimental design criteria. There exist three criteria handling this problem in general: compound, constrained, maxi-min approach. This paper extends Kahng and Kim's idea to develop another approach to incorporate several experimental design criteria in accordance of their importance in practical way. Furthermore this paper investigate its relationship with the maxi-min approach. It shows logically that the often realized infeasibility can be still avoided with the rank of importance of the objectives intact.

• 대한음성학회:학술대회논문집
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• 대한음성학회 1996년도 10월 학술대회지
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• pp.246-246
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• 1996

Purpose: Some of the properties of the prosodic phrasing and some acoustic and phonological effects of contrastive focus on the tonal pattern of Seoul Korean is explored based on a brief experiment of analyzing the fundamental frequency(=FO) contour of the speech of the author. Data Base and Analysis Procedures: The examples were chosen to contain mostly nasal and liquid consonants, since it is difficult to track down the formants in stops and fricatives during their corresponding consonantal intervals and stops may yield an effect of unwanted increase in the FO value due to their burst into the following vowel. All examples were recorded three times and the spectrum of the most stable repetition was generated, from which the FO contour of each sentence was obtained, the peaks with a value higher than 250Hz being interpreted as a high tone (=H). The result is then discussed within the prosodic hierarchy framework of Selkirk (1986) and compared with the tonal pattern of the Northern Kyungsang dialect of Korean reported in Kenstowicz & Sohn (1996). Prosodic Phrasing: In N.K. Korean, H never appears both on the object and on the verb in a neutral sentence, which indicates the object and the verb form a single Phonological Phrase ($={\phi}$), given that there is only one pitch peak for each $={\phi}$. However, Seoul Korean shows that both the object and the verb have H of their own, indicating that they are not contained in one $={\phi}$. This violates the Optimality constraint of Wrap-XP (=Enclose a lexical head and its arguments in one $={\phi}$), while N.K. Korean obeys the constraint by grouping a VP in a single $={\phi}$. This asymmetry can be resolved through a constraint that favors the separate grouping of each lexical category and is ranked higher than Wrap-XP in Seoul Korean but vice versa in N.K. Korean; $Align-x^{lex}$ (=Align the left edge of a lexical category with that of a $={\phi}$). (1) nuna-ka manll-ll mEk-nIn-ta ('sister-NOM garlic-ACC eat-PRES-DECL') a. (LLH) (LLH) (HLL) ----Seoul Korean b. (LLH) (LLL LHL) ----N.K. Korean Focus and Phrasing: Two major effects of contrastive focus on phonological phrasing are found in Seoul Korean: (a) the peak of an Intonatioanl Phrase (=IP) falls on the focused element; and (b) focus has the effect of deleting all the following prosodic structures. A focused element always attracts the peak of IP, showing an increase of approximately 30Hz compared with the peak of a non-focused IP. When a subject is focused, no H appears either on the object or on the verb and a focused object is never followed by a verb with H. The post-focus deletion of prosodic boundaries is forced through the interaction of StressFocus (=If F is a focus and DF is its semantic domain, the highest prominence in DF will be within F) and Rightmost-IP (=The peak of an IP projects from the rightmost $={\phi}$). First Stress-F requires the peak of IP to fall on the focused element. Then to avoid violating Rightmost-IP, all the boundaries after the focused element should delete, minimizing the number of $={\phi}$'s intervening from the right edge of IP. (2) (omitted) Conclusion: In general, there seems to be no direct alignment constraints between the syntactically focused element and the edge of $={\phi}$ determined in phonology; all the alignment effects come from a single requirement that the peak of IP projects from the rightmost $={\phi}$ as proposed in Truckenbrodt (1995).