• Title/Summary/Keyword: 가우시안 선형모형

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Equivalence study of canonical correspondence analysis by weighted principal component analysis and canonical correspondence analysis by Gaussian response model (가중주성분분석을 활용한 정준대응분석과 가우시안 반응 모형에 의한 정준대응분석의 동일성 연구)

  • Jeong, Hyeong Chul
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.945-956
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    • 2021
  • In this study, we considered the algorithm of Legendre and Legendre (2012), which derives canonical correspondence analysis from weighted principal component analysis. And, it was proved that the canonical correspondence analysis based on the weighted principal component analysis is exactly the same as Ter Braak's (1986) canonical correspondence analysis based on the Gaussian response model. Ter Braak (1986)'s canonical correspondence analysis derived from a Gaussian response curve that can explain the abundance of species in ecology well uses the basic assumption of the species packing model and then conducts generalized linear model and canonical correlation analysis. It is derived by way of binding. However, the algorithm of Legendre and Legendre (2012) is calculated in a method quite similar to Benzecri's correspondence analysis without such assumptions. Therefore, if canonical correspondence analysis based on weighted principal component analysis is used, it is possible to have some flexibility in using the results. In conclusion, this study shows that the two methods starting from different models have the same site scores, species scores, and species-environment correlations.

Introduction to the Indian Buffet Process: Theory and Applications (인도부페 프로세스의 소개: 이론과 응용)

  • Lee, Youngseon;Lee, Kyoungjae;Lee, Kwangmin;Lee, Jaeyong;Seo, Jinwook
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.251-267
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    • 2015
  • The Indian Buffet Process is a stochastic process on equivalence classes of binary matrices having finite rows and infinite columns. The Indian Buffet Process can be imposed as the prior distribution on the binary matrix in an infinite feature model. We describe the derivation of the Indian buffet process from a finite feature model, and briefly explain the relation between the Indian buffet process and the beta process. Using a Gaussian linear model, we describe three algorithms: Gibbs sampling algorithm, Stick-breaking algorithm and variational method, with application for finding features in image data. We also illustrate the use of the Indian Buffet Process in various type of analysis such as dyadic data analysis, network data analysis and independent component analysis.

A case study for the dispersion parameter modification of the Gaussian plume model using linear programming (Linear Programming을 이용한 가우시안 모형의 확산인자 수정에 관한 사례연구)

  • Jeong, Hyo-Joon;Kim, Eun-Han;Suh, Kyung-Suk;Hwang, Won-Tae;Han, Moon-Hee
    • Journal of Radiation Protection and Research
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    • v.28 no.4
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    • pp.311-319
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    • 2003
  • We developed a grid-based Gaussian plume model to evaluate tracer release data measured at Young Gwang nuclear site in 1996. Downwind distance was divided into every 10m from 0.1km to 20km, and crosswind distance was divided into every 10m centering released point from -5km to 5km. We determined dispersion factors, ${\sigma}_y\;and\;{\sigma}_z$ using Pasquill-Gifford method computed by atmospheric stability. Forecasting ability of the grid-based Gaussian plume model was better at the 3km away from the source than 8km. We confirmed that dispersion band must be modified if receptor is far away from the source, otherwise P-G method is not appropriate to compute diffusion distance and diffusion strength in case of growing distance. So, we developed an empirical equation using linear programming. An objective function was designed to minimize sum of the absolute value between observed and computed values. As a result of application of the modified dispersion equation, prediction ability was improved rather than P-G method.

Patent Keyword Analysis using Gamma Regression Model and Visualization

  • Jun, Sunghae
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.8
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    • pp.143-149
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    • 2022
  • Since patent documents contain detailed results of research and development technologies, many studies on various patent analysis methods for effective technology analysis have been conducted. In particular, research on quantitative patent analysis by statistics and machine learning algorithms has been actively conducted recently. The most used patent data in quantitative patent analysis is technology keywords. Most of the existing methods for analyzing the keyword data were models based on the Gaussian probability distribution with random variable on real space from negative infinity to positive infinity. In this paper, we propose a model using gamma probability distribution to analyze the frequency data of patent keywords that can theoretically have values from zero to positive infinity. In addition, in order to determine the regression equation of the gamma-based regression model, two-mode network is constructed to visualize the technological association between keywords. Practical patent data is collected and analyzed for performance evaluation between the proposed method and the existing Gaussian-based analysis models.

2D random walk와 세포 확산 비교 연구

  • Gwon, Tae-Jin
    • Proceeding of EDISON Challenge
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    • 2015.03a
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    • pp.53-60
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    • 2015
  • 본 연구에서는 random walk하는 입자와 암세포 확산을 비교하여 Fick's law를 따르는 확산 모형과 암세포 확산의 차이를 밝힌다. 암세포 확산은 암 전이 메커니즘을 이해하는데 매우 중요하다. 하지만 아직까지 암세포 확산은 정확하게 이해되지 않고 있다. 따라서 이번 연구에서는 가장 간단한 2차원 random walk와 암세포 확산을 비교하고, 동역학적인 차이를 규명해 암세포 확산을 이해하고자 한다. Random walk하는 입자는 EDISON 전산화학 전문센터의 프로그램 중 dynamic Monte Carlo(dynamic MC) 전산 모사 소프트웨어를 이용하여 2차원에서 움직이는 레나드-존스 입자의 운동을 통해 살펴보았다. 암세포 확산은 실제 암세포의 시간에 따른 위치 변화 정보 (세포의 궤적)를 직접 구하여 분석하였다. Dynamic MC 결과는 Fickian 확산 모형을 잘 따르는 것을 평균 제곱 거리와 밀도 함수를 통해 확인할 수 있었다. 암세포 확산의 경우 평균 제곱 거리는 시간에 대해서 선형적으로 비례하지만 밀도 함수는 가우시안 형태로 나오지 않으며 Fick's law를 따르는 확산 모형과 다른 확산 형태를 보인다. 이러한 확산 형태는 암세포의 동역학적인 다양성 때문에 나타나며 각각의 암세포가 다른 운동성을 가지는 것에 기인하는 것으로 보인다.

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Linear programming models using a Dantzig type risk for portfolio optimization (Dantzig 위험을 사용한 포트폴리오 최적화 선형계획법 모형)

  • Ahn, Dayoung;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.229-250
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    • 2022
  • Since the publication of Markowitz's (1952) mean-variance portfolio model, research on portfolio optimization has been conducted in many fields. The existing mean-variance portfolio model forms a nonlinear convex problem. Applying Dantzig's linear programming method, it was converted to a linear form, which can effectively reduce the algorithm computation time. In this paper, we proposed a Dantzig perturbation portfolio model that can reduce management costs and transaction costs by constructing a portfolio with stable and small (sparse) assets. The average return and risk were adjusted according to the purpose by applying a perturbation method in which a certain part is invested in the existing benchmark and the rest is invested in the assets proposed as a portfolio optimization model. For a covariance estimation, we proposed a Gaussian kernel weight covariance that considers time-dependent weights by reflecting time-series data characteristics. The performance of the proposed model was evaluated by comparing it with the benchmark portfolio with 5 real data sets. Empirical results show that the proposed portfolios provide higher expected returns or lower risks than the benchmark. Further, sparse and stable asset selection was obtained in the proposed portfolios.

Classification Model of Chronic Gastritis According to The Feature Extraction Method of Radial Artery Pulse Signal (맥파의 특징점 추출 방법에 따른 만성위염 판별 모형)

  • Choi, Sang-Ho;Shin, Ki-Young;Kim, Jeauk;Jin, Seung-Oh;Lee, Tea-Bum
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.1
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    • pp.185-194
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    • 2014
  • One in every 10 persons suffer from chronic gastritis in Korea. Endoscopy is most commonly used to diagnose the chronic gastritis. Endoscopic diagnosis is precise but it is accompanied with pain and high cost. According to pulse diagnosis in Traditional East Asian Medicine, health problems in stomach can be diagnosed with radial pulse signals in 'Guan' location in the right wrist, which are non-invasive and cost-effective. In this study, we developed a classification model of chronic gastritis using pulse signals in right 'Guan' location. We used both linear discrimination method and logistic regression model with respect to pulse features obtained with a peak-valley detection algorithm and a Gaussian model. As a result, we obtained sensitivity ranged between 77%~89% and specificity ranged between 72%~83% depending on classification models and feature extraction methods, and the average classification rates were approximately 80%, irrespective of the models. Specifically, the Gaussian model were featured by superior sensitivities (89.1% and 87.5%) while the peak-valley detection method showed superior specificities (82.8% and 81.3%), and the average classification rate (sensitivity + specificity) of the Gaussian model was 80.9% which was 1.2% ahead of the peak-valley method. In conclusion, we obtained a reliable classification model for the chronic gastritis based on the radial pulse feature extraction algorithms, where the Gaussian model was featured by outperformed sensitivity and the peak-valley method was featured by outperformed specificity.

A Study on Hull-Form Design for Ships Operated at Two Speeds (두 가지 속도에서 운항하는 선박의 형상설계에 관한 연구)

  • Kim, Tae Hoon;Choi, Hee Jong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.24 no.4
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    • pp.467-474
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    • 2018
  • The purpose of this study is related to automatic hull-form design for ships operating at two speeds. Research was conducted using a series 60 ($C_B=0.6$) ship as a target, which has the most basic ship hull-form. Hull-form development was pursued from the viewpoint of improving resistance performance. In particular, automatic hull-form design for a ship was performed to improve wave resistance, which is closely related to hull-forms. For this purpose, we developed automatic hull-form design software for ships by combining an optimization technique, resistance prediction technique and hull-form modification technique, appling the software developed to a target ship. A sequential quadratic programming method was used for optimization, and a potential-based panel method was used to predict resistance performance. A Gaussian-type modification function was developed and applied to change the ship hull-form. The software developed was used to design a target ship operating at two different speeds, and the performance of the resulting optimized hull was compared with the results of the original hull. In order to verify the validity of the program developed, experimental results obtained in model tests were compared with calculated values by numerical analysis.

Convergence Implementing Emotion Prediction Neural Network Based on Heart Rate Variability (HRV) (심박변이도를 이용한 인공신경망 기반 감정예측 모형에 관한 융복합 연구)

  • Park, Sung Soo;Lee, Kun Chang
    • Journal of the Korea Convergence Society
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    • v.9 no.5
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    • pp.33-41
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    • 2018
  • The purpose of this study is to develop more accurate and robust emotion prediction neural network (EPNN) model by combining heart rate variability (HRV) and neural network. For the sake of improving the prediction performance more reliably, the proposed EPNN model is based on various types of activation functions like hyperbolic tangent, linear, and Gaussian functions, all of which are embedded in hidden nodes to improve its performance. In order to verify the validity of the proposed EPNN model, a number of HRV metrics were calculated from 20 valid and qualified participants whose emotions were induced by using money game. To add more rigor to the experiment, the participants' valence and arousal were checked and used as output node of the EPNN. The experiment results reveal that the F-Measure for Valence and Arousal is 80% and 95%, respectively, proving that the EPNN yields very robust and well-balanced performance. The EPNN performance was compared with competing models like neural network, logistic regression, support vector machine, and random forest. The EPNN was more accurate and reliable than those of the competing models. The results of this study can be effectively applied to many types of wearable computing devices when ubiquitous digital health environment becomes feasible and permeating into our everyday lives.