• The Korean Journal of Applied Statistics
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• v.34 no.6
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• pp.905-922
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• 2021

Cluster analysis is one of unsupervised learning techniques used for discovering clusters when there is no prior knowledge of group membership. K-means, one of the commonly used cluster analysis techniques, may fail when the number of variables becomes large. In such high-dimensional cases, it is common to perform tandem analysis, K-means cluster analysis after reducing the number of variables using dimension reduction methods. However, there is no guarantee that the reduced dimension reveals the cluster structure properly. Principal component analysis may mask the structure of clusters, especially when there are large variances for variables that are not related to cluster structure. To overcome this, techniques that perform dimension reduction and cluster analysis simultaneously have been suggested. This study proposes probabilistic reduced K-means, the transition of reduced K-means (De Soete and Caroll, 1994) into a probabilistic framework. Simulation shows that the proposed method performs better than tandem clustering or clustering without any dimension reduction. When the number of the variables is larger than the number of samples in each cluster, probabilistic reduced K-means show better formation of clusters than non-probabilistic reduced K-means. In the application to a real data set, it revealed similar or better cluster structure compared to other methods.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.587-598
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• 2006

The number of variables exceeds the number of samples in microarray data. We propose a nonparametric local linear logistic classification procedure using orthogonal components for classifying high-dimensional microarray data. The proposed method is based on the local likelihood and can be applied to multi-class classification. We applied the local linear logistic classification method using PCA, PLS, and factor analysis components as new features to Leukemia data and colon data, and compare the performance of the proposed method with the conventional statistical classification procedures. The proposed method outperforms the conventional ones for each component, and PLS has shown best performance when it is embedded in the proposed method among the three orthogonal components.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.419-425
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• 2010

Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1271-1280
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• 2010

We have used multifactor dimensionality reduction (MDR) method to study genegene interaction effect of statistical model in general. But, MDR method could not be applied in the continuous data. In this paper, continuous-type data by the support vector machine (SVM) algorithm are proposed to the MDR method which provides an introduction to the technique. Also we apply the method on the identify major interaction effects of single nucleotide polymorphisms (SNPs) responsible for economic traits in a Korean cattle population.

• The Korean Journal of Applied Statistics
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• v.37 no.2
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• pp.157-176
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• 2024

Integrative analysis for better understanding of complex biological systems gains more attention. Observing subjects from various perspectives and conducting integrative analysis of those multiple datasets enables a deeper understanding of the subject. In this paper, we compared two methods that simultaneously consider two datasets gathered from the same objects, canonical correlation analysis (CCA) and co-inertia analysis (CIA). Since CCA cannot handle the case when the data exhibit high-dimensionality, two strategies were considered instead: Utilization of a ridge constant (CCA-ridge) and substitution of covariance matrices of each data to identity matrix and then applying penalized singular value decomposition (CCA-PMD). To illustrate CIA and CCA, both extensions of CCA and CIA were applied to NCI60 cell line data. It is shown that both methods yield biologically meaningful and significant results by identifying important genes that enhance our comprehension of the data. Their results shows some dissimilarities arisen from the different criteria used to measure the relationship between two sets of data in each method. Additionally, CIA exhibits variations dependent on the weight matrices employed.

• The Korean Journal of Applied Statistics
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• v.29 no.6
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• pp.1129-1145
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• 2016

Functional neuro-connectivity is one of the main issues in brain science in the sense that it is closely related to neurodynamics in the brain. In the paper, we choose fMRI as a main form of response data to brain activity due to its high resolution. We review methods for analyzing functional neuro-connectivity assuming that measurements are made on physiological responses to neuron activation. This means that we deal with a state-space and measurement model, where the state-space model is assumed to represent neurodynamics. Analysis methods and their interpretation should vary subject to what was measured. We included analysis results of real fMRI data by applying a high-dimensional autoregressive model, which indicated that different neurodynamics were required for solving different types of geometric problems.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.415-424
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• 2009

As one of the unsupervised learning neural network methods, self-organizing maps(SOM) are applied to various fields. It reduces the dimension of multidimensional data by representing observations on the low dimensional manifold. On the other hand, the minimal spanning tree(MST) of a graph that achieves the most economic subset of edges connecting all components by a single open loop. In this study, we apply the MST technique to SOM with subnodes. We propose SOM's with embedded MST and a distance measure for optimum choice of the size and shape of the map. We demonstrate the method with Fisher's Iris data and a real gene expression data. Simulated data sets are also analyzed to check the validity of the proposed method.

• The Korean Journal of Applied Statistics
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• v.29 no.7
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• pp.1361-1371
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• 2016

Quantile regression provides a variety of useful statistical information to examine how covariates influence the conditional quantile functions of a response variable. However, traditional quantile regression (which assume a linear model) is not appropriate when the relationship between the response and the covariates is a nonlinear. It is also necessary to conduct variable selection for high dimensional data or strongly correlated covariates. In this paper, we propose a penalized quantile regression tree model. The split rule of the proposed method is based on residual analysis, which has a negligible bias to select a split variable and reasonable computational cost. A simulation study and real data analysis are presented to demonstrate the satisfactory performance and usefulness of the proposed method.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.807-817
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• 2014

This paper considers multivariate time series modelling of PM10 data in Korea collected from 2008 to 2011. We consider both temporal and spatial dependencies of PM10 by applying the sparse vector autoregressive (sVAR) modelling proposed by Davis et al. (2013). It utilizes the partial spectral coherence to measure cross correlation between different regions, in turn provides the sparsity in the model while balancing the parsimony of model and the goodness of fit. It is also shown that sVAR performs better than usual vector autoregressive model (VAR) in forecasting.

• Journal of the Korea Computer Industry Society
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• v.9 no.5
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• pp.207-216
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• 2008

Statistical analysis menus of MS Excel software, with powerful spreadsheet functions has not been modified since Excel 2000 Edition and its utilization is very low. To improve utilization of Excel menu for statistical analysis, this research compared outputs of Excel statistical menus and computed test statistics, and developed high-level macros. Outputs of Excel menus, both oneway layout and twoway layout, on real data are exactly same as the computed test statistics, and therefore, Excel menus for statistical analysis are reliable. Macros to provide results for Analysis of Variance with a block and multiple comparison of means are developed using Excel functions.