• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.837-849
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• 2011

A self-organizing network is designed to estimate parameters of normal mixtures. SOMN achieves fast convergence and low possibility of divergence even when sample sizes are small, while PMLE eliminate unnecessary components. The proposed network effectively combines the good properties of SOMN and PMLE. Simulation verifies that the proposed network eliminates unnecessary components in normal mixtures when sample sizes are relatively small.

• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.459-469
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• 2012

This article proposes a couple of parallel implementations of the self-organizing network for normal mixtures. In principle, self-organizing networks should be able to be implemented in a parallel computing environment without issue. However, the network for normal mixtures has inherent problem in being operated parallel in pure sense due to estimating conditional expectations of the mixing proportion in each iteration. This article shows the result of the parallel implementations of the network using Java. According to the results, both of the implementations achieved a faster execution without any performance degradation.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.2C
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• pp.272-282
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• 2004

This paper introduces a regularized mixed norm multi-channel image restoration algorithm using both within-and between- channel deterministic information. For each channel a functional which combines the least mean squares (LMS), the least mean fourth (LMF), and a smoothing functional is proposed. We introduce a mixed norm parameter that controls the relative contribution between the LMS and the LMF, and a regularization parameter defining the degree of smoothness of the solution, where both parameters are updated at each iteration according to the noise characteristics of each channel. The novelty of the proposed algorithm is that no knowledge of the noise distribution for each channel is required and that the parameters mentioned above are adjusted based on the partially restored image.

• Communications for Statistical Applications and Methods
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• v.2 no.2
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• pp.249-265
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• 1995

본 논문에서는 확률분포가 알려져 있지 않은 두 모집단 중 어느 하나로 새로운 관측치를 분류할 때 오분류확률이 분석자에 의해 사전에 정해진 수준에 부합할 수 있도록 커널 판별함수의 임계치를 결정하였다. 정해진 오분류확률을 만족시키기 위한 판별함수의 임계치는 붓스트랩(bootstrap)기법을 판별 함수에 적용시켜 계산된다. 본 논문에서 제시도된 방법은 모집단에 대한 모수적 가정이 없으므로 어느 분포에도 적용가능하며, 모집단이 정규분포, 대수정규분포, 이산형과 연속형 변수가 혼합된 분포의 경우 모의실험을 통하여 그 성능에 대한 검증을 하였다.

• Journal of the Korean Data and Information Science Society
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• v.22 no.4
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• pp.619-630
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• 2011

In order to estimate an appropriate threshold and evaluate its performance for the data mixed with two different distributions, nine kinds of well-known classification accuracy measures such as MVD, Youden's index, the closest-to- (0,1) criterion, the amended closest-to- (0,1) criterion, SSS, symmetry point, accuracy area, TA, TR are clustered into five categories on the basis of their characters. In credit evaluation study, it is assumed that the score random variable follows normal mixture distributions of the default and non-default states. For various normal mixtures, optimal cut-off points for classification measures belong to each category are obtained and type I and II error rates corresponding to these cut-off points are calculated. Then we explore the cases when these error rates are minimized. If normal mixtures might be estimated for these kinds of real data, we could make use of results of this study to select the best classification accuracy measure which has the minimum error rate.

• Proceedings of the IEEK Conference
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• 2003.07e
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• pp.1715-1718
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• 2003

본 논문에서 우리는 정규화 된 혼합 노름(norm)을 이용한 다중 채널 영상 복원 알고리즘을 제안한다. 채널 내부와 채널 사이의 결정론적 정보를 이용하는 다중채널 복원 문제를 고려한다. 각 채널에서, LMS(Least Mean Square), LMF(Least Mean Fourth), 평탄 함수가 결합된 함수가 제안되었다. LMS와 LMF 사이의 적절한 분배를 제어하는 혼합 노를 매개변수와 해의 평탄 정도를 정의하는 정규화 매개 변수를 소개하며, 두 매개 변수는 각 채널의 잡음 특성에 따라 매번 반복적으로 갱신된다. 제안된 알고리즘은 각 채널의 잡음분포에 대한 지식이 필요하지 앉고 앞에서 언급된 매개 변수는 부분적으로 복원된 영상에 기반을 두고 조절하게 된다.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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• pp.825-833
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• 2008

Discriminant analysis based on Gaussian mixture models, an useful tool for multi-class classifications, can be extended to semi-supervised learning. We consider a model selection problem for a Gaussian mixture model in semi-supervised learning. More specifically, we adopt Bayesian information criterion to determine the number of subclasses in the mixture model. Through simulations, we illustrate the usefulness of the criterion.

• The Korean Journal of Applied Statistics
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• v.23 no.5
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• pp.943-953
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• 2010

From a mixture distribution of the score random variable for credit evaluation, there are many methods of estimating optimal thresholds. Most the research news is based on the assumption of normal distributions. In this paper, we extend non-normal distributions such as Weibull, Logistic and Gamma distributions to estimate an optimal threshold by using a hypotheses test method and other methods maximizing the total accuracy and the true rate. The type I and II errors are obtained and compared with their sums. Finally we discuss their e ciency and derive conclusions for non-normal distributions.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.251-260
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• 2017

The option pricing of Black와 Scholes (1973) and Merton (1973) has been widely reported to fail to reflect the time varying volatility of financial time series in many real applications. For example, Duan (1995) proposed GARCH option pricing method through Monte Carlo simulation. However, financial time series is known to follow a fat-tailed and leptokurtic probability distribution, which is not explained by Duan (1995). In this paper, in order to overcome such defects, we proposed the option pricing method based on GARCH models with normal mixture errors. According to the analysis of KOSPI200 option price data, the option pricing based on GARCH models with normal mixture errors outperformed the option pricing based on GARCH models with normal errors in the unstable period with high volatility.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.361-369
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• 2015

A general linear mixed-effects model is often used to analyze repeated measurement experiment data of a continuous response variable. However, a general linear mixed-effects model can give improper analysis results when simultaneously detecting heteroscedasticity and the non-normality of population distribution. To achieve a more robust estimation, we used a heavy-tailed linear mixed-effects model for a more exact and reliable analysis conclusion than a general linear mixed-effects model. We also provide reliability analysis results for further research.