• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.445-455
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• 2022

In this paper, we introduce existing Bayesian methods for high-dimensional sparse regression models and compare their performance in various simulation scenarios. Especially, we focus on the variational Bayes approach proposed by Ray and Szabó (2021), which enables scalable and accurate Bayesian inference. Based on simulated data sets from sparse high-dimensional linear regression models, we compare the variational Bayes approach with other Bayesian and frequentist methods. To check the practical performance of the variational Bayes in logistic regression models, a real data analysis is conducted using leukemia data set.

• Journal of Korea Water Resources Association
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• v.36 no.6
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• pp.1025-1033
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• 2003

In common with workers in hydrologic fields, scientists and engineers relate one variable to two or more other variables for purposes of predication, optimization, and control. Statistics methods have improved to establish such relationships. Regression, as it is called, is indeed the most commonly used statistics technique in hydrologic fields; relationship between the monitored variable stage and the corresponding discharges(rating curve). Regression methods expressed in the form of mathematical equations which has parameters, so called parametric methods. some times, the establishment of parameters is complicated and uncertain. Many non-parametric regression methods which have not parameters, have been proposed and studied. The most popular of these are kernel regression method. Kernel regression offer a way of estimation the regression function without the specification of a parametric model. This paper conducted comparisons of some bandwidth selection methods which are using the least squares and cross-validation.

• Journal of the Korean Data and Information Science Society
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• v.24 no.3
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• pp.533-541
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• 2013

In this study, a simple principal component analysis using Lasso is proposed. This method consists of two steps. The first step is to compute principal components by the principal component analysis. The second step is to regress each principal component on the original data matrix by Lasso regression method. Each of new principal components is computed as the linear combination of original data matrix using the scaled estimated Lasso regression coefficient as the coefficients of the combination. This method leads to easily interpretable principal components with more 0 coefficients by the properties of Lasso regression models. This is because the estimator of the regression of each principal component on the original data matrix is the corresponding eigenvector. This method is applied to real and simulated data sets with the help of an R package for Lasso regression and its usefulness is demonstrated.

• Journal of Industrial Convergence
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• v.16 no.4
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• pp.33-46
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• 2018

Personal credit scoring is an effective tool for banks to properly guide decision profitably on granting loans. Recently, many classification algorithms and models are used in personal credit scoring. Personal credit scoring technology is usually divided into statistical method and non-statistical method. Statistical method includes linear regression, discriminate analysis, logistic regression, and decision tree, etc. Non-statistical method includes linear programming, neural network, genetic algorithm and support vector machine, etc. But for the development of the credit scoring model, there is no consistent conclusion to be drawn regarding which method is the best. In this paper, we will compare the performance of the most common scoring techniques such as logistic regression, neural network, and support vector machines using personal credit data of the financial institution in China. Specifically, we build three models respectively, classify the customers and compare analysis results. According to the results, support vector machine has better performance than logistic regression and neural networks.

• Proceedings of the Korean Information Science Society Conference
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• 2002.10c
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• pp.694-696
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• 2002

이 논문에서는 시스템 수준의 전력 소모를 분석하는 방법론을 설명한다. 응용의 시스템 수준 전력 모델을 구하기 위해서, 시스템을 이루는 각 부분들을 선형적으로 모델링하고, 이를 모두 더한다. 선형적으로 모델링된 식의 파라메터들을 구하기 위해서, 회귀분석에 기반한 분석을 한다. 이를 위해서 다양한 벤치마크들을 준비하고, 응용에 대해서 측정을 한 것과 수정된 시뮬레이터에서 필요한 정보를 얻어야 한다. 이렇게 분석한 전력 모델의 예측치는 5% 내의 정확도를 가짐을 확인하였다.

• Proceedings of the Korean Society of Computer Information Conference
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• 2013.07a
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• pp.275-278
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• 2013

영화의 흥행 요소를 파악하여 영화의 흥행 여부를 예측하는 것은 영화의 수익성 부분에서 아주 중요하다. 영화 시장이 과거와는 다르게 증가함에 따라, 다양한 영화 흥행에 관한 예측 연구들이 개발되었다. 본 논문에서는 영화 흥행 요소들을 수집하고 다중회귀 분석을 통해서 유의수준을 만족하는 흥행 요소들을 선택한다. 그 후, 이러한 요소들을 예측 방법들의 입력값으로 사용하여 영화 흥행을 예측한다. 성능을 비교하기 위해 본 논문에서 제안한 방법과 현재 개발된 영화 흥행 예측 방법(다중회귀, 의사결정트리, 인공신경망)들을 정확도와 평균제곱근오차를 통해 예측 모형의 성능을 비교한다. 그 결과, 다중 회귀 분석을 통해 유의한 흥행요소들만을 고려한 예측 방법의 정확도가 모든 흥행 요소들을 고려한 예측 방법보다 평균 8.2% 향상되었고, 현재까지 개발된 영화 흥행 예측 방법보다 더 높은 예측 성능을 보여준다.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1049-1068
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• 2014

Autoregressive models are used to analyze an univariate time series data; however, these methods can be inappropriate when a structural break appears in a time series since they assume that a trend is consistent. Threshold autoregressive models (popular regime-switching models) have been proposed to address this problem. Recently, the models have been extended to two regime-switching models with delay parameter. We discuss two regime-switching threshold autoregressive models from a Bayesian point of view. For a Bayesian analysis, we consider a parametric threshold autoregressive model and a nonparametric threshold autoregressive model using Dirichlet process prior. The posterior distributions are derived and the posterior inferences is performed via Markov chain Monte Carlo method and based on two Bayesian threshold autoregressive models. We present a simulation study to compare the performance of the models. We also apply models to gross domestic product data of U.S.A and South Korea.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2010.11a
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• pp.86-88
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• 2010

본 논문에서는 회귀문제를 위한 비선형 특징 추출방법을 제안하고 분류문제에 적용한다. 이 방법은 이미 제안된 선형판별 분석법을 회귀문제에 적용한 회귀선형판별분석법(Linear Discriminant Analysis for regression:LDAr)을 비선형 문제에 대해 확장한 것이다. 본 논문에서는 이를 위해 커널함수를 이용하여 비선형 문제로 확장하였다. 기본적인 아이디어는 입력 특징 공간을 커널 함수를 이용하여 새로운 고차원의 특징 공간으로 확장을 한 후, 샘플 간의 거리가 큰 것과 작은 것의 비율을 최대화하는 것이다. 일반적으로 얼굴 인식과 같은 응용 분야에서 얼굴의 크기, 회전과 같은 것들은 회귀문제에 있어서 비선형적이며 복잡한 문제로 인식되고 있다. 본 논문에서는 회귀 문제에 대한 간단한 실험을 수행하였으며 회귀선형판별분석법(LDAr)을 이용한 결과보다 향상된 결과를 얻을 수 있었다.

• Journal of Korea Water Resources Association
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• v.41 no.9
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• pp.943-958
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• 2008

This study employs Bayesian regression analysis for fitting discharge rating curves. The parameter estimates using the Bayesian regression analysis were compared to ordinary least square method using the t-distribution. In these comparisons, the mean values from the t-distribution and the Bayesian regression are not significantly different. However, the difference between upper and lower limits are remarkably reduced with the Bayesian regression. Therefore, from the point of view of uncertainty analysis, the Bayesian regression is more attractive than the conventional method based on a t-distribution because the data size at the site of interest is typically insufficient to estimate the parameters in rating curve. The merits and demerits of the two types of estimation methods are analyzed through the statistical simulation considering heteroscedasticity. The validation of the Bayesian regression is also performed using real stage-discharge data which were observed at 5 gauges on the Anyangcheon basin. Because the true parameters at 5 gauges are unknown, the quantitative accuracy of the Bayesian regression can not be assessed. However, it can be suggested that the uncertainty in rating curves at 5 gauges be reduced by Bayesian regression.

• Korean Journal of Construction Engineering and Management
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• v.7 no.2 s.30
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• pp.162-170
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• 2006

Neural network analysis is expected to enhance the forecasting ability for the real estate market. This paper reviews definition, structure, strengths and weaknesses of neural network analysis, and verifies the applicability of neural network analysis for the real estate market. Neural network analysis is compared with regression analysis using the same sample data. The analyses model the macroeconomic parameters that influence the sales price of apartments. The results show that neural network analysis provides better forecasting accuracy than regression analysis does, what confirms the applicability of neural network analysis for the real estate market.