• Communications for Statistical Applications and Methods
• /
• v.25 no.1
• /
• pp.61-70
• /
• 2018

Modeling of the random effects covariance matrix in generalized linear mixed models (GLMMs) is an issue in analysis of longitudinal categorical data because the covariance matrix can be high-dimensional and its estimate must satisfy positive-definiteness. To satisfy these constraints, we consider the autoregressive and moving average Cholesky decomposition (ARMACD) to model the covariance matrix. The ARMACD creates a more flexible decomposition of the covariance matrix that provides generalized autoregressive parameters, generalized moving average parameters, and innovation variances. In this paper, we analyze longitudinal count data with overdispersion using GLMMs. We propose negative binomial loglinear mixed models to analyze longitudinal count data and we also present modeling of the random effects covariance matrix using the ARMACD. Epilepsy data are analyzed using our proposed model.

• The Journal of the Acoustical Society of Korea
• /
• v.37 no.5
• /
• pp.300-308
• /
• 2018

The contribution analysis of various external aeroacoustic noise sources to interior noise is important, enabling to design an automobile with a low interior noise level. With a new technique, the CD (Cholesky Decomposition), it is proposed to decompose an overall interior noise spectrum into multiple spectra, each representing the contribution of a specific noise source to the interior noise. In order to validate this method, three kinds of experiments were conducted. Furthermore, it is proposed to improve the CD-based contribution analysis method to be integrated with existing exterior microphone arrays in the wind tunnel. This method was validated with an experiment with two speakers.

• Journal of Communications and Networks
• /
• v.18 no.1
• /
• pp.27-39
• /
• 2016

This paper derives and analyzes a novel block fast Fourier transform (FFT) based joint detection algorithm. The paper compares the performance and complexity of the novel block-FFT based joint detector to that of the Cholesky based joint detector and single user detection algorithms. The novel algorithm can operate at chip rate sampling, as well as higher sampling rates. For the performance/complexity analysis, the time division duplex (TDD) mode of a wideband code division multiplex access (WCDMA) is considered. The results indicate that the performance of the fast FFT based joint detector is comparable to that of the Cholesky based joint detector, and much superior to that of single user detection algorithms. On the other hand, the complexity of the fast FFT based joint detector is significantly lower than that of the Cholesky based joint detector and less than that of the single user detection algorithms. For the Cholesky based joint detector, the approximate Cholesky decomposition is applied. Moreover, the novel method can also be applied to any generic multiple-input-multiple-output (MIMO) system.

• The Korean Journal of Applied Statistics
• /
• v.35 no.6
• /
• pp.703-724
• /
• 2022

Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

• KSCE Journal of Civil and Environmental Engineering Research
• /
• v.10 no.4
• /
• pp.95-101
• /
• 1990

Orthogonal decomposition technique, not using normal equation, but using observation equation directly, is accepted for adjusting the geodetic network in this paper. The results of study show that the technique is the numerically stable and powerful method in network adjustment by inner constraints or weighted position parameters. Also, it is suitable to middle sized-network and is applicable to Cholesky Factor in the normal equation system.

• Journal of the Korean Data and Information Science Society
• /
• v.27 no.3
• /
• pp.815-825
• /
• 2016

Marginalized random effects models (MREMs) are often used to analyze longitudinal categorical data. The models permit direct estimation of marginal mean parameters and specify the serial correlation of longitudinal categorical data via the random effects. However, it is not easy to estimate the random effects covariance matrix in the MREMs because the matrix is high-dimensional and must be positive-definite. To solve these restrictions, we introduce two modeling approaches of the random effects covariance matrix: partial autocorrelation and the modified Cholesky decomposition. These proposed methods are illustrated with the real data from Korean genomic epidemiology study.

• Journal of the Korean Data and Information Science Society
• /
• v.28 no.4
• /
• pp.927-936
• /
• 2017

To analyze longitudinal count data, Poisson linear mixed models are commonly used. In the models the random effects covariance matrix explains both within-subject variation and serial correlation of repeated count outcomes. When the random effects covariance matrix is assumed to be misspecified, the estimates of covariates effects can be biased. Therefore, we propose reasonable and flexible structures of the covariance matrix using autoregressive and moving average Cholesky decomposition (ARMACD). The ARMACD factors the covariance matrix into generalized autoregressive parameters (GARPs), generalized moving average parameters (GMAPs) and innovation variances (IVs). Positive IVs guarantee the positive-definiteness of the covariance matrix. In this paper, we use the ARMACD to model the random effects covariance matrix in Poisson loglinear mixed models. We analyze epileptic seizure data using our proposed model.

• Communications for Statistical Applications and Methods
• /
• v.23 no.6
• /
• pp.575-585
• /
• 2016

Longitudinal studies repeatedly measure outcomes over time. Therefore, repeated measurements are serially correlated from same subject (within-subject variation) and there is also variation between subjects (between-subject variation). The serial correlation and the between-subject variation must be taken into account to make proper inference on covariate effects (Diggle et al., 2002). However, estimation of the covariance matrix is challenging because of many parameters and positive definiteness of the matrix. To overcome these limitations, we propose autoregressive moving average Cholesky decomposition (ARMACD) for the linear mixed models. The ARMACD allows a class of flexible, nonstationary, and heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the random effects covariance matrix. We analyze a real dataset to illustrate our proposed methods.

• Communications for Statistical Applications and Methods
• /
• v.27 no.2
• /
• pp.201-210
• /
• 2020

Baseline-category logit random effects models have been used to analyze longitudinal nominal data. The models account for subject-specific variations using random effects. However, the random effects covariance matrix in the models needs to explain subject-specific variations as well as serial correlations for nominal outcomes. In order to satisfy them, the covariance matrix must be heterogeneous and high-dimensional. However, it is difficult to estimate the random effects covariance matrix due to its high dimensionality and positive-definiteness. In this paper, we exploit the modified Cholesky decomposition to estimate the high-dimensional heterogeneous random effects covariance matrix. Bayesian methodology is proposed to estimate parameters of interest. The proposed methods are illustrated with real data from the McKinney Homeless Research Project.

• The Korean Journal of Applied Statistics
• /
• v.33 no.3
• /
• pp.281-296
• /
• 2020

Repeated outcomes from the same subjects are referred to as longitudinal data. Analysis of the data requires different methods unlike cross-sectional data analysis. It is important to model the covariance matrix because the correlation between the repeated outcomes must be considered when estimating the effects of covariates on the mean response. However, the modeling of the covariance matrix is tricky because there are many parameters to be estimated, and the estimated covariance matrix should be positive definite. In this paper, we consider analysis of multivariate longitudinal data via two modeling methodologies for the covariance matrix for multivariate longitudinal data. Both methods describe serial correlations of multivariate longitudinal outcomes using a modified Cholesky decomposition. However, the two methods consider different decompositions to explain the correlation between simultaneous responses. The first method uses enhanced linear covariance models so that the covariance matrix satisfies a positive definiteness condition; in addition, and principal component analysis and maximization-minimization algorithm (MM algorithm) were used to estimate model parameters. The second method considers variance-correlation decomposition and hypersphere decomposition to model covariance matrix. Simulations are used to compare the performance of the two methodologies.