• The Korean Journal of Applied Statistics
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• v.21 no.3
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• pp.361-375
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• 2008

We propose proper methods to impute the item nonresponse in 4-8-4 rotation sample survey. We consider nonignorable nonresponse mechanism that can happen when survey deals with sensitive question (e.g. income, labor force). We utilize modeling imputation method based on Bayesian approach to avoid a boundary solution problem. We also estimate a interview time bias using imputed data and calculate cell expectation and marginal probability on fixed time after removing estimated bias. We compare the mean squared errors and bias between maximum likelihood method and Bayesian methods using simulation studies.

• The Korean Journal of Applied Statistics
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• v.21 no.6
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• pp.923-932
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• 2008

We are likely to face complex multivariate data which can be characterized by having a non-trivial correlation structure. For instance, omitted covariates may simultaneously affect more than one count in clustered data; hence, the modeling of the correlation structure is important for the efficiency of the estimator and the computation of correct standard errors, i.e., valid inference. A standard way to insert dependence among counts is to assume that they share some common unobservable variables. For this assumption, we fitted correlated random effect models considering multilevel model. Estimation was carried out by adopting the semiparametric approach through a finite mixture EM algorithm without parametric assumptions upon the random coefficients distribution.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.45-45
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• 2017

상이한 자연현상으로 발생된 자료들은 때때로 통계적으로 다른 특성을 가지는 경우가 있다. 이런 자료들은 다른 두 개 이상의 모집단에서 자료가 발생한 것으로 가정할 수 가 있다. 기존에 널리 사용되어온 분포형 모형의 경우 단일한 모집단으로부터 자료가 발생한다는 가정하에서 개발된 모형들로 위에서 언급한 자료들을 적절히 모의할 수 없다. 이런 상이한 모집단에서 발생된 자료를 모형화 하기 위해서 혼합분포모형(mixture distribution)이 개발되었다. 홍수나 가뭄 등과 같은 극치 사상의 경우 다양한 자연현상들로부터 발생하기에 혼합분포모형을 적용할 경우 보다 정확한 모의가 가능하다. 혼합분포모형은 두 개 이상의 비혼합분포모형들을 가중합하여 만들어진다. 혼합 분포모형의 형태로 인하여 기존의 분포형 모형의 매개변수 추정 모형으로 널리 사용되던 최우도법 (maximum likelihood method), 모멘트법(method of moment), 확률가중모멘트법 (probability weighted moment method) 등을 이용하여 혼합분포모형의 매개변수를 추정하는 것이 용이 하지 않다. 혼합분포모형의 매개변수 추정 방법으로는 Expectation-Maximization (EM) 알고리즘, Meta-Heuristic Maximum Likelihood (MHML) 방법, Markov Chain Monte Carlo (MCMC) 방법 등이 적용되고 있다. 현재까지 수자원 분야에서 사용되는 극치 자료를 혼합분포모형을 이용하여 모의할 때 매개변수 추정방법에 따른 특성에 대한 연구가 진행되지 않았다. 본 연구에서는 우리나라 연최대강우량 자료를 이용하여 혼합분포모형의 매개변수 추정방법 (EM 알고리즘, MHML 방법, MCMC 방법) 들의 특성들을 비교 분석하였다. 혼합분포모형으로는 Gumbel-Gumbel 혼합분포 모형을 적용하였다. 본 연구의 결과는 향후 혼합분포모형을 이용한 연구에 좋은 기초자료로 사용될 수 있을 것으로 판단된다.

• Journal of the Korea Society of Computer and Information
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• v.27 no.12
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• pp.161-169
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• 2022

With the development of mobile devices and global positioning systems, various location-based services can be utilized, which collects user's location information and provides services based on it. In this process, there is a risk of personal sensitive information being exposed to the outside, and thus Geo-indistinguishability (Geo-Ind), which protect location privacy of LBS users by perturbing their true location, is widely used. However, owing to the data perturbation mechanism of Geo-Ind, it is hard to accurately obtain the density distribution of LBS users from the collection of perturbed location data. Thus, in this paper, we aim to develop a novel method which enables to effectively compute the user density distribution from perturbed location dataset collected under Geo-Ind. In particular, the proposed method leverages Expectation-Maximization(EM) algorithm to precisely estimate the density disribution of LBS users from perturbed location dataset. Experimental results on real world datasets show that our proposed method achieves significantly better performance than a baseline approach.

• Journal of Internet of Things and Convergence
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• v.10 no.3
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• pp.25-33
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• 2024

In tomographic image reconstruction, the focus is on developing CT image reconstruction methods that can maintain high image quality while reducing patient radiation exposure. Typically, statistical image reconstruction methods have the ability to generate high-quality and accurate images while significantly reducing patient radiation exposure. However, in cases like CT image reconstruction, which involve multi-dimensional parameter estimation, the degree of the Hessian matrix of the penalty function is very large, making it impossible to calculate. To solve this problem, the author proposed the PEMG-1 algorithm. However, the PEMG-1 algorithm has issues with the convergence speed, which is typical of statistical image reconstruction methods, and increasing the penalty log-likelihood. In this study, we propose a reconstruction algorithm that ensures fast convergence speed and monotonic increase in likelihood. The basic structure of this algorithm involves sequentially updating groups of pixels instead of updating all parameters simultaneously with each iteration.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.12 no.5
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• pp.755-764
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• 2001

In this paper, we propose maximum likelihood (ML) decision feedback channel estimation (DFCE) for M-ary orthogonal modulation in direct sequence/code division multiple access (DS/CDMA) systems. The proposed DFCE uses the maximum combiner output in a RAKE receiver as decision feedback information, enabling M-ary orthogonal signals to be demodulated coherently and a RAKE receiver to use a em maximal ration combining (MRC) scheme. However, the performance of the proposed DFCE in the multiuser environment is severely degraded due to multiple access interference (MAI). To overcome this problem, a multistage parallel interference cancellation (PIC) scheme is combined with the proposed DFCE for multiuser environments. Accurate knowledge of the channel coefficient estimated by the proposed DFCE is used to regenerate the signal of each user for the multistage PIC scheme. According to the results of our simulations, the performance of coherent demodulation using the proposed system is significantly improved in comparison with conventional noncoherent demodulation.

• The Korean Journal of Applied Statistics
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• v.30 no.1
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• pp.57-68
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• 2017

Clustering algorithms attempt to find a partition of a finite set of objects in to a potentially predetermined number of nonempty subsets. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet prior distribution calculates posterior probabilities when the number of clusters was known. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. Examples are given to show how these models perform on real data.

• Survey Research
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• v.9 no.2
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• pp.1-27
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• 2008

Problems of incomplete data are pervasive in statistical analysis. In particular, incomplete data have been an important challenge in repeated measures studies. The objective of this study is to give a brief introduction to missing data mechanisms and conventional/recent missing data methods and to assess the performance of various missing data methods under ignorable and non-ignorable missingness mechanisms. Given the inadequate attention to longitudinal studies with missing data, this study applied recent advances in missing data methods to repeated measures models and investigated the performance of various missing data methods, such as FIML (Full Information Maximum Likelihood Estimation) and MICE(Multivariate Imputation by Chained Equations), under MCAR, MAR, and MNAR mechanisms. Overall, the results showed that listwise deletion and mean imputation performed poorly compared to other recommended missing data procedures. The better performance of EM, FIML, and MICE was more noticeable under MAR compared to MCAR. With the non-ignorable missing data, this study showed that missing data methods did not perform well. In particular, this problem was noticeable in slope-related estimates. Therefore, this study suggests that if missing data are suspected to be non-ignorable, developmental research may underestimate true rates of change over the life course. This study also suggests that bias from non-ignorable missing data can be substantially reduced by considering rich information from variables related to missingness.

• Proceedings of the KSR Conference
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• 2008.06a
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• pp.2173-2178
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• 2008

Railroad is the major factor of vibration source in railway vehicles, and it must carefully maintained the original condition to secure the safety and good ride comfort of passenger. Measuring the condition of rail irregularities such as surface, alignment, gauge, twist and cant etc is required to maintain the good performance of railroad. Currently, the various rail irregularity measurement systems(EM120, ROGER1000K and the Total Rail Irregularity Measurement system of Korea High Speed Train) are operated in Korea to estimate the rail irregularity. It is hard to verify the correlation of one rail irregularity data of a measurement system with the other, because they have been adopted different rail irregularity estimation methods. The best method securing the reliability of the irregularity data is the direct confirmation on the ground where the measurement system had detected as a fault section, but it is impossible to apply all sections simultaneously due to limitation of time, labor, cost and equipments. There is a method to secure the reliability of the data by using acceleration values. Rail irregularities, the major factor of vibration in railway vehicle, are transmitted to the vehicle acceleration through masses, springs, dampers and joints as the system dynamic formation. In this study, Transition Function has been adopted by using the rail irregularity and the acceleration value regarding as input & output parameters respectively. It has been verified by comparing the analyzed results with real measured irregularity data from the Total Rail Irregularity Measurement system of Korea High Speed Train. Also various methods has been accomplished to verify the correlation between rail irregularities and acceleration values.

• Journal of KIISE:Software and Applications
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• v.31 no.2
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• pp.245-254
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• 2004

This paper deals with the problem of estimating structure and motion from long continuous image sequences, applying the Expectation Maximization algorithm based on extended Kalman smoother to impose the time-continuity of the motion parameters. By repeatedly estimating the state transition matrix of the dynamic equation and the parameters of noise processes in the dynamic and measurement equations, this optimization gives the maximum likelihood estimates of the motion and structure parameters. Practically, this research is essential for dealing with a long video-rate image sequence with partially unknown system equation and noise. The algorithm is implemented and tested for a real image sequence.