• Journal of the Korean Statistical Society
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• v.33 no.4
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• pp.401-410
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• 2004

We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

• Journal of the Korean Data and Information Science Society
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• v.17 no.3
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• pp.999-1007
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• 2006

The semiparametric gamma frailty models have been often used for multivariate survival analysis because they give an explicit marginal likelihood. The commonly used estimation procedure is the profile likelihood method based on marginal likelihood, which provides the same parameter estimates as the EM algorithm. In this paper we show in finite samples the standard profile-likelihood method can lead to an underestimation of parameters, particularly for the frailty parameter. To overcome this problem, we propose an adjusted profile-likelihood method. For the illustration a numerical example and a small-sample simulation study are presented.

• Journal of Korean Society for Quality Management
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• v.25 no.2
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• pp.47-59
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• 1997

In this paper we develop computational algorithms to calculate M-estimators of regression parameters from right-censored data that are naturally collected in quality control. In the case of M-estimators, a new statistical method is also introduced to incorporate concomitant scale estimation in the presence of right censoring on the observed responses. Furthermore, we illustrate this by simulations.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.49 no.11
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• pp.599-609
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• 2000

The new design methodology of a hybrid fuzzy controller by means of the genetic algorithms is presented. First, a hybrid fuzzy controller(HFC) related to the optimal estimation of control parameters is proposed. The control input for the system in the HFC combined PID controller with fuzzy controller is a convex combination of the FLC's output and PID's output by a fuzzy variable, namely, membership function of weighting coefficient. Second, an auto-tuning algorithms utilizing the simplified reasoning method and genetic algorithms is presented to automatically improve the performance of hybrid fuzzy controller. Especially, in order to auto-tune scaling factors and PID parameters of HFC using GA, three kinds of estimation modes such as basic, contraction, and expansion mode are effectively utilized. The proposed HFC is evaluated and discussed to show applicability and superiority with the and of three representative processes.

• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.587-598
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• 2016

In predicting an outcome of election using a variety of methods ahead of the election, non-response is one of the major issues. Therefore, to address the non-response issue, a variety of methods of non-response imputation may be employed, but the result of forecasting tend to vary according to methods. In this study, in order to improve electoral forecasts, we studied a model based method of non-response imputation attempting to apply the Monte Carlo Expectation Maximization (MCEM) algorithm, introduced by Wei and Tanner (1990). The MCEM algorithm using maximum likelihood estimates (MLEs) is applied to solve the boundary solution problem under the non-ignorable non-response mechanism. We performed the simulation studies to compare estimation performance among MCEM, maximum likelihood estimation, and Bayesian estimation method. The results of simulation studies showed that MCEM method can be a reasonable candidate for non-response model estimation. We also applied MCEM method to the Korean presidential election exit poll data of 2012 and investigated prediction performance using modified within precinct error (MWPE) criterion (Bautista et al., 2007).

• Proceedings of the Korean Information Science Society Conference
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• 2007.06c
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• pp.263-266
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• 2007

This paper discusses the Bayesian statistical inference. This paper discusses the Bayesian inference, MCMC (Markov Chain Monte Carlo) integration, MCMC method, Metropolis-Hastings algorithm, Gibbs sampling, Maximum likelihood estimation, Expectation Maximization algorithm, missing data processing, and BMA (Bayesian Model Averaging). The Bayesian statistical inference is used to process a large amount of data in the areas of biology, medicine, bioengineering, science and engineering, and general data analysis and processing, and provides the important method to draw the optimal inference result. Lastly, this paper discusses the method of principal component analysis. The PCA method is also used for data analysis and inference.

• Speech Sciences
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• v.11 no.2
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• pp.237-245
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• 2004

In general, Gaussian mixture model(GMM) is used to estimate the speaker model for speaker identification. The parameter estimates of the GMM are obtained by using the expectation-maximization (EM) algorithm for the maximum likelihood(ML) estimation. However, if the number of mixtures isn't defined well in the GMM, those parameters are obtained inappropriately. The problem to find the number of components is significant to estimate the optimal parameter in mixture model. In this paper, to estimate the optimal number of mixtures, we propose the method that starts from the sufficient mixtures, after, the number is reduced by investigating the mutual information between mixtures for GMM. In result, we can estimate the optimal number of mixtures. The effectiveness of the proposed method is shown by the experiment using artificial data. Also, we performed the speaker identification applying the proposed method comparing with other approaches.

• Journal of the Korea Society of Computer and Information
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• v.22 no.10
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• pp.121-128
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• 2017

In this paper, we propose a multi-label classification method in which multi-label classification estimation techniques are applied to resolving location prediction problem. Most of previous studies related to location prediction have focused on the use of single-label classification by using contextual information such as user's movement paths, demographic information, etc. However, in this paper, we focused on the case where users are free to visit multiple locations, forcing decision-makers to use multi-labeled dataset. By using 2373 contextual dataset which was compiled from college students, we have obtained the best results with classifiers such as bagging, random subspace, and decision tree with the multi-label classification estimation methods like binary relevance(BR), binary pairwise classification (PW).

• Journal of Korean Society of Industrial and Systems Engineering
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• v.22 no.50
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• pp.373-380
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• 1999

This paper summerizes the former 5 papers that studied computer programming for the estimation of the Weibull, Extreme value, Hazard, Normal and Log-normal parameters which have a close relation with the reliability of the various kinds of industrial products. Probability paper is very commonly used in estimating the parameters, however, it is very hard to neglect the errors in plotting the data, and especially in drawing the regression line. The main purpose of this paper is to reduce these errors and to help the engineers to use the parameters in improving the reliability of their prod- ucts. The following parts are included in the computer programming with the em- phases on significant digits and rounding of numerical values : $\bullet$ data input part for various cases $\bullet$ parameter estimation part $\bullet$ printing part for input data $\bullet$ printing part for the results $\bullet$ printing part for the graphic(probability paper). And the running results(monitor displays) of the program for a fictitious example of Weibull distribution is given for the interested ones.

• Journal of Korean Institute of Industrial Engineers
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• v.28 no.4
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• pp.368-378
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• 2002

As more companies are equipped with data aquisition systems for their products, huge amount of field warranty data has been accumulated. We focus on the case when the field data for a given product comprise with the number of sales and the number of the first failures for each period. The number of censored items and their ages are assumed to be given. This type of data are incomplete in the sense that the age of a failed item is unknown. We construct a model for this type of data and propose an algorithm for nonparametric maximum likelihood estimation of the product reliability. Unlike the nonhomogeneous Poisson process(NHPP) model, our method can handle the data with censored items as well as those with small population. A few examples are investigated to characterize our model, and a real field warranty data set is analyzed by the method.