• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1419-1427
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• 2008

This paper shows the kernel Poisson regression which can be applied in the claims reserving, where the row effect is assumed to be a nonlinear function of the row index. The paper concentrates on the chain-ladder technique, within the framework of the chain-ladder linear model. It is shown that the proposed method can provide better reserve estimates than the Poisson model. The cross validation function is introduced to choose optimal hyper-parameters in the procedure. Experimental results are then presented which indicate the performance of the proposed model.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.971-980
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• 2017

The varying coefficient regression model has gained lots of attention since it is capable to model dynamic changes of regression coefficients in many regression problems of science. In this paper we propose a varying coefficient regression model that effectively considers the errors on both input and response variables, which utilizes the kernel method in estimating the varying coefficient which is the unknown nonlinear function of smoothing variables. We provide a generalized cross validation method for choosing the hyper-parameters which affect the performance of the proposed model. The proposed method is evaluated through numerical studies.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.959-965
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• 2010

For multiclassification, it is often the case that some variables are not important while some variables are more important than others. We propose a novel algorithm for selecting such relevant variables for multiclassification. This algorithm is base on multiclass least squares support vector machine (LS-SVM), which uses results of multiclass LS-SVM using one-vs-all method. Experimental results are then presented which indicate the performance of the proposed method.

• 한국지구물리탐사학회:학술대회논문집
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• 2003.11a
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• pp.352-361
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• 2003

We have evaluated the extent of saltwater intrusion from electrical resistivity distribution in a coastal aquifer system in the southeastern part of Busan, Korea. This aquifer system is divided into four layers according to the hydrogeologic characteristics and the horizontal extent of intruded saltwater is determined at each layer through the geostatistical interpretation of electrical resistivity data. In order to define the statistical structure of electrical resistivity data, variogram analysis is carried out to obtain best generalized covariance models. IRF-k (intrinsic random function of order k) kriging is performed with covariance models to produce the plane of spatial mean resistivities. The kriged estimates are evaluated by cross validation to show a good agreement with the true values and the statistics of cross validation represented low errors for the estimates. In the resistivity contour maps more than 5 m below the surface, we can see a dominant direction of saltwater intrusion beginning from the east side. The area of saltwater intrusion increases with depth. The northeast side has low resistivities less than 5 ohm-m due to the presence of saline water in the depth range of 20 m through 70 m. These results show that the application of geostatistical technique to electrical resistivity data is useful for assessing saltwater intrusion in a coastal aquifer system.

• Journal of the Korean Data and Information Science Society
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• v.23 no.2
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• pp.385-392
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• 2012

Logistic regression is a well known binary classification method in the field of statistical learning. Mixed-effect regression models are widely used for the analysis of correlated data such as those found in longitudinal studies. We consider kernel extensions with semiparametric fixed effects and parametric random effects for the logistic regression. The estimation is performed through the penalized likelihood method based on kernel trick, and our focus is on the efficient computation and the effective hyperparameter selection. For the selection of optimal hyperparameters, cross-validation techniques are employed. Numerical results are then presented to indicate the performance of the proposed procedure.

• Journal of the Korean Data and Information Science Society
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• v.22 no.4
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• pp.795-801
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• 2011

In machine learning and statistics it is often the case that some variables are not important, while some variables are more important than others. We propose a novel algorithm for selecting such relevant variables in the kernel Cox regression. We employ the weighted version of ANOVA decomposition kernels to choose optimal subset of relevant variables in the kernel Cox regression. Experimental results are then presented which indicate the performance of the proposed method.

• Journal of the Chungcheong Mathematical Society
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• v.33 no.4
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• pp.505-516
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• 2020

This study shows that image deblurring problems can be transformed into the multi-parameter Tikhonov type with multiple right hand sides. Also, this paper proposes the extension of the global generalized cross validation to obtain an appropriate choice of the regularization parameters for this problem. The experimental results of using the preconditioned Gl-CGLS algorithm were analyzed.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.739-748
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• 2012

In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.201-209
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• 2013

For censored regression, it is often the case that some input variables are not important, while some input variables are more important than others. We propose a novel algorithm for selecting such important input variables for censored kernel regression, which is based on the penalized regression with the weighted quadratic loss function for the censored data, where the weight is computed from the empirical survival function of the censoring variable. We employ the weighted version of ANOVA decomposition kernels to choose optimal subset of important input variables. Experimental results are then presented which indicate the performance of the proposed variable selection method.

• Korea-Australia Rheology Journal
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• v.20 no.2
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• pp.51-58
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• 2008

This paper describes a two-step Tikhonov regularization procedure for converting the steady shear data generated by parallel-disk viscometers, in the presence of wall slip, into a shear stress-shear rate function and a wall shear stress-slip velocity functions. If the material under test has a yield stress or a critical wall shear stress below which no slip is observed the method will also provide an estimate of these stresses. Amplification of measurement noise is kept under control by the introduction of two separate regularization parameters and Generalized Cross Validation is used to guide the selection of these parameters. The performance of this procedure is demonstrated by applying it to the parallel disk data of an oil-in-water emulsion, of a foam and of a mayonnaise.