• Title/Summary/Keyword: Kernel smoothing

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Bezier curve smoothing of cumulative hazard function estimators

  • Cha, Yongseb;Kim, Choongrak
    • Communications for Statistical Applications and Methods
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    • v.23 no.3
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    • pp.189-201
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    • 2016
  • In survival analysis, the Nelson-Aalen estimator and Peterson estimator are often used to estimate a cumulative hazard function in randomly right censored data. In this paper, we suggested the smoothing version of the cumulative hazard function estimators using a Bezier curve. We compare them with the existing estimators including a kernel smooth version of the Nelson-Aalen estimator and the Peterson estimator in the sense of mean integrated square error to show through numerical studies that the proposed estimators are better than existing ones. Further, we applied our method to the Cox regression where covariates are used as predictors and suggested a survival function estimation at a given covariate.

Comparison of Feature Selection Methods in Support Vector Machines (지지벡터기계의 변수 선택방법 비교)

  • Kim, Kwangsu;Park, Changyi
    • The Korean Journal of Applied Statistics
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    • v.26 no.1
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    • pp.131-139
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    • 2013
  • Support vector machines(SVM) may perform poorly in the presence of noise variables; in addition, it is difficult to identify the importance of each variable in the resulting classifier. A feature selection can improve the interpretability and the accuracy of SVM. Most existing studies concern feature selection in the linear SVM through penalty functions yielding sparse solutions. Note that one usually adopts nonlinear kernels for the accuracy of classification in practice. Hence feature selection is still desirable for nonlinear SVMs. In this paper, we compare the performances of nonlinear feature selection methods such as component selection and smoothing operator(COSSO) and kernel iterative feature extraction(KNIFE) on simulated and real data sets.

A Note on Smoothing Distribution Function Estimation

  • Chu, In-Sun;Choi, Jae-Ryong
    • Communications for Statistical Applications and Methods
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    • v.4 no.3
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    • pp.911-915
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    • 1997
  • The purpose of this paper is to consider the problem of selection of optimal smoothing parameter for kernel-type distribution function estimator, which asymptotically minimizes mean Hellinger distance.

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The Family Approach to Nonparametric Estimation of the Regression Function (비모수적 회귀함수 추정에 대한 Family Approach)

  • 정성석
    • Journal of Korean Society for Quality Management
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    • v.25 no.4
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    • pp.106-114
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    • 1997
  • The smoothing parameter or bandwidth is crucial to performance of the kernel based regression estimator. So the choice of a "optimal" smoothing parameter produce a single curve estimate. If a single estimate is replaced by a family of estimates, it become easy that we understand what varies with choice of the smoothing parameter. This paper suggests the threshold of the maximum bandwidth and the number of the family members in the regression context.n context.

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Bandwidth Selection for Local Smoothing Jump Detector

  • Park, Dong-Ryeon
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.1047-1054
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    • 2009
  • Local smoothing jump detection procedure is a popular method for detecting jump locations and the performance of the jump detector heavily depends on the choice of the bandwidth. However, little work has been done on this issue. In this paper, we propose the bootstrap bandwidth selection method which can be used for any kernel-based or local polynomial-based jump detector. The proposed bandwidth selection method is fully data-adaptive and its performance is evaluated through a simulation study and a real data example.

Selection of bandwidth for local linear composite quantile regression smoothing (국소 선형 복합 분위수 회귀에서의 평활계수 선택)

  • Jhun, Myoungshic;Kang, Jongkyeong;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.733-745
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    • 2017
  • Local composite quantile regression is a useful non-parametric regression method widely used for its high efficiency. Data smoothing methods using kernel are typically used in the estimation process with performances that rely largely on the smoothing parameter rather than the kernel. However, $L_2$-norm is generally used as criterion to estimate the performance of the regression function. In addition, many studies have been conducted on the selection of smoothing parameters that minimize mean square error (MSE) or mean integrated square error (MISE). In this paper, we explored the optimality of selecting smoothing parameters that determine the performance of non-parametric regression models using local linear composite quantile regression. As evaluation criteria for the choice of smoothing parameter, we used mean absolute error (MAE) and mean integrated absolute error (MIAE), which have not been researched extensively due to mathematical difficulties. We proved the uniqueness of the optimal smoothing parameter based on MAE and MIAE. Furthermore, we compared the optimal smoothing parameter based on the proposed criteria (MAE and MIAE) with existing criteria (MSE and MISE). In this process, the properties of the proposed method were investigated through simulation studies in various situations.

Modelling Online Word-of-Mouth Effect on Korean Box-Office Sales Based on Kernel Regression Model

  • Park, Si-Yun;Kim, Jin-Gyo
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.995-1004
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    • 2007
  • In this paper, we analyse online word-of-mouth and Korean box-office sales data based on kernel regression method. To do this, we consider the regression model with mixed-data and apply the least square cross-validation method proposed by Li and Racine (2004) to the model. We found the box-office sales can be explained by volume of online word-of-mouth and the characteristics of the movies.

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NONPARAMETRIC DISCONTINUITY POINT ESTIMATION IN GENERALIZED LINEAR MODEL

  • Huh, Jib
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.59-78
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    • 2004
  • A regression function in generalized linear model may have a discontinuity/change point at unknown location. In order to estimate the location of the discontinuity point and its jump size, the strategy is to use a nonparametric approach based on one-sided kernel weighted local-likelihood functions. Weak convergences of the proposed estimators are established. The finite-sample performances of the proposed estimators with practical aspects are illustrated by simulated examples.

Gaussian Filtering Effects on Brain Tissue-masked Susceptibility Weighted Images to Optimize Voxel-based Analysis (화소 분석의 최적화를 위해 자화감수성 영상에 나타난 뇌조직의 가우시안 필터 효과 연구)

  • Hwang, Eo-Jin;Kim, Min-Ji;Jahng, Geon-Ho
    • Investigative Magnetic Resonance Imaging
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    • v.17 no.4
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    • pp.275-285
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    • 2013
  • Purpose : The objective of this study was to investigate effects of different smoothing kernel sizes on brain tissue-masked susceptibility-weighted images (SWI) obtained from normal elderly subjects using voxel-based analyses. Materials and Methods: Twenty healthy human volunteers (mean $age{\pm}SD$ = $67.8{\pm}6.09$ years, 14 females and 6 males) were studied after informed consent. A fully first-order flow-compensated three-dimensional (3D) gradient-echo sequence ran to obtain axial magnitude and phase images to generate SWI data. In addition, sagittal 3D T1-weighted images were acquired with the magnetization-prepared rapid acquisition of gradient-echo sequence for brain tissue segmentation and imaging registration. Both paramagnetically (PSWI) and diamagnetically (NSWI) phase-masked SWI data were obtained with masking out non-brain tissues. Finally, both tissue-masked PSWI and NSWI data were smoothed using different smoothing kernel sizes that were isotropic 0, 2, 4, and 8 mm Gaussian kernels. The voxel-based comparisons were performed using a paired t-test between PSWI and NSWI for each smoothing kernel size. Results: The significance of comparisons increased with increasing smoothing kernel sizes. Signals from NSWI were greater than those from PSWI. The smoothing kernel size of four was optimal to use voxel-based comparisons. The bilaterally different areas were found on multiple brain regions. Conclusion: The paramagnetic (positive) phase mask led to reduce signals from high susceptibility areas. To minimize partial volume effects and contributions of large vessels, the voxel-based analysis on SWI with masked non-brain components should be utilized.

Smoothing Parameter Selection in Nonparametric Spectral Density Estimation

  • Kang, Kee-Hoon;Park, Byeong-U;Cho, Sin-Sup;Kim, Woo-Chul
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.231-242
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    • 1995
  • In this paper we consider kernel type estimator of the spectral density at a point in the analysis of stationary time series data. The kernel entails choice of smoothing parameter called bandwidth. A data-based bandwidth choice is proposed, and it is obtained by solving an equation similar to Sheather(1986) which relates to the probability density estimation. A Monte Carlo study is done. It reveals that the spectral density estimates using the data-based bandwidths show comparatively good performance.

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