• Communications for Statistical Applications and Methods
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• 제29권1호
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• pp.41-51
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• 2022

We forecast the US oil consumption level taking advantage of google trends. The google trends are the search volumes of the specific search terms that people search on google. We focus on whether proper selection of google trend terms leads to an improvement in forecast performance for oil consumption. As the forecast models, we consider the least absolute shrinkage and selection operator (LASSO) regression and the structured regularization method for large vector autoregressive (VAR-L) model of Nicholson et al. (2017), which select automatically the google trend terms and the lags of the predictors. An out-of-sample forecast comparison reveals that reducing the high dimensional google trend data set to a low-dimensional data set by the LASSO and the VAR-L models produces better forecast performance for oil consumption compared to the frequently-used forecast models such as the autoregressive model, the autoregressive distributed lag model and the vector error correction model.

• Communications for Statistical Applications and Methods
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• 제18권6호
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• pp.733-739
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• 2011

The linear absolute shrinkage and selection operator(Lasso) method improves the low prediction accuracy and poor interpretation of the ordinary least squares(OLS) estimate through the use of $L_1$ regularization on the regression coefficients. However, the Lasso is not robust to outliers, because the Lasso method minimizes the sum of squared residual errors. Even though the least absolute deviation(LAD) estimator is an alternative to the OLS estimate, it is sensitive to leverage points. We propose a robust Lasso estimator that is not sensitive to outliers, heavy-tailed errors or leverage points.

• Journal of the Korean Data and Information Science Society
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• 제22권3호
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• pp.613-618
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• 2011

The proposed method is based on a penalized log partial likelihood of Cox proportional hazard model with L1-penalty. We use the iteratively reweighted least squares procedure to solve L1 penalized log partial likelihood function of Cox proportional hazard model. It provide the ecient computation including variable selection and leads to the generalized cross validation function for the model selection. Experimental results are then presented to indicate the performance of the proposed procedure.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.673-683
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• 2017

The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.

• Journal of the Korean Data and Information Science Society
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• 제25권4호
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• pp.881-891
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• 2014

그래프모형(graphical model)은 확률 변수들간의 조건부 독립성(conditional independence)을 시각적인 네트워크형태로 표현할 수 있기 때문에, 정보학 (bioinformatics)이나 사회관계망 (social network) 등 수많은 변수들이 서로 연결되어 있는 복잡한 확률 시스템에 대한 직관적인 도구로 활용될 수 있다. 그래프 LASSO (graphical least absolute shrinkage and selection operator)는 고차원의 자료에 대한 가우스 그래프 모형 (Gaussian graphical model)의 추정에서 과대적합 (overfitting)을 방지하는데에 효과적인 것으로 알려진 방법이다. 본 논문에서는 그래프 LASSO 추정에서 매우 중요한 문제인 모형선택에 대하여 고려한다. 특히 여러가지 모형선택기준을 모의실험을 통해 비교하며 실제 금융 자료를 분석한다.

• Communications for Statistical Applications and Methods
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• 제25권6호
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• pp.591-604
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• 2018

The accelerated failure time (AFT) model is a linear model under the log-transformation of survival time that has been introduced as a useful alternative to the proportional hazards (PH) model. In this paper we propose variable-selection procedures of fixed effects in a parametric AFT model using penalized likelihood approaches. We use three popular penalty functions, least absolute shrinkage and selection operator (LASSO), adaptive LASSO and smoothly clipped absolute deviation (SCAD). With these procedures we can select important variables and estimate the fixed effects at the same time. The performance of the proposed method is evaluated using simulation studies, including the investigation of impact of misspecifying the assumed distribution. The proposed method is illustrated with a primary biliary cirrhosis (PBC) data set.

• 대한산업공학회지
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• 제42권5호
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• pp.314-326
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• 2016

The purpose of variable selection techniques is to select a subset of relevant variables for a particular learning algorithm in order to improve the accuracy of prediction model and improve the efficiency of the model. We conduct an empirical analysis to evaluate and compare seven well-known variable selection techniques for multiple linear regression model, which is one of the most commonly used regression model in practice. The variable selection techniques we apply are forward selection, backward elimination, stepwise selection, genetic algorithm (GA), ridge regression, lasso (Least Absolute Shrinkage and Selection Operator) and elastic net. Based on the experiment with 49 regression data sets, it is found that GA resulted in the lowest error rates while lasso most significantly reduces the number of variables. In terms of computational efficiency, forward/backward elimination and lasso requires less time than the other techniques.

• Communications for Statistical Applications and Methods
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• 제31권4호
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• pp.393-408
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• 2024

The sparse linear discriminant analysis can be incorporated into the penalized linear regression framework, but most studies have been limited to specific convex penalties, including the least absolute selection and shrinkage operator and its variants. Within this framework, concave penalties can serve as natural counterparts of the convex penalties. Implementing the concave penalized direction vector of discrimination appears to be straightforward, but developing its theoretical properties remains challenging. In this paper, we explore a class of concave penalties that covers the smoothly clipped absolute deviation and minimax concave penalties as examples. We prove that employing concave penalties guarantees an oracle property uniformly within this penalty class, even for high-dimensional samples. Here, the oracle property implies that an ideal direction vector of discrimination can be exactly recovered through concave penalized least squares estimation. Numerical studies confirm that the theoretical results hold with finite samples.

• 한국의학물리학회지:의학물리
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• 제34권3호
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• pp.23-32
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• 2023

Purpose: In radiomics analysis, to evaluate features, and predict genetic characteristics and survival time, the pixel values of lesions depicted in computed tomography (CT) and magnetic resonance imaging (MRI) images are used. CT and MRI offer three-dimensional images, thus producing three-dimensional features (Features_3d) as output. However, in reports, the superiority between Features_3d and two-dimensional features (Features_2d) is distinct. In this study, we aimed to investigate whether a difference exists in the prediction accuracy of radiomics analysis of lung cancer using Features_2d and Features_3d. Methods: A total of 38 cases of large cell carcinoma (LCC) and 40 cases of squamous cell carcinoma (SCC) were selected for this study. Two- and three-dimensional lesion segmentations were performed. A total of 774 features were obtained. Using least absolute shrinkage and selection operator regression, seven Features_2d and six Features_3d were obtained. Results: Linear discriminant analysis revealed that the sensitivities of Features_2d and Features_3d to LCC were 86.8% and 89.5%, respectively. The coefficients of determination through multiple regression analysis and the areas under the receiver operating characteristic curve (AUC) were 0.68 and 0.70 and 0.93 and 0.94, respectively. The P-value of the estimated AUC was 0.87. Conclusions: No difference was found in the prediction accuracy for LCC and SCC between Features_2d and Features_3d.

• Genomics & Informatics
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• 제5권3호
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• pp.95-101
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• 2007

In this paper, we consider the variable selection methods in the Cox model when a large number of gene expression levels are involved with survival time. Deciding which genes are associated with survival time has been a challenging problem because of the large number of genes and relatively small sample size (n<