• Title/Summary/Keyword: Model selection

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Cox proportional hazard model with L1 penalty

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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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.

A Bayesian Method to Semiparametric Hierarchical Selection Models (준모수적 계층적 선택모형에 대한 베이지안 방법)

  • 정윤식;장정훈
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.161-175
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    • 2001
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

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A study on the selection method of the software developer using AHP (AHP를 이용한 소프트웨어 외주업체 선정방안에 관한 연구)

  • 김승렬;정희숙
    • Korean Management Science Review
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    • v.12 no.2
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    • pp.15-30
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    • 1995
  • The objectives of this paper are to provide software developer selection criteria and to develop evaluation framework using AHP (Analytic Hierarchy Process). The selection criteria are extracted from Software Development Life Cycle, Quality Assurance, and Productivitiy of Organization. In this paper, the selection model is proposed and its examples are illustrated. Though some further research is required, the proposed model can be regarded as a basis of a DSS for the selection of the software developer.

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Estimation and variable selection in censored regression model with smoothly clipped absolute deviation penalty

  • Shim, Jooyong;Bae, Jongsig;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1653-1660
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    • 2016
  • Smoothly clipped absolute deviation (SCAD) penalty is known to satisfy the desirable properties for penalty functions like as unbiasedness, sparsity and continuity. In this paper, we deal with the regression function estimation and variable selection based on SCAD penalized censored regression model. We use the local linear approximation and the iteratively reweighted least squares algorithm to solve SCAD penalized log likelihood function. The proposed method provides an efficient method for variable selection and regression function estimation. The generalized cross validation function is presented for the model selection. Applications of the proposed method are illustrated through the simulated and a real example.

A Study on an Authorized Stockage List Selection Model (목표계획법을 이용한 사단급 ASL 선정 모형에 관한 연구)

  • 김충영;길계호
    • Journal of the military operations research society of Korea
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    • v.25 no.1
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    • pp.75-86
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    • 1999
  • The selection criteria of an Authorized Stockage List (ASL) in the Army is based on Army Regulation(AR)409. However, the current selection method of ASL is not considered in cost, weight and volume of repair parts. This paper is focused on developing for a new selection model taking account of cost, weight and volume of repair parts. Goal programming is utilized in order to consider weighted priorities. Different units of cost, and volume are normalized for using weighing value. Real data of a field division are applied to the model. Results of the new selection model are more reduced in cost, weight and volume than those of the previous method.

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ELCIC: An R package for model selection using the empirical-likelihood based information criterion

  • Chixiang Chen;Biyi Shen;Ming Wang
    • Communications for Statistical Applications and Methods
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    • v.30 no.4
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    • pp.355-368
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    • 2023
  • This article introduces the R package ELCIC (https://cran.r-project.org/web/packages/ELCIC/index.html), which provides an empirical likelihood-based information criterion (ELCIC) for model selection that includes, but is not limited to, variable selection. The empirical likelihood is a semi-parametric approach to draw statistical inference that does not require distribution assumptions for data generation. Therefore, ELCIC is more robust and versatile in the context of model selection compared to the currently existing information criteria. This paper illustrates several applications of ELCIC, including its use in generalized linear models, generalized estimating equations (GEE) for longitudinal data, and weighted GEE (WGEE) for missing longitudinal data under the mechanisms of missing at random and dropout.

Noise-Robust Speaker Recognition Using Subband Likelihoods and Reliable-Feature Selection

  • Kim, Sung-Tak;Ji, Mi-Kyong;Kim, Hoi-Rin
    • ETRI Journal
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    • v.30 no.1
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    • pp.89-100
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    • 2008
  • We consider the feature recombination technique in a multiband approach to speaker identification and verification. To overcome the ineffectiveness of conventional feature recombination in broadband noisy environments, we propose a new subband feature recombination which uses subband likelihoods and a subband reliable-feature selection technique with an adaptive noise model. In the decision step of speaker recognition, a few very low unreliable feature likelihood scores can cause a speaker recognition system to make an incorrect decision. To overcome this problem, reliable-feature selection adjusts the likelihood scores of an unreliable feature by comparison with those of an adaptive noise model, which is estimated by the maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. To evaluate the effectiveness of the proposed methods in noisy environments, we use the TIMIT database and the NTIMIT database, which is the corresponding telephone version of TIMIT database. The proposed subband feature recombination with subband reliable-feature selection achieves better performance than the conventional feature recombination system with reliable-feature selection.

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Minimum Message Length and Classical Methods for Model Selection in Univariate Polynomial Regression

  • Viswanathan, Murlikrishna;Yang, Young-Kyu;WhangBo, Taeg-Keun
    • ETRI Journal
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    • v.27 no.6
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    • pp.747-758
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    • 2005
  • The problem of selection among competing models has been a fundamental issue in statistical data analysis. Good fits to data can be misleading since they can result from properties of the model that have nothing to do with it being a close approximation to the source distribution of interest (for example, overfitting). In this study we focus on the preference among models from a family of polynomial regressors. Three decades of research has spawned a number of plausible techniques for the selection of models, namely, Akaike's Finite Prediction Error (FPE) and Information Criterion (AIC), Schwartz's criterion (SCH), Generalized Cross Validation (GCV), Wallace's Minimum Message Length (MML), Minimum Description Length (MDL), and Vapnik's Structural Risk Minimization (SRM). The fundamental similarity between all these principles is their attempt to define an appropriate balance between the complexity of models and their ability to explain the data. This paper presents an empirical study of the above principles in the context of model selection, where the models under consideration are univariate polynomials. The paper includes a detailed empirical evaluation of the model selection methods on six target functions, with varying sample sizes and added Gaussian noise. The results from the study appear to provide strong evidence in support of the MML- and SRM- based methods over the other standard approaches (FPE, AIC, SCH and GCV).

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Analysis of mixture experimental data with process variables (공정변수를 갖는 혼합물 실험 자료의 분석)

  • Lim, Yong-B.
    • Journal of Korean Society for Quality Management
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    • v.40 no.3
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    • pp.347-358
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    • 2012
  • Purpose: Given the mixture components - process variables experimental data, we propose the strategy to find the proper combined model. Methods: Process variables are factors in an experiment that are not mixture components but could affect the blending properties of the mixture ingredients. For example, the effectiveness of an etching solution which is measured as an etch rate is not only a function of the proportions of the three acids that are combined to form the mixture, but also depends on the temperature of the solution and the agitation rate. Efficient designs for the mixture components - process variables experiments depend on the mixture components - process variables model which is called a combined model. We often use the product model between the canonical polynomial model for the mixture and process variables model as a combined model. Results: First we choose the reasonable starting models among the class of admissible product models and practical combined models suggested by Lim(2011) based on the model selection criteria and then, search for candidate models which are subset models of the starting model by the sequential variables selection method or all possible regressions procedure. Conclusion: Good candidate models are screened by the evaluation of model selection criteria and checking the residual plots for the validity of the model assumption. The strategy to find the proper combined model is illustrated with examples in this paper.

Development of CTP Selection Methodology of Semiconductor Equipment Line Using AHP and Fuzzy Decision Model (AHP 및 Fuzzy 의사결정 모형을 활용한 반도체 장치라인의 CTP 선정 방법론 개발)

  • Jeong, Jaehwan;Kim, Jungseop;Kim, Yeojin;Lee, Jonghwan
    • Journal of the Semiconductor & Display Technology
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    • v.20 no.2
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    • pp.6-13
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    • 2021
  • Cases and studies on the selection method of CTQ are relatively active, but there are few cases or studies on the selection method of CTP which is important in the device industry. In fact, many companies simply select and manage CTP from the point of contact based on their experience and intuition. The purpose of this study is to present an evaluation model and a mathematical decision model for rational and systematic CTP selection to improve the process quality of semiconductor equipment lines. In the evaluation model, AHP (Analytic Hierarchy Process) analysis technique was applied to show objective and quantitative figures, and Fuzzy decision-making model was used to solve the ambiguity and uncertainty in the decision-making process. Decision Value (DV) was presented. The subjects were 22 process factors managed in the Plating Process that the representative equipment line can do. As a result, the evaluation model proposed in this study can support more efficient and effective decision-making for process quality improvement by more objectively measuring the problem of subjective CTP selection in manufacturing sites.