• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.105-117
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• 2016

In the paper, as a sequence of the first tutorial, we discuss sufficient dimension reduction methodologies used to estimate central subspace (sliced inverse regression, sliced average variance estimation), central mean subspace (ordinary least square, principal Hessian direction, iterative Hessian transformation), and central $k^{th}$-moment subspace (covariance method). Large-sample tests to determine the structural dimensions of the three target subspaces are well derived in most of the methodologies; however, a permutation test (which does not require large-sample distributions) is introduced. The test can be applied to the methodologies discussed in the paper. Theoretical relationships among the sufficient dimension reduction methodologies are also investigated and real data analysis is presented for illustration purposes. A seeded dimension reduction approach is then introduced for the methodologies to apply to large p small n regressions.

• Journal of the Korean Data and Information Science Society
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• v.19 no.3
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• pp.751-759
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• 2008

Mixtures of factor analyzers(MFA) is useful to model the distribution of high-dimensional data on much lower dimensional space where the number of observations is very large relative to their dimension. Mixtures of common factor analyzers(MCFA) can reduce further the number of parameters in the specification of the component covariance matrices as the number of classes is not small. Moreover, the factor scores of MCFA can be displayed in low-dimensional space to distinguish the groups. We propose the factor scores of MCFA as new low-dimensional features for classification of high-dimensional data. Compared with the conventional dimension reduction methods such as principal component analysis(PCA) and canonical covariates(CV), the proposed factor score was shown to have higher correct classification rates for three real data sets when it was used in parametric and nonparametric classifiers.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.5 no.11
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• pp.2035-2051
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• 2011

Theoretical Bit Error Rate (BER) and channel capacity analysis are always of great interest to the designers of wireless communication systems. At the center of such analyses people are often encountered with a high-dimensional multiple integrals with quite complex integrands. Conventional Gaussian quadrature is inefficient in handling problems like this, as it tends to entail tremendous computational overhead, and the principal order of its error term increase rapidly with the dimension of the integral. In this paper, we propose a new approach to calculate complex multi-fold integrals based on the number theory. In contrast to Gaussian quadrature, the proposed approach requires less computational effort, and the principal order of its error term is independent of the dimension. The effectiveness of the number theory based approach is examined in BER and capacity analyses for practical systems. In particular, the results generated by numerical computation turn out in good match with that of Monte-Carlo simulations.

• Communications for Statistical Applications and Methods
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• v.24 no.1
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• pp.97-113
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• 2017

This paper proposes a method for sufficient dimension reduction (SDR) of mixture data. We consider mixture data containing more than one component that have distinct central subspaces. We adopt an approach of a model-based sliced inverse regression (MSIR) to the mixture data in a simple and intuitive manner. We employed mixture probabilistic principal component analysis (MPPCA) to estimate each central subspaces and cluster the data points. The results from simulation studies and a real data set show that our method is satisfactory to catch appropriate central spaces and is also robust regardless of the number of slices chosen. Discussions about root selection, estimation accuracy, and classification with initial value issues of MPPCA and its related simulation results are also provided.

• Proceedings of the IEEK Conference
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• 2003.07e
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• pp.1855-1858
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• 2003

In this paper, we propose image retrieval method more accurate and efficient than the conventional one. First of ail, we perform a shot detection and key frame extraction from the DC image constructed by DCT DC coefficients in the compressed video stream that is video compression standard such as MPEG[I][2]. We get principal axis applying PCA(Principal Component Analysis) to key frames for obtaining indexing information, and divide a domain. Video retrieval uses indexing information of high dimension. We apply KD-Trees(K Dimensional-Trees)[3] which shows efficient retrieval in data set of high dimension to video retrieval method. The proposed method can represent property of images more efficiently and property of domains more accurately using KD-Trees.

• Journal of the Society of Naval Architects of Korea
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• v.41 no.3
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• pp.49-59
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• 2004

The paper describes the preliminary ship design method using deterministic approach and probabilistic approach. In deterministic approach, there are computational aspects to applying not only the integration concurrently of principal dimension decisions and hull form variations but also hydrostatic coefficients that applied to optimization iterative process. Therefore, this paper developed that actual design concept at the preliminary ship design more than sequential design which separated in principal dimension decisions and hull form variations. Furthermore, a probabilistic approach at the preliminary ship design is applied to efficiently solve design information uncertainty that compared to deterministic approach.

• The Korean Journal of Applied Statistics
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• v.30 no.5
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• pp.747-757
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• 2017

We investigate multivariate volatilities based on high frequency time series. The PCA (principal component analysis) method is employed to achieve a dimension reduction in multivariate volatility. Multivariate realized volatilities (RV) with various frequencies are calculated from high frequency data and "optimum" frequency is suggested using PCA. Specifically, RVs with various frequencies are compared with existing daily volatilities such as Cholesky, EWMA and BEKK after dimension reduction via PCA. An analysis of high frequency stock prices of KOSPI, Samsung Electronics and Hyundai motor company is illustrated.

• The Korean Journal of Applied Statistics
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• v.35 no.2
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• pp.327-333
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• 2022

Principal component analysis (PCA) is the most widely used technique in dimension reduction, however, it is very sensitive to outliers. A robust version of PCA, called robust PCA, was suggested by two seminal papers by Candès et al. (2011) and Chandrasekaran et al. (2011). The robust PCA is an essential tool in the artificial intelligence such as background detection, face recognition, ranking, and collaborative filtering. Also, the robust PCA receives a lot of attention in statistics in addition to computer science. In this paper, we introduce recent algorithms for the robust PCA and give some illustrative examples.

• Journal of Navigation and Port Research
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• v.42 no.3
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• pp.177-186
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• 2018

Designers need a lot of information to determine the principal dimensions in the initial stage of boat design, and most of the information they need can be obtained by investigating and analyzing similar existing boat data. In addition, the principal dimensions that are determined have an impact throughout the design process (basic/detailed design), which in turn leads directly to the stability and performance of the boat. Therefore, in this study, the initial design system for the boat (design support platform) was developed using a correlation analysis with existing data for more than 700 boats. It was confirmed that the designer could conveniently and reasonably derive and determine the principal dimensions for a boat in the initial design stage, for the 50ft-class of small and high-speed boats.

• The Korean Journal of Applied Statistics
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• v.34 no.4
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• pp.659-669
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• 2021

Multivariate regression often appears in longitudinal or functional data analysis. Since multivariate regression involves multi-dimensional response variables, it is more strongly affected by the so-called curse of dimension that univariate regression. To overcome this issue, Yoo (2018) and Yoo (2019a) proposed three model-based response dimension reduction methodologies. According to various numerical studies in Yoo (2019a), the default method suggested in Yoo (2019a) is least sensitive to the simulated models, but it is not the best one. To release this issue, the paper proposes an selection algorithm by comparing the other two methods with the default one. This approach is called principal selected response reduction. Various simulation studies show that the proposed method provides more accurate estimation results than the default one by Yoo (2019a), and it confirms practical and empirical usefulness of the propose method over the default one by Yoo (2019a).