• Title/Summary/Keyword: Selection procedure

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Bayesian Model Selection for Nonlinear Regression under Noninformative Prior

  • Na, Jonghwa;Kim, Jeongsuk
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.719-729
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    • 2003
  • We propose a Bayesian model selection procedure for nonlinear regression models under noninformative prior. For informative prior, Na and Kim (2002) suggested the Bayesian model selection procedure through MCMC techniques. We extend this method to the case of noninformative prior. The difficulty with the use of noninformative prior is that it is typically improper and hence is defined only up to arbitrary constant. The methods, such as Intrinsic Bayes Factor(IBF) and Fractional Bayes Factor(FBF), are used as a resolution to the problem. We showed the detailed model selection procedure through the specific real data set.

A Bayesian Variable Selection Method for Binary Response Probit Regression

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.28 no.2
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    • pp.167-182
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    • 1999
  • This article is concerned with the selection of subsets of predictor variables to be included in building the binary response probit regression model. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the probit regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. The appropriate posterior probability of each subset of predictor variables is obtained through the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as the one with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

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Selection of Assembly Sequences Based on Flexible Assembly Systems Performance

  • Jeong, Bong-Ju
    • Management Science and Financial Engineering
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    • v.1 no.1
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    • pp.67-90
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    • 1995
  • In planning an assembly system, choosing the proper assembly sequence is one of the most important decisions because it significantly affects the costs associated with the assembly process. This paper deals with the selection of assembly sequences in flexible assembly systems. The selection criterion is the minimization of makespan to complete all assembly products. This problem is formulated as a "modified FAS scheduling problem" (MFASSP) and its scheduling procedure is described. The experimental results show that the procedure is very efficient for both quality of solution and computation time.

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Bayesian Model Selection in Weibull Populations

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1123-1134
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    • 2007
  • This article addresses the problem of testing whether the shape parameters in k independent Weibull populations are equal. We propose a Bayesian model selection procedure for equality of the shape parameters. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian model selection procedure based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real example are provided.

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An Automated Parameter Selection Procedure for Updating Finite Element Model : Example (유한요소모델 개선을 위한 자동화된 매개변수 선정법 : 예제)

  • Gyeong-Ho, Kim;Youn-sik, Park
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2004.05a
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    • pp.882-886
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    • 2004
  • In this section, the proposed parameter selection procedure is applied to two example problems, one is the plate example given in section 2.2 and the other is a cover structure of hard disk drive (HDD).

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A LOWER BOUND ON THE PROBABILITY OF CORRECT SELECTIONFOR TWO-STAGE SELECTION PROCEDURE

  • Kim, Soon-Ki
    • Journal of the Korean Statistical Society
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    • v.21 no.1
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    • pp.27-34
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    • 1992
  • This paper provides a method of obtaining a lower bound on the probability of correct selection for a two-stage selection procedure. The resulting lower bound sharpens that by Tamhane and Bechhofer (1979) for the normal means problem with a common known variance. The design constants associated with the lower bound are computed and the results of the performance comparisons are given.

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An Automatic Method for Selecting Comparative Standard Land Parcels in Land Price Appraisal Using a Decision Tree (의사결정트리를 이용한 개별 공시지가 비교표준지의 자동 선정)

  • Kim, Jong-Yoon;Park, Soo-Hong
    • Journal of the Korean Association of Geographic Information Studies
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    • v.7 no.1
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    • pp.9-19
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    • 2004
  • The selection of comparative standard parcels should be objective and reasonable, which is an important task in the individual land price appraisal procedure. However, the current procedure is mainly done manually by government officials. Therefore, the efficiency and objectiveness of this selection procedure is not guaranteed and questionable. In this study, we first defined the problem by analyzing the current comparative standard land parcel selection method. In addition, we devised a decision tree-based method using a machine learning algorithm that is considered to be efficient and objective compared to the current selection procedure. Finally the proposed method is then applied to the study area for evaluating the appropriateness and accuracy.

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Development of Tool Item Selection System Aiding CAM Procedure for Injection Mold (사출금형 CAM 작업 지원용 공구 항목 추천 시스템 개발)

  • 김성근;양학진;허영무;양진석
    • Journal of the Korean Society for Precision Engineering
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    • v.20 no.1
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    • pp.118-125
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    • 2003
  • As consumer's desire becomes various, agility of mold manufacturing is the most important factor for competitive mold manufacturer. Decision making process is required to produce optimal result of CAM systems in using commercial CAM system to generate tool path. The paper proposes a methodology fur computer-assisted tool selection procedures for various cutting type of rough, semi-rough and finish cuts. The procedure provides assistance for machining tool selection by analyzing sliced CAD model section of die cavity and core. Information about machining time for the generated NC-code is used to aid the tool selection. The module is developed with commercial CAM API. This module will be used fur the optimization of tool selection and planning process.

An Additive Sparse Penalty for Variable Selection in High-Dimensional Linear Regression Model

  • Lee, Sangin
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.147-157
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    • 2015
  • We consider a sparse high-dimensional linear regression model. Penalized methods using LASSO or non-convex penalties have been widely used for variable selection and estimation in high-dimensional regression models. In penalized regression, the selection and prediction performances depend on which penalty function is used. For example, it is known that LASSO has a good prediction performance but tends to select more variables than necessary. In this paper, we propose an additive sparse penalty for variable selection using a combination of LASSO and minimax concave penalties (MCP). The proposed penalty is designed for good properties of both LASSO and MCP.We develop an efficient algorithm to compute the proposed estimator by combining a concave convex procedure and coordinate descent algorithm. Numerical studies show that the proposed method has better selection and prediction performances compared to other penalized methods.

Permutation test for a post selection inference of the FLSA (순열검정을 이용한 FLSA의 사후추론)

  • Choi, Jieun;Son, Won
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.863-874
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    • 2021
  • In this paper, we propose a post-selection inference procedure for the fused lasso signal approximator (FLSA). The FLSA finds underlying sparse piecewise constant mean structure by applying total variation (TV) semi-norm as a penalty term. However, it is widely known that this convex relaxation can cause asymptotic inconsistency in change points detection. As a result, there can remain false change points even though we try to find the best subset of change points via a tuning procedure. To remove these false change points, we propose a post-selection inference for the FLSA. The proposed procedure applies a permutation test based on CUSUM statistic. Our post-selection inference procedure is an extension of the permutation test of Antoch and Hušková (2001) which deals with single change point problems, to multiple change points detection problems in combination with the FLSA. Numerical study results show that the proposed procedure is better than naïve z-tests and tests based on the limiting distribution of CUSUM statistics.