• Title/Summary/Keyword: Statistical Property

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Axis-Slope-Rotatable Designs for Experiments With Mixture

  • Park, Sung H.;Kim, Joo H.
    • Journal of the Korean Statistical Society
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    • v.11 no.1
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    • pp.36-44
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    • 1982
  • A new design concept, called axis-slope-rotatability, is presented for the design of experiments with mixtures. This is an analogue of the Box-Hunter (1957) rotatability for second order response surface designs. By choice of design, it is possible to make the variance of the estimated slopes along the component axes constant for all axial points equidistant from the center point of the factor space. This property is called axis-slope-rotatability for mixture experiments. When the Scheffe's second degree polynomial is used, it is shown that some symmetry conditions are sufficient for axis-slope-rotatability. Several designs having this property are illustrated.

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Independence and maximal volume of d-dimensional random convex hull

  • Son, Won;Park, Seongoh;Lim, Johan
    • Communications for Statistical Applications and Methods
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    • v.25 no.1
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    • pp.79-89
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    • 2018
  • In this paper, we study the maximal property of the volume of the convex hull of d-dimensional independent random vectors. We show that the volume of the random convex hull from a multivariate location-scale family indexed by ${\Sigma}$ is stochastically maximized in simple stochastic order when ${\Sigma}$ is diagonal. The claim can be applied to a broad class of multivariate distributions that include skewed/unskewed multivariate t-distributions. We numerically investigate the proven stochastic relationship between the dependent and independent random convex hulls with the Gaussian random convex hull. The numerical results confirm our theoretical findings and the maximal property of the volume of the independent random convex hull.

Moderately clipped LASSO for the high-dimensional generalized linear model

  • Lee, Sangin;Ku, Boncho;Kown, Sunghoon
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.445-458
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    • 2020
  • The least absolute shrinkage and selection operator (LASSO) is a popular method for a high-dimensional regression model. LASSO has high prediction accuracy; however, it also selects many irrelevant variables. In this paper, we consider the moderately clipped LASSO (MCL) for the high-dimensional generalized linear model which is a hybrid method of the LASSO and minimax concave penalty (MCP). The MCL preserves advantages of the LASSO and MCP since it shows high prediction accuracy and successfully selects relevant variables. We prove that the MCL achieves the oracle property under some regularity conditions, even when the number of parameters is larger than the sample size. An efficient algorithm is also provided. Various numerical studies confirm that the MCL can be a better alternative to other competitors.

Stable activation-based regression with localizing property

  • Shin, Jae-Kyung;Jhong, Jae-Hwan;Koo, Ja-Yong
    • Communications for Statistical Applications and Methods
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    • v.28 no.3
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    • pp.281-294
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    • 2021
  • In this paper, we propose an adaptive regression method based on the single-layer neural network structure. We adopt a symmetric activation function as units of the structure. The activation function has a flexibility of its form with a parametrization and has a localizing property that is useful to improve the quality of estimation. In order to provide a spatially adaptive estimator, we regularize coefficients of the activation functions via ℓ1-penalization, through which the activation functions to be regarded as unnecessary are removed. In implementation, an efficient coordinate descent algorithm is applied for the proposed estimator. To obtain the stable results of estimation, we present an initialization scheme suited for our structure. Model selection procedure based on the Akaike information criterion is described. The simulation results show that the proposed estimator performs favorably in relation to existing methods and recovers the local structure of the underlying function based on the sample.

Support Vector Machine for Interval Regression

  • Hong Dug Hun;Hwang Changha
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.67-72
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    • 2004
  • Support vector machine (SVM) has been very successful in pattern recognition and function estimation problems for crisp data. This paper proposes a new method to evaluate interval linear and nonlinear regression models combining the possibility and necessity estimation formulation with the principle of SVM. For data sets with crisp inputs and interval outputs, the possibility and necessity models have been recently utilized, which are based on quadratic programming approach giving more diverse spread coefficients than a linear programming one. SVM also uses quadratic programming approach whose another advantage in interval regression analysis is to be able to integrate both the property of central tendency in least squares and the possibilistic property In fuzzy regression. However this is not a computationally expensive way. SVM allows us to perform interval nonlinear regression analysis by constructing an interval linear regression function in a high dimensional feature space. In particular, SVM is a very attractive approach to model nonlinear interval data. The proposed algorithm here is model-free method in the sense that we do not have to assume the underlying model function for interval nonlinear regression model with crisp inputs and interval output. Experimental results are then presented which indicate the performance of this algorithm.

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Fast Integer-Pel Motion Estimation Based on Statistical Property for H.264/AVC (H.264/AVC를 위한 통계 특성 기반 정수 화소 단위 고속 움직임 예측 기법)

  • Noh, Jin-Young;Hong, Min-Cheol
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.37 no.8A
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    • pp.669-678
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    • 2012
  • In this paper, we propose an efficient fast integer-pel motion estimation for H.264/AVC using local statistics of local motion vectors. Using neighboring motion vectors, we define a new statistical property that is used to determine a mode of motion search range of current block. In addition, an adaptive motion search range compensated method that is based on cumulative statistics of previous coded blocks is addressed to solve the problem of the statistical motion search range decision method. Experimental results show that proposed algorithm has the capability to reduce the computational cost over the other methods.

A study on the structure of concordance matrices of Li type PBIB designs ($L_i$ 계획에서 조화행렬의 구조에 관한 연구)

  • 배종성
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.289-297
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    • 1994
  • A block design will be said to have Property C if the concordance matrix can be expressed as a linear combination of Kronecker product of permutation matrices. No matrix inversions are necessary for the intrablock analysis of the block designs which possesses the Property C(Paik, 1985). In this paper, in order to show the Li type PBIB designs possesses the Property C, we suggest the structure of the concordance matrices of Li type PBIB designs are multi-nested block circulant pattern.

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Statistical Characteristics for Longitudinal Friction Behavior of Rail Fastening System for Concrete Track (콘크리트 궤도용 레일체결장치의 종방향 마찰거동에 대한 통계적 특성)

  • Bae, Hyun-Ung;Park, Sang-Jun;Yun, Kyung-Min;Park, Beom-Ho;Lim, Nam-Hyoung
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.11
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    • pp.7870-7877
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    • 2015
  • In the case of CWR (Continuous welded rail) located on the railway bridge, the CWR has additional axial force due to interaction of bridge and track. Therefore, the CWR tracks located on the bridge have to secure the safety of running train and CWR track through mitigating influence for interaction of bridge and track. The railway design guide in Korea (KR C-08080) provides a certain value for property of longitudinal friction behavior of rail fastening system that is major parameter of interaction behavior by applying European codes. However, in order to apply to domestic railway, it is necessary to review property characteristics of the rail fastening system in actual use. In this paper, the experiment for longitudinal friction behavior of rail fastener applied to concrete track on the railway bridge in Korea was carried out, and statistical characteristic for property of the rail fastener was analyzed from the result of the experiment.

Estimation of Retirement Rate on Domestic Industrial Property (국내 산업설비의 폐기율 추정)

  • 오현승;김종수;조진형
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.25 no.4
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    • pp.79-85
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    • 2002
  • In general, estimates of average service lives and of mortality functions are less well-based than most types of economic statistics published by statistical offices. Therefore, hypotheses about service lives of tangible assets and their distribution are most difficult aspects to tackle. In this paper, estimates of service lives based on directly observed data on domestic industrial property and retirement rates are presented.