• Journal of the Optical Society of Korea
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• v.12 no.3
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• pp.121-125
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• 2008

We address the problem of Blind Source Separation(BSS) of superimposed signals in situations where one signal has constant or slowly varying intensities at some consecutive locations and at the corresponding locations the other signal has highly varying intensities. Independent Component Analysis(ICA) is a major technique for Blind Source Separation and the existing ICA algorithms fail to estimate the original intensities in the stated situation. We combine the advantages of existing sparse methods and Kernel ICA in our technique, by proposing wavelet packet based sparse decomposition of signals prior to the application of Kernel ICA. Simulations and experimental results illustrate the effectiveness and accuracy of the proposed approach. The approach is general in the way that it can be tailored and applied to a wide range of BSS problems concerning one-dimensional signals and images(two-dimensional signals).

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2011.05a
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• pp.808-810
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• 2011

The background estimation algorithms had a significant impact on the performance of image processing and recognition. In this paper, background estimation algorithms were analysis of complexity and performance as preprocessing of image recognition. It was evaluated the performance of Gaussian Running Average, Mixture of Gaussian, and KDE algorithm. The simulation results show that KDE algorithm outperforms compared to the other algorithms.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.915-922
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• 2013

Quantile regression can estimate multiple conditional quantile functions of the response, and as a result, it provide comprehensive information of the relationship between the response and the predictors. However, when estimating several conditional quantile functions separately, two or more estimated quantile functions may cross or overlap and consequently violate the basic properties of quantiles. In this paper, we propose a new stepwise method to estimate multiple non-crossing quantile functions using constraints on the kernel coefficients. A simulation study are presented to demonstrate satisfactory performance of the proposed method.

• Bulletin of the Korean Mathematical Society
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• v.55 no.6
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• pp.1791-1809
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• 2018

Let T be the singular integral operator with nonsmooth kernel which was introduced by Duong and McIntosh, and $T_q(q{\in}(1,{\infty}))$ be the vector-valued operator defined by $T_qf(x)=({\sum}_{k=1}^{\infty}{\mid}T\;f_k(x){\mid}^q)^{1/q}$. In this paper, by proving certain weak type endpoint estimate of L log L type for the grand maximal operator of T, the author establishes some quantitative weighted bounds for $T_q$ and the corresponding vector-valued maximal singular integral operator.

• Journal of the Chungcheong Mathematical Society
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• v.27 no.4
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• pp.651-659
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• 2014

In this paper we present some Gronwall-tpye inequalities with a non-separable kernel and obtain the explicit estimate for solutions of impulsive differential equations. Furthermore, we give an example to illustrate our results.

• The Korean Journal of Applied Statistics
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• v.25 no.6
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• pp.1049-1058
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• 2012

Nonparametric methods are often used as an alternative to parametric methods to estimate density function and regression function. In this paper we consider improved methods to select the Bezier points in Bezier curve smoothing that is shown to have the same asymptotic properties as the kernel methods. We show that the proposed methods are better than the existing methods through numerical studies.

• The Korean Journal of Applied Statistics
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• v.6 no.2
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• pp.227-235
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• 1993

Calibration relates the estimation of independent variable which rquires more effort or expense than dependent variable does. It would be provided with high accuracy because a little change of the result of independent variable cn cause a serious effect to the human being. Usual statistical analysis assumes the normality of error distribution or linearity of data. It is desirable to analyze the data without those assumptions for the accuracy of the calibration. In this paper, we calibrated the data nonparametrically without those assumptions and derived confidence interval estimate for the independent variable. As a method, we used kernel method which is popular in modern statistical branch. We derived bootstrap confidence interval estimate from the bootstrap confidence band.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.419-425
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• 2010

Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.3
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• pp.173-181
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• 2019

To estimate probabilistic distribution function from experimental data, kernel density estimation(KDE) is mostly used in cases when data is insufficient. The estimated distribution using KDE depends on bandwidth selectors that smoothen or overfit a kernel estimator to experimental data. In this study, various bandwidth selectors such as the Silverman's rule of thumb, rule using adaptive estimates, and oversmoothing rule, were compared for accuracy and conservativeness. For this, statistical simulations were carried out using assumed true models including unimodal and multimodal distributions, and, accuracies and conservativeness of estimating distribution functions were compared according to various data. In addition, it was verified how the estimated distributions using KDE with different bandwidth selectors affect reliability analysis results through simple reliability examples.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).