• Journal of the Korean Statistical Society
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• 제16권2호
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• pp.80-91
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• 1987

Minimum $L_i$ norm estimation is a robust procedure ins the sense that it leads to an estimator which has greater statistical eficiency than the least squares estimator in the presence of outliers. And the $L_1$ norm estimator has some desirable statistical properties. In this paper a new computational procedure for $L_1$ norm estimation is proposed which combines the idea of reweighted least squares method and the linear programming approach. A modification of the projective transformation method is employed to solve the linear programming problem instead of the simplex method. It is proved that the proposed algorithm terminates in a finite number of iterations.

• 충청수학회지
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• 제22권2호
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• pp.177-186
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• 2009

The global least squares method (Gl-LSQR) is a generalization of LSQR method for solving linear system with multiple right hand sides. In this paper, we present how to apply this algorithm for solving the image restoration problem and illustrate the usefulness and effectiveness of this method from numerical experiments.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1087-1094
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• 2005

e-insensitive support vector regression(e-SVR) is capable of providing more complete description of the linear and nonlinear relationships among random variables. In this paper we propose an iterative reweighted least squares(IRWLS) procedure to solve the quadratic problem of e-SVR with a modified loss function. Furthermore, we introduce the generalized approximate cross validation function to select the hyperparameters which affect the performance of e-SVR. Experimental results are then presented which illustrate the performance of the IRWLS procedure for e-SVR.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.146-146
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• 2000

This paper presents field test results of the GPS precise positioning using carrier phase observable. The Least-squares AMBiguity Decorrelation Adjustment(LAMBDA) method is implemented to resolve integer ambiguity problem for two epoch Ll carrier phase measurement data. Field test results show that the GPS precise positioning of cm-level accuracy is obtainable with conventional low cost, single frequency C/A code GPS receivers.

• Journal of the Korean Statistical Society
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• 제33권4호
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• pp.401-410
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• 2004

We address the problem of parameter estimation in multivariate distributions under ignorable non-monotone missing data. The factoring likelihood method for monotone missing data, termed by Rubin (1974), is extended to a more general case of non-monotone missing data. The proposed method is algebraically equivalent to the Newton-Raphson method for the observed likelihood, but avoids the burden of computing the first and the second partial derivatives of the observed likelihood. Instead, the maximum likelihood estimates and their information matrices for each partition of the data set are computed separately and combined naturally using the generalized least squares method.

• Journal of the Korean Data and Information Science Society
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• 제15권2호
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• pp.307-316
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• 2004

Principal Component Regression(PCR) and Partial Least Squares Regression(PLSR) are the two most popular regression techniques in chemometrics. In the field of chemometrics usually the number of regressor variables greatly exceeds the number of observation. So we have to reduce the number of regressors to avoid the identifiability problem. In this paper we compare PCR and PLSR techniques combined with various robust regression methods including regression depth estimation. We compare the efficiency, goodness-of-fit and robustness of each estimators under several contamination schemes.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.905-912
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• 2006

Support vector classification(SVC) provides more complete description of the linear and nonlinear relationships between input vectors and classifiers. In this paper we propose to solve the optimization problem of SVC with a modified hinge loss function, which enables to use an iterative reweighted least squares(IRWLS) procedure. We also introduce the approximate cross validation function to select the hyperparameters which affect the performance of SVC. Experimental results are then presented which illustrate the performance of the proposed procedure for classification.

• Communications for Statistical Applications and Methods
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• 제3권2호
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• pp.299-307
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• 1996

This article is concerned with the algorithms for the least median of squares estimator. An algorithm based on the $L{\infty}$ .inf.-estimation procedure is proposed in an attempt to improve the optimality of the estimate. And it is shown that the proposed algorithm yields more optimal estimate than the traditional resampling algorithms. The proposed algorithm employs a linear scaling transformation at each iteration of the$L{\infty}$-algorithm to deal with its computational inefficiency problem.

• Journal of the Korean Data and Information Science Society
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• 제22권5호
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• pp.931-940
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• 2011

분류분석은 학습표본으로부터 분류규칙을 도출한 후 새로운 표본에 적용하여 특정 범주로 분류하는 방법이다. 데이터의 복잡성에 따라 다양한 분류분석 방법이 개발되어 왔지만, 데이터 차원이 높고 변수간 상관성이 높은 경우 정확하게 분류하는 것은 쉽지 않다. 본 연구에서는 데이터차원이 상대적으로 높고 변수간 상관성이 높을 때 강건한 분류방법을 제안하고자 한다. 부분최소자승법은 연속형데이터에 사용되는 기법으로서 고차원이면서 독립변수간 상관성이 높을 때 예측력이 높은 통계기법으로 알려져 있는 다변량 분석기법이다. 벌점 부분최소자승법을 이용한 분류방법을 실제데이터와 시뮬레이션을 적용하여 성능을 비교하고자 한다.

• Communications for Statistical Applications and Methods
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• 제30권1호
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• pp.65-73
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• 2023

Contemporary biomedical data often involve an ill-posed problem owing to small sample size and large number of multi-collinear variables. Partial least squares (PLS) method could be a plausible alternative to an ill-conditioned ordinary least squares. However, in the case of a PLS model that includes a random-effect, how to deal with a random-effect or mixed effects remains a widely open question worth further investigation. In the present study, we propose a modified multivariate PLS method implementing mixed-effect model (PLSM). The advantage of PLSM is its versatility in handling serial longitudinal data or its ability for taking a randomeffect into account. We conduct simulations to investigate statistical properties of PLSM, and showcase its real clinical application to predict treatment outcome of esthetic surgical procedures of human faces. The proposed PLSM seemed to be particularly beneficial 1) when random-effect is conspicuous; 2) the number of predictors is relatively large compared to the sample size; 3) the multicollinearity is weak or moderate; and/or 4) the random error is considerable.