• Title/Summary/Keyword: minimum regret

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Optimal Convergence Rate of Empirical Bayes Tests for Uniform Distributions

  • Liang, Ta-Chen
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.33-43
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    • 2002
  • The empirical Bayes linear loss two-action problem is studied. An empirical Bayes test $\delta$$_{n}$ $^{*}$ is proposed. It is shown that $\delta$$_{n}$ $^{*}$ is asymptotically optimal in the sense that its regret converges to zero at a rate $n^{-1}$ over a class of priors and the rate $n^{-1}$ is the optimal rate of convergence of empirical Bayes tests.sts.

Minmax Regret Approach to Disassembly Sequence Planning with Interval Data (불확실성 하에서 최대후회 최소화 분해 계획)

  • Kang, Jun-Gyu
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.4
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    • pp.192-202
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    • 2009
  • Disassembly of products at their end-of-life (EOL) is a prerequisite for recycling or remanufacturing, since most products should be disassembled before being recycled or remanufactured as secondary parts or materials. In disassembly sequence planning of EOL products, considered are the uncertainty issues, i.e., defective parts or joints in an incoming product, disassembly damage, and imprecise net profits and costs. The paper deals with the problem of determining the disassembly level and corresponding sequence, with the objective of maximizing the overall profit under uncertainties in disassembly cost and/or revenue. The solution is represented as the longest path on a directed acyclic graph where parameter (arc length) uncertainties are modeled in the form of intervals. And, a heuristic algorithm is developed to find a path with the minimum worst case regret, since the problem is NP-hard. Computational experiments are carried out to show the performance of the proposed algorithm compared with the mixed integer programming model and Conde's heuristic algorithm.

Single-period Stochastic Inventory Problems with Quadratic Costs

  • Song, Moon-Ho
    • Journal of the military operations research society of Korea
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    • v.5 no.2
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    • pp.15-25
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    • 1979
  • Single-period inventory problems such as the newspaper boy problem having quadratic cost functions for both shortages and overage are examined to determine the optimal order level under various principles of choice such as minimum expected cost, aspiration level, and minimax regret. Procedures for finding the optimum order levels are developed for both continuous and discrete demand patterns.

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A class of accelerated sequential procedures with applications to estimation problems for some distributions useful in reliability theory

  • Joshi, Neeraj;Bapat, Sudeep R.;Shukla, Ashish Kumar
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.563-582
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    • 2021
  • This paper deals with developing a general class of accelerated sequential procedures and obtaining the associated second-order approximations for the expected sample size and 'regret' (difference between the risks of the proposed accelerated sequential procedure and the optimum fixed sample size procedure) function. We establish that the estimation problems based on various lifetime distributions can be tackled with the help of the proposed class of accelerated sequential procedures. Extensive simulation analysis is presented in support of the accuracy of our proposed methodology using the Pareto distribution and a real data set on carbon fibers is also analyzed to demonstrate the practical utility. We also provide the brief details of some other inferential problems which can be seen as the applications of the proposed class of accelerated sequential procedures.

Useful Control Equations for Practitioners on Dynamic Process Control

  • Suzuki, Tomomichi;Ojima, Yoshikazu
    • International Journal of Quality Innovation
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    • v.3 no.2
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    • pp.174-182
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    • 2002
  • System identification and controller formulation are essential in dynamic process control. In system identification, data for system identification are obtained, and then they are analyzed so that the system model of the process is built, identified, and diagnosed. In controller formulation, the control equation is derived based on the result of the system identification. There has been much theoretical research on system identification and controller formulation. These theories are very useful when they are appropriately applied. To our regret, however, these theories are not always effectively applied in practice because the engineers and the operators who manage the process often do not have the necessary understanding of required time series analysis methods. On the other hand, because of widespread use of statistical packages, system identification such as estimating ARMA models can be done with little understanding of time series analysis methods. Therefore, it might be said that the most theoretically difficult part in practice is the controller formulation. In this paper, lists of control equations are proposed as a useful tool for practitioners to use. The tool supports bridging the gap between theory and practice in dynamic process control. Also, for some models, the generalized control equations are obtained.

Evaluation of estuary reservoir management based on robust decision making considering water use-flood control-water quality under Climate Change (이수-치수-수질을 고려한 기후변화 대응 로버스트 기반 담수호 관리 평가)

  • Kim, Seokhyeon;Hwang, Soonho;Kim, Sinae;Lee, Hyunji;Kwak, Jihye;Kim, Jihye;Kang, Moonseong
    • Journal of Korea Water Resources Association
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    • v.56 no.6
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    • pp.419-429
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    • 2023
  • The objective of this study was to determine the management water level of an estuary reservoir considering three aspects: the water use, flood control and water quality, and to use a robust decision-making to consider uncertainty due to climate change. The watershed-reservoir linkage model was used to simulate changes in inflow due to climate change, and changes in reservoir water level and water quality. Five management level alternatives ranging from -1.7 El.m to 0.2 El.m were evaluated under the SSP1, 2, 3, and 5 scenariosof the ACCESS-CM2 Global Climate Model. Performance indicators based on period-reliability were calculated for robust decision-making considering the three aspects, and regret was used as a decision indicator to identify the alternatives with the minimum maximum regret. Flood control failure increased as the management level increased, while the probability of water use failure increased as the management level decreased. The highest number of failures occurred under the SSP5 scenario. In the water quality sector, the change in water quality was relatively small with an increase in the management level due to the increase in reservoir volume. Conversely, a decrease in the management level resulted in a more significant change in water quality. In the study area, the estuary reservoir was found to be problematic when the change in water quality was small, resulting in more failures.

Long-term Results of Thoracoscopic T2 Sympathicotomy for Craniofacial Hyperhidrosis in Woman (여성의 안면 다한증에 대한 제2흉부 교감신경 차단술 후 장기결과)

  • 조덕곤;조민섭;박찬범;왕영필;이선희;조규도
    • Journal of Chest Surgery
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    • v.37 no.7
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    • pp.591-596
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    • 2004
  • Recently, thoracic sympathicotomy for craniofacial hyperhidrosis (FH) is increasingly avoided contrast to palmar hyperhidrosis. We recently demonstrated that selective T2 sympathicotomy for FH in woman might be recommended because of differences of the postoperative satisfaction between man and woman. Therefore, this study was designed to analyze the postoperative long term results, evaluate the effectiveness of T2 sympathicotomy and establish the new strategy in treatment of FH in woman. Material and Method: From May 1998 to July 2001, 27 cases of FH in woman that were performed T2 sympathicotomy and minimum 2 years have passed since then at the follow up period. Among them, 20 cases were evaluated by telephone review and medical record. Bilateral sympathetic trunks were severed on the 2nd rib with 2mm thoracoscopic instruments. 7 patients combined with gustatory sweating (GS). Ages ranged from 25 to 62 (mean age, 46.4 years). Result: All patients were relieved of symptom immediately after operation. At postoperative 1 week, all patients were satisfied: 15 patients, “very satisfaction” and 5 patients, “relatively satisfaction”. However, during long term follow up period (from 25 to 63 months postoperatively), 9 patients (45%) were relatively satisfied, 8 patients (40%) complained that there was no difference of postoperative satisfaction and 3 patients (15%) complained of non satisfactory results (regret for surgery). 16 patients (80%) had complaint of uncomfortable feeling because of postoperative GS. Some degree of compensatory sweating (CS) had occurred in all patients: severe 10 patients (50%), severe but acceptable 6 patients (30%), and just conventional 4 patients (20%). The sites of CS were trunk, back, axilla and extremities. Conclusion: Thoracoscopic T2 sympathicotomy is relatively considerable method for FH in woman and the postoperative satisfaction depends on GS and the degree of individual adaptation for CS. Therefore, it is required that the prediction of preoperative risk factors for GS and CS and then careful selection of patients to increase the postoperative satisfaction, and the development of acceptable new treatment modalities.