• 제목/요약/키워드: model selection

검색결과 4,039건 처리시간 0.031초

준모수적 계층적 선택모형에 대한 베이지안 방법 (A Bayesian Method to Semiparametric Hierarchical Selection Models)

  • 정윤식;장정훈
    • 응용통계연구
    • /
    • 제14권1호
    • /
    • pp.161-175
    • /
    • 2001
  • 메타분석(Meta-analysis)은 서로 독립적으로 연구되어진 결과들을 전체적인 하나의 결과로 도출하기 위해 사용되어지는 통계적 방법이다. 이러한 통계적 방법을 설명할 모형으로는 선택모형(selection model)을 포함한 계층적 모형(hierarchical model)을 사용하며, 이러한 모형들은 베이지안 메타분석에 유용한 것으로 알려져 있다. 그러나, 메타분석의 자료들은 일반적으로 출판편의(publication bias)를 갖고 있으므로 이를 극복하고자 가중함수(weight function)를 이용하여 분포함수를 새롭게 정의하여 사용한다. 최근에 Silliman(1997)은 계층적 모형(hierarchical model)에 가중함수를 첨부한 계층적 선택모형(hierarchical selection model)을 정의하고 모수적 베이지안 방법을 제시하였다. 본 연구에서는 미관측된 연구효과에 디리슈레 과정 사전분포(Dirichlet process prior)를 적용한 준모수적 계층적 선택모형(semiparametric hierarchical selection models)을 소개한다. 여기서 제시된 준모수적 계층적 선택모형을 베이지안 방법으로 추정하기 위하여 마코프 연쇄 몬테칼로(Markov chain Monte Carlo)방법을 이용한다. 제시된 방법을 적용하기 위하여 실제 자료(Johnson, 1993)인 충치를 예방하기 위한 두 가지의 예방약의 효과에 대한 차이를 비교하기 위해 얻어진 12개의 연구를 이용하여 메타분석을 한다.

  • PDF

AHP를 이용한 소프트웨어 외주업체 선정방안에 관한 연구 (A study on the selection method of the software developer using AHP)

  • 김승렬;정희숙
    • 경영과학
    • /
    • 제12권2호
    • /
    • pp.15-30
    • /
    • 1995
  • The objectives of this paper are to provide software developer selection criteria and to develop evaluation framework using AHP (Analytic Hierarchy Process). The selection criteria are extracted from Software Development Life Cycle, Quality Assurance, and Productivitiy of Organization. In this paper, the selection model is proposed and its examples are illustrated. Though some further research is required, the proposed model can be regarded as a basis of a DSS for the selection of the software developer.

  • PDF

Estimation and variable selection in censored regression model with smoothly clipped absolute deviation penalty

  • Shim, Jooyong;Bae, Jongsig;Seok, Kyungha
    • Journal of the Korean Data and Information Science Society
    • /
    • 제27권6호
    • /
    • pp.1653-1660
    • /
    • 2016
  • Smoothly clipped absolute deviation (SCAD) penalty is known to satisfy the desirable properties for penalty functions like as unbiasedness, sparsity and continuity. In this paper, we deal with the regression function estimation and variable selection based on SCAD penalized censored regression model. We use the local linear approximation and the iteratively reweighted least squares algorithm to solve SCAD penalized log likelihood function. The proposed method provides an efficient method for variable selection and regression function estimation. The generalized cross validation function is presented for the model selection. Applications of the proposed method are illustrated through the simulated and a real example.

목표계획법을 이용한 사단급 ASL 선정 모형에 관한 연구 (A Study on an Authorized Stockage List Selection Model)

  • 김충영;길계호
    • 한국국방경영분석학회지
    • /
    • 제25권1호
    • /
    • pp.75-86
    • /
    • 1999
  • The selection criteria of an Authorized Stockage List (ASL) in the Army is based on Army Regulation(AR)409. However, the current selection method of ASL is not considered in cost, weight and volume of repair parts. This paper is focused on developing for a new selection model taking account of cost, weight and volume of repair parts. Goal programming is utilized in order to consider weighted priorities. Different units of cost, and volume are normalized for using weighing value. Real data of a field division are applied to the model. Results of the new selection model are more reduced in cost, weight and volume than those of the previous method.

  • PDF

ELCIC: An R package for model selection using the empirical-likelihood based information criterion

  • Chixiang Chen;Biyi Shen;Ming Wang
    • Communications for Statistical Applications and Methods
    • /
    • 제30권4호
    • /
    • pp.355-368
    • /
    • 2023
  • This article introduces the R package ELCIC (https://cran.r-project.org/web/packages/ELCIC/index.html), which provides an empirical likelihood-based information criterion (ELCIC) for model selection that includes, but is not limited to, variable selection. The empirical likelihood is a semi-parametric approach to draw statistical inference that does not require distribution assumptions for data generation. Therefore, ELCIC is more robust and versatile in the context of model selection compared to the currently existing information criteria. This paper illustrates several applications of ELCIC, including its use in generalized linear models, generalized estimating equations (GEE) for longitudinal data, and weighted GEE (WGEE) for missing longitudinal data under the mechanisms of missing at random and dropout.

Noise-Robust Speaker Recognition Using Subband Likelihoods and Reliable-Feature Selection

  • Kim, Sung-Tak;Ji, Mi-Kyong;Kim, Hoi-Rin
    • ETRI Journal
    • /
    • 제30권1호
    • /
    • pp.89-100
    • /
    • 2008
  • We consider the feature recombination technique in a multiband approach to speaker identification and verification. To overcome the ineffectiveness of conventional feature recombination in broadband noisy environments, we propose a new subband feature recombination which uses subband likelihoods and a subband reliable-feature selection technique with an adaptive noise model. In the decision step of speaker recognition, a few very low unreliable feature likelihood scores can cause a speaker recognition system to make an incorrect decision. To overcome this problem, reliable-feature selection adjusts the likelihood scores of an unreliable feature by comparison with those of an adaptive noise model, which is estimated by the maximum a posteriori adaptation technique using noise features directly obtained from noisy test speech. To evaluate the effectiveness of the proposed methods in noisy environments, we use the TIMIT database and the NTIMIT database, which is the corresponding telephone version of TIMIT database. The proposed subband feature recombination with subband reliable-feature selection achieves better performance than the conventional feature recombination system with reliable-feature selection.

  • PDF

Minimum Message Length and Classical Methods for Model Selection in Univariate Polynomial Regression

  • Viswanathan, Murlikrishna;Yang, Young-Kyu;WhangBo, Taeg-Keun
    • ETRI Journal
    • /
    • 제27권6호
    • /
    • pp.747-758
    • /
    • 2005
  • The problem of selection among competing models has been a fundamental issue in statistical data analysis. Good fits to data can be misleading since they can result from properties of the model that have nothing to do with it being a close approximation to the source distribution of interest (for example, overfitting). In this study we focus on the preference among models from a family of polynomial regressors. Three decades of research has spawned a number of plausible techniques for the selection of models, namely, Akaike's Finite Prediction Error (FPE) and Information Criterion (AIC), Schwartz's criterion (SCH), Generalized Cross Validation (GCV), Wallace's Minimum Message Length (MML), Minimum Description Length (MDL), and Vapnik's Structural Risk Minimization (SRM). The fundamental similarity between all these principles is their attempt to define an appropriate balance between the complexity of models and their ability to explain the data. This paper presents an empirical study of the above principles in the context of model selection, where the models under consideration are univariate polynomials. The paper includes a detailed empirical evaluation of the model selection methods on six target functions, with varying sample sizes and added Gaussian noise. The results from the study appear to provide strong evidence in support of the MML- and SRM- based methods over the other standard approaches (FPE, AIC, SCH and GCV).

  • PDF

공정변수를 갖는 혼합물 실험 자료의 분석 (Analysis of mixture experimental data with process variables)

  • 임용빈
    • 품질경영학회지
    • /
    • 제40권3호
    • /
    • pp.347-358
    • /
    • 2012
  • Purpose: Given the mixture components - process variables experimental data, we propose the strategy to find the proper combined model. Methods: Process variables are factors in an experiment that are not mixture components but could affect the blending properties of the mixture ingredients. For example, the effectiveness of an etching solution which is measured as an etch rate is not only a function of the proportions of the three acids that are combined to form the mixture, but also depends on the temperature of the solution and the agitation rate. Efficient designs for the mixture components - process variables experiments depend on the mixture components - process variables model which is called a combined model. We often use the product model between the canonical polynomial model for the mixture and process variables model as a combined model. Results: First we choose the reasonable starting models among the class of admissible product models and practical combined models suggested by Lim(2011) based on the model selection criteria and then, search for candidate models which are subset models of the starting model by the sequential variables selection method or all possible regressions procedure. Conclusion: Good candidate models are screened by the evaluation of model selection criteria and checking the residual plots for the validity of the model assumption. The strategy to find the proper combined model is illustrated with examples in this paper.

AHP 및 Fuzzy 의사결정 모형을 활용한 반도체 장치라인의 CTP 선정 방법론 개발 (Development of CTP Selection Methodology of Semiconductor Equipment Line Using AHP and Fuzzy Decision Model)

  • 정재환;김정섭;김여진;이종환
    • 반도체디스플레이기술학회지
    • /
    • 제20권2호
    • /
    • pp.6-13
    • /
    • 2021
  • Cases and studies on the selection method of CTQ are relatively active, but there are few cases or studies on the selection method of CTP which is important in the device industry. In fact, many companies simply select and manage CTP from the point of contact based on their experience and intuition. The purpose of this study is to present an evaluation model and a mathematical decision model for rational and systematic CTP selection to improve the process quality of semiconductor equipment lines. In the evaluation model, AHP (Analytic Hierarchy Process) analysis technique was applied to show objective and quantitative figures, and Fuzzy decision-making model was used to solve the ambiguity and uncertainty in the decision-making process. Decision Value (DV) was presented. The subjects were 22 process factors managed in the Plating Process that the representative equipment line can do. As a result, the evaluation model proposed in this study can support more efficient and effective decision-making for process quality improvement by more objectively measuring the problem of subjective CTP selection in manufacturing sites.

A CONSISTENT AND BIAS CORRECTED EXTENSION OF AKAIKE'S INFORMATION CRITERION(AIC) : AICbc(k)

  • Kwon, Soon H.;Ueno, M.;Sugeno, M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • 제2권1호
    • /
    • pp.41-60
    • /
    • 1998
  • This paper derives a consistent and bias corrected extension of Akaike's Information Criterion (AIC), $AIC_{bc}$, based on Kullback-Leibler information. This criterion has terms that penalize the overparametrization more strongly for small and large samples than that of AIC. The overfitting problem of the asymptotically efficient model selection criteria for small and large samples will be overcome. The $AIC_{bc}$ also provides a consistent model order selection. Thus, it is widely applicable to data with small and/or large sample sizes, and to cases where the number of free parameters is a relatively large fraction of the sample size. Relationships with other model selection criteria such as $AIC_c$ of Hurvich, CAICF of Bozdogan and etc. are discussed. Empirical performances of the $AIC_{bc}$ are studied and discussed in better model order choices of a linear regression model using a Monte Carlo experiment.

  • PDF