• Communications for Statistical Applications and Methods
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• 제24권4호
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• pp.383-396
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• 2017

The model in our approach assumes that computer responses are a realization of a Gaussian processes superimposed on a regression model called a Gaussian process regression model (GPRM). Selecting a subset of variables or building a good reduced model in classical regression is an important process to identify variables influential to responses and for further analysis such as prediction or classification. One reason to select some variables in the prediction aspect is to prevent the over-fitting or under-fitting to data. The same reasoning and approach can be applicable to GPRM. However, only a few works on the variable selection in GPRM were done. In this paper, we propose a new algorithm to build a good prediction model among some GPRMs. It is a post-work of the algorithm that includes the Welch method suggested by previous researchers. The proposed algorithms select some non-zero regression coefficients (${\beta}^{\prime}s$) using forward and backward methods along with the Lasso guided approach. During this process, the fixed were covariance parameters (${\theta}^{\prime}s$) that were pre-selected by the Welch algorithm. We illustrated the superiority of our proposed models over the Welch method and non-selection models using four test functions and one real data example. Future extensions are also discussed.

• Wind and Structures
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• 제26권1호
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• pp.11-24
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• 2018

Full-scale measurements of wind action on the open roof structure of the WuXi grand theater, which is composed of eight large-span free-form leaf-shaped space trusses with the largest span of 76.79 m, were conducted during the passage of Typhoons HaiKui and SuLi. The wind pressure field data were continuously and simultaneously monitored using a wind pressure monitoring system installed on the roof structure during the typhoons. A detailed analysis of the field data was performed to investigate the characteristics of the fluctuating wind pressure on the open roof, such as the wind pressure spectrum, spatial correlation coefficients, peak wind pressures and non-Gaussian wind pressure characteristics, under typhoon conditions. Three classical methods were used to calculate the peak factors of the wind pressure on the open roof, and the suggested design method and peak factors were given. The non-Gaussianity of the wind pressure was discussed in terms of the third and fourth statistical moments of the measured wind pressure, and the corresponding indication of the non-Gaussianity on the open roof was proposed. The result shows that there were large pulses in the time-histories of the measured wind pressure on Roof A2 in the field. The spatial correlation of the wind pressures on roof A2 between the upper surface and lower surface is very weak. When the skewness is larger than 0.3 and the kurtosis is larger than 3.7, the wind pressure time series on roof A2 can be taken as a non-Gaussian distribution, and the other series can be taken as a Gaussian distribution.

• 한국정보과학회:학술대회논문집
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• 한국정보과학회 1999년도 가을 학술발표논문집 Vol.26 No.2 (2)
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• pp.470-472
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• 1999

Sparse coding은 최소한의 active한 (non-orthogonal) basis vector를 이용하여 데이터를 표시하는 하나의 방법이다. Sparse coding에서 basis coefficient들이 statistically independent 하다는 constraint를 주기에 sparse coding은 independent component analysis(ICA)와 밀접한 관계를 가지고 있다. 본 논문에서는 sparse representation을 위하여 super-Gaussian prior를 이용한 ICA, 즉 sparse ICA 방법을 제시한다. Sparse ICA 방법을 이용하여 natural scenes의 basis vector를 찾고 이와 sparse coding과의 관계를 고찰한다. 여러 가지 super-Gaussian prior들을 고려하지 않고 이들이 ICA에 미치는 영향에 대해 살펴본다.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.743-758
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• 2005

This paper consider penalized likelihood regression with data from exponential family. The fast computation method applied to Gaussian data(Kim and Gu, 2004) is extended to non Gaussian data through asymptotically efficient low dimensional approximations and corresponding algorithm is proposed. Also smoothing parameter selection is explored for various exponential families, which extends the existing cross validation method of Xiang and Wahba evaluated only with Bernoulli data.

• Communications for Statistical Applications and Methods
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• 제17권4호
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• pp.483-491
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• 2010

This study provides the explicit computation of the ruin probability of a Le￠vy process on finite time horizon in Theorem 1 with the help of a fluctuation identity. This paper also gives the numerical results of the ruin probability in Variance Gamma(VG) and Normal Inverse Gaussian(NIG) models as illustrations. Besides, the paths of VG and NIG processes are simulated using the same parameter values as in Madan et al. (1998).

• 천문학회보
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• 제39권2호
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• pp.43.2-43.2
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• 2014

We present the three-dimensional genus topology of large-scale structure using the CMASS sample of the Final SDSS-III Baryon Oscillation Spectroscopic Survey (BOSS) data. To estimate the uncertainties in the measured genus, we very carefully construct mock CMASS surveys along the past light cone from the Horizon Run 3. We find that the shape of the observed genus curve agrees very well with the prediction of perturbation theory and with the mean topology of the mock surveys. However, comparison with simulations show that the observed genus curve slightly deviates from the theoretical Gaussian expectation. From the deviation, we further quantify the primordial non-Gaussian contribution.

• 한국해양공학회:학술대회논문집
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• 한국해양공학회 2006년 창립20주년기념 정기학술대회 및 국제워크샵
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• pp.127-134
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• 2006

Based on a weakly non-Gaussian theory the occurrence probability of freak waves is formulated in terms of the number of waves in a time series and the surface elevation kurtosis. Finite kurtosis gives rise to a significant enhancement of freak wave generation in comparison with the linear narrow banded wave theory. For fixed number of waves, the estimated amplification ratio of freak wave occurrence due to the deviation from the Gaussian theory is 50% - 300%. The results of the theory are compared with laboratory and field data.

• 대한수학회보
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• 제37권1호
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• pp.135-152
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• 2000

For a linear operator Q from $R^{d}\; into\; R^{d},\; {\alpha}\;>0\; and\ 0-semi-stability and the operater semi-stability of probability measures on $R^{d}$ are defined. Characterization of $(Q,b,{\alpha})$-semi-stable Gaussian distribution is obtained and the relationship between the class of $(Q,b,{\alpha})$-semi-stable non-Gaussian distributions and that of operator semistable distributions is discussed.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2003년도 ICCAS
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• pp.502-507
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• 2003

Toward the development of practical methods for observed data oriented bispectral estimation, an automatic means for determining the smoothing bandwidth of bispectral windows is proposed, that can also provide an associated optimum bispectral estimate of stationary non-Gaussian signals, systematically only from an observed time series datum of finite length. For the conventional non-parametric bispectral estimation, the MSE (mean squared error) of the normalized estimate is reviewed under a certain mixing condition and sufficient data length, mainly from the viewpoint of the inverse relation between its bias and variance with respect to the smoothing bandwidth. Based on the fundamental relation, a systematic method not only for determining the bandwidth, but also for obtaining the optimum bispectral estimate is presented by newly introducing a MSE evaluation index of the estimate only from an observed time series datum of finite length. The effectiveness and fundamental features of the proposed method are illustrated by the basic results of numerical experiments.

• 천문학회보
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• 제35권2호
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• pp.42.2-42.2
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• 2010

The possibility of detection of deviation from Gaussian distribution of primordial perturbations in the Cosmic Microwave Background (CMB) Radiation is very important because it can shed light on how the perturbations were created in the very early universe. We study the effect of the primordal non-Gaussianity on topological observables called Minkowski Functionals, which are functions of the temperature fluctuation field, and show that they carry distinct signatures of different types of non-Gaussianities. Then, we constrain the non-Gaussianity parameters by comparing the theoretical predictions of the Minkowski Functionals with measurements from observational data from WMAP.