• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.345-358
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• 2012

In a parametric sample selection model, the distribution assumption is critical to obtain consistent estimates. Conventionally, the normality assumption has been adopted for both error terms in selection and main equations of the model. The normality assumption, however, may excessively restrict the true underlying distribution of the model. This study introduces the $S_U$-normal distribution into the error distribution of a sample selection model. The $S_U$-normal distribution can accommodate a wide range of skewness and kurtosis compared to the normal distribution. It also includes the normal distribution as a limiting distribution. Moreover, the $S_U$-normal distribution can be easily extended to multivariate dimensions. We provide the log-likelihood function and expected value formula based on a bivariate $S_U$-normal distribution in a sample selection model. The results of simulations indicate the $S_U$-normal model outperforms the normal model for the consistency of estimators. As an empirical application, we provide the sample selection model for car ownership and a car expense relationship.

• Journal of Korean Institute of Industrial Engineers
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• v.39 no.2
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• pp.109-118
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• 2013

We propose a method for estimating coefficients of AR (autoregressive) model which named MLPAR (Maximum Likelihood of Pearson system for Auto-Regressive model). In the present method for estimating coefficients of AR model, there is an assumption that residual or error term of the model follows the normal distribution. In common cases, we can observe that the error of AR model does not follow the normal distribution. So the normal assumption will cause decreasing prediction accuracy of AR model. In the paper, we propose the MLPAR which does not assume the normal distribution of error term. The MLPAR estimates coefficients of auto-regressive model and distribution moments of residual by using pearson distribution system and maximum likelihood estimation. Comparing proposed method to auto-regressive model, results are shown to verify improved performance of the MLPAR in terms of prediction accuracy.

• Journal of the Korean Data and Information Science Society
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• v.6 no.2
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• pp.29-39
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• 1995

A model used in the past may be altered at will in modeling for the future. For this situation, the multiprocess dynamic model provides a general framework. In this paper we consider the multiprocess discount normal model with parameters having a time dependent non-linear structure. This model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.18 no.3
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• pp.738-754
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• 2024

Side-channel analysis (SCA) is a cryptanalytic technique that exploits physical leakages, such as power consumption or electromagnetic emanations, from cryptographic devices to extract secret keys used in cryptographic algorithms. Recent studies have shown that training SCA models with semi-supervised learning can effectively overcome the problem of few labeled power traces. However, the process of training SCA models using semi-supervised learning generates many pseudo-labels. The performance of the SCA model can be reduced by some of these pseudo-labels. To solve this issue, we propose the HWFilter method to improve semi-supervised SCA. This method uses a Hamming Weight Pseudo-label Filter (HWPF) to filter the pseudo-labels generated by the semi-supervised SCA model, which enhances the model's performance. Furthermore, we introduce a normal distribution method for constructing the HWPF. In the normal distribution method, the Hamming weights (HWs) of power traces can be obtained from the normal distribution of power points. These HWs are filtered and combined into a HWPF. The HWFilter was tested using the ASCADv1 database and the AES_HD dataset. The experimental results demonstrate that the HWFilter method can significantly enhance the performance of semi-supervised SCA models. In the ASCADv1 database, the model with HWFilter requires only 33 power traces to recover the key. In the AES_HD dataset, the model with HWFilter outperforms the current best semi-supervised SCA model by 12%.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.2
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• pp.1080-1099
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• 2019

A better tradeoff between robustness and invisibility will be realized by using the just noticeable (JND) model into the quantization-based watermarking scheme. The JND model is usually used to describe the perception characteristics of human visual systems (HVS). According to the research of cognitive science, HVS can adaptively extract the structure features of an image. However, the existing JND models in the watermarking scheme do not consider the structure features. Therefore, a novel JND model is proposed, which includes three aspects: contrast sensitivity function, luminance adaptation, and contrast masking (CM). In this model, the CM effect is modeled by analyzing the direction features and texture complexity, which meets the human visual perception characteristics and matches well with the spread transform dither modulation (STDM) watermarking framework by employing a new method to measure edge intensity. Compared with the other existing JND models, the proposed JND model based on structural regularity is more efficient and applicable in the STDM watermarking scheme. In terms of the experimental results, the proposed scheme performs better than the other watermarking scheme based on the existing JND models.

• Korea-Australia Rheology Journal
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• v.17 no.4
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• pp.149-156
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• 2005

A simple constitutive model for viscoelastic suspensions is discussed in this paper. The model can be used to predict the rheological properties (relative viscosity and all stresses) for viscoelastic suspensions in shear and elongational flow, and the constitutive equations combine a 'viscoelastic' behaviour component and a 'Newtonian' behaviour component. As expected, the model gives a prediction of positive first normal stress difference and negative second normal stress difference; the dimensionless first normal stress difference strongly depends on the shear rate and decreases with the volume fraction of solid phase, but the dimensionless second normal stress difference (in magnitude) is nearly independent of the shear rate and increases with the volume fraction. The relative viscosities and all the stresses have been tested against available experimental measurements.

• Journal of the Korean Statistical Society
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• v.26 no.4
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• pp.477-491
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• 1997

A new predictive classification rule for assigning future cases into one of two multivariate normal population (with unknown normal mixture model) is considered. The development involves calculation of posterior probability of each possible normal-mixture model via a default Bayesian test criterion, called intrinsic Bayes factor, and suggests predictive distribution for future cases to be classified that accounts for model uncertainty by weighting the effect of each model by its posterior probabiliy. In this paper, our interest is focused on constructing the classification rule that takes care of uncertainty about the types of covariance matrices (homogeneity/heterogeneity) involved in the model. For the constructed rule, a Monte Carlo simulation study demonstrates routine application and notes benefits over traditional predictive calssification rule by Geisser (1982).

• Journal of the Korean Statistical Society
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• v.27 no.4
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• pp.407-420
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• 1998

This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

• Communications for Statistical Applications and Methods
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• v.27 no.2
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• pp.189-199
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• 2020

This paper studies a Bayesian ordered multiple linear regression model with skew normal error. It is reasonable that the kind of inherent information available in an applied regression requires some constraints on the coefficients to be estimated. In addition, the assumption of normality of the errors is sometimes not appropriate in the real data. Therefore, to explain such situations more flexibly, we use the skew-normal distribution given by Sahu et al. (The Canadian Journal of Statistics, 31, 129-150, 2003) for error-terms including normal distribution. For Bayesian methodology, the Markov chain Monte Carlo method is employed to resolve complicated integration problems. Also, under the improper priors, the propriety of the associated posterior density is shown. Our Bayesian proposed model is applied to NZAPB's apple data. For model comparison between the skew normal error model and the normal error model, we use the Bayes factor and deviance information criterion given by Spiegelhalter et al. (Journal of the Royal Statistical Society Series B (Statistical Methodology), 64, 583-639, 2002). We also consider the problem of detecting an influential point concerning skewness using Bayes factors. Finally, concluding remarks are discussed.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.205-213
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• 2007

In this paper, the normal mixture model subjected to general linear restriction for component-means based on linear regression is proposed, and its fitting method by EM algorithm and Lagrange multiplier is provided. This model is applied to gene clustering of microarray expression data, which demonstrates it has very good performances for real data set. This model also allows to obtain the clusters that an analyst wants to find out in the fashion that the hypothesis for component-means is represented by the design matrices and the linear restriction matrices.