• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.4
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• pp.1961-1974
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• 2019

In this letter, a harmonic-mean-based dual-antenna selection scheme at relay node is proposed in two-way relaying networks (TWRNs). With well-designed distributed orthogonal concatenated Alamouti space-time block code (STBC), a dual-antenna selection problem based on the instantaneous achievable sum-rate criterion is formulated. We propose a low-complexity selection algorithm based on the harmonic-mean criterion with linearly complexity $O(N_R)$ rather than the directly exhaustive search with complexity $O(N^2_R)$. From the analysis of network outage performance, we show that the asymptotic diversity gain function of the proposed scheme achieves as $1/{\rho}{^{N_R-1}}$, which demonstrates one degree loss of diversity order compared with the full diversity. This slight performance gap is mainly caused by sacrificing some dual-antenna selection freedom to reduce the algorithm complexity. In addition, our proposed scheme can obtain an extra coding gain because of the combination of the well-designed orthogonal concatenated Alamouti STBC and the corresponding dual-antenna selection algorithm. Compared with the common-used selection algorithms in the state of the art, the proposed scheme can achieve the best performance, which is validated by numerical simulations.

• Journal of the Korean Operations Research and Management Science Society
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• v.19 no.2
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• pp.1-19
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• 1994

A generalized network problem is a special class of linear programming problem whose coefficient matrix contains at most two nonzero elements per column. A generalized network problem with 0-1 flow restrictions is called an integer generalized network(IGN) problem. In this paper, we presented a branch and bound algorithm for the IGN that uses network relaxation. To improve the procedure, we develop various strategies, each of which employs different node selection criterion and/or branching variable selection criterion. We test these solution strategies and compare their efficiencies with LINDO on 70 randomly generated problems.

• Journal of the Korean Statistical Society
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• v.21 no.2
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• pp.93-110
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• 1992

A model selection approach is used to find out whether the mean and the variance of a unique sample are different from the pre-specified values. Normal distribution is selected as an approximating model. Kullback-Leibler discrepancy comes out as a natural measure of discrepancy between the operating model and the approximating model. Several estimates of selection criterion are computed including AIC, TIC, and a coupleof bootstrap estimator of the selection criterion are considered according to the way of resampling. It is shown that a closed form expression is available for the parametric bootstrap estimated cirterion. A Monte Carlo study is provided to give a formal comparison when the operating family itself is normally distributed.

• Proceedings of the IEEK Conference
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• 2003.11a
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• pp.505-508
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• 2003

The current paper proposes a new vertex selection scheme for polygon-based contour ceding. To efficiently characterize the shape of an object, we incorporate the curvature information in addition to the conventional maximum distance criterion in vertex selection process. The proposed method consists of “two-step procedure.” At first, contour pixels of high curvature value are selected as key vertices based on the curvature scale space (CSS), thereby dividing an overall contour into several contour-segments. Each segment is considered as an open contour whose end points are two consecutive key vertices and is processed independently. In the second step, vertices for each contour segment are selected using progressive vertex selection (PVS) method in order to obtain minimum number of vertices under the given maximum distance criterion ( $D_{MAX}$). Experimental results are presented to compare the approximation performances of the proposed and conventional methods.s.

• ETRI Journal
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• v.27 no.6
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• pp.747-758
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• 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).

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.365-376
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• 2003

In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.

• Journal of the Korean Statistical Society
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• v.9 no.1
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• pp.61-77
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• 1980

In response surface experiments, a polynomial model is often used to fit the response surface by the method of least squares. However, if the vectors of predictor variables are multicollinear, least squares estimates of the regression parameters have a high probability of being unsatisfactory. Hoerland Kennard have demonstrated that these undesirable effects of multicollinearity can be reduced by using "ridge" estimates in place of the least squares estimates. Ridge regrssion theory in literature has been mainly concerned with selection of k for the first order polynomial regression model and the precision of $\hat{\beta}(k)$, the ridge estimator of regression parameters. The problem considered in this paper is that of selecting k of ridge regression for a given polynomial regression model with an arbitrary order. A criterion is proposed for selection of k in the context of integrated mean square error of fitted responses, and illustrated with an example. Also, a type of admissibility condition is established and proved for the propose criterion.criterion.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.761-770
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• 2011

Robust principal components regression is suggested to deal with both the multicollinearity and outlier problem. A main aspect of the robust principal components regression is the selection of an optimal set of principal components. Instead of the eigenvalue of the sample covariance matrix, a selection criterion is developed based on the condition index of the minimum volume ellipsoid estimator which is highly robust against leverage points. In addition, the least trimmed squares estimation is employed to cope with regression outliers. Monte Carlo simulation results indicate that the proposed criterion is superior to existing ones.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.835-844
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• 2003

A difficulty in spatial data analysis is to choose a suitable theoretical variogram. Generally mean squares error(MSE) is used as a criterion of selection. However researchers encounter the case that the values of MSE are almost the same whereas the estimates of parameters are different. In this case, the selection criterion based on MSE should take into account the parameter estimates. In this paper we study on the method of selecting a variogram using spatial correlation.

• Communications for Statistical Applications and Methods
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• v.27 no.3
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• pp.301-311
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• 2020

Schwarz's Bayesian information criterion (BIC) is one of the most popular criteria for model selection, that was derived under the assumption of independent and identical distribution. For correlated data in longitudinal studies, Jones (Statistics in Medicine, 30, 3050-3056, 2011) modified the BIC to select the best linear mixed effects model based on the effective sample size where the number of parameters in covariance structure was not considered. In this paper, we propose an extended Jones' modified BIC by considering covariance parameters. We conducted simulation studies under a variety of parameter configurations for linear mixed effects models. Our simulation study indicates that our proposed BIC performs better in model selection than Schwarz's BIC and Jones' modified BIC do in most scenarios. We also illustrate an example of smoking data using a longitudinal cohort of cancer patients.