• The Korean Journal of Applied Statistics
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• v.36 no.4
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• pp.323-335
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• 2023

In causal analysis of high dimensional data, it is important to reduce the dimension of covariates and transform them appropriately to control confounders that affect treatment and potential outcomes. The augmented inverse probability weighting (AIPW) method is mainly used for estimation of average treatment effect (ATE). AIPW estimator can be obtained by using estimated propensity score and outcome model. ATE estimator can be inconsistent or have large asymptotic variance when using estimated propensity score and outcome model obtained by parametric methods that includes all covariates, especially for high dimensional data. For this reason, an ATE estimation using an appropriate dimension reduction method and semiparametric model for high dimensional data is attracting attention. Semiparametric method or sparse sufficient dimensionality reduction method can be uesd for dimension reduction for the estimation of propensity score and outcome model. Recently, another method has been proposed that does not use propensity score and outcome regression. After reducing dimension of covariates, ATE estimation can be performed using matching. Among the studies on ATE estimation methods for high dimensional data, four recently proposed studies will be introduced, and how to interpret the estimated ATE will be discussed.

• Journal of the Korean Data and Information Science Society
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• v.18 no.2
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• pp.327-344
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• 2007

Ridge partial least squares regression (RPLS) is a regression method which can be obtained by combining ridge regression and partial least squares regression and is intended to provide better predictive ability and less sensitive to overfitting. In this paper, explicit expressions for the shrinkage factor of RPLS are developed. The structure of the shrinkage factor is explored and compared with those of other biased regression methods, such as ridge regression, principal component regression, ridge principal component regression, and partial least squares regression using a near infrared data set.

• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.747-758
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• 2013

The covariance matrix is important in multivariate statistical analysis and a sample covariance matrix is used as an estimator of the covariance matrix. High dimensional data has a larger dimension than the sample size; therefore, the sample covariance matrix may not be suitable since it is known to perform poorly and event not invertible. A number of covariance matrix estimators have been recently proposed with three different approaches of shrinkage, thresholding, and modified Cholesky decomposition. We compare the performance of these newly proposed estimators in various situations.

• The Korean Journal of Applied Statistics
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• v.27 no.4
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• pp.605-617
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• 2014

Small area estimation is a statistical inference method to overcome large variance due to a small sample size allocated in a small area. A shrinkage estimator obtained by minimizing relative error(RE) instead of MSE has been suggested. The estimator takes advantage of good interpretation when the data range is large. A semiparametric estimator is also studied for small area estimation. In this study, we suggest a semiparametric shrinkage small area estimator and compare small area estimators using labor statistics.

• Proceedings of the Korean Society for Cognitive Science Conference
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• 2000.05a
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• pp.137-142
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• 2000

본 논문에서는 확률적 자연언어 처리에서 중요한 문제인 자료 희귀(data sparseness)의 어려움을 해결하는 새로운 방법으로 차원 축소 모델을 제시한다. 세 가지의 세부 방법이 제안되었으며 Katz의 back-off 방법의 성능을 최저로 했을 때에 비해 약 60%정도의 성능이 향상되었다. 현재까지 최고의 성능을 보이고 있는 유사도 기반의 방법에 비해서도 약 5∼20%의 성능이 향상되었다. 따라서 차원 축소 모델은 확률 추정의 새로운 방법으로 쓰일 수 있다.

• Proceedings of the Korea Society for Simulation Conference
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• 1996.05a
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• pp.9-9
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• 1996

광대역 종합정보 통신망의 핵심요소라 할 수 있는 ATM 스위치의 성능척도 중 가장 중요하게 다루어지고 있는 것은 셀 손실확률과 셀 전달지연시간이다. 이 중에서도 샐 손실확률기 추정에 대한 연구가 활발히 진행되고 있는데, ATM 스위치는 손실에 민감한 트래픽까지도 제대로 다루기 위하여 정도까지의 샐 손실확률을 보장할 수 있어야 한다. 이와같은 희소사건(rare event)의 확률 추정에 있어 원하는 정도의 precision을 가능한한 적은비용으로 얻어내기 위한 분산축소기법은 필수적이라 할 수 있다. Homogeneous 입력원을 갖는 ATM 스위치의 셀 손실확률 추정에 관련된 이전의 연구결과는 시뮬레이션과 분석적기법을 혼합시켜 얻어지는 새로운 개념의 추정치, 즉 hybrid 시뮬레이션 추정치의 도입을 통하여 상당한 정도의 분산축소 효과를 거둘 수 있음을 나타내주고 있다. 본 연구는 이에 대한 확장으로, 각각의 도착 프로세스가 서로 다른heterogeneous 입력원을 갖는 ATM 스위치의 셀 손실화률 추정에 적용될 수 있는 hybrid 시뮬레이션 기법을 개발하고자 한다. 사용된 모델은 이산시간대기모델()로 각입력원의 도착 프로세스는 Interrupted Bernoulli Process로 가정하였으며, 분석적 기법의 적용을 위한 입력원 통합(aggregation) 알고리듬과 실제 시뮬레이션 방법 등을 제시하였다. 또한 제시된 기법의 성능은 기존의 일반적인 시뮬레이션 추정치를 이용하여 얻어진 결과와의 비교를 통하여 분석되었다.

• Aerospace Engineering and Technology
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• v.7 no.2
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• pp.31-37
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• 2008

Flight-test is necessary at the identification of dynamic model of flight vehicle. A commonly faced problem is that once the flight-test instrumentation system is difficult to reschedule in the vehicle at the end of the test. This paper identified the parameter of dynamic model of vehicle using measurement data of non-flight test. The identification algorithm is based on frequency response identification method (CIFER) dealing with a longitudinal motion of Smart UAV 40% scale.

• Journal of Advanced Navigation Technology
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• v.13 no.5
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• pp.677-683
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• 2009

In this study, we designed and implemented testbed for localization algorithm by using a area reduction method in outdoor environment. The proposed algorithm used 3 steps of area reduction method, which estimated blind nodes position. Also, we have experimented with using a Zigbee module for 5 fixed reference nodes and 4 blind nodes in sensor field of $60m{\times}23m$. The results show that our algorithm is improved the localization accuracy even at the number of ref. node is fixed and the number of blind node is increased. In future research, we will be adding the function of seamless localization in indoor and NLOS(non-line of sight) environment.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2009.10a
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• pp.1053-1056
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• 2009

In this paper, we proposed a RSS based cooperative localization algorithm using area reduction mehood for wireless sensor networks, which can estimate the BN position. The proposed localization system monitoring all nodes estimates a position of BN, and calculates an intersection area with cooperative localization. From the results, we confirm that BN intersection area is reduced as the number of RN is increased. Moreover, the propose algorithm using 4 RNs is improved estimation performance than conventional method. Therefore, the cooperative localization algorithm with area reduction mehood provides higher localization accuracy than RSS based conventional method.

• Journal of Advanced Navigation Technology
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• v.10 no.4
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• pp.385-393
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• 2006

In this paper, we proposed a location estimation algorithm considering an extension of searching area in 2.45GHz band RTLS and analyzed its performance in terms of an average estimation error distance. The extendable searching area was assumed to be square of $300m{\times}300m$ and 2 dimensions. The arrangement shape of available readers was considered circle, rectangle, and shrinkage rectangle for extendable searching area. Also, we assumed that propagation path was LOS (Line-Of-Sight) environment, and analyzed the estimation error performance as a function of the number of received sub-blink considering an arrangement shape of available readers in searching area. From the results, compared with rectangle shape, circle shape showed the higher estimation accuracy. Also, we confirmed that the proposed location estimation algorithm provided high estimation accuracy in the shrinkage rectangle shape that was suitable for extension of searching area.