• Title/Summary/Keyword: 통계추론

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Sparse Matrix Computation in Mixed Effects Model (희소행렬 계산과 혼합모형의 추론)

  • Son, Won;Park, Yong-Tae;Kim, Yu Kyeong;Lim, Johan
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.281-288
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    • 2015
  • In this paper, we study an approximate procedure to evaluate a penalized maximum likelihood estimator (MLE) for a mixed effects model. The procedure approximates the Hessian matrix of the penalized MLE with a structured sparse matrix or an arrowhead type matrix to speed its computation. In this paper, we numerically investigate the gain in computation time as well as approximation error from the considered approximation procedure.

A variational Bayes method for pharmacokinetic model (약물동태학 모형에 대한 변분 베이즈 방법)

  • Parka, Sun;Jo, Seongil;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.34 no.1
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    • pp.9-23
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    • 2021
  • In the following paper we introduce a variational Bayes method that approximates posterior distributions with mean-field method. In particular, we introduce automatic differentiation variation inference (ADVI), which approximates joint posterior distributions using the product of Gaussian distributions after transforming parameters into real coordinate space, and then apply it to pharmacokinetic models that are models for the study of the time course of drug absorption, distribution, metabolism and excretion. We analyze real data sets using ADVI and compare the results with those based on Markov chain Monte Carlo. We implement the algorithms using Stan.

Bayesian Analysis of a Zero-inflated Poisson Regression Model: An Application to Korean Oral Hygienic Data (영과잉 포아송 회귀모형에 대한 베이지안 추론: 구강위생 자료에의 적용)

  • Lim, Ah-Kyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.505-519
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    • 2006
  • We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

An Analysis on Abduction Type in the Activities Exploring 'Law of Large Numbers' ('큰 수의 법칙' 탐구 활동에서 나타난 가추법의 유형 분석)

  • Lee, Yoon-Kyung;Cho, Cheong-Soo
    • Journal of Educational Research in Mathematics
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    • v.25 no.3
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    • pp.323-345
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    • 2015
  • This study examined the types of abduction appeared in the exploration activities of 'law of large numbers' in order to figure out relation between statistical reasoning and abduction. When the classroom discourse of students was analyzed by Peirce's abduction, Eco's abduction type and Toulmin's argument pattern, students used overcoded abduction the most in the discourse of abduction. However, there composed a low percent of undercoded abduction leading to various thinking, and creative abduction used to make new principles or theories. By the CAS calculators used in the process of reasoning, students were provided with empirical context to understand the concept of abstract probability, through which they actively participated in the argumentation centered on the reasoning. As a result, it was found that not only to understand the abduction, but to build statistical context with tools in the learning of statistical reasoning is important.

Bayesian inference on multivariate asymmetric jump-diffusion models (다변량 비대칭 라플라스 점프확산 모형의 베이지안 추론)

  • Lee, Youngeun;Park, Taeyoung
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.99-112
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    • 2016
  • Asymmetric jump-diffusion models are effectively used to model the dynamic behavior of asset prices with abrupt asymmetric upward and downward changes. However, the estimation of their extension to the multivariate asymmetric jump-diffusion model has been hampered by the analytically intractable likelihood function. This article confronts the problem using a data augmentation method and proposes a new Bayesian method for a multivariate asymmetric Laplace jump-diffusion model. Unlike the previous models, the proposed model is rich enough to incorporate all possible correlated jumps as well as mention individual and common jumps. The proposed model and methodology are illustrated with a simulation study and applied to daily returns for the KOSPI, S&P500, and Nikkei225 indices data from January 2005 to September 2015.

Latent causal inference using the propensity score from latent class regression model (잠재범주회귀모형의 성향점수를 이용한 잠재변수의 원인적 영향력 추론 연구)

  • Lee, Misol;Chung, Hwan
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.615-632
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    • 2017
  • Unlike randomized trial, statistical strategies for inferring the unbiased causal relationship are required in the observational studies. The matching with the propensity score is one of the most popular methods to control the confounders in order to evaluate the effect of the treatment on the outcome variable. Recently, new methods for the causal inference in latent class analysis (LCA) have been proposed to estimate the average causal effect (ACE) of the treatment on the latent discrete variable. They have focused on the application study for the real dataset to estimate the ACE in LCA. In practice, however, the true values of the ACE are not known, and it is difficult to evaluate the performance of the estimated the ACE. In this study, we propose a method to generate a synthetic data using the propensity score in the framework of LCA, where treatment and outcome variables are latent. We then propose a new method for estimating the ACE in LCA and evaluate its performance via simulation studies. Furthermore we present an empirical analysis based on data form the 'National Longitudinal Study of Adolescents Health,' where puberty as a latent treatment and substance use as a latent outcome variable.

How Do the Prefrontal Lobes Mediate Scientific Reasoning and Conceptual Change in Adolescents ? (청소년들에게서 전두엽연합령은 어떻게 과학적 추론 및 과학개념 변화의 수행을 매개하는가?)

  • Kwon, Yong-Ju
    • Journal of The Korean Association For Science Education
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    • v.18 no.3
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    • pp.427-441
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    • 1998
  • The present study tested the hypothesis that adolescents' performance on scientific reasoning tasks and their ability to change theoretical concepts during instruction are mediated by prefrontal-cognitive functions, such as planning and inhibiting. Subjects sampled from four Korean secondary schools were administered a test of scientific reasoning ability and tests of the prefrontal lobe functions. A series of lessons on theoretical concepts was also administered. Subjects' performance on the test of scientific reasoning and pre- to posttest gains in the concept test were used as dependent variables. This study found that students' planning and inhibiting abilities were highly correlated with and they significantly predicted their scientific reasoning ability and conceptual gains. Further, principal component analysis showed prefrontal lobe functions were categorized into two main components. Component 1, which was loaded by planning and working memory functions, was termed as the representing process. Component 2, which was loaded primarily by the inhibiting functions, was termed as the inhibiting process. Scientific reasoning and conceptual change were also linked to these two components, indicating that these cognitive processes are mediated by both representing and inhibiting processes.

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An Analysis on Argumentation in the Task Context of 'Monty Hall Problem' at a High School Probability Class (고등학교 확률 수업의 '몬티홀 문제' 과제 맥락에서 나타난 논증과정 분석)

  • Lee, Yoon-Kyung;Cho, Cheong-Soo
    • School Mathematics
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    • v.17 no.3
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    • pp.423-446
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    • 2015
  • This study aims to look into the characteristics of argumentation in the task context of 'Monty Hall problem' at a high school probability class. As a result of an analysis of classroom discourses on the argumentation between teachers and second-year students in one upper level class in high school using Toulmin's argument pattern, it was found that it would be important to create a task context and a safe classroom culture in which the students could ask questions and refute them in order to make it an argument-centered discourse community. In addition, through the argumentation of solving complex problems together, the students could be further engaged in the class, and the actual empirical context enriched the understanding of concepts. However, reasoning in argumentation was mostly not a statistical one, but a mathematical one centered around probability problem-solving. Through these results of the study, it was noted that the teachers should help the students actively participate in argumentation through the task context and question, and an understanding of a statistical reasoning of interpreting the context would be necessary in order to induce their thinking and reasoning about probability and statistics.

Effects of Mathematical Instructions Based on Constructivism on Learners' Reasoning Ability - With Focus on the Area of Multiplication for 2nd Graders - (구성주의 수학 수업이 추론능력에 미치는 영향 - 초등학교 2학년 곱셈을 중심으로 -)

  • Jung, Hyunsil;Kim, Jinho
    • Journal of the Korean School Mathematics Society
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    • v.16 no.1
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    • pp.31-61
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    • 2013
  • The purpose of this study is to confirm constructivists' assumption that when a little low level learners are taken in learner-centered instruction based on a constructivism they can also construct knowledge by themselves. To achieve this purpose, the researchers compare the effects of learner-centered instruction based on the constructivism and teacher-centered instruction based on the objective epistemology where second graders learn multiplication facts through the each treatment on learners' reasoning ability and achievement. Some conclusions are drawn from results as follows. First, learner-centered instruction based on a constructivism has significant effect on learners' reasoning ability. Second, learner-centered instruction has slightly positive effect on learners' deductive reasoning ability. Third, learner-centered instruction has more an positive influence on understanding concepts and principles of not-presented mathematical knowledge than teacher-centered instruction when implementing it with a little low level learners.

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A study on the difference and calibration of empirical influence function and sample influence function (경험적 영향함수와 표본영향함수의 차이 및 보정에 관한 연구)

  • Kang, Hyunseok;Kim, Honggie
    • The Korean Journal of Applied Statistics
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    • v.33 no.5
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    • pp.527-540
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    • 2020
  • While analyzing data, researching outliers, which are out of the main tendency, is as important as researching data that follow the general tendency. In this study we discuss the influence function for outlier discrimination. We derive sample influence functions of sample mean, sample variance, and sample standard deviation, which were not directly derived in previous research. The results enable us to mathematically examine the relationship between the empirical influence function and sample influence function. We can also consider a method to approximate the sample influence function by the empirical influence function. Also, the validity of the relationship between the approximated sample influence function and the empirical influence function is also verified by the simulation of random sampled data in normal distribution. As the result of a simulation, both the relationship between the two influence functions, sample and empirical, and the method of approximating the sample influence function through the emperical influence function were verified. This research has significance in proposing a method that reduces errors in the approximation of the empirical influence function and in proposing an effective and practical method that proceeds from previous research that approximates the sample influence function directly through empirical influence function by constant revision.