• Journal of the Korean Data and Information Science Society
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• v.18 no.3
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• pp.629-636
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• 2007

A kernel type semi-supervised estimate is proposed. The proposed estimate is based on the penalized least squares loss and the principle of Gaussian Random Fields Model. As a result, we can estimate the label of new unlabeled data without re-computation of the algorithm that is different from the existing transductive semi-supervised learning. Also our estimate is viewed as a general form of Gaussian Random Fields Model. We give experimental evidence suggesting that our estimate is able to use unlabeled data effectively and yields good classification.

• International Journal of Reliability and Applications
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• v.1 no.2
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• pp.133-143
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• 2000

Data from weighted distributions appear, among other situations, when some of the data are missing or are damaged, a case that is important in reliability and life testing. The kernel method for hazard rate estimation is discussed for these data where the basic large sample properties are given. As a by product, the basic properties of the kernel estimate of the distribution function for data from weighted distribution are presented.

• Journal of the Korean Statistical Society
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• v.10
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• pp.140-144
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• 1981

This paper approximates to a kernel density estimate by a truncated series of expansion involving Hermite polynomials, since this could ease the computing burden involved in the kernel-based density estimation. However, this truncated series may give a multimodal estimate when we are estiamting unimodal density. In this paper we will show a way to insure the truncated series to be positive and unimodal so that the approximation to a kernel density estimator would be maeningful.

• Journal of Korean Society of Disaster and Security
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• v.8 no.1
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• pp.15-19
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• 2015

In rainfall-runoff models employed in hydrological applications, runoff amount is estimated through temporal delay of effective precipitation based on a linear system. Its amount is resulted from the linearized ratio by analyzing the convolution multiplier. Furthermore, in case of kernel density estimate (KDE) used in probabilistic analysis, the definition of the kernel comes from the convolution multiplier. Individual data values are smoothed through the kernel to derive KDE. In the current study, the roles of the convolution multiplier for KDE and rainfall-runoff models were revisited and their similarity and dissimilarity were investigated to discover the mathematical applicability of the convolution multiplier.

• East Asian mathematical journal
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• v.33 no.1
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• pp.37-44
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• 2017

We will prove size estimates of the Bergman kernel for the generalized Fock space ${\mathcal{F}}^2_{\varphi}$, where ${\varphi}$ belongs to the class $\mathcal{W} $. The main tool for the proof is to use the estimate on the canonical solution to the ${\bar{\partial}}$-equation. We use Delin's weighted $L^2$-estimate ([3], [6]) for it.

• The Mathematical Education
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• v.31 no.2
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• pp.133-140
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• 1992

The problem of estimating a smooth distribution function F at a point $\tau$ based on randomly right censored data is treated under certain smoothness conditions on F . The asymptotic performance of a certain class of kernel estimators is compared to that of the Kap lan-Meier estimator of F($\tau$). It is shown that the .elative deficiency of the Kaplan-Meier estimate. of F($\tau$) with respect to the appropriately chosen kernel type estimate. tends to infinity as the sample size n increases to infinity. Strong uniform consistency and the weak convergence of the normalized process are also proved.

• Proceedings of the KIEE Conference
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• 2006.10c
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• pp.588-590
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• 2006

Recently, many on-line approaches to instrument channel surveillance (drift monitoring and fault detection) have been reported worldwide. On-line monitoring (OLM) method evaluates instrument channel performance by assessing its consistency with other plant indications through parametric or non-parametric models. The heart of an OLM system is the model giving an estimate of the true process parameter value against individual measurements. This model gives process parameter estimate calculated as a function of other plant measurements which can be used to identify small sensor drifts that would require the sensor to be manually calibrated or replaced. This paper describes an improvement of auto-associative kernel regression by introducing a correlation coefficient weighting on kernel distances. The prediction performance of the developed method is compared with conventional auto-associative kernel regression.

• Journal of the Korean Statistical Society
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• v.29 no.3
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• pp.307-313
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• 2000

Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

• Journal of the Korean Society of Industry Convergence
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• v.3 no.1
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• pp.17-27
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• 2000

A factorization is an extremely important part of multi-level logic synthesis. The number of literals in a factored form is a good estimate of the complexity of a logic function. and can be translated directly into the number of transistors required for implementation. Factored forms are described as either algebraic or Boolean, according to the trade-off between run-time and optimization. A Boolean factored form contains fewer number of literals than an algebraic factored form. In this paper, we present a new method for a Boolean factorization. The key idea is to build an extended co-kernel cube matrix using co-kernel/kernel pairs and kernel/kernel pairs together. The extended co-kernel cube matrix makes it possible to yield a Boolean factored form. We also propose a heuristic method for covering of the extended co-kernel cube matrix. Experimental results on various benchmark circuits show the improvements in literal counts over the algebraic factorization based on Brayton's co-kernel cube matrix.

• Journal of the Korean Mathematical Society
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• v.56 no.1
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• pp.91-111
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• 2019

We give a direct proof of the sharp two-sided estimates, recently established in [4, 9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{1,1}$ open sets by using Duhamel's formula. We also obtain a gradient estimate for the Dirichlet heat kernel. Our assumption on the open set is slightly weaker in that we only require D to be $C^{1,{\theta}}$ for some ${\theta}{\in}({\alpha}/2,1]$.