• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.383-392
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• 2000

Since late 1970, methods of influence or sensitivity analysis for detecting influential observations have been studied not only in regression and related methods but also in various multivariate methods. If results of multivariate analyses sometimes depend heavily on a small number of observations, we should be very careful to draw a conclusion. Similar phenomena may also occur in the case of incomplete data. In this research we try to study such influential observations in multivariate statistical analysis of incomplete data. Case of principal component analysis is studied with a numerical example.

• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

• Communications for Statistical Applications and Methods
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• v.27 no.4
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• pp.431-443
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• 2020

The K-means clustering algorithm has had successful application in sufficient dimension reduction. Unfortunately, the algorithm does have reproducibility and nestness, which will be discussed in this paper. These are clear deficits for the K-means clustering algorithm; however, the hierarchical clustering algorithm has both reproducibility and nestness, but intensive comparison between K-means and hierarchical clustering algorithm has not yet been done in a sufficient dimension reduction context. In this paper, we rigorously study the two clustering algorithms for two popular sufficient dimension reduction methodology of inverse mean and clustering mean methods throughout intensive numerical studies. Simulation studies and two real data examples confirm that the use of hierarchical clustering algorithm has a potential advantage over the K-means algorithm.

• Proceedings of the IEEK Conference
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• 2002.07a
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• pp.698-701
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• 2002

Subspace analysis (which includes PCA) seeks for feature subspace (which corresponds to the eigenspace), given multivariate input data and has been widely used in computer vision and pattern recognition. Typically data space belongs to very high dimension, but only a few principal components need to be extracted. In this paper I present a fast sequential algorithm for subspace analysis or tracking. Useful behavior of the algorithm is confirmed by numerical experiments.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.63-78
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• 1994

For discrimination with binary variables, reformulated full and first order Bahadur model with incomplete observations are presented. This allows prior probabilities associated with multiple population to be estimated for the sample-based classification rule. The EM algorithm is adopted to provided the maximum likelihood estimates of the parameters of interest. Some experiences with the models are evaluated and discussed.

• Journal of applied mathematics & informatics
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• v.29 no.1_2
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• pp.135-143
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• 2011

As a zero set of some multivariate splines, the piecewise algebraic variety is a kind of generalization of the classical algebraic variety. This paper presents an algorithm for isolating real roots of the zero-dimensional piecewise algebraic variety which is based on interval evaluation and the interval zeros of univariate interval polynomials in Bernstein form. An example is provided to show the proposed algorithm is effective.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.213-217
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• 2012

Fuzzy k-means clustering is an attractive alternative to the ordinary k-means clustering in analyzing multivariate data. Fuzzy versions yield more natural output by allowing overlapped k groups. In this study, we modify a fuzzy k-means clustering algorithm to be used for undirected social networks, apply the algorithm to both real and simulated cases, and report the results.

• Journal of Information Processing Systems
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• v.14 no.2
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• pp.448-454
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• 2018

Artificial bee colony (ABC) algorithm has attracted significant interests recently for solving the multivariate optimization problem. However, it still faces insufficiency of slow convergence speed and poor local search ability. Therefore, in this paper, a modified ABC algorithm with bees' number reallocation and new search equation is proposed to tackle this drawback. In particular, to enhance solution accuracy, more bees in the population are assigned to execute local searches around food sources. Moreover, elite vectors are adopted to guide the bees, with which the algorithm could converge to the potential global optimal position rapidly. A series of classical benchmark functions for frequency-modulated sound waves are adopted to validate the performance of the modified ABC algorithm. Experimental results are provided to show the significant performance improvement of our proposed algorithm over the traditional version.

• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.37-42
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• 1996

Maximum likelihood estimation of Cholesky decomposition is considered under normality assumption. It is shown that maximum liklihood estimation gives a Cholesky decomposition of the sample covariance matrix. The joint distribution of the maximum likelihood estimators is derived. The ussual algorithm for a Cholesky decomposition is shown to be equivalent to a maximumlikelihood estimation of a Cholesky root when the underlying distribution is a multivariate normal one.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.31 no.3
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• pp.533-544
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• 2021

Using Shor algorithm, factoring and discrete logarithm problem can be solved effectively. The public key cryptography, such as RSA and ECC, based on factoring and discrete logarithm problem can be broken in polynomial time using Shor algorithm. NIST has been conducting a PQC(Post Quantum Cryptography) standardization process to select quantum-resistant public key cryptography. The multivariate quadratic based signature scheme, which is one of the PQC candidates, is suitable for IoT devices with limited resources due to its short signature and fast sign and verify process. We analyzes classic attacks and quantum attacks for Rainbow which is the only multivatiate quadratic based signature scheme to be finalized up to the round 3. Also we compute the attack complexity for the round 3 Rainbow parameters, and analyzes the security level of Rainbow, one of the PQC standardization candidates.