• Communications for Statistical Applications and Methods
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• v.16 no.4
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• pp.573-578
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• 2009

We prove the consistency of a penalized maximum likelihood estimate proposed by Ahn (2001). The PMLE not only avoids the well-known problem that the ordinary likelihood of the normal mixture model is unbounded for any given sample size, but also removes redundant components.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.837-849
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• 2011

A self-organizing network is designed to estimate parameters of normal mixtures. SOMN achieves fast convergence and low possibility of divergence even when sample sizes are small, while PMLE eliminate unnecessary components. The proposed network effectively combines the good properties of SOMN and PMLE. Simulation verifies that the proposed network eliminates unnecessary components in normal mixtures when sample sizes are relatively small.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.36 no.6
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• pp.391-398
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• 2023

In this paper, a penalized maximum likelihood estimation (PMLE) method that applies a penalty to increase the accuracy of a basis-screening-based Kriging model (BSKM) is introduced. The maximum order and set of basis functions used in the BSKM are determined according to their importance. In this regard, the cross-validation error (CVE) for the basis functions is employed as an indicator of importance. When constructing the Kriging model (KM), the maximum order of basis functions is determined, the importance of each basis function is evaluated according to the corresponding maximum order, and finally the optimal set of basis functions is determined. This optimal set is created by adding basis functions one by one in order of importance until the CVE of the KM is minimized. In this process, the KM must be generated repeatedly. Simultaneously, hyper-parameters representing correlations between datasets must be calculated through the maximum likelihood evaluation method. Given that the optimal set of basis functions depends on such hyper-parameters, it has a significant impact on the accuracy of the KM. The PMLE method is applied to accurately calculate hyper-parameters. It was confirmed that the accuracy of a BSKM can be improved by applying it to Branin-Hoo problem.

• 한국데이터정보과학회:학술대회논문집
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• 2003.10a
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• pp.147-152
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• 2003

본 논문에서는 일반화극치분포(GEV)와 r개의 순서통계량을 이용한 r-GEV를 기술하였다. 모수 $\mu,\;\sigma$, k 를 추정하기 위해 최우추정법(MLE)과 Penalized MLE(P-MLE) 방법을 적용해 보았다. 이 분포를 원/달러 환율자료에 적용하여 일종의 재정위기 분석을 실시하였다.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.153-162
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• 2012

We proposed a mixed-mode design with a landline survey and mobile survey as the solution for the problems of election opinion polls by the original telephone survey method, mostly with limited population coverage for young people not living at home and with lower efficiency in selecting valid voters. We numerically verified the applicability of the proposed dual frame survey by analyzing the preliminary opinion poll results of the Seoul mayor by-election of October 26 2011. This research achieved the result that relative standard errors were similar between a mobile RDD sample and landline RDD sample though the variance was bigger in the former. Though the combination of mobile RDD and landline RDD is not found to improve the forecast accuracy, it still is expected to have higher reliability for election polls by expanding the population coverage and compensating the weakness of each survey method.