• Title/Summary/Keyword: Random permutation

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Random Permutation Test for Comparison of Two Survival Curves

  • Kim, Mi-Kyung;Lee, Jae-Won;Lee, Myung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.137-145
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    • 2001
  • There are many situations in which the well-known tests such as log-rank test and Gehan-Wilcoxon test fail to detect the survival differences. Assuming large samples, these tests are developed asymptotically normal properties. Thus, they shall be called asymptotic tests in this paper, Several asymptotic tests sensitive to some specific types of survival differences have been recently proposed. This paper compares by simulations the test levels and the powers of the conventional asymptotic tests and their random permutation versions. Simulation studies show that the random permutation tests possess competitive powers compared to the corresponding asymptotic tests, keeping exact test levels even in the small sample case. It also provides the guidelines for choosing the valid and most powerful test under the given situation.

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Comparison of Some Nonparametric Statistical Inference for Logit Model (로짓모형의 비모수적 추론의 비교)

  • 정형철;김대학
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.355-366
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    • 2002
  • Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

Monte Carlo Random Permutation Tests for Incompletely Ranked Data (불완전 순위 자료를 위한 몬테칼로 임의순열 검정)

  • Huh, Myung-Hoe;Choi, Won
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.191-199
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    • 2001
  • 본 소고는 n명의 심사자가 k개의 객체를 평가하여 얻어진 불완전 순위자료에서 객체간 선호도에 있어 차이가 없다는 영가설을 검정하는 방법에 관한 연구이다. 주어진 자료에서 결측값들을 다중대체하는 방식을 제안하고 이들을 평균 p-값으로 묶는 몬테칼로방식의 임의순열 검정을 제안한다.

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BCDR algorithm for network estimation based on pseudo-likelihood with parallelization using GPU (유사가능도 기반의 네트워크 추정 모형에 대한 GPU 병렬화 BCDR 알고리즘)

  • Kim, Byungsoo;Yu, Donghyeon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.381-394
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    • 2016
  • Graphical model represents conditional dependencies between variables as a graph with nodes and edges. It is widely used in various fields including physics, economics, and biology to describe complex association. Conditional dependencies can be estimated from a inverse covariance matrix, where zero off-diagonal elements denote conditional independence of corresponding variables. This paper proposes a efficient BCDR (block coordinate descent with random permutation) algorithm using graphics processing units and random permutation for the CONCORD (convex correlation selection method) based on the BCD (block coordinate descent) algorithm, which estimates a inverse covariance matrix based on pseudo-likelihood. We conduct numerical studies for two network structures to demonstrate the efficiency of the proposed algorithm for the CONCORD in terms of computation times.

On the Optimal Key Size of the Even-Mansour Cipher in the Random Function Oracle Model (랜덤 오라클 모델에서의 Even-Mansour Cipher에 대한 키 길이 최적화 방법)

  • Sung, Jae-Chul
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.17 no.3
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    • pp.35-42
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    • 2007
  • We describe the problem of reducing the key material in the Even-Mansour cipher without security degradation. Even and Mansour proposed a block cipher based on XORing secret key material just prior to and after applying random oracle permutation P such that $C=k_2\bigoplus P(M\bigoplus k_1)$. Recently, Gentry and Ramzan showed that this scheme in the random permutation oracle can be replaced by the four-round Feistel network construction in the random function oracle and also proved that their scheme is super-pseudorandom. In this paper we reduce the key size from 2n to n, which is the optimal key size of Even-Mansour cipher in the random function oracle model and also give almost the same level of security.

High Order Template Scheme for Rapid Acquisition in the UWB Communication System (고차 모델을 사용한 광대역 통신 시스템의 새로운 고속 동기화 기법)

  • Baasantseren, Gansuren;Lin, Xiaoju;Lee, Hae-Kee;Kim, Sung-Soo
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.59 no.1
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    • pp.47-52
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    • 2010
  • The low power of ultra-wideband (UWB) signal makes the acquisition of UWB signal be a more challenging task. In this paper, we propose the method of high order template signal technique that reduces the synchronization time. Experimental results are presented to show the improvements of performance in the mean acquisition time (MAT) and the probability of detection. The performance compared with the serial search, the truly random search and the random permutation search. It is shown that over typical UWB multipath channels, a random permutation search scheme may yield lower MAT than serial search.

Testing the Equality of Several Correlation Coefficients by Permutation Method

  • Um, Yonghwan
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.6
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    • pp.167-174
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    • 2022
  • In this paper we investigate the permutation test for the equality of correlation coefficients in several independent populations. Permutation test is a non-parametric testing methodology based upon the exchangeability of observations. Exchangeability is a generalization of the concept of independent, identically distributed random variables. Using permutation method, we may construct asymptotically exact test. This method is asymptotically as powerful as standard parametric tests and is a valuable tool when the sample sizes are small and normality assumption cannot be met. We first review existing parametric approaches to test the equality of correlation coefficients and compare them with the permutation test. At the end, all the approaches are illustrated using Iris data example.

A study on alternatives to the permutation test in gene-set analysis (유전자집합분석에서 순열검정의 대안)

  • Lee, Sunho
    • The Korean Journal of Applied Statistics
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    • v.31 no.2
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    • pp.241-251
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    • 2018
  • The analysis of gene sets in microarray has advantages in interpreting biological functions and increasing statistical powers. Many statistical methods have been proposed for detecting significant gene sets that show relations between genes and phenotypes, but there is no consensus about which is the best to perform gene sets analysis and permutation based tests are considered as standard tools. When many gene sets are tested simultaneously, a large number of random permutations are needed for multiple testing with a high computational cost. In this paper, several parametric approximations are considered as alternatives of the permutation distribution and the moment based gene set test has shown the best performance for providing p-values of the permutation test closely and quickly on a general framework.

A pseudo Random Permutation Generator with application to random bit genefator (랜덤 치환 고속 발생기 설계 및 응용)

  • Ko, Seung-Cheol;Lee Dae-Gi
    • Review of KIISC
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    • v.3 no.1
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    • pp.26-30
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    • 1993
  • 본 논문에서는Akl-Meijer가 설계한 랜덤 치환 발생기를 일반화한 알고리즘을 제안한다. Akl과 Meijer는 사이즈가 m인 치환(Permutation)과 0과 m!-1사이의 정수를 일대일 대응시키는 Knuth의 알고리즘을 이용하여, 선형 합동법 Y=X+C mod m! (C는 상수)에서 발생되는 난수와 일대일 대응되는 치환을 발생하는 치환 발생 알고리즘을 설계하였으며, 이를 응용하여, 이진 난수 발생기를 제시하였다. 본 논문에서는 선형 합동법 Y=AX+C mod m!(A, C는 상수)에서 발생되는 난수와 일대일 대응되는 치환 계산과정을 상삼각 행렬(Upper triangular matrix) 의 곱으로 변환하여 고속으로 계산하는 알고리즘을 제시한후, 이 알고리즘의 출력 치환을 n 개 결합하여 치환을 발생하는 랜덤치환 발생기를 설계한다. 또한 이의 암호적인 응용으로, 치환 발생기를 이용한 이진 난수 발생기를 제시한다.

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Kernel Regression Estimation for Permutation Fixed Design Additive Models

  • Baek, Jangsun;Wehrly, Thomas E.
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.499-514
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    • 1996
  • Consider an additive regression model of Y on X = (X$_1$,X$_2$,. . .,$X_p$), Y = $sum_{j=1}^pf_j(X_j) + $\varepsilon$$, where $f_j$s are smooth functions to be estimated and $\varepsilon$ is a random error. If $X_j$s are fixed design points, we call it the fixed design additive model. Since the response variable Y is observed at fixed p-dimensional design points, the behavior of the nonparametric regression estimator depends on the design. We propose a fixed design called permutation fixed design, and fit the regression function by the kernel method. The estimator in the permutation fixed design achieves the univariate optimal rate of convergence in mean squared error for any p $\geq$ 2.

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