• Journal of the Korean Statistical Society
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• v.35 no.2
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• pp.193-199
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• 2006

We consider a zero coupon bond that is at the risk of multitype multiple defaults. Assuming defaults occur according to k Cox processes, we find a price process for zero coupon bonds. To derive this process we follow the Lando (1998)'s method which uses conditional expectations instead of the traditional methods.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.21 no.7
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• pp.1291-1298
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• 2017

In this paper, we propose a decoding method that improves the transmission rate and reliability by integrating MIMO(Multiple Input Multiple Output) communication scheme using turbo code and FTN(Faster Than Nyquist) scheme among high rate and high reliability wireless communication schemes in wireless communication. The existing MIMO-FTN(Multiple Input Multiple Output-Faster Than Nyquist) scheme based on hierarchical space-time coded method induced data rate loss due to the application of the space-time trellis coding scheme to remove adjacent symbol interference due to FTN scheme. To solve these problems, this paper proposes a method using W-ZF(Weighted-Zero Forcing) which overcomes the disadvantages of ZF(Zero Forcing) scheme in MIMO-FTN scheme using ZF scheme. In this paper, we compared the performance and the transmission rate of the MIMO-FTN scheme based on the hierarchical space-time coding, the MIMO-FTN scheme using W-ZF and the SISO-FTN scheme. As a result, the MIMO-FTN scheme using the W-ZF scheme is two times better than the other two schemes.

• Communications for Statistical Applications and Methods
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• v.16 no.3
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• pp.487-493
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• 2009

We consider a multiple defaultable zero coupon bond. Assuming defaults occur according to a marked point process, we explain how to estimate the time-t discounted price of zero coupon bond by simulation. For the special case of a given specific random face value, we show that the real probability measure is the risk neutral probability measure. In this case the time-t discounted conditional price can be obtained by observing a single sample path upto the time t in the real world. Furthermore the time-t discounted price can be estimated by observing real situations or by simulation under the real probability measure.

• ETRI Journal
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• v.41 no.2
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• pp.145-159
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• 2019

To reduce the number of radio frequency (RF) chains in multiple input multiple output (MIMO) systems, generalized spatial modulation (GSM) techniques have been proposed in the literature. In this paper, we propose a zero-forcing (ZF)-based detector, which performs an initial pruning of the search tree that will be considered as the initial condition in a sphere decoding (SD) algorithm. The proposed method significantly reduces the computational complexity of GSM systems while achieving a near maximum likelihood (ML) performance. We analyze the performance of the proposed method and provide an analytic performance difference between the proposed method and the ML detector. Simulation results show that the performance of the proposed method is very close to that of the ML detector, while achieving a significant computational complexity reduction in comparison with the conventional SD method, in terms of the number of visited nodes. We also present some simulations to assess the accuracy of our theoretical results.

• Journal of Communications and Networks
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• v.15 no.4
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• pp.362-369
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• 2013

The optimal number of users achieving the maximum sum throughput is analyzed in zero-forcing (ZF) based multiuser multiple-input multiple-output (MIMO) systems with a large number of base station (BS) antennas. By utilizing deterministic ergodic sum rates for the ZF-beam forming (ZF-BF) and ZF-receiver (ZF-R) with a large number of BS antennas [1], [2], we can obtain the ergodic sum throughputs for the ZF-BF and ZF-R for the uplink and downlink frame structures, respectively. Then, we can also formulate and solve the optimization problems maximizing the ergodic sum throughputs with respect to the number of users. This paper shows that the approximate downlink sum throughput for the ZF-BF is a concave function and the approximate uplink sum throughput for the ZF-R is also a concave function in a feasible range with respect to the number of users. The simulation results verify the analyses and show that the derived numbers of users provide the maximum sum throughputs for the ZF-BF as well as ZF-R in multiuser MIMO systems with a large number of BS antennas.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.12A
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• pp.1238-1243
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• 2007

The computational complexity for the zero-forcing (ZF)-based multiuser (MU) multiple-input multiple-output(MIMO) preprocessing matrices can be immoderately large as the number of transmit antennas or users increases. In this paper, we show that the span of singular vector space of a matrix can be obtained from the singular vectors of the parted rows of that matrix with computational saving and propose a computationally efficient recursive-algorithm for achieving the ZF-based preprocessing matrices. Analysis about the complexities shows that a new recursive-algorithm can lighten the computational load.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.6A
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• pp.494-499
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• 2009

In this paper, we provide an efficient method of user selection for achieving the maximum system throughput in downlink multiuser Multiple-Input Multiple-Output (MIMO) systems. A proposed method is for selecting a fine user set only with powers of each user channel and angles between them. This algorithm is simpler than SUS because there is no considering about the optimal value of correlation. The proposed method finds the user set toward maximizing system throughput, so it has high performance.

• Journal of IKEEE
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• v.23 no.2
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• pp.735-738
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• 2019

Recently, orthogonal non-orthogonal multiple access (O NOMA) with polar on-off keying (POOK) has been proposed to mitigate the severe effect of the superposition. However, it is observed that the performance of the O NOMA strong channel user is better than that of the perfect successive interference cancellation (SIC), i.e., the performance of a single user transmission with binary phase shift keying (BPSK). Can the performance of the BPSK modulation be better that that of itself? It is not normal. It should be clearly understood theoretically, with the ultimate bound, i.e., the channel capacity. This paper proves that the channel capacity of the O NOMA strong channel user is non-zero with zero power allocation. Thus, it is shown that the interference is transformed effectively into the meaningful signal.

• Communications for Statistical Applications and Methods
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• v.29 no.2
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• pp.239-250
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• 2022

In many applications, we frequently encounter correlated multiple outcomes measured on the same subject. Joint modeling of such multiple outcomes can improve efficiency of inference compared to independent modeling. For instance, in developmental toxicity studies, fetal weight and number of malformed pups are measured on the pregnant dams exposed to different levels of a toxic substance, in which the association between such outcomes should be taken into account in the model. The number of malformations may possibly have many zeros, which should be analyzed via zero-inflated count models. Motivated by applications in developmental toxicity studies, we propose a Bayesian joint modeling framework for continuous and count outcomes with excess zeros. In our model, zero-inflated Poisson (ZIP) regression model would be used to describe count data, and a subject-specific random effects would account for the correlation across the two outcomes. We implement a Bayesian approach using MCMC procedure with data augmentation method and adaptive rejection sampling. We apply our proposed model to dose-response analysis in a developmental toxicity study to estimate the benchmark dose in a risk assessment.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.34 no.8A
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• pp.592-599
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• 2009

In this paper, we consider multiuser multi-input/multi-output antenna systems with zero-forcing receivers in downlink. In this case, to exploit multiuser diversity, spatial-division multiple access (SDMA) system allows to assign different users to a part of transmit antennas at the base station whereas spatial-division multiplexing (SDM) system assigns all antennas to single user's data stream. In this paper, we present analytical frameworks to evaluate performance of these systems. We first analyze the performance of these two systems by deriving closed-form expressions of achievable throughput. Numerical results show that the derived expressions are very tight. In addition, we approximate the capacity expression of SDM and SDMA systems and compare the SDM with the optimal case.