• Title/Summary/Keyword: penalized

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Model selection via Bayesian information criterion for divide-and-conquer penalized quantile regression (베이즈 정보 기준을 활용한 분할-정복 벌점화 분위수 회귀)

  • Kang, Jongkyeong;Han, Seokwon;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.217-227
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    • 2022
  • Quantile regression is widely used in many fields based on the advantage of providing an efficient tool for examining complex information latent in variables. However, modern large-scale and high-dimensional data makes it very difficult to estimate the quantile regression model due to limitations in terms of computation time and storage space. Divide-and-conquer is a technique that divide the entire data into several sub-datasets that are easy to calculate and then reconstruct the estimates of the entire data using only the summary statistics in each sub-datasets. In this paper, we studied on a variable selection method using Bayes information criteria by applying the divide-and-conquer technique to the penalized quantile regression. When the number of sub-datasets is properly selected, the proposed method is efficient in terms of computational speed, providing consistent results in terms of variable selection as long as classical quantile regression estimates calculated with the entire data. The advantages of the proposed method were confirmed through simulation data and real data analysis.

A Parallel Processors Scheduling Problems with a Common Due Date (공통납기를 고려한 병렬기계 일정계획)

  • Lee, Jeong-Hwan;No, In-Gyu
    • Journal of Korean Society for Quality Management
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    • v.18 no.2
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    • pp.81-92
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    • 1990
  • This paper considers a scheduling of a set of jobs on single and multiple processors, when all jobs have a common due date and earliness and lateness are penalized at different cost rates. The objective is to determine the optimal value of a common due date and an optimal scheduling to minimize a total penalty function. It is also shown that a schedule having minimum weighted completion time variances must be V-shaped. For identical processors, a polynomial scheduling algorithm with the secondary objectives of minimizing makespan and machine occupancy is developed and a numerical example is presented.

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A Density-based Clustering Method

  • Ahn, Sung Mahn;Baik, Sung Wook
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.715-723
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    • 2002
  • This paper is to show a clustering application of a density estimation method that utilizes the Gaussian mixture model. We define "closeness measure" as a clustering criterion to see how close given two Gaussian components are. Closeness measure is defined as the ratio of log likelihood between two Gaussian components. According to simulations using artificial data, the clustering algorithm turned out to be very powerful in that it can correctly determine clusters in complex situations, and very flexible in that it can produce different sizes of clusters based on different threshold valuesold values

Muffler Design Using a Topology Optimization Method (위상 최적화 기법을 이용한 머플러 설계)

  • Lee, Jin-Woo;Kim, Yoon-Young
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.05a
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    • pp.1085-1089
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    • 2007
  • An acoustic topology optimization method is developed to optimize the acoustic attenuation capability of a muffler. The transmission loss of the muffler is calculated by using the three-point method based on finite element analysis. Each element of the finite element model is assumed to have the variable acoustic properties, which are penalized by a carefully-selected interpolation function to yield clear expansion chamber shapes at the end of topology optimization. The objective of the acoustic topology optimization problem formulated in this work is to maximize the transmission loss at a target frequency. The transmission loss value at a deep frequency of a nominal muffler configuration can be dramatically increased by the proposed optimization method. Optimal muffler configurations are also obtained for other frequencies.

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A Heuristc Algorithm for the Traveling Salesman Problem with Time Windows and Lateness Costs (지연비용을 고려한 서비스 시간대가 존재하는 외판원 문제에 대한 발견적 해법)

  • Suh, Byung-Kyu;Kim, Jong-Soo
    • Journal of Korean Institute of Industrial Engineers
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    • v.27 no.1
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    • pp.18-24
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    • 2001
  • This paper presents a model and a heuristic algorithm for the Traveling Salesman Problem with Time Windows(TSPTW). The main difference of our model compared with the previous ones lies in that the time windows we are concerned are more flexible and realistic than the previous ones. In the typical TSPTW, the service at a node must begin within the time grid called the time window that is defined by the earliest and the latest time to start the service at each node. But, in real business practice, a lateness cost is usually penalized rather than the service is prohibited at all when a vehicle arrives after the latest time. Considering this situation, we develop a model with a new time window that allows an arrival after the latest time and penalizes the late arrival by charging a lateness cost. A two-phased heuristic algorithm is proposed for the model and is extensively tested to verify the accuracy and efficiency of the algorithm.

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Bayesian curve-fitting with radial basis functions under functional measurement error model

  • Hwang, Jinseub;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.749-754
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    • 2015
  • This article presents Bayesian approach to regression splines with knots on a grid of equally spaced sample quantiles of the independent variables under functional measurement error model.We consider small area model by using penalized splines of non-linear pattern. Specifically, in a basis functions of the regression spline, we use radial basis functions. To fit the model and estimate parameters we suggest a hierarchical Bayesian framework using Markov Chain Monte Carlo methodology. Furthermore, we illustrate the method in an application data. We check the convergence by a potential scale reduction factor and we use the posterior predictive p-value and the mean logarithmic conditional predictive ordinate to compar models.

Bending Analysis of Mindlin-Reissner Plates by the Element Free Galerkin Method with Penalty Technique

  • Park, Yoo-Jin;Kim, Seung-Jo
    • Journal of Mechanical Science and Technology
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    • v.17 no.1
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    • pp.64-76
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    • 2003
  • In this work, a new penalty formulation is proposed for the analysis of Mindlin-Reissner plates by using the element-free Galerkin method. A penalized weak form for the Mindlin-Reissner Plates is constructed through the exterior penalty method to enforce the essential boundary conditions of rotations as well as transverse displacements. In the numerical examples, some typical problems of Mindlin-Reissner plates are analyzed, and parametric studies on the order of integration and the size of influence domain are also carried out. The effect of the types of background cells on the accuracy of numerical solutions is observed and a proper type of background cell for obtaining optimal accuracy is suggested. Further, optimal order of integration and basis order of Moving Least Squares approximation are suggested to efficiently handle the irregularly distributed nodes through the triangular type of background cells. From the numerical tests, it is identified that unlike the finite element method, the proposed element-free Galerkin method with penalty technique gives highly accurate solution without shear locking in dealing with Mindlin-Reissner plates.

Subdomain-Based Finite Element Method for Thermomechanical Analysis with Thermal Radiation (열복사를 고려한 열기계학적 해석을 위한 유한요소 부영역 결합법의 적용)

  • Shin Eui-Sup;Jin Ji-Man
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.6 s.249
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    • pp.705-712
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    • 2006
  • A finite element method based on the penalized subdomain-interface framework is proposed for fully-coupled, nonlinear thermomechanical analyses with thermal contact anuor radiation boundaries. In the variational formulation, a well-known penalty functional scheme is adopted for connecting subdomains and interfaces that satisfy various continuity requirements. As a logical consequence, the whole domain can be arbitrarily divided into independently-modeled subdomains without considering the conformity of meshes along their interfaces. Since the nonlinearities due to the contact and radiation boundaries can be localized within a few subdomains, the computational efficiency of the present method is greatly increased with appropriate solution algorithms. By solving some numerical problems, these advantageous features are confirmed carefully.

Semiparametric Regression Splines in Matched Case-Control Studies

  • Kim, In-Young;Carroll, Raymond J.;Cohen, Noah
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.167-170
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    • 2003
  • We develop semiparametric methods for matched case-control studies using regression splines. Three methods are developed: an approximate crossvalidation scheme to estimate the smoothing parameter inherent in regression splines, as well as Monte Carlo Expectation Maximization (MCEM) and Bayesian methods to fit the regression spline model. We compare the approximate cross-validation approach, MCEM and Bayesian approaches using simulation, showing that they appear approximately equally efficient, with the approximate cross-validation method being computationally the most convenient. An example from equine epidemiology that motivated the work is used to demonstrate our approaches.

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Parametric Blind Restoration of Bi-level Images with Unknown Intensities

  • Kim, Daeun;Ahn, Sohyun;Kim, Jeongtae
    • IEIE Transactions on Smart Processing and Computing
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    • v.5 no.5
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    • pp.319-322
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    • 2016
  • We propose a parametric blind deconvolution method for bi-level images with unknown intensity levels that estimates unknown parameters for point spread functions and images by minimizing a penalized nonlinear least squares objective function based on normalized correlation coefficients and two regularization functions. Unlike conventional methods, the proposed method does not require knowledge about true intensity values. Moreover, the objective function of the proposed method can be effectively minimized, since it has the special structure of nonlinear least squares. We demonstrate the effectiveness of the proposed method through simulations and experiments.