• Journal of the Korean Statistical Society
• /
• v.25 no.1
• /
• pp.95-110
• /
• 1996

We consider the question of efficiency of the Bayes sequential procedure with respect to the optimal fixed sample size Bayes procedure in a simple vs. simple testing problem for data coming from a general nonregular density b(.theta.)h(x)l(x < .theta.). Efficiency is defined in two different ways in these caiculations. Also, the minimax sequential risk (and minimax sequential stratage) is studied as a function of the cost of sampling.

• Communications for Statistical Applications and Methods
• /
• v.22 no.2
• /
• pp.147-157
• /
• 2015

We consider a sparse high-dimensional linear regression model. Penalized methods using LASSO or non-convex penalties have been widely used for variable selection and estimation in high-dimensional regression models. In penalized regression, the selection and prediction performances depend on which penalty function is used. For example, it is known that LASSO has a good prediction performance but tends to select more variables than necessary. In this paper, we propose an additive sparse penalty for variable selection using a combination of LASSO and minimax concave penalties (MCP). The proposed penalty is designed for good properties of both LASSO and MCP.We develop an efficient algorithm to compute the proposed estimator by combining a concave convex procedure and coordinate descent algorithm. Numerical studies show that the proposed method has better selection and prediction performances compared to other penalized methods.

• Journal of the Korean Mathematical Society
• /
• v.48 no.6
• /
• pp.1269-1283
• /
• 2011

For a class of quasilinear elliptic equations we establish the existence of multiple solutions by variational methods.

• Proceedings of the Korean Operations and Management Science Society Conference
• /
• 2002.05a
• /
• pp.378-384
• /
• 2002

In this paper, we propose a mixed integer optimization approach for solving the inventory problem with variable lead time, reorder point, crashing cost and price -quantity discount. Chang and Chang[15] study a continuous review inventory model in which lead time is a decision variable under price-quantity discount. However, their study cannot find the optimal solution due to the flaws in the modeling and the solution procedure. We present a complete procedure to find the optimal solution for the model. In addition to the above contribution, we also apply the minimax distribution free approach to the model to devise a practical procedure which can be used without specific information on demand distribution.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.17 no.2
• /
• pp.542-558
• /
• 2023

A digital focus index (DFI) is a value used to determine image focus in scientific apparatus and smart devices. Automatic focus (AF) is an iterative and time-consuming procedure; however, its processing time can be reduced using a general processing unit (GPU) and a multi-core processor (MCP). In this study, parallel architectures of a minimax search algorithm (MSA) are applied to two DFIs: range algorithm (RA) and image contrast (CT). The DFIs are based on a histogram; however, the parallel computation of the histogram is conventionally inefficient because of the bank conflict in shared memory. The parallel architectures of RA and CT are constructed using parallel reduction for MSA, which is performed through parallel relative rating of the image pixel pairs and halved the rating in every step. The array size is then decreased to one, and the minimax is determined at the final reduction. Kernels for the architectures are constructed using open source software to make it relatively platform independent. The kernels are tested in a hexa-core PC and an embedded device using Lenna images of various sizes based on the resolutions of industrial cameras. The performance of the kernels for the DFIs was investigated in terms of processing speed and computational acceleration; the maximum acceleration was 32.6× in the best case and the MCP exhibited a higher performance.

• Communications for Statistical Applications and Methods
• /
• v.27 no.1
• /
• pp.129-140
• /
• 2020

In this paper, we introduce an efficient algorithm for the non-convex penalized multinomial logistic regression that can be uniformly applied to a class of non-convex penalties. The class includes most non-convex penalties such as the smoothly clipped absolute deviation, minimax concave and bridge penalties. The algorithm is developed based on the concave-convex procedure and modified local quadratic approximation algorithm. However, usual quadratic approximation may slow down computational speed since the dimension of the Hessian matrix depends on the number of categories of the output variable. For this issue, we use a uniform bound of the Hessian matrix in the quadratic approximation. The algorithm is available from the R package ncpen developed by the authors. Numerical studies via simulations and real data sets are provided for illustration.

• Communications for Statistical Applications and Methods
• /
• v.29 no.1
• /
• pp.53-64
• /
• 2022

High dimensional time series is gaining considerable attention in recent years. The sparse vector heterogeneous autoregressive (VHAR) model proposed by Baek and Park (2020) uses adaptive lasso and debiasing procedure in estimation, and showed superb forecasting performance in realized volatilities. This paper extends the sparse VHAR model by considering non-convex penalties such as SCAD and MCP for possible bias reduction from their penalty design. Finite sample performances of three estimation methods are compared through Monte Carlo simulation. Our study shows first that taking into cross-sectional correlations reduces bias. Second, nonconvex penalties performs better when the sample size is small. On the other hand, the adaptive lasso with debiasing performs well as sample size increases. Also, empirical analysis based on 20 multinational realized volatilities is provided.

• Journal of Broadcast Engineering
• /
• v.23 no.5
• /
• pp.614-621
• /
• 2018

This paper proposes a method of restoring corrupted depth image captured by depth camera through unsupervised learning using generative adversarial network (GAN). The proposed method generates restored face depth images using 3D morphable model convolutional neural network (3DMM CNN) with large-scale CelebFaces Attribute (CelebA) and FaceWarehouse dataset for training deep convolutional generative adversarial network (DCGAN). The generator and discriminator equip with Wasserstein distance for loss function by utilizing minimax game. Then the DCGAN restore the loss of captured facial depth images by performing another learning procedure using trained generator and new loss function.