• 한국통계학회:학술대회논문집
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• 한국통계학회 2001년도 추계학술발표회 논문집
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• pp.89-94
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• 2001

In this study we focus on variable selection in decision tree growing structure. Some of the splitting rules and variable selection algorithms are discussed. We propose a competitive variable selection method based on Kruskal-Wallis test, which is a nonparametric version of ANOVA F-test. Through a Monte Carlo study we note that CART has serious bias in variable selection towards categorical variables having many values, and also QUEST using F-test is not so powerful to select informative variables under heavy tailed distributions.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.673-683
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• 2017

The least absolute shrinkage and selection operator (LASSO) has been a popular regression estimator with simultaneous variable selection. However, LASSO does not have the oracle property and its robust version is needed in the case of heavy-tailed errors or serious outliers. We propose a robust penalized regression estimator which provide a simultaneous variable selection and estimator. It is based on the rank regression and the non-convex penalty function, the smoothly clipped absolute deviation (SCAD) function which has the oracle property. The proposed method combines the robustness of the rank regression and the oracle property of the SCAD penalty. We develop an efficient algorithm to compute the proposed estimator that includes a SCAD estimate based on the local linear approximation and the tuning parameter of the penalty function. Our estimate can be obtained by the least absolute deviation method. We used an optimal tuning parameter based on the Bayesian information criterion and the cross validation method. Numerical simulation shows that the proposed estimator is robust and effective to analyze contaminated data.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.651-662
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• 2017

We propose an alternative procedure to select penalty parameter in $L_1$ penalized robust regression. This procedure is based on marginalization of prior distribution over the penalty parameter. Thus, resulting objective function does not include the penalty parameter due to marginalizing it out. In addition, its estimating algorithm automatically chooses a penalty parameter using the previous estimate of regression coefficients. The proposed approach bypasses cross validation as well as saves computing time. Variable-wise penalization also performs best in prediction and variable selection perspectives. Numerical studies using simulation data demonstrate the performance of our proposals. The proposed methods are applied to Boston housing data. Through simulation study and real data application we demonstrate that our proposals are competitive to or much better than cross-validation in prediction, variable selection, and computing time perspectives.

• 응용통계연구
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• 제31권4호
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• pp.463-473
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• 2018

연구에서는 선형회귀모형을 가정한 대형 데이터에서의 변수선택 알고리즘을 다룬다. 방법의 속도와 강건성에 주안점을 둔 여러 알고리즘들이 제안되었다. 그 중에서 streamwise 회귀 접근법을 사용한 VIF회귀는 신속하고 정확하게 수행된다. 그러나 VIF회귀는 최소제곱방법에 의해 모형이 추정되므로 이상치에 민감하다. 변수선택방법의 강건성을 높이기 위해 가중 추정치를 사용한 강건측도가 제안되었으며 강건 VIF회귀도 제안되었다. 본 연구에서는 잠재적 이상치를 탐지하여 제거한 후 VIF회귀를 수행하는, 빠르고 강건한 변수선택 방법을 제안한다. 제안된 방법은 모의실험과 데이터 분석 통해 다른 방법들과 비교된다.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.659-672
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• 2005

This paper evaluates discretization of continuous variables to select relevant variables for supervised learning using mutual information. Three discretization methods, MDL, Histogram and 4-Intervals are considered. The process of discretization and variable subset selection is evaluated according to the classification accuracies with the 6 real data sets of UCI databases. Results show that 4-Interval discretization method based on quantiles, is robust and efficient for variable selection process. We also visually evaluate the appropriateness of the selected subset of variables.

• Journal of the Korean Data and Information Science Society
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• 제27권4호
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• pp.1059-1066
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• 2016

In this paper we propose a robust version of varying coefficient models, which is based on the regularized regression with L1 regularization. We use the iteratively reweighted least squares procedure to solve L1 regularized objective function of varying coefficient model in locally weighted regression form. It provides the efficient computation of coefficient function estimates and the variable selection for given value of smoothing variable. We present the generalized cross validation function and Akaike information type criterion for the model selection. Applications of the proposed model are illustrated through the artificial examples and the real example of predicting the effect of the input variables and the smoothing variable on the output.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.149-161
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• 2019

In this article, we suggest the following approaches to simultaneous variable selection and outlier detection. First, we determine possible candidates for outliers using properties of an intercept estimator in a difference-based regression model, and the information of outliers is reflected in the multiple regression model adding mean shift parameters. Second, we select the best model from the model including the outlier candidates as predictors using stochastic search variable selection. Finally, we evaluate our method using simulations and real data analysis to yield promising results. In addition, we need to develop our method to make robust estimates. We will also to the nonparametric regression model for simultaneous outlier detection and variable selection.

• 응용통계연구
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• 제17권2호
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• pp.347-357
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• 2004

의사결정나무에서 분리 변수를 선택하는 것은 매우 중요한 일이다. C4.5는 변수 선택에 있어 연속형 변수로의 변수 선택 편의가 심각하고, QUEST는 연속형 변수와 관련해서 정규성 가정이 위반될 경우 변수 선택력이 떨어진다. 본 논문에서는 통계적 로버스트 검정 알고리즘을 제안하고, 모의 실험을 통하여 C4.5, QUEST그러고 제안된 알고리즘의 효율성을 비교하였다. 실험 결과 제안된 알고리즘이 변수 선택 편의와 변수 선택력 측면에서 로버스트함을 알 수 있었다.

• Communications for Statistical Applications and Methods
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• 제26권6호
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• pp.575-582
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• 2019

The problem of selecting variables in the presence of outliers is considered. Variable selection and outlier detection are not separable problems because each observation affects the fitted regression equation differently and has a different influence on each variable. We suggest a simultaneous method for variable selection and outlier detection in a linear regression model. The suggested procedure uses a sequential method to detect outliers and uses all possible subset regressions for model selections. A simplified version of the procedure is also proposed to reduce the computational burden. The procedures are compared to other variable selection methods using real data sets known to contain outliers. Examples show that the proposed procedures are effective and superior to robust algorithms in selecting the best model.

• 한국정밀공학회지
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• 제16권3호통권96호
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• pp.215-221
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• 1999

The object of the thermal error compensation system in machine tools is improving the accuracy of a machine tool through real time error compensation. The accuracy of the machine tool totally depends on the accuracy of thermal error model. A thermal error model can be obtained by appropriate combination of temperature variables. The proposed method for optimal variable selection in the thermal error model is based on correlation grouping and successive regression analysis. Collinearity matter is improved with the correlation grouping and the judgment function which minimizes residual mean square is used. The linear model is more robust against measurement noises than an engineering judgement model that includes the higher order terms of variables. The proposed method is more effective for the applications in real time error compensation because of the reduction in computational time, sufficient model accuracy, and the robustness.