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A modification of McFadden's R2 for binary and ordinal response models 二元和有序响应模型的McFadden R2的一个修正
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-04-04 DOI: 10.29220/CSAM.2023.30.1.049
E. Ugba, J. Gertheiss
A lot of studies on the summary measures of predictive strength of categorical response models consider the likelihood ratio index (LRI), also known as the McFadden-$R^2$, a better option than many other measures. We propose a simple modification of the LRI that adjusts for the effect of the number of response categories on the measure and that also rescales its values, mimicking an underlying latent measure. The modified measure is applicable to both binary and ordinal response models fitted by maximum likelihood. Results from simulation studies and a real data example on the olfactory perception of boar taint show that the proposed measure outperforms most of the widely used goodness-of-fit measures for binary and ordinal models. The proposed $R^2$ interestingly proves quite invariant to an increasing number of response categories of an ordinal model.
许多关于分类反应模型预测强度汇总指标的研究认为,似然比指数(LRI),也被称为McFadden-$R^2$,是比许多其他指标更好的选择。我们提出了对LRI的简单修改,该修改根据响应类别数量对度量的影响进行调整,并重新调整其值,模拟潜在的度量。修正后的测度适用于最大似然拟合的二进制和有序响应模型。模拟研究的结果和关于野猪气味嗅觉感知的真实数据示例表明,所提出的度量优于大多数广泛使用的二进制和有序模型的拟合优度度量。有趣的是,所提出的$R^2$对序数模型的越来越多的响应类别是不变的。
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引用次数: 1
A response probability estimation for non-ignorable non-response 不可忽略非响应的响应概率估计
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.263
H. Chung, Key-il Shin
Use of appropriate technique for non-response occurring in sample survey improves the accuracy of the estimation. Many studies have been conducted for handling non-ignorable non-response and commonly the response probability is estimated using the propensity score method. Recently, post-stratification method to obtain the response probability proposed by Chung and Shin (2017) reduces the effect of bias and gives a good performance in terms of the MSE. In this study, we propose a new response probability estimation method by combining the propensity score adjustment method using the logistic regression model with post-stratification method used in Chung and Shin (2017). The superiority of the proposed method is confirmed through simulation.
对抽样调查中出现的无响应现象采用适当的技术,可以提高估计的准确性。对于处理不可忽略的非响应进行了许多研究,通常使用倾向得分法估计响应概率。最近,Chung和Shin(2017)提出的获得响应概率的后分层方法减少了偏差的影响,并且在MSE方面表现良好。在本研究中,我们提出了一种新的响应概率估计方法,该方法将使用逻辑回归模型的倾向得分调整方法与Chung和Shin(2017)使用的后分层方法相结合。通过仿真验证了该方法的优越性。
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引用次数: 0
Clustering non-stationary advanced metering infrastructure data 聚类非平稳高级计量基础设施数据
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.225
Dong-Gyun Kang, Yaeji Lim
In this paper, we propose a clustering method for advanced metering infrastructure (AMI) data in Korea. As AMI data presents non-stationarity, we consider time-dependent frequency domain principal components analysis, which is a proper method for locally stationary time series data. We develop a new clustering method based on time-varying eigenvectors, and our method provides a meaningful result that is di ff erent from the clustering results obtained by employing conventional methods, such as K -means and K -centres functional clustering. Simulation study demonstrates the superiority of the proposed approach. We further apply the clustering results to the evaluation of the electricity price system in South Korea, and validate the reform of the progressive electricity tari ff system.
在本文中,我们提出了一种用于韩国高级计量基础设施(AMI)数据的聚类方法。由于AMI数据具有非平稳性,我们考虑了时变频域主成分分析,这是一种适用于局部平稳时间序列数据的方法。我们开发了一种基于时变特征向量的新聚类方法,该方法提供了一个有意义的结果,与使用传统方法(如K-均值和K-中心函数聚类)获得的聚类结果不同。仿真研究表明了该方法的优越性。我们进一步将聚类结果应用于韩国电价体系的评估,并验证了累进电价体系的改革。
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引用次数: 0
A review and comparison of convolution neural network models under a unified framework 统一框架下卷积神经网络模型的回顾与比较
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.161
Jimin Park, Yoonsuh Jung
There has been active research in image classification using deep learning convolutional neural network (CNN) models. ImageNet large-scale visual recognition challenge (ILSVRC) (2010-2017) was one of the most important competitions that boosted the development of e ffi cient deep learning algorithms. This paper introduces and compares six monumental models that achieved high prediction accuracy in ILSVRC. First, we provide a review of the models to illustrate their unique structure and characteristics of the models. We then compare those models under a unified framework. For this reason, additional devices that are not crucial to the structure are excluded. Four popular data sets with di ff erent characteristics are then considered to measure the prediction accuracy. By investigating the characteristics of the data sets and the models being compared, we provide some insight into the architectural features of the models.
利用深度学习卷积神经网络(CNN)模型进行图像分类的研究非常活跃。ImageNet大规模视觉识别挑战赛(ILSVRC)(2010-2017)是推动高效深度学习算法发展的最重要的比赛之一。本文介绍并比较了在ILSVRC中取得较高预测精度的6种重要模型。首先,我们对这些模型进行了回顾,以说明它们的独特结构和模型的特点。然后在一个统一的框架下对这些模型进行比较。因此,不包括对结构不重要的附加装置。然后考虑四个具有不同特征的流行数据集来衡量预测精度。通过研究被比较的数据集和模型的特征,我们对模型的体系结构特征提供了一些见解。
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引用次数: 2
A Bayesian joint model for continuous and zero-inflated count data in developmental toxicity studies 发育毒性研究中连续和零膨胀计数数据的贝叶斯联合模型
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.239
B. Hwang
In many applications, we frequently encounter correlated multiple outcomes measured on the same subject. Joint modeling of such multiple outcomes can improve e ffi ciency 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 di ff erent 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 e ff ects 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.
在许多应用中,我们经常遇到在同一主题上测量的相关的多个结果。与独立建模相比,对这种多个结果进行联合建模可以提高推理效率。例如,在发育毒性研究中,在暴露于不同水平有毒物质的妊娠母鼠身上测量胎儿体重和畸形幼崽的数量,在模型中应考虑这些结果之间的关联。畸形的数量可能有很多个零,应通过零计数模型进行分析。受发育毒性研究应用的启发,我们提出了一个贝叶斯联合建模框架,用于具有过零的连续和计数结果。在我们的模型中,零弹性泊松(ZIP)回归模型将用于描述计数数据,受试者特定的随机效应将解释两种结果之间的相关性。我们使用MCMC程序实现了一种贝叶斯方法,该方法具有数据增强方法和自适应拒绝采样。我们将我们提出的模型应用于发育毒性研究中的剂量反应分析,以估计风险评估中的基准剂量。
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引用次数: 0
Learning fair prediction models with an imputed sensitive variable: Empirical studies 带有输入敏感变量的学习公平预测模型:实证研究
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.251
Yongdai Kim, Hwichang Jeong
As AI has a wide range of influence on human social life, issues of transparency and ethics of AI are emerg-ing. In particular, it is widely known that due to the existence of historical bias in data against ethics or regulatory frameworks for fairness, trained AI models based on such biased data could also impose bias or unfairness against a certain sensitive group (e.g., non-white, women). Demographic disparities due to AI, which refer to socially unacceptable bias that an AI model favors certain groups (e.g., white, men) over other groups (e.g., black, women), have been observed frequently in many applications of AI and many studies have been done recently to develop AI algorithms which remove or alleviate such demographic disparities in trained AI models. In this paper, we consider a problem of using the information in the sensitive variable for fair prediction when using the sensitive variable as a part of input variables is prohibitive by laws or regulations to avoid unfairness. As a way of reflecting the information in the sensitive variable to prediction, we consider a two-stage procedure. First, the sensitive variable is fully included in the learning phase to have a prediction model depending on the sensitive variable, and then an imputed sensitive variable is used in the prediction phase. The aim of this paper is to evaluate this procedure by analyzing several benchmark datasets. We illustrate that using an imputed sensitive variable is helpful to improve prediction accuracies without hampering the degree of fairness much.
由于人工智能对人类社会生活有着广泛的影响,人工智能的透明度和伦理问题正在浮出水面。特别是,众所周知,由于数据中存在违反道德或公平监管框架的历史偏见,基于这种偏见数据训练的人工智能模型也可能对某个敏感群体(如非白人女性)施加偏见或不公平。人工智能导致的人口统计学差异是指人工智能模型偏爱某些群体(如白人、男性)而非其他群体(如黑人、女性)这一社会不可接受的偏见,在人工智能的许多应用中经常被观察到,最近也进行了许多研究来开发人工智能算法,以消除或缓解训练后的人工智能模型中的这种人口统计学差异。在本文中,我们考虑了一个问题,即当使用敏感变量作为输入变量的一部分时,使用敏感变量中的信息进行公平预测是法律或法规禁止的,以避免不公平。作为一种将敏感变量中的信息反映为预测的方法,我们考虑了一个两阶段的过程。首先,在学习阶段完全包括敏感变量,以具有取决于敏感变量的预测模型,然后在预测阶段使用估算的敏感变量。本文的目的是通过分析几个基准数据集来评估这一过程。我们说明,使用估算的敏感变量有助于提高预测精度,而不会大大妨碍公平程度。
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引用次数: 1
Bayesian inference of the cumulative logistic principal component regression models 贝叶斯推理的累积逻辑主成分回归模型
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.203
Minjung Kyung
We propose a Bayesian approach to cumulative logistic regression model for the ordinal response based on the orthogonal principal components via singular value decomposition considering the multicollinearity among predictors. The advantage of the suggested method is considering dimension reduction and parameter estimation simultaneously. To evaluate the performance of the proposed model we conduct a simulation study with considering a high-dimensional and highly correlated explanatory matrix. Also, we fit the suggested method to a real data concerning sproutand scab-damaged kernels of wheat and compare it to EM based proportional-odds logistic regression model. Compared to EM based methods, we argue that the proposed model works better for the highly correlated high-dimensional data with providing parameter estimates and provides good predictions.
我们通过奇异值分解,考虑预测因子之间的多重共线性,提出了一种基于正交主成分的有序响应累积逻辑回归模型的贝叶斯方法。该方法的优点是同时考虑降维和参数估计。为了评估所提出的模型的性能,我们进行了一项模拟研究,考虑了一个高维和高度相关的解释矩阵。此外,我们还将所提出的方法与小麦发芽和赤霉病籽粒的实际数据进行了拟合,并将其与基于EM的比例优势逻辑回归模型进行了比较。与基于EM的方法相比,我们认为所提出的模型在提供参数估计的情况下更好地适用于高度相关的高维数据,并提供了良好的预测。
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引用次数: 0
Repair policies of failure detection equipments and system availability 故障检测设备的维修策略和系统可用性
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.151
Seongryong Na, Sunghoon Bang
The total system is composed of the main system (MS) and the failure detection equipment (FDE) which detects failures of MS. The analysis of system reliability is performed when the failure of FDE is possible. Several repair policies are considered to determine the order of repair of failed systems, which are sequential repair (SQ), priority repair (PR), independent repair (ID), and simultaneous repair (SM). The states of MS-FDE systems are represented by Markov models according to repair policies and the main purpose of this paper is to derive the system availabilities of the Markov models. Analytical solutions of the stationary equations are derived for the Markov models and the system availabilities are immediately determined using the stationary solutions. A simple illustrative example is discussed for the comparison of availability values of the repair policies considered in this paper.
整个系统由主系统(MS)和检测MS故障的故障检测设备(FDE)组成。当FDE可能发生故障时,进行系统可靠性分析。考虑了几种修复策略来确定故障系统的修复顺序,它们是顺序修复(SQ)、优先修复(PR)、独立修复(ID)和同时修复(SM)。根据维修策略,MS-FDE系统的状态由马尔可夫模型表示,本文的主要目的是推导马尔可夫模型的系统可用性。推导了马尔可夫模型的平稳方程的解析解,并使用平稳解立即确定了系统的可用性。讨论了一个简单的示例,用于比较本文中考虑的维修策略的可用性值。
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引用次数: 0
Exploring modern machine learning methods to improve causal-effect estimation 探索现代机器学习方法以改进因果效应估计
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.177
Yeji Kim, Tae-Kil Choi, Sangbum Choi
This paper addresses the use of machine learning methods for causal estimation of treatment effects from observational data. Even though conducting randomized experimental trials is a gold standard to reveal potential causal relationships, observational study is another rich source for investigation of exposure effects, for example, in the research of comparative effectiveness and safety of treatments, where the causal effect can be identified if covariates contain all confounding variables. In this context, statistical regression models for the expected outcome and the probability of treatment are often imposed, which can be combined in a clever way to yield more efficient and robust causal estimators. Recently, targeted maximum likelihood estimation and causal random forest is proposed and extensively studied for the use of data-adaptive regression in estimation of causal inference parameters. Machine learning methods are a natural choice in these settings to improve the quality of the final estimate of the treatment effect. We explore how we can adapt the design and training of several machine learning algorithms for causal inference and study their finite-sample performance through simulation experiments under various scenarios. Application to the percutaneous coronary intervention (PCI) data shows that these adaptations can improve simple linear regression-based methods.
本文讨论了使用机器学习方法从观察数据中对治疗效果进行因果估计。尽管进行随机实验试验是揭示潜在因果关系的金标准,但观察性研究是调查暴露效应的另一个丰富来源,例如,在治疗的比较有效性和安全性研究中,如果协变量包含所有混杂变量,则可以确定因果效应。在这种情况下,通常采用预期结果和治疗概率的统计回归模型,它们可以以一种巧妙的方式结合起来,产生更有效和稳健的因果估计。近年来,针对数据自适应回归在因果推理参数估计中的应用,提出了目标极大似然估计和因果随机森林方法,并进行了广泛的研究。在这些设置中,机器学习方法是提高最终治疗效果估计质量的自然选择。我们探索如何将几种机器学习算法的设计和训练适应于因果推理,并通过各种场景下的模拟实验研究它们的有限样本性能。经皮冠状动脉介入治疗(PCI)数据的应用表明,这些适应性可以改进基于简单线性回归的方法。
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引用次数: 0
Immediate solution of EM algorithm for non-blind image deconvolution 非盲图像反卷积的EM算法即时解
IF 0.4 Q4 STATISTICS & PROBABILITY Pub Date : 2022-03-31 DOI: 10.29220/csam.2022.29.2.277
Seung-Gu Kim
Due to the uniquely slow convergence speed of the EM algorithm, it su ff ers form a lot of processing time until the desired deconvolution image is obtained when the image is large. To cope with the problem, in this paper, an immediate solution of the EM algorithm is provided under the Gaussian image model. It is derived by finding the recurrent formular of the EM algorithm and then substituting the results repeatedly. In this paper, two types of immediate soultion of image deconboution by EM algorithm are provided, and both methods have been shown to work well. It is expected that it free the processing time of image deconvolution because it no longer requires an iterative process. Based on this, we can find the statistical properties of the restored image at specific iterates. We demonstrate the e ff ectiveness of the proposed method through a simple experiment, and discuss future concerns.
由于EM算法特有的收敛速度较慢的特点,在图像较大的情况下,需要花费大量的处理时间,直到得到所需的反卷积图像。为了解决这一问题,本文给出了高斯图像模型下EM算法的一种即时解。它是通过求出EM算法的递推公式,然后将结果反复代入得到的。本文给出了两种用EM算法直接求解图像去分割的方法,两种方法都有很好的效果。由于它不再需要迭代过程,因此可以节省图像反卷积的处理时间。在此基础上,我们可以找到在特定迭代时恢复图像的统计特性。我们通过一个简单的实验证明了所提出方法的有效性,并讨论了未来需要关注的问题。
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引用次数: 1
期刊
Communications for Statistical Applications and Methods
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