• Communications for Statistical Applications and Methods
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• v.4 no.3
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• pp.753-763
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• 1997

컴퓨터의 발전에 따른 MCMC를 비동질적 포아송 과정에 이용하였다. 베이지안 추론에서 조건부 분포를 가지고 사후분포를 결정하는데 있어서의 계산 문제를 고려하였다. 특히 분포가 이중지수, 곰페르츠, 랄리, 감마, 그리고 검벨인 일반 순서통계량 모형에 대하여 깁스 샘플링과 메트로폴리스 알고리즘을 활용한 베이지안 계산과 모형선택을 제시하였다.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.237-246
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• 2012

Bayesian methods have been recently used to identify multiple change-points. However, the studies for small data are limited. This paper suggests the Bayesian noncentral t distribution change-point model for small data, and applies the Metropolis-Hastings-within-Gibbs Sampling algorithm to the proposed model. Numerical results of simulation and real data show the performance of the new model in terms of the quality of the resulting estimation of the numbers and positions of change-points for small data.

• Journal of Korea Society of Industrial Information Systems
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• v.4 no.2
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• pp.1-6
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• 1999

We propose a new algorithm for pattern classification by extracting feature vectors based on Gibbs distributions which are well suited for representing the characteristic of an images. The extracted feature vectors are comprised of 2-D moments which are invariant under translation rotation, and scale of the image less sensitive to noise. This implementation contains two puts: feature extraction and pattern classification First of all, we extract feature vector which consists of an improved 2-D moments on the basis of estimated Gibbs distribution Next, in the classification phase the minimization of the discrimination cost function for a specific pattern determines the corresponding template pattern. In order to evaluate the performance of the proposed scheme, classification experiments with training document sets of characters have been carried out on SUN ULTRA 10 Workstation Experiment results reveal that the proposed scheme had high classification rate over 98%.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.251-267
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• 2015

The Indian Buffet Process is a stochastic process on equivalence classes of binary matrices having finite rows and infinite columns. The Indian Buffet Process can be imposed as the prior distribution on the binary matrix in an infinite feature model. We describe the derivation of the Indian buffet process from a finite feature model, and briefly explain the relation between the Indian buffet process and the beta process. Using a Gaussian linear model, we describe three algorithms: Gibbs sampling algorithm, Stick-breaking algorithm and variational method, with application for finding features in image data. We also illustrate the use of the Indian Buffet Process in various type of analysis such as dyadic data analysis, network data analysis and independent component analysis.

• Proceedings of the Korea Information Processing Society Conference
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• 2001.10a
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• pp.413-416
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• 2001

우리의 주변에는 복잡한 소프트웨어 시스템(System)들로 둘러 쌓여 있으며 이러한 시스템의 혜택을 받는 일이 커짐에 따라 소프트웨어 신뢰성의 역할은 점차 커지게 되었다. 고장 시스템이 복잡해지면 고장의 원인이 하나의 수명분포에 의해서만 일어나지 않고 여러 원인이 혼합되어 발생 할 수 있다. 이러한 복잡한 시스템에 의한 우도함수가 적분하기 난해하므로 반복표본을 이용하는 깁스 알고리즘이 제안되었다.

• Journal of Korea Society of Industrial Information Systems
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• v.7 no.3
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• pp.23-31
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• 2002

In this paper we propose a new feature vector for recognition of the facial expression based on Gibbs distributions which are well suited for representing the spatial continuity. The extracted feature vectors are invariant under translation rotation, and scale of an facial expression imege. The Algorithm for recognition of a facial expression contains two parts： the extraction of feature vector and the recognition process. The extraction of feature vector are comprised of modified 2-D conditional moments based on estimated Gibbs distribution for an facial image. In the facial expression recognition phase, we use discrete left-right HMM which is widely used in pattern recognition. In order to evaluate the performance of the proposed scheme, experiments for recognition of four universal expression (anger, fear, happiness, surprise) was conducted with facial image sequences on Workstation. Experiment results reveal that the proposed scheme has high recognition rate over 95%.

• The Korean Journal of Applied Statistics
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• v.17 no.2
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• pp.281-301
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• 2004

In this paper we consider the change point problem in a sequence of univariate normal observations. We want to know whether there is any change point or not. In case a change point exists, we will identify its change type. Namely, it can be a mean change, a variance change, or both the mean and variance change. The intrinsic Bayes factors of Berger and Pericchi (1996, 1998) are used to find the type of optimal change model. The Gibbs sampling including the Metropolis-Hastings algorithm is used to estimate all the parameters in the change model. These methods are checked via simulation and applied to the winter average temperature data in Seoul.

• Journal of Korea Society of Industrial Information Systems
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• v.6 no.2
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• pp.16-22
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• 2001

In this paper we mose a new scheme for recognition of deformed letters by extracting feature vectors based on Gibbs distributions which are well suited for representing the spatial continuity. The extracted feature vectors are comprised of 2-D conditional moments which are invariant under translation, rotation, and scale of an image. The Algorithm for pattern recognition of deformed letters contains two parts: the extraction of feature vector and the recognition process. (i) We extract feature vector which consists of an improved 2-D conditional moments on the basis of estimated conditional Gibbs distribution for an image. (ii) In the recognition phase, the minimization of the discrimination cost function for a deformed letters determines the corresponding template pattern. In order to evaluate the performance of the proposed scheme, recognition experiments with a generated document was conducted. on Workstation. Experiment results reveal that the proposed scheme has high recognition rate over 96%.

• The KIPS Transactions:PartD
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• v.10D no.5
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• pp.805-812
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• 2003

This paper presents a stochastic model for the software failure phenomenon based on a nonhomogeneous Poisson process (NHPP) and performs Bayesian inference using prior information. The failure process is analyzed to develop a suitable mean value function for the NHPP; expressions are given for several performance measure. The parametric inferences of the model using Logarithmic Poisson model, Crow model and Rayleigh model is discussed. Bayesian computation and model selection using the sum of squared errors. The numerical results of this models are applied to real software failure data. Tools of parameter inference was used method of Gibbs sampling and Metropolis algorithm. The numerical example by T1 data (Musa) was illustrated.

• The Transactions of the Korea Information Processing Society
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• v.6 no.8
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• pp.2060-2071
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• 1999

The complicate software failure system is defined to the superposition of the points of failure from several component point process. Because the likelihood function is difficulty in computing, we consider Gibbs sampler using iteration sampling based method. For each observed failure epoch, we applied to latent variables that indicates with component of the superposition mode. For model selection, we explored the posterior Bayesian criterion and the sum of relative errors for the comparison simple pattern with superposition model. A numerical example with NHPP simulated data set applies the thinning method proposed by Lewis and Shedler[25] is given, we consider Goel-Okumoto model and Weibull model with GOS, inference of parameter is studied. Using the posterior Bayesian criterion and the sum of relative errors, as we would expect, the superposition model is best on model under diffuse priors.