• Geophysics and Geophysical Exploration
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• v.25 no.4
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• pp.252-265
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• 2022

Subsurface velocity is critical for the accurate resolution geological structures. The estimation of acoustic impedance is also critical, as it provides key information regarding the reservoir properties. Therefore, researchers have developed various inversion approaches for the estimation of reservoir properties. The Markov chain Monte Carlo method, which is a stochastic method, has advantages over the deterministic method, as the stochastic method enables us to attenuate the local minima problem and quantify the uncertainty of inversion results. Therefore, the Markov chain Monte Carlo inversion method has been applied to various kinds of geophysical inversion problems. However, studies on the Markov chain Monte Carlo inversion are still very few compared with deterministic approaches. In this study, we reviewed various types of reversible jump Markov chain Monte Carlo applications and explained the key concept of each application. Furthermore, we discussed future applications of the stochastic method.

• KIISE Transactions on Computing Practices
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• v.21 no.1
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• pp.94-99
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• 2015

With the recent machine learning paradigm of using nonparametric Bayesian statistics and statistical inference based on random sampling, the Dirichlet distribution finds many uses in a variety of graphical models. It is a multivariate generalization of the gamma distribution and is defined on a continuous (K-1)-simplex. This paper presents a sampling method for a Dirichlet distribution for the problem of dividing an integer X into a sequence of K integers which sum to X. The target samples in our problem are all positive integer vectors when multiplied by a given X. They must be sampled from the correspondingly gridded simplex. In this paper we develop a Markov Chain Monte Carlo (MCMC) proposal distribution for the neighborhood grid points on the simplex and then present the complete algorithm based on the Metropolis-Hastings algorithm. The proposed algorithm can be used for the Markov model, HMM, and Semi-Markov model for accurate state-duration modeling. It can also be used for the Gamma-Dirichlet HMM to model q the global-local duration distributions.

• Journal of the Korean Institute of Intelligent Systems
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• v.25 no.2
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• pp.186-190
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• 2015

Intelligent vehicle plans motion and navigate itself based on the surrounding environment perception. Hence, the precise environment recognition is an essential part of self-driving vehicle. There exist many vulnerable road users (e.g. vehicle, pedestrians) on vehicular driving environment, the vehicle must percept all the dynamic obstacles accurately for safety. In this paper, we propose an multiple vehicle tracking algorithm using microwave radar. Our proposed system includes various special features. First, exceptional radar measurement model for vehicle, concentrated on the corner, is described by mixture density network (MDN), and applied to particle filter weighting. Also, to conquer the curse of dimensionality of particle filter and estimate the time-varying number of multi-target states, reversible jump markov chain monte carlo (RJMCMC) is used to sampling step of the proposed algorithm. The robustness of the proposed algorithm is demonstrated through several computer simulations.

• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1133-1146
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• 2016

Counts or averages over arbitrary regions are often analyzed using conditionally autoregressive (CAR) models. The spatial neighborhoods within CAR model are generally formed using only the inter-distance or boundaries between the sub-regions. Kyung and Ghosh (2009) proposed a new class of models to accommodate spatial variations that may depend on directions, using different weights given to neighbors in different directions. The proposed model, directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Bayesian inference method is discussed based on efficient Markov chain Monte Carlo (MCMC) sampling of the posterior distributions of the parameters. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

• Journal of Soil and Groundwater Environment
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• v.20 no.3
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• pp.51-64
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• 2015

In the present study, we develop two history matching techniques based on Markov chain Monte Carlo method where radial basis function and Gaussian distribution generated by unconditional geostatistical simulation are employed as the random walk transition kernels. The Bayesian inverse methods for aquifer characterization as the developed models can be effectively applied to the condition even when the targeted information such as hydraulic conductivity is absent and there are transient hydraulic head records due to imposed stress at observation wells. The model which uses unconditional simulation as random walk transition kernel has advantage in that spatial statistics can be directly associated with the predictions. The model using radial basis function network shares the same advantages as the model with unconditional simulation, yet the radial basis function network based the model does not require external geostatistical techniques. Also, by employing radial basis function as transition kernel, multi-scale nested structures can be rigorously addressed. In the validations of the developed models, the overall predictabilities of both models are sound by showing high correlation coefficient between the reference and the predicted. In terms of the model performance, the model with radial basis function network has higher error reduction rate and computational efficiency than with unconditional geostatistical simulation.

• Journal of the Society of Naval Architects of Korea
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• v.56 no.2
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• pp.161-167
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• 2019

In general, fatigue analysis is performed by using deterministic model to estimate the optimal parameters. However, the deterministic model is difficult to clearly describe the physical phenomena of fatigue failure that contains many uncertainty factors. With regard to this, efforts have been made in this research to compare with the deterministic model and the stochastic models. Firstly, One deterministic S-N curve was derived from ordinary least squares technique and two P-S-N curves were estimated through Bayesian-linear regression model and Markov-Chain Monte Carlo simulation. Secondly, the distribution of Long-term fatigue damage and fatigue life were predicted by using the parameters obtained from the three methodologies and the long-term stress distribution.