• The Bulletin of The Korean Astronomical Society
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• v.44 no.2
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• pp.40.2-40.2
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• 2019

허블 텐션이란 허블우주망원경으로 관측한 허블상수 값과 플랑크 위성으로 측정한 허블상수 값이 일치하지 않는 문제를 일컬으며 현재 우주론에서 주목 받는 이슈 중 하나이다. 밀도가 작은 지역에선 약한 중력으로 공간의 팽창이 빠르고, 반대로 밀도가 큰 지역에서는 팽창이 느리다. 만약, 우리 근처에서 상대적으로 낮은 밀도 때문에 팽창 속도의 차이가 생긴다면 허블 텐션의 원인을 쉽게 설명할 수 있다. 이 문제를 구체적으로 다루기 위해, 우리는 우주 상수를 고려한 아인슈타인 중력의 구형 우주론 풀이인 Lambda-Lemaître-Tolman (ΛLT) 모형을 사용하였다. 우리로부터 먼 현상은 기존의 ΛCDM(Λ cold dark matter) 모형으로, 가까운 현상은 국소적인 LT 모형으로 기술함으로써 허블 텐션 문제를 해결하고자 하였다. 또한, 마코프 체인 몬테 칼로 (MCMC) 방법을 적용하여 천문 관측 결과를 잘 맞추는 ΛLT 모형의 변수들을 탐색하였다.

• The Journal of the Korea Contents Association
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• v.21 no.11
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• pp.77-86
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• 2021

A method of constructing a war simulation based on Bayesian Inference was proposed as a method of constructing heterogeneous historical war data obtained with a time difference into a single model. A method of applying a linear regression model can be considered as a method of predicting future battles by analyzing historical war results. However it is not appropriate for two heterogeneous types of historical data that reflect changes in the battlefield environment due to different times to be suitable as a single linear regression model and violation of the model's assumptions. To resolve these problems a Bayesian inference method was proposed to obtain a post-distribution by assuming the data from the previous era as a non-informative prior distribution and to infer the final posterior distribution by using it as a prior distribution to analyze the data obtained from the next era. Another advantage of the Bayesian inference method is that the results sampled by the Markov Chain Monte Carlo method can be used to infer posterior distribution or posterior predictive distribution reflecting uncertainty. In this way, it has the advantage of not only being able to utilize a variety of information rather than analyzing it with a classical linear regression model, but also continuing to update the model by reflecting additional data obtained in the future.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.627-641
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• 2016

In this paper, we consider a seemingly unrelated regression (SUR) model and propose a nonparametric Bayesian approach to SUR with a Dirichlet process mixture of normals for modeling an unknown error distribution. Posterior distributions are derived based on the proposed model, and the posterior inference is performed via Markov chain Monte Carlo methods based on the collapsed Gibbs sampler of a Dirichlet process mixture model. We present a simulation study to assess the performance of the model. We also apply the model to precipitation data over South Korea.

• Journal of the Korean Data and Information Science Society
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• v.27 no.1
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• pp.121-130
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• 2016

An ansemble of N players arranged in a circle play a spatially dependent Parrondo game B. One player is randomly selected to play game B, which is based on the toss of a biased coin, with the amount of the bias depending on states of the selected player's two nearest neighbors. The player wins one unit with heads and loses one unit with tails. In game A' the randomly chosen player transfers one unit of capital to another player who is randomly chosen among N - 1 players. Game A' is fair with respect to the ensemble's total profit. The games are said to exhibit the Parrondo effect if game B is losing and the random mixture game C is winning and the reverse-Parrondo effect if game B is winning and the random mixture game C is losing. We compute the exact mean profits for games B and C by applying a state space reduction method with lumped Markov chains and we sketch the Parrondo and reverse-Parrondo regions for $3{\leq}N{\leq}6$.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1069-1076
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• 2014

Rainfall weather patterns have changed due to global warming and sudden heavy rainfalls have become more frequent. Economic loss due to heavy rainfall has increased. We study the generalized Pareto distribution for modelling rainfall in Seoul based on data from 1973 to 2008. We use several priors including Jeffrey's noninformative prior and Gibbs sampling method to derive Bayesian posterior predictive distributions. The probability of heavy rainfall has increased over the last ten years based on estimated posterior predictive distribution.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.423-433
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• 1998

In agricultural field experiments, the completely randomized block design is often used for the analysis of variety trials. An important assumption is that every experimental unit in each block has the some fertility. But, in most agricultural field experiments there often exists a systematic heterogeneity in fertility among the experimental units. To account for the heterogeneity, we propose to use the hierarchical generalized linear models. We compare our analysis of the data from Scottish Agricultural colleges list with that using Markov chain Monte Carlo method.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.4 no.3
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• pp.549-555
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• 2000

We propose an approximate algorithm to analyze the queuing system with n bursty and heterogeneous arrival processes. Each input process is modeled by Interrupted Bernoulli Process(IBP). We approximate N arrival processes by a single state variable and subsequently simplify the transition probability matrix of the Markov chain associated with these N arrival processes. Using this single state variable of arrival processes, we describe the state of the queuing system and analyze the system numerically with the reduced transition probability matrix. We compute the queue length distribution, the delay distribution, and the loss probability. Comparisons with simulation data show that the approximation algorithm has a good accuracy.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.6
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• pp.558-565
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• 2021

The Republic of Korea Navy has deployed naval fleets in the East, West, and South seas to effectively respond to threats from North Korea and its neighbors. However, it is difficult to allocate proper missions due to high uncertainties, such as the year of introduction for the ship, the number of mission days completed, arms capabilities, crew shift times, and the failure rate of the ship. For this reason, there is an increasing proportion of expenses, or mission alerts with high fatigue in the number of workers and traps. In this paper, we present a simulation model that can optimize the assignment of naval vessels' missions by using a continuous time absorbing Markov chain that is easy to model and that can analyze complex phenomena with varying event rates over time. A numerical analysis model allows us to determine the optimal mission durations and warship quantities to maintain the target operating rates, and we find that allocating optimal warships for each mission reduces unnecessary alerts and reduces crew fatigue and failures. This model is significant in that it can be expanded to various fields, not only for assignment of duties but also for calculation of appropriate requirements and for inventory analysis.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1049-1068
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• 2014

Autoregressive models are used to analyze an univariate time series data; however, these methods can be inappropriate when a structural break appears in a time series since they assume that a trend is consistent. Threshold autoregressive models (popular regime-switching models) have been proposed to address this problem. Recently, the models have been extended to two regime-switching models with delay parameter. We discuss two regime-switching threshold autoregressive models from a Bayesian point of view. For a Bayesian analysis, we consider a parametric threshold autoregressive model and a nonparametric threshold autoregressive model using Dirichlet process prior. The posterior distributions are derived and the posterior inferences is performed via Markov chain Monte Carlo method and based on two Bayesian threshold autoregressive models. We present a simulation study to compare the performance of the models. We also apply models to gross domestic product data of U.S.A and South Korea.

• Journal of the Korea Convergence Society
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• v.12 no.4
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• pp.229-236
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• 2021

There has been a lot of research on the real estate market, but a lack of research on the supply and demand of housing supply in each region, reflecting the changes in population growth and supply. It is calculated as the transition probability of the Markov chain model by reflecting the data on the number of houses per 1,000 people in the past 35 years and the forecast data for population change by region, in terms of supply (housing) to demand (population) for factors on the real estate market. According to the calculation results of the real estate market by region, the housing supply to the metropolitan area such as Gyeong-gi, Incheon, and Seoul is expected to be insufficient for a considerable period of time, considering the population changes by region. To stabilize the real estate market, it was confirmed that it was necessary to actively apply the differentiation of housing supply by region. It is meaningful in terms of verifying long term trends in the real estate market by region that reflect the prediction of population change, and it is expected that the methods used in this study will be practical through the analysis results using the historical data.