• Title/Summary/Keyword: 몬테카를로법

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Nonparametric multiple comparison method using aligned method and joint placement in randomized block design with replications (반복이 있는 랜덤화 블록 모형에서 정렬방법과 결합위치를 이용한 비모수 다중비교법)

  • Hwang, Juwon;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.31 no.5
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    • pp.599-610
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    • 2018
  • The method of Mack and Skillings (Technometrics, 23, 171-177, 1981) is a nonparametric multiple comparison method in a randomized block design with replications. This method is likely to result in loss of information because each block is ranked using the average of observations instead of repeated observations. In this paper, we proposed a new nonparametric multiple comparison method in the randomized block model with replications using an alignment method proposed by Hodges and Lehmann (The Annals of Mathematical Statistics, 33, 482-497, 1962) that extend the joint placement method proposed by Chung and Kim (Communications for Statistical Applications and Methods, 14, 551-560, 2007). In addition, Monte Carlo simulation compared the family wise error rate and power with the parametric method and the nonparametric method.

The UCT algorithm applied to find the best first move in the game of Tic-Tac-Toe (삼목 게임에서 최상의 첫 수를 구하기 위해 적용된 신뢰상한트리 알고리즘)

  • Lee, Byung-Doo;Park, Dong-Soo;Choi, Young-Wook
    • Journal of Korea Game Society
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    • v.15 no.5
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    • pp.109-118
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    • 2015
  • The game of Go originated from ancient China is regarded as one of the most difficult challenges in the filed of AI. Over the past few years, the top computer Go programs based on MCTS have surprisingly beaten professional players with handicap. MCTS is an approach that simulates a random sequence of legal moves until the game is ended, and replaced the traditional knowledge-based approach. We applied the UCT algorithm which is a MCTS variant to the game of Tic-Tac-Toe for finding the best first move, and compared it with the result generated by a pure MCTS. Furthermore, we introduced and compared the performances of epsilon-Greedy algorithm and UCB algorithm for solving the Multi-Armed Bandit problem to understand the UCB.

Estimating Infection Distribution and Prevalence of Malaria in South Korea Using a Back-calculation Formula (후향연산식을 활용한 국내 삼일열 말라리아의 감염분포와 유병자수 추정)

  • Jang, Hyun-Gap;Park, Jeong-Soo;Jun, Mi-Jeong;Rhee, Jeong-Ae;Kim, Han-Me-Ury
    • The Korean Journal of Applied Statistics
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    • v.21 no.6
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    • pp.901-910
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    • 2008
  • Incidence of Plasmodium vivax malaria in South Korea have been reemerged from mid-1990 and infected around 1600 patients annually recent years. The authors calculated the distribution of malaria infection and prevalence in South Korea using incidence (2001-2006) and incubation period distributions by a back-calculation formula and the least squares estimation method. The estimated infection has a normal distribution with a mean 207 and a standard deviation 30.7 days. In addition, the authors found the estimated daily average prevalence is 628.8 patients.

Missing values imputation for time course gene expression data using the pattern consistency index adaptive nearest neighbors (시간경로 유전자 발현자료에서 패턴일치지수와 적응 최근접 이웃을 활용한 결측값 대치법)

  • Shin, Heyseo;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.33 no.3
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    • pp.269-280
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    • 2020
  • Time course gene expression data is a large amount of data observed over time in microarray experiments. This data can also simultaneously identify the level of gene expression. However, the experiment process is complex, resulting in frequent missing values due to various causes. In this paper, we propose a pattern consistency index adaptive nearest neighbors as a method of missing value imputation. This method combines the adaptive nearest neighbors (ANN) method that reflects local characteristics and the pattern consistency index that considers consistent degree for gene expression between observations over time points. We conducted a Monte Carlo simulation study to evaluate the usefulness of proposed the pattern consistency index adaptive nearest neighbors (PANN) method for two yeast time course data.

Estimating Values of Statistical Lives using Choice Experiment Method (선택실험법을 이용한 확률적 인간생명가치의 추정)

  • Shin, Young Chul
    • Environmental and Resource Economics Review
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    • v.16 no.3
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    • pp.683-699
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    • 2007
  • This study applied the choice experiment (CE) method to measure values of statistical lives from multi-attributed mortality risk reduction choices. The four characteristics of mortality risk (i.e. cause of death, voluntariness of mortality risk, timing of death, magnitude of mortality risk reduction) are utilized to design the alternatives of choice sets. The estimation results for the multinomial logit model show that individuals are willing to pay 27,930 won per year for a change from the status quo to a $\frac{1}{100}$ mortality risk reduction for 10 years, 116,773 won per year for mortality risk reduction associated with adults, 97,682 won per year for voluntary mortality risk reduction, 77,234 won per year for involuntary mortality risk reduction. There were several estimates of VSL related to different attributes of mortality risk. The mean VSLs of infant/child/young adult ranged from 1,165 million won to 1,367 million won. The mean VSLs ranged from 1,631 million won to 1,833 million won for adult, and were between 1,128 million won and 1,330 million won for old person.

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Investigation of the Radiative Heating from Aircraft Plume with Particles (입자에 의한 항공기 플룸의 열복사 가열에 관한 연구)

  • Go, Gun-Yung;Yi, Kyung-Joo;Lee, Sung-Nam;Kim, Won-Cheol;Baek, Seung-Wook;Kim, Man-Young
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.40 no.9
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    • pp.737-744
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    • 2012
  • The finite volume method for radiation is applied for the analysis of radiative base heating by SE and PE of the aircraft exhaust plume. The exhaust plume is considered as an absorbing, emitting, and scattering medium, while the base plane is assumed to be cold and black. The radiative properties of non-gray gases are obtained through the WSGGM, and the particle is modelled as spheres. The present method is validated by comparing the results with those of the backward Monte-Carlo method and then the radiative base heating characteristics are analyzed by changing such various parameters as particle concentration, temperature, and scattering phase function. The results show that the radiative heat flux coming into the base plane decreases with altitude and distance, but it increases as the particle temperature increases. The forward scattering of particles increases PE while it decreases SE.

Probabilistic Risk Assessment of Coastal Structures using LHS-based Reliability Analysis Method (LHS기반 신뢰성해석 기법을 이용한 해안구조물의 확률론적 위험도평가)

  • Huh, Jung-Won;Jung, Hong-Woo;Ahn, Jin-Hee;An, Sung-Wook
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.19 no.6
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    • pp.72-79
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    • 2015
  • An efficient and practical reliability evaluation method is proposed for the coastal structures in this paper. It is capable of evaluating reliability of real complicated coastal structures considering uncertainties in various sources of design parameters, such as wave and current loads, resistance-related design variables including Young's modulus and compressive strength of the reinforced concrete, soil parameters, and boundary conditions. It is developed by intelligently integrating the Latin Hypercube sampling (LHS), Monte Carlo simulation (MCS) and the finite element method (FEM). The LHS-based MCS is used to significantly reduce the computational effort by limiting the number of simulation cycles required for the reliability evaluation. The applicability and efficiency of the proposed method were verified using a caisson-type breakwater structure in the numerical example.

Probability-Based Performance Prediction of the Nuclear Contaminated Bio-Logical Shield Concrete Walls (원전 방사화 콘크리트 차폐벽의 확률 기반 성능변화 예측)

  • Kwon, Ki-Hyon;Kim, Do-Gyeum;Lee, Ho-Jae;Seo, Eun-A;Lee, Jang-Hwa
    • Journal of the Korean Recycled Construction Resources Institute
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    • v.7 no.4
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    • pp.316-322
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    • 2019
  • A probabilistic approach considering uncertainties was employed to investigate the effects on the material characteristics and strength of nuclear bio-logical shield concrete walls, when exposed to long-term radiation during the entire service life. Time-dependent compressive and tensile strengths were estimated by conducting the neutron fluence analysis. For the contaminated concrete, individual compressive and tensile failure probabilities can be possibly evaluated by not only establishing limit-state function withthe predefined critical values but also performing Monte Carlo Simulation. Nuclear power plant types similar to the Kori Unit 1, which was shut off permanently in 2017 after the 40-year operation, were herein selected for an illustrative purpose. Consequently, the probability-based performance assessment and prediction of contaminated concrete walls were well demonstrated.

A Study on the Fatigue Strength and Life Distribution of Carbon Steel Using the Database System (데이터베이스 시스템을 이용한 탄소강의 피로강도 및 수명분포)

  • Kim, Jung Kyu;Moon, Joon Ho;Kim, Do Sik
    • Journal of Korean Society of Steel Construction
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    • v.10 no.1 s.34
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    • pp.37-45
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    • 1998
  • The relational database system on fatigue strength was constructed, and the properties of fatigue life distribution were examined to analyze reliability and safety of metallic materials. Data manipulations were efficiently performed in relational fatigue strength database system using dependency diagram. Regardless of the distribution of fatigue strength, the proposed method, the Robust method and the complementary error function method using probability distribution, successfully estimated parameters of the 3-parameter Weibull distribution. The proposed criterion for estimating non-failure probability showed good results regardless of censoring time. The fatigue life distribution function described as a function of parameters of the Weibull distribution and applied stress ratio produced P-S-N characteristics reasonably.

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Variational Bayesian multinomial probit model with Gaussian process classification on mice protein expression level data (가우시안 과정 분류에 대한 변분 베이지안 다항 프로빗 모형: 쥐 단백질 발현 데이터에의 적용)

  • Donghyun Son;Beom Seuk Hwang
    • The Korean Journal of Applied Statistics
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    • v.36 no.2
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    • pp.115-127
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    • 2023
  • Multinomial probit model is a popular model for multiclass classification and choice model. Markov chain Monte Carlo (MCMC) method is widely used for estimating multinomial probit model, but its computational cost is high. However, it is well known that variational Bayesian approximation is more computationally efficient than MCMC, because it uses subsets of samples. In this study, we describe multinomial probit model with Gaussian process classification and how to employ variational Bayesian approximation on the model. This study also compares the results of variational Bayesian multinomial probit model to the results of naive Bayes, K-nearest neighbors and support vector machine for the UCI mice protein expression level data.