• 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.

• Korea Trade Review
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• v.47 no.5
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• pp.21-37
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• 2022

Baltic Dry Index (BDI) is difficult to forecast because of the high volatility and complexity. To improve the BDI forecasting ability, this study apply Bayesian variable selection method with a large number of predictors. Our estimation results based on the BDI and all predictors from January 2000 to September 2021 indicate that the out-of-sample prediction ability of the ADL model with the variable selection is superior to that of the AR model in terms of point and density forecasting. We also find that critical predictors for the BDI change over forecasts horizon. The lagged BDI are being selected as an key predictor at all forecasts horizon, but commodity price, the clarksea index, and interest rates have additional information to predict BDI at mid-term horizon. This implies that time variations of predictors should be considered to predict the BDI.

• Journal of Navigation and Port Research
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• v.47 no.1
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• pp.1-9
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• 2023

Many studies have analyzed marine accidents, and since marine accident information is updated every year, it is necessary to periodically analyze and identify the causes. The purpose of this study was to prevent accidents by identifying and analyzing the causes of marine accidents using previous and new data. In marine accident data, 1,921 decisions by the Korea Maritime Safety Tribunal on marine accidents on fishing ships over 16 years were collected in consideration of the specificity of fishing ships, and 1,917 cases of accident notification text history by the Ministry of Maritime Affairs and Fisheries over 3 years were collected. The decision data and text data were classified according to variables and quantified. Prior probability was calculated using a Bayesian network using the quantified data, and fishing ship marine accidents were predicted using backward propagation. Among the two collected datasets, the decision data did not provide the types of fishing ships and fishing areas, and because not all fishing ship accidents were included in the decision data, the text data were selected. The probability of a fishing ship marine accident in which engine damage would occur in the West Sea was 0.0000031%, as calculated by backward propagation. The expected effect of this study is that it is possible to analyze marine accidents suitable for the characteristics of actual fishing ships using new accident notification text data to analyze fishing ship marine accidents. In the future, we plan to conduct research on the causal relationship between variables that affect fishing ship marine accidents.

• Economic Analysis
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• v.27 no.4
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• pp.1-42
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• 2021

The outlook for Korea's consumer price inflation rate has a profound impact not only on the Bank of Korea's operation of the inflation target system but also on the overall economy, including the bond market and private consumption and investment. This study presents the prediction results of consumer price inflation in Korea for the next three years. To this end, first, model selection is performed based on the out-of-sample predictive power of autoregressive distributed lag (ADL) models, AR models, small-scale vector autoregressive (VAR) models, and large-scale VAR models. Since there are many potential predictors of inflation, a Bayesian variable selection technique was introduced for 12 macro variables, and a precise tuning process was performed to improve predictive power. In the case of the VAR model, the Minnesota prior distribution was applied to solve the dimensional curse problem. Looking at the results of long-term and short-term out-of-sample predictions for the last five years, the ADL model was generally superior to other competing models in both point and distribution prediction. As a result of forecasting through the combination of predictions from the above models, the inflation rate is expected to maintain the current level of around 2% until the second half of 2022, and is expected to drop to around 1% from the first half of 2023.

• 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.

• The Korean Journal of Applied Statistics
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• v.18 no.3
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• pp.533-541
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• 2005

We identify the correct chromosome and locate the corresponding markers close to the QTL in the linkage analysis of a quantitative trait by using the SSVS method. We consider several markers linked to the QTL, as well as to each oyher and thus the i.b.d. values at these loci generate collinear predictors to be evaluated when using the SSVS approach. The results on considering only closely linked markers to two QTL simultaneously showed clear evidence in favor of the closest marker to the QTL considered over other markers. The results of the analysis of collinear markers with SSVS showeed high concordance to those obtained using traditional multiple regression. We conclude based on this simulation study that the SSVS is quite useful to identify linkage with multiple linked markers simultaneously for a complex quantitative trait.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.17 no.4
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• pp.59-73
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• 2016

The demand for subsurface transport is increasing. The users and the operators of road tunnels are exposed to risks with different causes. One main cause, however, is the traffic situation in the event of accidents. The importance of a Quantified Risk Assessment is increasing to quantify the safety of road tunnels and to balance the requirements (capacity, reliability, availability, maintainability and safety) of various stakeholders. Although there are classical methods for risk assessments, such as ETA and FTA. These methods are used for relatively simple cases because it could not relevantly reflect the diversity and relationship of the parameters. Therefore, a quantitative risk assessment based on Bayesian Probabilistic Networks considering interdependence between the parameters of a complex underground system as a double deck tunnel is provided.

• The KIPS Transactions:PartD
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• v.11D no.6
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• pp.1269-1276
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• 2004

The Parameter Estimation for software existing reliability models, Goel-Okumoto, Yamada-Ohba-Osaki model was reviewed and Rayleigh model based on Rayleigh distribution was studied. In this paper, we discusses comparison of parameter estimation using maximum likelihood estimator and Bayesian estimation based on Gibbs sampling to analysis of the estimator' pattern. Model selection based on sum of the squared errors and Braun statistic, for the sake of efficient model, was employed. A numerical example was illustrated using real data. The current areas and models of Superposition, mixture for future development are also employed.

• Journal of Korean Society of Transportation
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• v.30 no.6
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• pp.37-46
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• 2012

The number of traffic accidents caused by elderly drivers over the age of 65 has surged over the past ten years from 37,000 to 274,000 cases. The proportion of elderly drivers' accidents has jumped 3.1 times from 1.2% to 3.7% out of all traffic accidents, and traffic safety organizations are pursuing diverse measures to address the situation. Above all, connecting safety measures with an in-depth research on behavioral and physical characteristics of elderly drivers will prove vital. This study conducted an empirical research linking the driving characteristics and traffic accidents by elderly drivers based on the Driving Aptitude Test items and traffic accident data, which enabled the measurement of behavioral characteristics of elderly drivers. In developing the Influence Model, we applied the zero-inflated Poisson (ZIP) regression model and selected an accident prediction model based on the Bayesian Influence in regards to the ZIP regression model and the zero-inflated negative binomial (ZINB) regression model. According to the results of the AAE analysis, the ZIP regression model was more appropriate and it was found that three variables? prediction of velocity, diversion, and cognitive ability? had a relation of influence with traffic accidents caused by elderly drivers.