• Title/Summary/Keyword: 베이지안 샘플링 알고리즘

Search Result 16, Processing Time 0.02 seconds

The Bayesian Analysis for Software Reliability Models Based on NHPP (비동질적 포아송과정을 사용한 소프트웨어 신뢰 성장모형에 대한 베이지안 신뢰성 분석에 관한 연구)

  • Lee, Sang-Sik;Kim, Hee-Cheul;Kim, Yong-Jae
    • The KIPS Transactions:PartD
    • /
    • v.10D no.5
    • /
    • pp.805-812
    • /
    • 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.

Evolutionary Learning of Hypernetwork Classifiers Based on Sequential Bayesian Sampling for High-dimensional Data (고차 데이터 분류를 위한 순차적 베이지안 샘플링을 기반으로 한 하이퍼네트워크 모델의 진화적 학습 기법)

  • Ha, Jung-Woo;Kim, Soo-Jin;Zhang, Byoung-Tak
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 2012.06b
    • /
    • pp.336-338
    • /
    • 2012
  • 본 연구에서는 고차 데이터 분류를 위해 순차적 베이지만 샘플링 기반의 진화연산 기법을 이용한 하이퍼네트워크 모델의 학습 알고리즘을 제시한다. 제시하는 방법에서는 모델의 조건부 확률의 사후(posterior) 분포를 최대화하도록 학습이 진행된다. 이를 위해 사전(prior) 분포를 문제와 관련된 사전지식(prior knowledge) 및 모델 복잡도(model complexity)로 정의하고, 측정된 모델의 분류성능을 우도(likelihood)로 사 용하며, 측정된 사전분포와 우도를 이용하여 모델의 적합도(fitness)를 정의한다. 이를 통해 하이퍼네트워크 모델은 고차원 데이터를 효율적으로 학습 가능할 뿐이 아니라 모델의 학습시간 및 분류성능이 개선될 수 있다. 또한 학습 시에 파라미터로 주어지던 하이퍼에지의 구성 및 모델의 크기가 학습과정 중에 적응적으로 결정될 수 있다. 제안하는 학습방법의 검증을 위해 본 논문에서는 약 25,000개의 유전자 발현정보 데이터셋에 대한 분류문제에 모델을 적용한다. 실험 결과를 통해 제시하는 방법이 기존 하이퍼네트워크 학습 방법 뿐 아니라 다른 모델들에 비해 우수한 분류 성능을 보여주는 것을 확인할 수 있다. 또한 다양한 실험을 통해 사전분포로 사용된 사전지식이 모델 학습에 끼치는 영향을 분석한다.

Cooperative Bayesian Compressed Spectrum Sensing for Correlated Signals in Cognitive Radio Networks (인지 무선 네트워크에서 상관관계를 갖는 다중 신호를 위한 협력 베이지안 압축 스펙트럼 센싱)

  • Jung, Honggyu;Kim, Kwangyul;Shin, Yoan
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.38B no.9
    • /
    • pp.765-774
    • /
    • 2013
  • In this paper, we present a cooperative compressed spectrum sensing scheme for correlated signals in decentralized wideband cognitive radio networks. Compressed sensing is a signal processing technique that can recover signals which are sampled below the Nyquist rate with high probability, and can solve the necessity of high-speed analog-to-digital converter problem for wideband spectrum sensing. In compressed sensing, one of the main issues is to design recovery algorithms which accurately recover original signals from compressed signals. In this paper, in order to achieve high recovery performance, we consider the multiple measurement vector model which has a sequence of compressed signals, and propose a cooperative sparse Bayesian recovery algorithm which models the temporal correlation of the input signals.

Real-Time Motion Estimation Algorithm for Mobile Surveillance Robot (모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘)

  • Han, Cheol-Hoon;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.19 no.3
    • /
    • pp.311-316
    • /
    • 2009
  • This paper presents the motion estimation algorithm on real-time for mobile surveillance robot using particle filter. the particle filter that based on the monte carlo's sampling method, use bayesian conditional probability model which having prior distribution probability and posterior distribution probability. However, the initial probability density was set to define randomly in the most of particle filter. In this paper, we find first the initial probability density using Sum of Absolute Difference(SAD). and we applied it in the partical filter. In result, more robust real-time estimation and tracking system on the randomly moving object was realized in the mobile surveillance robot environments.

A Study on Bayesian Approach of Software Stochastic Reliability Superposition Model using General Order Statistics (일반 순서 통계량을 이용한 소프트웨어 신뢰확률 중첩모형에 관한 베이지안 접근에 관한 연구)

  • Lee, Byeong-Su;Kim, Hui-Cheol;Baek, Su-Gi;Jeong, Gwan-Hui;Yun, Ju-Yong
    • The Transactions of the Korea Information Processing Society
    • /
    • v.6 no.8
    • /
    • pp.2060-2071
    • /
    • 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.

  • PDF

The Comparison of Parameter Estimation for Nonhomogeneous Poisson Process Software Reliability Model (NHPP 소프트웨어 신뢰도 모형에 대한 모수 추정 비교)

  • Kim, Hee-Cheul;Lee, Sang-Sik;Song, Young-Jae
    • The KIPS Transactions:PartD
    • /
    • v.11D no.6
    • /
    • pp.1269-1276
    • /
    • 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.