• The Korean Journal of Applied Statistics
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• v.31 no.5
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• pp.573-585
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• 2018

In this study, we fit the logistic regression model and naïve Bayesian classifier model using 11 risk factors to predict the incidence rate probability for type 2 diabetes mellitus. We then introduce how to construct a nomogram that can help people visually understand it. We use data from the 2013-2015 Korean National Health and Nutrition Examination Survey (KNHANES). We take 3 interactions in the logistic regression model to improve the quality of the analysis and facilitate the application of the left-aligned method to the Bayesian nomogram. Finally, we compare the two nomograms and examine their utility. Then we verify the nomogram using the ROC curve.

• The Korean Journal of Applied Statistics
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• v.35 no.5
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• pp.603-617
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• 2022

Following the September 11, 2001 terrorist attacks, the United States declared war on terror and invaded Afghanistan and Iraq, winning quickly. However, interest in analyzing terrorist activities has developed as a result of a significant amount of time being spent on the post-war stabilization effort, which failed to minimize the number of terrorist activities that occurred later. Based on terrorist data from 2003 to 2010, this study utilized a Bayesian hierarchical model to forecast the terrorist threat in 2011. The model depicts spatiotemporal dependence with predictors such as population and religion by autonomous district. The military commander in charge of the region can utilize the forecast value based on the our model to prevent terrorism by deploying forces efficiently.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.1003-1016
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• 2014

Proper missing data imputation is an important procedure to obtain superior results for data analysis based on survey data. This paper deals with both a model based imputation method and model estimation method. We utilized a Bayesian method to solve a boundary solution problem in which we applied a maximum likelihood estimation method. We also deal with a missing mechanism model selection problem using forecasting results and a comparison between model accuracies. We utilized MWPE(modified within precinct error) (Bautista et al., 2007) to measure prediction correctness. We applied proposed ML and Bayesian methods to the Korean presidential election exit poll data of 2012. Based on the analysis, the results under the missing at random mechanism showed superior prediction results than under the missing not at random mechanism.

• Proceedings of the Korean Reliability Society Conference
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• 2001.06a
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• pp.291-299
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• 2001

반도체 산업 수익성에 가장 밀접하게 관련되어 있는 수율을 증가시키고자 하는 노력이 지속되고 있다. 수율을 향상시킬 수 있는 방법 중 하나인 레이 아웃 기법은 wire 의 배선에 따른 결함 민감 지역(critical area)을 최소화하는 기법으로 모든 디자인에 적용하기 쉬우며 새로 추가되는 면적이 없다는 장점을 가지고 있다. 본 논문에서는 시뮬레이티드 어닐링을 이용, via를 이동 시켜 레이 아웃의 결함 민감 지역을 감소 시켜 수율을 향상하였다. 또한 최소화된 결함 민감 지역에 대한 수율을 경험적 베이지안 방법을 이용하여 모형화 하였다 본 논문에서 제안된 기법은 결함 민감 지역을 줄여 수율을 향상시킬 수 있으며, 제시한 수율 모형으로 보다 정확한 수율을 예측하여 수익성을 극대화하는데 일조 할 것으로 예상한다.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.377-387
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• 1998

A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced latent variables that indicates with component of the Superposition model. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Metropolis algorithms along with Gibbs steps are proposed to preform the Bayesian inference of such models. for model determination, we explored the Pre-quential conditional predictive Ordinate(PCPO) criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions, we consider in this paper Superposition of Musa-Okumoto and Erlang(2) models. A numerical example with simulated dataset is given.

• The Korean Journal of Applied Statistics
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• v.19 no.3
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• pp.505-519
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• 2006

We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

• Economic Analysis
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• v.26 no.1
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• pp.84-132
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• 2020

A central bank infers market expectations of future yields based on yield curves. The central bank needs to precisely understand the changes in market expectations of future yields in order to have a more effective monetary policy. This need explains why a range of models have attempted to produce yield curves and market expectations that are as accurate as possible. Alongside the development of bond markets, the interconnectedness between them and macroeconomic factors has deepened, and this has rendered understanding of what macroeconomic variables affect yield curves even more important. However, the existence of various theories about determinants of yields inevitably means that previous studies have applied different macroeconomics variables when estimating yield curves. This indicates model uncertainties and naturally poses a question: Which model better estimates yield curves? Put differently, which variables should be applied to better estimate yield curves? This study employs the Dynamic Nelson-Siegel Model and takes the Bayesian approach to variable selection in order to ensure precision in estimating yield curves and market expectations of future yields. Bayesian variable selection may be an effective estimation method because it is expected to alleviate problems arising from a priori selection of the key variables comprising a model, and because it is a comprehensive approach that efficiently reflects model uncertainties in estimations. A comparison of Bayesian variable selection with the models of previous studies finds that the question of which macroeconomic variables are applied to a model has considerable impact on market expectations of future yields. This shows that model uncertainties exert great influence on the resultant estimates, and that it is reasonable to reflect model uncertainties in the estimation. Those implications are underscored by the superior forecasting performance of Bayesian variable selection models over those models used in previous studies. Therefore, the use of a Bayesian variable selection model is advisable in estimating yield curves and market expectations of yield curves with greater exactitude in consideration of the impact of model uncertainties on the estimation.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1272-1276
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• 2009

극치강우사상에 의한 설계 홍수량의 갑작스런 증 감은 홍수, 가뭄과 같은 기상학적 요인에 기인한 재난을 발생시킨다. 많은 연구자들은 보다 정확한 확률강우량의 예측과 유출량의 예측을 위해 많은 노력을 하고 있다. 본 연구에서는 강원도 강릉 강우관측소를 대상으로 강우-빈도곡선의 불확실성 분석을 수행하였다. 관측 자료의 수집에서 발생하는 불확실성을 최소화 하고자 ARMA 모형을 이용하여 합성강우자료를 구축하였으며, 발생된 합성강우량을 Bootstrap 방법을 이용하여 대규모의 자료집단으로 발생시킴으로서 신뢰구간에 사용할 자료집단을 발생시켰다. 본 연구에서는 극치강우사상에 적합한 것으로 알려진 Gumbel 분포와 일반극치 분포(GEV 분포) 모형을 선정하였으며 각 확률분포모형에 대한 매개변수 추정방법으로 최우도법, 확률가중모멘트법 그리고 베이지안 추론방법을 사용하여 각 매개변수의 최후 추정치를 산정하였다. 또한 원 자료를 이용하여 최우도법, 확률가중모멘트법 그리고 베이지안 추론방법을 통해 매개변수를 산정 후 강우-빈도 곡선을 추정하여 합성강우자료의 Bootstrap 방법에 의해 발생된 자료로부터 산정한 강우-빈도 곡선의 신뢰구간과 비교함으로서 불확실성이 낮은 확률강우량을 산정할 수 있는 매개변수 추정방법을 평가하고자하였다.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.22 no.52
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• pp.181-189
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• 1999

사건 가지 상의 파라메터 추정을 위한 베이지안 접근방식이 제시된다. 먼저 일반적인 사건 가지를 따라 발생하는 사고를 예측하기 위한 모형에 대해 설명한다. 이 경우 이론적으로 베이지안 기법을 적용하는 방법에 대해 논하고 실제로 문제를 풀 경우에 발생하는 다차원 수치적분 문제를 다룬다. 감마 분포와 베타분포가 이용될 경우 위 문제를 쉽게 해결할 수 있는 근사적 방법에 대해 연구한다. 또한 사건가지상의 여러 경로가 같은 수준의 사고로 분류 될 수 있는 경우에 대해서도 위와 같은 방법에 관한 연구를 한다. 결과적으로 한 사고율이 여러 개의 파라메터의 함수로 표현되어 다차원의 수치적분이 요구되는 경우 이를 쉽게 해결 할 수 있는 근사적인 방법이 제시되어 베이지안 기법의 적용이 용이해 질 수 있다.

• The Korean Journal of Applied Statistics
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• v.33 no.4
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• pp.365-377
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• 2020

We discuss latent factor regression when constructing a common structure inherent among explanatory variables to solve multicollinearity and use them as regressors to construct a linear model of a response variable. Bayesian estimation with LASSO prior of a large penalty parameter to construct a significant factor loading matrix of intrinsic interests among infinite latent structures. The estimated factor loading matrix with estimated other parameters can be inversely transformed into linear parameters of each explanatory variable and used as prediction models for new observations. We apply the proposed method to Product Service Management data of HBAT and observe that the proposed method constructs the same factors of general common factor analysis for the fixed number of factors. The calculated MSE of predicted values of Bayesian latent factor regression model is also smaller than the common factor regression model.