• Title/Summary/Keyword: 베이지안 접근 방법

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A Bayes Linear Estimator for Multi-proprotions Randomized Response Model (무관질문형 다지확률응답모형에서의 베이즈 선형추정량에 관한 연구)

  • 박진우
    • The Korean Journal of Applied Statistics
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    • v.6 no.1
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    • pp.53-66
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    • 1993
  • A Bayesian approach is suggested to the multi-proportions randomized response model. O'Hagan's (1987) Bayes linear estimator is extended to the inference of unrelated question-type randomized response model. Also some numerical comparisons are provided to show the performance of the Bayes linear estimator under the Dirichlet prior.

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Bayesian Approaches to Zero Inflated Poisson Model (영 과잉 포아송 모형에 대한 베이지안 방법 연구)

  • Lee, Ji-Ho;Choi, Tae-Ryon;Wo, Yoon-Sung
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.677-693
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    • 2011
  • In this paper, we consider Bayesian approaches to zero inflated Poisson model, one of the popular models to analyze zero inflated count data. To generate posterior samples, we deal with a Markov Chain Monte Carlo method using a Gibbs sampler and an exact sampling method using an Inverse Bayes Formula(IBF). Posterior sampling algorithms using two methods are compared, and a convergence checking for a Gibbs sampler is discussed, in particular using posterior samples from IBF sampling. Based on these sampling methods, a real data analysis is performed for Trajan data (Marin et al., 1993) and our results are compared with existing Trajan data analysis. We also discuss model selection issues for Trajan data between the Poisson model and zero inflated Poisson model using various criteria. In addition, we complement the previous work by Rodrigues (2003) via further data analysis using a hierarchical Bayesian model.

Approximation Method for Failure Rates in a General Event Tree (사건 가지상의 사고율 추정을 위한 근사적인 방법)

  • Yang, Hee Joong
    • 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.

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Hierarchical Bayesian Networks based on Activity for Localizing Hidden Target Objects in Indoor Environment (실내 환경에서 보이지 않는 목표 물체를 탐색하기 위한 활동기반 계층적 베이지안 네트워크)

  • Song Youn-Suk;Cho Sung-Bae
    • Proceedings of the Korean Information Science Society Conference
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    • 2005.07b
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    • pp.616-618
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    • 2005
  • 서비스 로봇 분야에서 물체를 인식하고 장면을 이해하는 것은 매우 중요하다. 전통적인 방법들은 기하학적 모델을 기반으로 물체를 인식하였으나 불확실하고 동적인 환경에서 이러한 방법은 한계를 갖는다. 이에 최근 지식 기반의 접근 방법을 통해 이러한 부분을 보완하는 연구가 이루어지고 있다. 본 논문에서는 효과적인 물체 탐색을 위해 베이지안 네트워크를 사용하여 대상 물체의 존재 여부를 추론하는 방법을 제안한다. 이를 위해 트리구조의 계층적 베이지안 네트워크를 사용하였고 물체들의 관계를 활동을 기준으로 모델링 하였다. 6가지 장소를 기반으로 한 실험 결과, $86.5\%$의 정확도를 보여주었다.

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Context-aware application for smart home based on Bayesian network (베이지안 네트워크에 기반한 스마트 홈에서의 상황인식 기법개발)

  • Chung, Woo-Yong;Kim, Eun-Tai
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.2
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    • pp.179-184
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    • 2007
  • This paper deals with a context-aware application based on Bayesian network in the smart home. Bayesian network is a powerful graphical tool for learning casual dependencies between various context events and obtaining probability distributions. So we can recognize the resident's activities and home environment based on it. However as the sensors become various, learning the structure become difficult. We construct Bayesian network simple and efficient way with mutual information and evaluated the method in the virtual smart home.

Fast Bayesian Inversion of Geophysical Data (지구물리 자료의 고속 베이지안 역산)

  • Oh, Seok-Hoon;Kwon, Byung-Doo;Nam, Jae-Cheol;Kee, Duk-Kee
    • Journal of the Korean Geophysical Society
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    • v.3 no.3
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    • pp.161-174
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    • 2000
  • Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

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Goal Inference of Behavior-Based Agent Using Bayesian Network (베이지안 네트워크를 이용한 행동기반 에이전트의 목적추론)

  • 김경중;조성배
    • Proceedings of the Korean Information Science Society Conference
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    • 2002.10d
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    • pp.349-351
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    • 2002
  • 베이지안 네트워크는 변수들간의 원인-결과 관계를 확률적으로 모델링하기 위한 도구로서 소프트웨어 사용자의 목적을 추론하기 위해 널리 이용된다. 행동기반 로봇 설계는 반응적(reactive) 행동 모듈을 효과적으로 결합하여 복잡한 행동을 생성하기 위한 접근 방법이다. 행동의 결합은 로봇의 목표, 외부환경, 행동들 사이의 관계를 종합적으로 고려하여 동적으로 이루어진다. 그러나 현재의 결합 모델은 사전에 설계자에 의해 구조가 결정되는 고정적인 형태이기 때문에 환경의 변화에 맞게 목표를 변화시키지 못한다. 본 연구에서는 베이지안 네트워크를 이용하여 현재 상황에 가장 적합한 로봇의 목표를 설정하여 유연한 행동선택을 유도한다. Khepera 이동로봇 시뮬레이터를 이용하여 실험을 수행해 본 결과 베이지안 네트워크를 적용한 모델이 상황에 적합하게 목적을 선택하여 문제를 해결하는 것을 알 수 있었다.

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A Comparison Study of Model Parameter Estimation Methods for Prognostics (건전성 예측을 위한 모델변수 추정방법의 비교)

  • An, Dawn;Kim, Nam Ho;Choi, Joo Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.4
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    • pp.355-362
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    • 2012
  • Remaining useful life(RUL) prediction of a system is important in the prognostics field since it is directly linked with safety and maintenance scheduling. In the physics-based prognostics, accurately estimated model parameters can predict the remaining useful life exactly. It, however, is not a simple task to estimate the model parameters because most real system have multivariate model parameters, also they are correlated each other. This paper presents representative methods to estimate model parameters in the physics-based prognostics and discusses the difference between three methods; the particle filter method(PF), the overall Bayesian method(OBM), and the sequential Bayesian method(SBM). The three methods are based on the same theoretical background, the Bayesian estimation technique, but the methods are distinguished from each other in the sampling methods or uncertainty analysis process. Therefore, a simple physical model as an easy task and the Paris model for crack growth problem are used to discuss the difference between the three methods, and the performance of each method evaluated by using established prognostics metrics is compared.

Reasoning Occluded Objects in Indoor Environment Using Bayesian Network for Robot Effective Service (로봇의 효과적인 서비스를 위해 베이지안 네트워크 기반의 실내 환경의 가려진 물체 추론)

  • Song Youn-Suk;Cho Sung-Bae
    • Journal of KIISE:Computing Practices and Letters
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    • v.12 no.1
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    • pp.56-65
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    • 2006
  • Recently the study on service robots has been proliferated in many fields, and there are active developments for indoor services such as supporting for elderly people. It is important for robot to recognize objects and situations appropriately for effective and accurate service. Conventional object recognition methods have been based on the pre-defined geometric models, but they have limitations in indoor environments with uncertain situation such as the target objects are occluded by other ones. In this paper we propose a Bayesian network model to reason the probability of target objects for effective detection. We model the relationships between objects by activities, which are applied to non-static environments more flexibly. Overall structure is constructed by combining common-cause structures which are the units making relationship between objects, and it makes design process more efficient. We test the performance of two Bayesian networks for verifying the proposed Bayesian network model through experiments, resulting in accuracy of $86.5\%$ and $89.6\%$ respectively.

Bayesian Reliability Analysis Using Kriging Dimension Reduction Method(KDRM) (크리깅 기반 차원감소법을 이용한 베이지안 신뢰도 해석)

  • An, Da-Un;Choi, Joo-Ho;Won, Jun-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.21 no.3
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    • pp.275-280
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    • 2008
  • A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional REDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.