• Proceedings of the Korean Information Science Society Conference
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• 2010.06c
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• pp.419-422
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• 2010

사용자와 환경의 변화에 적응하기 위해서 베이지안 네트워크의 다양한 학습 방법들이 연구되고 있다. 기존의 많은 학습방법에서는 학습 데이터로부터 통계적 방법을 통해서 베이지안 네트워크 모델을 학습하는데, 이러한 접근 방법은 학습 데이터를 수집하기 어려운 문제에 적용하기 힘들며, 사용자의 의도를 데이터의 패턴들로만 학습하므로 직접적으로 사용자의 의도를 반영할 수 없다. 본 논문에서는 대화에 기반하여 사용자의 의도를 직접적으로 수집하고, 이로부터 베이지안 네트워크의 파라메터를 학습하는 방법을 연구한다. 제안하는 방법에서는 사용자와의 대화를 통해서 현재의 모델의 잘못된 점 혹은 개선점을 직접적으로 입력 받고, 이를 바탕으로 베이지안 네트워크 모델을 수정하여 데이터의 수집 없이 빠른 시간에 사용자가 원하는 모델을 학습 할 수 있다. 기존의 통계적 기법을 이용한 대표적인 베이지안 네트워크 파라메터 학습 방법인 최대우도 추정(Maximum Likelihood Estimation; MLE) 방법과 제안하는 방법을 비교하여 제안하는 방법의 유용성을 확인한다.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.61-68
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• 2002

통계학은 불확실성(uncertainty)에 대한 연구이다. 베이지안 통계 방법은 불확실성 아래서 통계 추론과 의사 결정 모두를 위한 완전한(complete) 패러다임을 제공한다. 베이지안 방법론은 합리적인 초기 정보와 결합하는 것을 가능하게 만들고, 전통적인 통계적 방법론에 의하여 직면하는 많은 어려움들을 풀 수 있는 coherent 방법론을 제공하면서 엄격한 수학적 기본에 근거하고 있다. 베이지안 패러다임은 일반적인 용어로써 확률이란 단어의 사용을 가장 잘 어울리게 하는 불확실성의 조건부 측도(conditional measure of uncertainty)로써 확률의 해석에 근거한다. 관심있는 것에 대한 통계적 추론은 증거의 관점에서 그 값에 대한 불확실성의 변형으로써 묘사되며, 베이즈 정리(Bayes' theorem)는 이러한 변형이 어떻게 만들어지는 가를 자세히 설명할 수 있다. 베이지안 방법들은 전통적인 통계적 방법론에 접근할 없는 복잡하고, 다양한 구조적 문제들에 응용할 수 있다.

• 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.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.16 no.4
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• pp.2401-2406
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• 2015

Pipelines are used by large heavy industries to deliver various types of fluids. Since this is important to maintain the performance of large systems, it is necessary to accurately predict remaining life of the corroded pipeline. However, predicting the remaining life is difficult due to uncertainties in the associated variables, such as geometries, material properties, corrosion rate, etc. In this paper, a statistical method for predicting corrosion remaining life is proposed using Bayesian inference. To accomplish this, pipeline failure probability was calculated using prior information about pipeline failure pressure according to elapsed time, and the given experimental data based on Bayes' rule. The corrosion remaining life was calculated as the elapsed time with 10 % failure probability. Using 10 and 50 samples generated from random variables affecting the corrosion of the pipe, the pipeline failure probability was estimated, after which the estimated remaining useful life was compared with the assumed true remaining useful life.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.677-692
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• 2018

The total fertility rate of Korea was 1.05 in 2017, showing a return to the 1.08 level in the year 2005. 1.05 is a very low fertility level that is far from replacement level fertility or safety zone 1.5. The number may indicate a low fertility trap. It is therefore important to predict fertility than at any other time. In the meantime, we have predicted the age-specific fertility rate and total fertility rate by various statistical methods. When the data trend is disconnected or fluctuating, it applied a nonparametric method applying the smoothness and weight. In addition, the Bayesian method of using the pre-distribution of fertility rates in advanced countries with reference to the three-stage transition phenomenon have been applied. This paper examines which method is reasonable in terms of precision and feasibility by applying estimation, forecasting, and comparing the results of the recent variability of the Korean fertility rate with parametric, non-parametric and Bayesian methods. The results of the analysis showed that the total fertility rate was in the order of KOSTAT's total fertility rate, Bayesian, parametric and non-parametric method outcomes. Given the level of TFR 1.05 in 2017, the predicted total fertility rate derived from the parametric and nonparametric models is most reasonable. In addition, if a fertility rate data is highly complete and a quality is good, the parametric model approach is superior to other methods in terms of parameter estimation, calculation efficiency and goodness-of-fit.

• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.123-136
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• 2015

Science has developed with great achievements after Galileo's discovery of the law depicting a relationship between observable variables. However, many natural phenomena have been better explained by models including unobservable random effects. A mixed effect model was the first statistical model that included unobservable random effects. The importance of the mixed effect models is growing along with the advancement of computational technologies to infer complicated phenomena; subsequently mixed effect models have extended to various statistical models such as hierarchical generalized linear models. Hierarchical likelihood has been suggested to estimate unobservable random effects. Our special issue about mixed effect models shows how they can be used in statistical problems as well as discusses important needs for future developments. Frequentist and Bayesian approaches are also investigated.

• Journal of Korean Society of Transportation
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• v.34 no.3
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• pp.278-290
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• 2016

Maximum traffic flow rate is an important performance measure of operational status in transport networks, and has been considered as a key parameter for transportation operation since a bottleneck in congestion decreases maximum traffic flow rate. Although previous studies for traffic flow analysis have been widely conducted, a detection method for changes in dynamic traffic flow has been still veiled. This paper explores the dynamic traffic flow detection that can be utilized for various traffic operational strategies. Turning point analysis (TPA), as a statistical method, is applied to detect the changes in traffic flow rate. In TPA, Bayesian approach is employed and vehicle arrival is assumed to follow Poisson distribution. To examine the performance of the TPA method, traffic flow data from Jayuro urban expressway were obtained and applied. We propose a novel methodology to detect turning points of dynamic traffic flow in real time using TPA. The results showed that the turning points identified in real-time detected the changes in traffic flow rate. We expect that the proposed methodology has wide application in traffic operation systems such as ramp-metering and variable lane control.

• The KIPS Transactions:PartB
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• v.13B no.5 s.108
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• pp.525-532
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• 2006

This paper proposes a new class of image restoration on the Ising modeled binary 'Takbon' image by the flexible line-fitting ICM(Iterated conditional modes) method. Basically 'Takbon' image need be divided into two extreme regions, information and background one due to its stroke combinations. The main idea is the line process, comparing with the conventional ICM approaches which were based on partially rectangular structured point process. For calculating geometrical mechanism, we have defined line-fitting functions at each current pixel array which form the set of linear lines with gradients and lengths. By applying the Bayes' decision to this set, the region of the current pixel is decided as one of the binary levels. In this case, their statistical reiteration for distinct tracking between intra and extra region offers a criterion to decide the attachment at each step. Finally simulations using the binary 'Takbon' image are provided to demonstrate the effectiveness of our new algorithm

• Journal of the Korean Operations Research and Management Science Society
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• v.39 no.4
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• pp.51-69
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• 2014

Times to multiple events (TMEs) are a major data type in large-scale business and medical data. Despite its importance, the analysis of TME data has not been well studied because of the analysis difficulty from censoring of observation. To address this difficulty, we have developed a Bayesian-based multivariate survival analysis method, which can successfully estimate the joint probability density of survival times. In this work, we extended this method for the analysis of precedence, dependency and causality among multiple events. We applied this method to the electronic health records of 2,111 patients in a children's hospital in the US and the proposed analysis successfully shows the relation between times to two types of hospital visits for different medical issues. The overall result implies the usefulness of the multivariate survival analysis method in large-scale big data in a variety of areas including marketing, human resources, and e-commerce. Lastly, we suggest our future research directions based multivariate survival analysis method.