• Title/Summary/Keyword: 사후확률

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A study on classification accuracy improvements using orthogonal summation of posterior probabilities (사후확률 결합에 의한 분류정확도 향상에 관한 연구)

  • 정재준
    • Spatial Information Research
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    • v.12 no.1
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    • pp.111-125
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    • 2004
  • Improvements of classification accuracy are main issues in satellite image classification. Considering the facts that multiple images in the same area are available, there are needs on researches aiming improvements of classification accuracy using multiple data sets. In this study, orthogonal summation method of Dempster-Shafer theory (theory of evidence) is proposed as a multiple imagery classification method and posterior probabilities and classification uncertainty are used in calculation process. Accuracies of the proposed method are higher than conventional classification methods, maximum likelihood classification(MLC) of each data and MLC of merged data sets, which can be certified through statistical tests of mean difference.

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깁스표본기법을 이용한 와이블분포의 모수추정

  • 이우동;이창순;강상길
    • Journal of Korea Society of Industrial Information Systems
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    • v.3 no.1
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    • pp.13-21
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    • 1998
  • 와이블분포의 척도모수와 형상모수를 베이지안 방법을 이용하여 추정한다. 깁스표본법을 사용하여 모수들에 대한 추정, 결합사후확률분포와 주변사후확률분포를 구한다. 9개의 열 전달기기자료와 10개의 인위적인 자료를 이용하여 제안된 방법을 적용하여 사례를 연구한다.

An Estimation of Parameters in Weibull Distribution using Gibbs Sampler (깁스표본기법을 이용한 와이블분포의 모수추정)

  • 이우동;이창순;강상길
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 1997.11a
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    • pp.521-533
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    • 1997
  • 와이블분포에서 척도모수와 형상모수를 베이지안 방법을 이용하여 추정한다. 깁스표본법을 사용하여 모수들에 대한 추정, 결합사후확률분포 와 주변사후확률분포를 구한다. 9개의 열 전달기기자료와 10개의 인위적인 자료를 이용하여 제안된 방법을 적용하여 사례를 연구한다.

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Noise Removal using a Convergence of the posteriori probability of the Bayesian techniques vocabulary recognition model to solve the problems of the prior probability based on HMM (HMM을 기반으로 한 사전 확률의 문제점을 해결하기 위해 베이시안 기법 어휘 인식 모델에의 사후 확률을 융합한 잡음 제거)

  • Oh, Sang-Yeob
    • Journal of Digital Convergence
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    • v.13 no.8
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    • pp.295-300
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    • 2015
  • In vocabulary recognition using an HMM model which models the prior distribution for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate. The Bayesian techniques to improve vocabulary recognition model, it is proposed using a convergence of two methods to improve recognition noise-canceling recognition. In this paper, using a convergence of the prior probability method and techniques of Bayesian posterior probability based on HMM remove noise and improves the recognition rate. The result of applying the proposed method, the recognition rate of 97.9% in vocabulary recognition, respectively.

Development of Bayes' rule education tool with Excel Macro (엑셀 매크로기능을 이용한 베이즈 정리 교육도구 개발)

  • Choi, Hyun-Seok;Ha, Jeong-Cheol
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.5
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    • pp.905-912
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    • 2012
  • We are dealing with the Bayes' rule education tool with Excel Macro and its usage example. When an event occurs, we are interested in whether it does under certain conditions or not. In this case, we use the Bayes' rule to calculate the probability. Bayes' rule is very useful in making decision based on newly obtained statistical information. We introduce an efficient self-teaching educational tool developed to help the learners understand the Bayes' rule through intermediate steps and descriptions. The concept and examples of intermediate steps such as conditional probability, multiplication rule, law of total probability, prior probability and posterior probability could be acquired through step-by-step learning. All the processes leading to result are given with diagrams and detailed descriptions. By just clicking the execution button, users could get the results in one screen.

Comparison Study of Uncertainty between Stationary and Nonstationary GEV Models using the Bayesian Inference (베이지안 방법을 이용한 정상성 및 비정상성 GEV모형의 불확실성 비교 연구)

  • Kim, Hanbeen;Joo, Kyungwon;Jung, Younghun;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.298-298
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    • 2016
  • 최근 기후변화의 영향으로 시간에 따라 자료 및 통계적 특성이 변하는 비정상성이 다양한 수문자료에서 관측됨에 따라 비정상성 빈도해석에 대한 연구가 활발히 진행되고 있다. 비정상성 빈도해석에 사용되는 비정상성 확률 모형은 기존의 매개변수를 시간에 따라 변하는 공변량이 포함된 함수의 형태로 나타내기 때문에, 정상성 확률 모형에 비해 매개변수의 개수가 많으며 복잡한 형태를 가지게 된다. 따라서 본 연구에서는 비정상성 고려 시 모형이 복잡해짐에 따라 매개변수 및 확률 수문량의 불확실성이 어떻게 변하는지 알아보고자 하였다. 베이지안 방법은 매개변수 추정 및 확률 수문량의 산정 뿐 아니라 이에 대한 불확실성을 정량화할 수 있는 방법 중 하나이다. 따라서 베이지안 방법에서 매개변수 추정에 주로 쓰이는 Monte Carlo Markov Chain (MCMC) 방법 중 하나인 Metropolis-Hastings 알고리즘을 이용하여 정상성 및 비정상성 GEV모형에 대한 매개변수 및 확률수문량의 사후분포를 산정하였다. 산정된 사후분포의 사후구간을 통해 각 모형의 불확실성을 정량화하였으며, 계산된 불확실성의 비교를 통해 모형의 복잡성이 불확실성에 미치는 영향을 평가하였다.

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A Bayesian Approach to Geophysical Inverse Problems (베이지안 방식에 의한 지구물리 역산 문제의 접근)

  • Oh Seokhoon;Chung Seung-Hwan;Kwon Byung-Doo;Lee Heuisoon;Jung Ho Jun;Lee Duk Kee
    • Geophysics and Geophysical Exploration
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    • v.5 no.4
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    • pp.262-271
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    • 2002
  • This study presents a practical procedure for the Bayesian inversion of geophysical data. We have applied geostatistical techniques for the acquisition of prior model information, then the Markov Chain Monte Carlo (MCMC) method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter.

A Didactic Analysis of Conditional Probability (조건부확률 개념의 교수학적 분석과 이해 분석)

  • Lee, Jung-Yeon;Woo, Jeong-Ho
    • Journal of Educational Research in Mathematics
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    • v.19 no.2
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    • pp.233-256
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    • 2009
  • The notions of conditional probability and independence are fundamental to all aspects of probabilistic reasoning. Several previous studies identified some misconceptions in students' thinking in conditional probability. However, they have not analyzed enough the nature of conditional probability. The purpose of this study was to analyze conditional probability and students' knowledge on conditional probability. First, we analyzed the conditional probability from mathematical, historico-genetic, psychological, epistemological points of view, and identified the essential aspects of the conditional probability. Second, we investigated the high school students' and undergraduate students' thinking m conditional probability and independence. The results showed that the students have some misconceptions and difficulties to solve some tasks with regard to conditional probability. Based on these analysis, the characteristics of reasoning about conditional probability are investigated and some suggestions are elicited.

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Bayesian Method for the Multiple Test of an Autoregressive Parameter in Stationary AR(L) Model (AR(1)모형에서 자기회귀계수의 다중검정을 위한 베이지안방법)

  • 김경숙;손영숙
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.141-150
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    • 2003
  • This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.

Probabilistic Assessment of Hydrological Drought Using Hidden Markov Model in Han River Basin (은닉 마코프 모형을 이용한 한강유역 수문학적 가뭄의 확률론적 평가)

  • Park, Yei Jun;Yoo, Ji Young;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.47 no.5
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    • pp.435-446
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    • 2014
  • Various drought indices developed from previous studies can not consider the inherent uncertainty of drought because they assess droughts using a pre-defined threshold. In this study, to consider inherent uncertainty embedded in monthly streamflow data, Hidden Markov Model (HMM) based drought index (HMDI) was proposed and then probabilistic assessment of hydrologic drought was performed using HMDI instead of using pre-defined threshold. Using monthly streamflow data (1966~2009) of Pyeongchang river and Upper Namhan river provided by Water Management Information System (WAMIS), applying the HMM after moving-averaging the data with 3, 6, 12 month windows, this study calculated the posterior probability of hidden state that becomes the HMDI. For verifying the method, this study compared the HMDI and Standardized Streamflow Index (SSI) which is one of drought indices using a pre-defined threshold. When using the SSI, only one value can be used as a criterion to determine the drought severity. However, the HMDI can classify the drought condition considering inherent uncertainty in observations and show the probability of each drought condition at a particular point in time. In addition, the comparison results based on actual drought events occurred near the basin indicated that the HMDI outperformed the SSI to represent the drought events.