• Title/Summary/Keyword: Approximated Inference

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Posterior Inference in Single-Index Models

  • Park, Chun-Gun;Yang, Wan-Yeon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.161-168
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    • 2004
  • A single-index model is useful in fields which employ multidimensional regression models. Many methods have been developed in parametric and nonparametric approaches. In this paper, posterior inference is considered and a wavelet series is thought of as a function approximated to a true function in the single-index model. The posterior inference needs a prior distribution for each parameter estimated. A prior distribution of each coefficient of the wavelet series is proposed as a hierarchical distribution. A direction $\beta$ is assumed with a unit vector and affects estimate of the true function. Because of the constraint of the direction, a transformation, a spherical polar coordinate $\theta$, of the direction is required. Since the posterior distribution of the direction is unknown, we apply a Metropolis-Hastings algorithm to generate random samples of the direction. Through a Monte Carlo simulation we investigate estimates of the true function and the direction.

A Methodology for Estimating the Uncertainty in Model Parameters Applying the Robust Bayesian Inferences

  • Kim, Joo Yeon;Lee, Seung Hyun;Park, Tai Jin
    • Journal of Radiation Protection and Research
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    • v.41 no.2
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    • pp.149-154
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    • 2016
  • Background: Any real application of Bayesian inference must acknowledge that both prior distribution and likelihood function have only been specified as more or less convenient approximations to whatever the analyzer's true belief might be. If the inferences from the Bayesian analysis are to be trusted, it is important to determine that they are robust to such variations of prior and likelihood as might also be consistent with the analyzer's stated beliefs. Materials and Methods: The robust Bayesian inference was applied to atmospheric dispersion assessment using Gaussian plume model. The scopes of contaminations were specified as the uncertainties of distribution type and parametric variability. The probabilistic distribution of model parameters was assumed to be contaminated as the symmetric unimodal and unimodal distributions. The distribution of the sector-averaged relative concentrations was then calculated by applying the contaminated priors to the model parameters. Results and Discussion: The sector-averaged concentrations for stability class were compared by applying the symmetric unimodal and unimodal priors, respectively, as the contaminated one based on the class of ${\varepsilon}$-contamination. Though ${\varepsilon}$ was assumed as 10%, the medians reflecting the symmetric unimodal priors were nearly approximated within 10% compared with ones reflecting the plausible ones. However, the medians reflecting the unimodal priors were approximated within 20% for a few downwind distances compared with ones reflecting the plausible ones. Conclusion: The robustness has been answered by estimating how the results of the Bayesian inferences are robust to reasonable variations of the plausible priors. From these robust inferences, it is reasonable to apply the symmetric unimodal priors for analyzing the robustness of the Bayesian inferences.

A statistical inference for Neyman-Scott Rectangular Pulse model (Neyman-Scott Rectangular Pulse Model에 대한 통계적 추론)

  • Kim, Nam Hee;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.29 no.5
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    • pp.887-896
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    • 2016
  • The Neyman-Scott Rectangular Pulse (NSRP) model is used to model the hourly rainfall series. This model uses a modest number of parameters to represent the rainfall processes and underlying physical phenomena such as the arrival of a storm or rain cells. In this paper, we proposed approximated likelihood function for the NSRP model and applied the proposed method to precipitation data in Seoul.

INTERPOLATIVE REASONING FOE COMPUTATIONALLY EFFICIENT OPTIMAL FUZZY CONTROL

  • Kacprzyk, Janusz
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1993.06a
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    • pp.1270-1273
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    • 1993
  • Fuzzy optimal control is considered. An optimal sequence of controls is sought best satisfying fuzzy constraints on the controls and fuzzy goals on the states (outputs), with a fuzzy system under control Control over a fixed and specified, implicitly specified, fuzzy, and infinite termination time is discussed. For computational efficiency a small number of reference fuzzy staters and controls is to be assumed by which fuzzy controls and stated are approximated. Optimal control policies reference fuzzy states are determined as a fuzzy relation used, via the compositional rule of inference, to derive an optimal control. Since this requires a large number of overlapping reference fuzzy controls and states implying a low computational efficiency, a small number of nonoverlapping reference fuzzy states and controls is assumed, and then interpolative reasoning is used to infer an optimal fuzzy control for a current fuzzy state.

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Mathematical Review on the Local Linearizing Method of Drift Coefficient (추세계수 국소선형근사법의 특성과 해석)

  • Yoon, Min;Choi, Young-Soo;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.801-811
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    • 2008
  • Modeling financial phenomena with diffusion processes is a commonly used methodology in the area of modern finance. Recently, various types of diffusion models have been suggested to explain the specific financial processes, and their related inference methodology have been also developed. In particular, likelihood methods for the efficient and accurate inference have been explored in various ways. In this paper, we review the mathematical properties of an approximated likelihood method, which is obtained by linearizing the drift coefficient of a diffusion process.

Qualitative Evaluation by using Intelligent Fuzzy Logical Inference for the Public Education (지능형 퍼지 추론 기법을 적용한 공교육의 정성 평가방법)

  • Kim, Youngtaek
    • The Journal of Korean Association of Computer Education
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    • v.17 no.1
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    • pp.97-105
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    • 2014
  • To enhance the practical usage of solely quantitative evaluation method for each students on the current public education fields which might cause some social problems, an intelligent and adaptive fuzzy logical inference methodology for the additional qualitative evaluation technique is proposed to utilize each students personal characteristic properties to be evaluated. Proposed method uses some verbal descriptions for the linguistic qualifier in addition to the grade points. An imaginary virtual experimentation only has been implemented due to some difficulties with the critical national educational policy problems in the case of some possibly real and practical experimental environments to be utilized for the simulation.

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VS3-NET: Neural variational inference model for machine-reading comprehension

  • Park, Cheoneum;Lee, Changki;Song, Heejun
    • ETRI Journal
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    • v.41 no.6
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    • pp.771-781
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    • 2019
  • We propose the VS3-NET model to solve the task of question answering questions with machine-reading comprehension that searches for an appropriate answer in a given context. VS3-NET is a model that trains latent variables for each question using variational inferences based on a model of a simple recurrent unit-based sentences and self-matching networks. The types of questions vary, and the answers depend on the type of question. To perform efficient inference and learning, we introduce neural question-type models to approximate the prior and posterior distributions of the latent variables, and we use these approximated distributions to optimize a reparameterized variational lower bound. The context given in machine-reading comprehension usually comprises several sentences, leading to performance degradation caused by context length. Therefore, we model a hierarchical structure using sentence encoding, in which as the context becomes longer, the performance degrades. Experimental results show that the proposed VS3-NET model has an exact-match score of 76.8% and an F1 score of 84.5% on the SQuAD test set.

A Probabilistic Tensor Factorization approach for Missing Data Inference in Mobile Crowd-Sensing

  • Akter, Shathee;Yoon, Seokhoon
    • International Journal of Internet, Broadcasting and Communication
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    • v.13 no.3
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    • pp.63-72
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    • 2021
  • Mobile crowd-sensing (MCS) is a promising sensing paradigm that leverages mobile users with smart devices to perform large-scale sensing tasks in order to provide services to specific applications in various domains. However, MCS sensing tasks may not always be successfully completed or timely completed for various reasons, such as accidentally leaving the tasks incomplete by the users, asynchronous transmission, or connection errors. This results in missing sensing data at specific locations and times, which can degrade the performance of the applications and lead to serious casualties. Therefore, in this paper, we propose a missing data inference approach, called missing data approximation with probabilistic tensor factorization (MDI-PTF), to approximate the missing values as closely as possible to the actual values while taking asynchronous data transmission time and different sensing locations of the mobile users into account. The proposed method first normalizes the data to limit the range of the possible values. Next, a probabilistic model of tensor factorization is formulated, and finally, the data are approximated using the gradient descent method. The performance of the proposed algorithm is verified by conducting simulations under various situations using different datasets.

Curvature Degree Recognition for an Automatic Driving system by an Approximated Reasoning method (근사추론을 이용한 자동운전 시스템에서의 굴곡 차선 인식 시스템 설계)

  • 조혜경;김영택
    • Proceedings of the Korea Multimedia Society Conference
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    • 2003.11a
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    • pp.342-345
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    • 2003
  • 자동운전과 안전운전 구현을 위한 첨단 차량 및 도로 시스템(AVHS : Advanced Vehicle & Highway Systems)의 한 분야인 충돌 방지 시스템을 완성하기 위해서는 차량간의 상대 거리, 차량의 속도, 차선의 굴곡 정도, 경사도등을 사용해서 종합적으로 상황 판단을 내려야 한다. 본 논문에서는 이들 요소들중에서 차선의 굴곡도 판단을 근사 추론을 이용하여 실험하였다. 근사추론을 이용한 것은 차선의 굴곡도를 계산형으로 파악할 때의 단점인 계산 시간 오버헤드(overhead), 또 그에 따른 실시간 처리의 어려움, 고가의 장비필요성 등을 극복하기 위해서이며, 실험은 Fuzzy Logical Inference 기법을 사용하였다. 본 연구에서는 실제 도로상에서의 계산된 굴곡도와 실험된 시스템 결과와의 유사성과 그 시스템의 사용 가용성(feasibility)을 검정하였다.

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Inference of the Probability Distribution of Phase Difference and the Path Duration of Ground Motion from Markov Envelope (Markov Envelope를 이용한 지진동의 위상차 확률분포와 전파지연시간의 추정)

  • Choi, Hang;Yoon, Byung-Ick
    • Journal of the Earthquake Engineering Society of Korea
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    • v.26 no.5
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    • pp.191-202
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    • 2022
  • Markov envelope as a theoretical solution of the parabolic wave equation with Markov approximation for the von Kármán type random medium is studied and approximated with the convolution of two probability density functions (pdf) of normal and gamma distributions considering the previous studies on the applications of Radiative Transfer Theory (RTT) and the analysis results of earthquake records. Through the approximation with gamma pdf, the constant shape parameter of 2 was determined regardless of the source distance ro. This finding means that the scattering process has the property of an inhomogeneous single-scattering Poisson process, unlike the previous studies, which resulted in a homogeneous multiple-scattering Poisson process. Approximated Markov envelope can be treated as the normalized mean square (MS) envelope for ground acceleration because of the flat source Fourier spectrum. Based on such characteristics, the path duration is estimated from the approximated MS envelope and compared to the empirical formula derived by Boore and Thompson. The results clearly show that the path duration increases proportionately to ro1/2-ro2, and the peak value of the RMS envelope is attenuated by exp (-0.0033ro), excluding the geometrical attenuation. The attenuation slope for ro≤100 km is quite similar to that of effective attenuation for shallow crustal earthquakes, and it may be difficult to distinguish the contribution of intrinsic attenuation from effective attenuation. Slowly varying dispersive delay, also called the medium effect, represented by regular pdf, governs the path duration for the source distance shorter than 100 km. Moreover, the diffraction term, also called the distance effect because of scattering, fully controls the path duration beyond the source distance of 300 km and has a steep gradient compared to the medium effect. Source distance 100-300 km is a transition range of the path duration governing effect from random medium to distance. This means that the scattering may not be the prime cause of peak attenuation and envelope broadening for the source distance of less than 200 km. Furthermore, it is also shown that normal distribution is appropriate for the probability distribution of phase difference, as asserted in the previous studies.