• Communications for Statistical Applications and Methods
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• 제11권1호
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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.

• Journal of Radiation Protection and Research
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• 제41권2호
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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.

• 응용통계연구
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• 제29권5호
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• pp.887-896
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• 2016

대표적인 강우생성 모형인 Neyman-Scott 구형펄스모형은 점과정(point process)을 이용하여 강우를 생성하는 모형으로 강우의 발생, 강우세포의 강우강도 그리고 지속시간의 분포로 표현된다. 특히 이 모형은 구형펄스모형(rectangular pulse model)에서 포함하지 않았던 강우사상의 군집특성을 반영하였다는 장점을 가지고 있다. NSRPM의 매개변수를 추정하는데 있어 moment를 이용한 여러가지 최적화 기법들이 연구되어 왔는데, 이러한 방법들은 목적함수를 추가하거나 조정하기 위해서는 복잡한 수식을 다시 계산하여야 하는 단점이 있으며, 전체적인 강우의 특성을 반영하기 어렵고 스케일에 따른 추정값의 변동도 크게 나타난다. 또한 moment를 이용한 추정값은 추정오차를 구할 수 없기 때문에 신뢰구간을 구할 수 없다는 단점이 있다. 이에 본 연구에서는 누적강수량에 대한 근사적인 우도함수(approximated likelihood function)를 소개하고 이를 통해 NSRPM의 매개변수를 추정하고자 한다. 또한 분석에 사용되는 누적강수량의 시간 스케일에 따른 추정치의 변동성도 함께 알아보고자 한다.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 1993년도 Fifth International Fuzzy Systems Association World Congress 93
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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.

• 응용통계연구
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• 제21권5호
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• pp.801-811
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• 2008

확산모형은 금융현상을 모형화하기 위한 방법으로 자주 사용된다. 특히 최근에 제안된 다양한 확산모형들은 정교한 추론방법을 필요로 하게 되고, 이러한 필요성에 따라 정밀도가 높은 여러 가지 추론 방법에 대한 연구가 진행되고 있다. 본 논문에서는 확률편미분방정식에 의하여 표현되는 확산과정의 추론을 위하여 사용되는 여러 가지 방법 중 우도추론법에 대하여 살펴보게 된다. 다양한 우도추론법 중에서도, 근사적 우도추론법의 일종인 추세계수 국소선형근사법을 중심으로 그 수리적 성질을 검토한다.

• 컴퓨터교육학회논문지
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• 제17권1호
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• pp.97-105
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• 2014

공교육 현장에서 일어나고 있는 각종 정량적 평가의 문제점을 고려하고, 학생들의 교과목 점수 외의 개별 특성을 반영하여 평가에 적용 할 수 있는 정성적 평가 기법을 제안하기 위해 지능형 퍼지논리 추론의 적응성과 가능성을 이용하는 방법론적 고찰을 연구하였다. 각 급 학교의 평가에서 정량적 점수에 추가하여 평어평가를 활용하여 개인의 정성적 특징을 반영하는 기법을 제안하고, 한편으로, 교육정책 관련 사안으로서의 실제적인 실혐 환경구축 및 구현의 어려움으로 인해 가상적인 환경에서의 실험결과를 제시하였다.

• ETRI Journal
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• 제41권6호
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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.

• International Journal of Internet, Broadcasting and Communication
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• 제13권3호
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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.

• 한국멀티미디어학회:학술대회논문집
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• 한국멀티미디어학회 2003년도 추계학술발표대회(상)
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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.

• 한국지진공학회논문집
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• 제26권5호
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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 r_o. 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 r_o^1/2-r_o², and the peak value of the RMS envelope is attenuated by exp (-0.0033r_o), excluding the geometrical attenuation. The attenuation slope for r_o≤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.