• 한국건설관리학회논문집
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• 제8권5호
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• pp.191-200
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• 2007

This paper introduces a tool for predicting potential cost overrun during project execution and for quantifying the uncertainty on the expected project cost, which is occasionally changed by the unknown effects resulted from project's complications and unforeseen environments. The model proposed in this stuff is useful in diagnosing cost performance as a project progresses and in monitoring the changes of the uncertainty as indicators for a warning signal. This model is intended for the use by project managers who forecast the change of the uncertainty and its magnitude. The paper presents a mathematical approach for modifying the costs of incomplete work packages and project cost, and quantifying reduced uncertainties at a consistent confidence level as actual cost information of an ongoing project is obtained. Furthermore, this approach addresses the effects of actual informed data of completed work packages on the re-estimates of incomplete work packages and describes the impacts on the variation of the uncertainty for the expected project cost incorporating Multivariate Probabilistic Analysis (MPA) and Bayes' Theorem. For the illustration purpose, the Introduced model has employed an example construction project. The results are analyzed to demonstrate the use of the model and illustrate its capabilities.

• 품질경영학회지
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• 제42권4호
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• pp.747-756
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• 2014

Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.

• Journal of Information Processing Systems
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• 제13권4호
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• pp.914-927
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• 2017

Weighted network link prediction is a challenge issue in complex network analysis. Unsupervised methods based on local structure are widely used to handle the predictive task. However, the results are still far from satisfied as major literatures neglect two important points: common neighbors produce different influence on potential links; weighted values associated with links in local structure are also different. In this paper, we adapt an effective link prediction model-local naive Bayes model into a weighted scenario to address this issue. Correspondingly, we propose a weighted local naive Bayes (WLNB) probabilistic link prediction framework. The main contribution here is that a weighted cluster coefficient has been incorporated, allowing our model to inference the weighted contribution in the predicting stage. In addition, WLNB can extensively be applied to several classic similarity metrics. We evaluate WLNB on different kinds of real-world weighted datasets. Experimental results show that our proposed approach performs better (by AUC and Prec) than several alternative methods for link prediction in weighted complex networks.

• Communications for Statistical Applications and Methods
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• 제28권5호
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• pp.425-445
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• 2021

A generalization of the log-logistic (LL) distribution called exponentiated log-logistic (ELL) distribution on lines of exponentiated Weibull distribution is considered. In this paper, based on progressive type-II censored samples, we have derived the maximum likelihood estimators and Bayes estimators for three parameters, the survival function and hazard function of the ELL distribution. Then, under the balanced squared error loss (BSEL) and the balanced linex loss (BLEL) functions, their corresponding Bayes estimators are obtained using Lindley's approximation (see Jung and Chung, 2018; Lindley, 1980), Tierney-Kadane approximation (see Tierney and Kadane, 1986) and Markov Chain Monte Carlo methods (see Hastings, 1970; Gelfand and Smith, 1990). Here, to check the convergence of MCMC chains, the Gelman and Rubin diagnostic (see Gelman and Rubin, 1992; Brooks and Gelman, 1997) was used. On the basis of their risks, the performances of their Bayes estimators are compared with maximum likelihood estimators in the simulation studies. In this paper, research supports the conclusion that ELL distribution is an efficient distribution to modeling data in the analysis of survival data. On top of that, Bayes estimators under various loss functions are useful for many estimation problems.

• 정보처리학회논문지B
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• 제19B권3호
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• pp.195-200
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• 2012

한국어는 교착어이어서 형태소 분석 없이 품사 부착이 어려울 뿐 아니라 형태소를 분석할 때 다양한 어형 변화가 복원되어야 한다. 이것은 한국어 형태소 분석의 고질적인 문제 중 하나이며, 주로 규칙을 이용해서 해결한다. 규칙을 이용할 경우 주어진 문맥에 가장 적합한 복원을 어려워 여러 형태의 모호성을 생성하며, 이는 품사 부착에 의해서 해결된다. 본 논문에서는 이 문제를 기계학습 방법(Na$\ddot{i}$ve Bayes 모델)을 이용하여 해결한다. 기계학습 모델의 입력 자질은 어형 변화가 발생하는 주변 음절이며 출력 범주는 복원된 음절이다. ETRI 구문 말뭉치를 이용한 실험에서 제안된 형태소 복원 모델을 사용한 형태소 단위의 품사 부착 성능은 97.5%의 $F_1$점수를 보였으며 이 모델이 형태소 복원에 매우 유용함을 알 수 있었다.

• 한국산학기술학회논문지
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• 제9권5호
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• pp.1249-1254
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• 2008

그래프 모델에서 가장 중요한 부분은 관찰 데이터가 주어진 상황에서 은닉 변수와 더불어 파라미터의 사후확률 분포의 계산이다. 이 논문에서는 가우시안 혼합 모델에 대한 변분 베이지안 방법의 구현과 변분 근사화 분포의 분해 유도를 제안한다. 이 방법은 정보 검색이나 데이터 시각화와 같은 데이터 분석 등에 적용이 가능하다.

• 품질경영학회지
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• 제23권3호
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• pp.113-125
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• 1995

This paper describes the 2-stage randomized response model in the Bayesian view point. The classical Bayesian analysis needs the complete information for a prior density, but the Bayes linear estimator needs only the first and second moments. Therefore, it is convenient to find the estimator and this estimator robusts to a prior density. We show that MSE's of the Bayes linear estimators for the 2-stage randomized response models are smaller than those of the MLE's for the 2-stage randomized response models.

• Journal of the Korean Data and Information Science Society
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• 제12권1호
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• pp.51-59
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• 2001

독립이면서 로그정규분포를 따르는 두 모집단의 평균 차이에 대한 검정으로 O'Hagan (1995)이 제안한 부분 베이즈요인을 이용한 베이지안 방법을 제안한다. 이 때 모수에 대한 사전분포로는 무정보적 사전분포를 사용한다. 제안한 검정 방법의 유용성을 알아보기 위하여 실제 자료의 분석과 모의실험을 이용하여 고전적인 검정방법과 그 결과를 비교한다.

• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1455-1464
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• 2013

This paper develops maximum likelihood estimators (MLEs) of unknown parameters in an exponentiated half-logistic distribution based on a progressively type-II censored sample. We obtain approximate confidence intervals for the MLEs by using asymptotic variance and covariance matrices. Using importance sampling, we obtain Bayes estimators and corresponding credible intervals with the highest posterior density and Bayes predictive intervals for unknown parameters based on progressively type-II censored data from an exponentiated half logistic distribution. For illustration purposes, we examine the validity of the proposed estimation method by using real and simulated data.

• Communications for Statistical Applications and Methods
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• 제9권2호
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• pp.381-388
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• 2002

It has been pointed out that the classical credibility model used in Korea since the beginning of 1990's lacks in objectiveness. Recently, in order to improve objectiveness, the empirical Bayes credibility model utilizing general exposure units like the number of claims and premium has been employed, but that model itself is not quite applicable in the country like Korea whose annual and classified empirical data are not well accumulated and even varied severely. In this article, we propose a new and better model, Based on the new model, we estimate both credibility and loss ratio of each class for fire insurance plans by Korean insurance companies. As a conclusion, we empirically make sure analysis that the number of claims is a more reasonable exposure unit than premium.