• KSII Transactions on Internet and Information Systems (TIIS)
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• 제13권10호
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• pp.5260-5275
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• 2019

In the process of constructing the traditional offensive and defensive game theory model, these are some shortages for considering the dynamic change of security risk problem. By analysing the critical indicators of the incomplete information game theory model, incomplete information attack and defense game theory model and the mathematical engineering method for solving Bayes-Nash equilibrium, the risk-averse income function for information assets is summarized as the problem of maximising the return of the equilibrium point. To obtain the functional relationship between the optimal strategy combination of the offense and defense and the information asset security probability and risk probability. At the same time, the offensive and defensive examples are used to visually analyse and demonstrate the incomplete information game and the Harsanyi conversion method. First, the incomplete information game and the Harsanyi conversion problem is discussed through the attack and defense examples and using the game tree. Then the strategy expression of incomplete information static game and the engineering mathematics method of Bayes-Nash equilibrium are given. After that, it focuses on the offensive and defensive game problem of unsafe information network based on risk aversion. The problem of attack and defense is obtained by the issue of maximizing utility, and then the Bayes-Nash equilibrium of offense and defense game is carried out around the security risk of assets. Finally, the application model in network security penetration and defense is analyzed by designing a simulation example of attack and defense penetration. The analysis results show that the constructed income function model is feasible and practical.

• 대한교통학회지
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• 제27권5호
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• pp.135-144
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• 2009

본 연구는 경북도내에서 발생한 4년간의 교통사고 자료를 대상으로 Empirical Bayes (EB) 방법을 이용하여 예상사고건수를 예측하였다. 경북도내 각 군과 시 지역의 교통사고는 대물피해환산법을 적용하여 심각도를 반영하였으며, EB 방법을 적용하기 위해 군집분석을 통해 유사한 지역을 선정하였고, 선정된 유사지역을 대상으로각 지역별 안전성능함수(SPF)를 도출하였다. 실제 사고건수와의 근원적인 확률분포를 일치시키기 위해 과분산 파라메타를 산출하였으며, 지역별 교통특성을 반영하기 위해 가중치를 적용하여 예상 사고건수를 예측하였다. 분석 결과 김천시, 영천시, 칠곡군 순으로 가장 높은 사고건수가 예상되는 반면, 군위군이 가장 낮은 사고건수가 발생할 것으로 예측되었다.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.95-108
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• 2000

Consider the oblique factor model X=Af＋$\varepsilon$, with defining relation $\Sigma$=Λ$\Phi$Λ'＋Ψ. This paper is concerned with suggesting an optimal Bayes criterion for determining the number of factors in the model, i.e. dimension of the vector f. The use of marginal likelihood as a method for calculating posterior probability of each model with given dimension is developed under a generalized conjugate prior. Then based on an appropriate loss function, a Bayes rule is developed by use of the posterior probabilities. It is shown that the approach is straightforward to specify distributionally and to imploement computationally, with output readily adopted for constructing required cirterion.

• Communications for Statistical Applications and Methods
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• 제12권3호
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• pp.545-556
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• 2005

Hjort(1990) obtained the nonparametric Bayes estimator $\^{F}_{c,a}$ of $F_0$ with respect to beta processes in the random censorship model. Let $X_1,{\cdots},X_n$ be i.i.d. $F_0$ and let $C_1,{\cdot},\;C_n$ be i.i.d. G. Assume that $F_0$ and G are continuous. This paper shows that {$\^{F}_{c,a}$(u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < $\infty$ and $\~{F}_0({\tau})\;<\;1$.

• Journal of the Korean Statistical Society
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• 제28권4호
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• pp.503-513
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• 1999

The Bayes factor for the identification of stationary ARM(p,q) models is exactly computed using the Monte Carlo method. As priors are used the uniform prior for (\ulcorner,\ulcorner) in its stationarity-invertibility region, the Jefferys prior and the reference prior that are noninformative improper for ($\mu$,$\sigma$\ulcorner).

• Communications for Statistical Applications and Methods
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• 제8권2호
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• pp.407-416
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• 2001

Sample surveys are usually designed and analyzed to produce estimates for a large area or populations. Therefore, for the small area estimations, sample sizes are often not large enough to give adequate precision. Several small area estimation methods were proposed in recent years concerning with sample sizes. Here, we will compare simple Bayesian approach with Bayesian prediction for small area estimation based on linear regression model. The performance of the proposed method was evaluated through unemployment population data form Economic Active Population(EAP) Survey.

• 대한음성학회지:말소리
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• 제67호
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• pp.79-102
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• 2008

In this paper, we investigate the relation between Bayes factor and likelihood ratio test (LRT) approaches and apply the neighborhood information of Bayes factor to building an alternate hypothesis model of the LRT system. To consider the neighborhood approaches, we contemplate a distance measure between models and algorithms to be applied. We also evaluate several methods to improve performance of utterance verification using neighborhood information. Among these methods, the system which adopts anti-models built by collecting mixtures of neighborhood models obtains maximum error rate reduction of 17% compared to the baseline, linear and weighted combination of neighborhood models.

• Journal of the Korean Statistical Society
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• 제27권1호
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• pp.1-10
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• 1998

In the problem of estimating a vector of unknown regression coefficients under the sum of squared error losses in a hierarchical linear model, we propose the hierarchical Bayes estimator of a vector of unknown regression coefficients in a hierarchical linear model, and then prove the admissibility of this estimator using Blyth's (196\51) method.

• 응용통계연구
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• 제16권2호
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• pp.335-349
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• 2003

본 논문에서는 포아송분포 대 음이항분포, 그리고 정규분포, 이중지 수분포 대 코쉬분포에 대한 모형선택을 위하여 베이지안 방법을 사용한다. 각 모수에 대한 사전분포로는 무정보 부적절 사전분포의 가정 하에, 베이지안 모형선택을 위하여 O'Hagan (1995)의 부분적 베 이즈요인을 이용하였다. 실제자료와 모의 실험 자료의 분석을 통하여 부분적 베이즈요인의 유용성을 Berger와 Pericchi (1996, 1998)의 내재적 베이즈요인들과 함께 비교 검토해 본다.

• 한국통신학회논문지
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• 제27권7A호
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• pp.695-704
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• 2002

멀티미디어에 삽입된 워터마크의 검출은 저작권 보호 및 인증 분야에서 매우 중요한 역할을 한다. 최근 워터마크의 검출에 많이 사용되는 유사도 기반 알고리즘은 대상 영상의 분포 특성을 이용하지 않기 때문에 검출 성능이 떨어지는 단점을 가진다. 따라서 본 논문에서는 웨이블릿 변환 영역에서 상승적 방법에 의하여 삽입된 워터마크에 대한 효율적인 검출 알고리즘을 제안하였다. 제안한 워터마크 검출 알고리즘은 통계적 판단 이론에 따라 Bayes 판단 이론, 웨이블릿 계수들의 확률 분포 모델, 및 Neyman-Pearson 정의에 기반을 둔다. 따라서 제안한 검출 알고리즘에서는 주어진 오류 검출 확률에 대하여 간과 검출 확률을 최소화할 수 있는 장점이 있다. 제안한 검출 알고리즘의 성능 평가는 견고성 측면에서 수행되었고, 실험 결과로부터 제안한 알고리즘이 유사도 기반 알고리즘에 비하여 우수한 성능을 나타냄을 확인하였다.