• Title/Summary/Keyword: Bayesian

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Assessment of uncertainty associated with parameter of gumbel probability density function in rainfall frequency analysis (강우빈도해석에서 Bayesian 기법을 이용한 Gumbel 확률분포 매개변수의 불확실성 평가)

  • Moon, Jang-Won;Moon, Young-Il;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.49 no.5
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    • pp.411-422
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    • 2016
  • Rainfall-runoff modeling in conjunction with rainfall frequency analysis has been widely used for estimating design floods in South Korea. However, uncertainties associated with underlying distribution and sampling error have not been properly addressed. This study applied a Bayesian method to quantify the uncertainties in the rainfall frequency analysis along with Gumbel distribution. For a purpose of comparison, a probability weighted moment (PWM) was employed to estimate confidence interval. The uncertainties associated with design rainfalls were quantitatively assessed using both Bayesian and PWM methods. The results showed that the uncertainty ranges with PWM are larger than those with Bayesian approach. In addition, the Bayesian approach was able to effectively represent asymmetric feature of underlying distribution; whereas the PWM resulted in symmetric confidence interval due to the normal approximation. The use of long period data provided better results leading to the reduction of uncertainty in both methods, and the Bayesian approach showed better performance in terms of the reduction of the uncertainty.

Parameter Optimization and Uncertainty Analysis of the NWS-PC Rainfall-Runoff Model Coupled with Bayesian Markov Chain Monte Carlo Inference Scheme (Bayesian Markov Chain Monte Carlo 기법을 통한 NWS-PC 강우-유출 모형 매개변수의 최적화 및 불확실성 분석)

  • Kwon, Hyun-Han;Moon, Young-Il;Kim, Byung-Sik;Yoon, Seok-Young
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.4B
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    • pp.383-392
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    • 2008
  • It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established. Therefore, uncertainty analysis are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an unexpected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

Gradient Descent Approach for Value-Based Weighting (점진적 하강 방법을 이용한 속성값 기반의 가중치 계산방법)

  • Lee, Chang-Hwan;Bae, Joo-Hyun
    • The KIPS Transactions:PartB
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    • v.17B no.5
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    • pp.381-388
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    • 2010
  • Naive Bayesian learning has been widely used in many data mining applications, and it performs surprisingly well on many applications. However, due to the assumption that all attributes are equally important in naive Bayesian learning, the posterior probabilities estimated by naive Bayesian are sometimes poor. In this paper, we propose more fine-grained weighting methods, called value weighting, in the context of naive Bayesian learning. While the current weighting methods assign a weight to each attribute, we assign a weight to each attribute value. We investigate how the proposed value weighting effects the performance of naive Bayesian learning. We develop new methods, using gradient descent method, for both value weighting and feature weighting in the context of naive Bayesian. The performance of the proposed methods has been compared with the attribute weighting method and general Naive bayesian, and the value weighting method showed better in most cases.

Learning Predictive Models of Memory Landmarks based on Attributed Bayesian Networks Using Mobile Context Log (모바일 컨텍스트 로그를 사용한 속성별 베이지안 네트워크 기반의 랜드마크 예측 모델 학습)

  • Lee, Byung-Gil;Lim, Sung-Soo;Cho, Sung-Bae
    • Korean Journal of Cognitive Science
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    • v.20 no.4
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    • pp.535-554
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    • 2009
  • Information collected on mobile devices might be utilized to support user's memory, but it is difficult to effectively retrieve them because of the enormous amount of information. In order to organize information as an episodic approach that mimics human memory for the effective search, it is required to detect important event like landmarks. For providing new services with users, in this paper, we propose the prediction model to find landmarks automatically from various context log information based on attributed Bayesian networks. The data are divided into daily and weekly ones, and are categorized into attributes according to the source, to learn the Bayesian networks for the improvement of landmark prediction. The experiments on the Nokia log data showed that the Bayesian method outperforms SVMs, and the proposed attributed Bayesian networks are superior to the Bayesian networks modelled daily and weekly.

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The performance of Bayesian network classifiers for predicting discrete data (이산형 자료 예측을 위한 베이지안 네트워크 분류분석기의 성능 비교)

  • Park, Hyeonjae;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.33 no.3
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    • pp.309-320
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    • 2020
  • Bayesian networks, also known as directed acyclic graphs (DAG), are used in many areas of medicine, meteorology, and genetics because relationships between variables can be modeled with graphs and probabilities. In particular, Bayesian network classifiers, which are used to predict discrete data, have recently become a new method of data mining. Bayesian networks can be grouped into different models that depend on structured learning methods. In this study, Bayesian network models are learned with various properties of structure learning. The models are compared to the simplest method, the naïve Bayes model. Classification results are compared by applying learned models to various real data. This study also compares the relationships between variables in the data through graphs that appear in each model.

Quantitative evaluation of radar reflectivity and rainfall intensity relationship parameters uncertainty using Bayesian inference technique (Bayesian 추론기법을 활용한 레이더 반사도-강우강도 관계식 매개변수의 불확실성 정량적 평가)

  • Kim, Tae-Jeong;Park, Moon-Hyeong;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.51 no.9
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    • pp.813-826
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    • 2018
  • Recently, weather radar system has been widely used for effectively monitoring near real-time weather conditions. The radar rainfall estimates are generally relies on the Z-R equation that is an indirect approximation of the empirical relationship. In this regards, the bias in the radar rainfall estimates can be affected by spatial-temporal variations in the radar profile. This study evaluates the uncertainty of the Z-R relationship while considering the rainfall types in the process of estimating the parameters of the Z-R equation in the context of stochastic approach. The radar rainfall estimates based on the Bayesian inference technique appears to be effective in terms of reduction in bias for a given season. The derived Z-R equation using Bayesian model enables us to better represent the hydrological process in the rainfall-runoff model and provide a more reliable forecast.

Construction of Robust Bayesian Network Ensemble using a Speciated Evolutionary Algorithm (종 분화 진화 알고리즘을 이용한 안정된 베이지안 네트워크 앙상블 구축)

  • Yoo Ji-Oh;Kim Kyung-Joong;Cho Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.31 no.12
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    • pp.1569-1580
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    • 2004
  • One commonly used approach to deal with uncertainty is Bayesian network which represents joint probability distributions of domain. There are some attempts to team the structure of Bayesian networks automatically and recently many researchers design structures of Bayesian network using evolutionary algorithm. However, most of them use the only one fittest solution in the last generation. Because it is difficult to combine all the important factors into a single evaluation function, the best solution is often biased and less adaptive. In this paper, we present a method of generating diverse Bayesian network structures through fitness sharing and combining them by Bayesian method for adaptive inference. In order to evaluate performance, we conduct experiments on learning Bayesian networks with artificially generated data from ASIA and ALARM networks. According to the experiments with diverse conditions, the proposed method provides with better robustness and adaptation for handling uncertainty.

A BAYESIAN APPROACH TO THE IMPERFECT INSPECTION MODEL

  • Park, Choon-Il
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.589-598
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    • 1999
  • Classification errors are included in sampling -with -re-placement model where items are sampled from a Bernoulli process. Bayesian imperfect inspection model is considered. In addition con-jugate prior and predctive densities for imperfect inspection model are obtained.

Bayesian Confidence Intervals in Penalized Likelihood Regression

  • Kim Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.141-150
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    • 2006
  • Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.