• Journal for History of Mathematics
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• v.11 no.1
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• pp.68-77
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• 1998

There are two approach methods widely in statistical inferences. First is sampling theory methods and the other is Bayesian methods. In this paper, we will introduce the most basic differences of the two approach methods. Especially, we investigate and introduce the historical origin of Bayesian methods in Statistical inferences which is currently used. Also, we introduce the some characteristics of sampling theory method and Bayesian methods.

• The Korean Journal of Applied Statistics
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• v.22 no.2
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• pp.425-433
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• 2009

Spatial models suitable for describing the evolving random fields in climate and environmental systems have been developed by many researchers. In general, rainfall in South Korea is highly variable in intensity and amount across space. This study characterizes the monthly and regional variation of rainfall fields using the spatial modeling. The main objective of this research is spatial prediction with the Bayesian hierarchical modeling (kriging) in order to further our understanding of water resources over space. We use the Bayesian approach in order to estimate the parameters and produce more reliable prediction. The Bayesian kriging also provides a promising solution for analyzing and predicting rainfall data.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2008.04a
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• pp.602-607
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• 2008

A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional RBDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.

• Journal of Applied Reliability
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• v.14 no.4
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• pp.220-224
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• 2014

A Bayesian zero-failure reliability demonstration test method for products with Weibull lifetime distribution is presented. Inverted gamma prior distribution for the scale parameter of the Weibull distribution is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantee specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.355-363
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• 2007

In this paper a Bayesian estimation of the two-parameter kappa distribution was discussed under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape parameter and scale parameter in the Gibbs sampler is implemented using the adaptive rejection Metropolis sampling algorithm of Gilks et al. (1995). A Monte Carlo study showed that the Bayesian estimators proposed outperform other estimators in the sense of mean squared error.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1147-1151
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• 2009

In this study, we address the problem of producing probability forecasts of summer seasonal rainfall, on the basis of Hindcast experiments from a ensemble of GCMs(cwb, gcps, gdaps, metri, msc_gem, msc_gm2, msc_gm3, msc_sef and ncep). An advanced Hierarchical Bayesian weighting scheme is developed and used to combine nine GCMs seasonal hindcast ensembles. Hindcast period is 23 years from 1981 to 2003. The simplest approach for combining GCM forecasts is to weight each model equally, and this approach is referred to as pooled ensemble. This study proposes a more complex approach which weights the models spatially and seasonally based on past model performance for rainfall. The Bayesian approach to multi-model combination of GCMs determines the relative weights of each GCM with climatology as the prior. The weights are chosen to maximize the likelihood score of the posterior probabilities. The individual GCM ensembles, simple poolings of three and six models, and the optimally combined multimodel ensemble are compared.

• The Korean Journal of Applied Statistics
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• v.15 no.2
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• pp.251-267
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• 2002

Self Organizing Maps(SOM) by Kohonen is very fast algorithm in neural networks. But it doesn't show sure rules of training results. In this paper, we introduce to Bayesian Learning for Self Organizing Maps(BLSOM) which combines self organizing maps with Bayesian learning. So it supports explanatory power of models and improves prediction. BLSOM has global optima anywhere but SOM has not. This is proved by experiment in this paper.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.701-718
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• 2006

In cancer microarray experiments, the experimenter or patient which is nested in each experimenter often shows quite heterogeneous error variability, which should be estimated for identifying a source of variation. Our study describes a Bayesian method which utilizes clinical information for identifying a set of DE genes for the class of subtypes as well as assesses and examines the experimenter effect and patient effect which is nested in each experimenter as a source of variation. We propose a Bayesian multilevel mixed effect model based on analysis of covariance (ANACOVA). The Bayesian multilevel mixed effect model is a combination of the multilevel mixed effect model and the Bayesian hierarchical model, which provides a flexible way of defining a suitable correlation structure among genes.

• Communications for Statistical Applications and Methods
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• v.22 no.3
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• pp.241-253
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• 2015

In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

• Journal of Applied Reliability
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• v.13 no.4
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• pp.229-239
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• 2013

This paper reports a manner to use a Bayesian approach to derive the optimal replacement policy. In order to produce a system with minimal repair warranty, a replacement model with the extended warranty is considered. Within the warranty period, the failed system is minimally repaired by the manufacturer at no cost to the end-user. The failure time is assumed to follow a Weibull distribution with unknown parameters. The expected cost rate per unit time, from the end-user's viewpoints, is induced by the Bayesian approach, and the optimal replacement policy to minimize the cost rate is proposed. Finally, a numerical example illustrating to derive the optimal replacement policy based on the Bayesian approach is described.