• Title/Summary/Keyword: Bayesian

Search Result 2,713, Processing Time 0.023 seconds

Bayesian Method for Sequential Preventive Maintenance Policy

  • Kim Hee Soo;Kwon Young Sub;Park Dong Ho
    • Proceedings of the Korean Reliability Society Conference
    • /
    • 2005.06a
    • /
    • pp.131-137
    • /
    • 2005
  • In this paper, we propose a Bayesian approach to determine the adaptive preventive maintenance(PM) policy for a general sequential imperfect PM model proposed by Lin, Zuo and Yam(2000) that PM not only reduces the effective age of the system but also changes the hazard rate function. Assuming that the failure times follow Weibull distribution, we adopt a Bayesian approach to update unknown parameters and determine the Bayesian optimal sequential PM policies. Finally, numerical examples of the optimal adaptive PM policy are presented for illustrative purposes.

  • PDF

A Study on Bayesian Reliability Evaluation of IPM using Simple Information (단순 수명정보를 이용한 IPM의 베이지안 신뢰도 평가 연구)

  • Jo, Dong Cheol;Koo, Jeong Seo
    • Journal of the Korean Society of Safety
    • /
    • v.36 no.2
    • /
    • pp.32-38
    • /
    • 2021
  • This paper suggests an approach to evaluate the reliability of an intelligent power module with information deficiency of prior distribution and the characteristics of censored data through Bayesian statistics. This approach used a prior distribution of Bayesian statistics using the lifetime information provided by the manufacturer and compared and evaluated diffuse prior (vague prior) distributions. To overcome the computational complexity of Bayesian posterior distribution, it was computed with Gibbs sampling in the Monte Carlo simulation method. As a result, the standard deviation of the prior distribution developed using simple information was smaller than that of the posterior distribution calculated with the diffuse prior. In addition, it showed excellent error characteristics on RMSE compared with the Kaplan-Meier method.

A study on the Bayesian nonparametric model for predicting group health claims

  • Muna Mauliza;Jimin Hong
    • Communications for Statistical Applications and Methods
    • /
    • v.31 no.3
    • /
    • pp.323-336
    • /
    • 2024
  • The accurate forecasting of insurance claims is a critical component for insurers' risk management decisions. Hierarchical Bayesian parametric (BP) models can be used for health insurance claims forecasting, but they are unsatisfactory to describe the claims distribution. Therefore, Bayesian nonparametric (BNP) models can be a more suitable alternative to deal with the complex characteristics of the health insurance claims distribution, including heavy tails, skewness, and multimodality. In this study, we apply both a BP model and a BNP model to predict group health claims using simulated and real-world data for a private life insurer in Indonesia. The findings show that the BNP model outperforms the BP model in terms of claims prediction accuracy. Furthermore, our analysis highlights the flexibility and robustness of BNP models in handling diverse data structures in health insurance claims.

DIAGNOSING CARDIOVASCULAR DISEASE FROM HRV DATA USING FP-BASED BAYESIAN CLASSIFIER

  • Lee, Heon-Gyu;Lee, Bum-Ju;Noh, Ki-Yong;Ryu, Keun-Ho
    • Proceedings of the KSRS Conference
    • /
    • v.2
    • /
    • pp.868-871
    • /
    • 2006
  • Mortality of domestic people from cardiovascular disease ranked second, which followed that of from cancer last year. Therefore, it is very important and urgent to enhance the reliability of medical examination and treatment for cardiovascular disease. Heart Rate Variability (HRV) is the most commonly used noninvasive methods to evaluate autonomic regulation of heart rate and conditions of a human heart. In this paper, our aim is to extract a quantitative measure for HRV to enhance the reliability of medical examination for cardiovascular disease, and then develop a prediction method for extracting multi-parametric features by analyzing HRV from ECG. In this study, we propose a hybrid Bayesian classifier called FP-based Bayesian. The proposed classifier use frequent patterns for building Bayesian model. Since the volume of patterns produced can be large, we offer a rule cohesion measure that allows a strong push of pruning patterns in the pattern-generating process. We conduct an experiment for the FP-based Bayesian classifier, which utilizes multiple rules and pruning, and biased confidence (or cohesion measure) and dataset consisting of 670 participants distributed into two groups, namely normal and patients with coronary artery disease.

  • PDF

A Study on the Bayes Estimation Application for Korean Standard-Quality Excellence Index(KS-QEI) (베이즈 추정방식의 품질우수성지수 적용 방안에 관한 연구)

  • Kim, Tai Kyoo;Kim, Myung Joon
    • Journal of Korean Society for Quality Management
    • /
    • v.42 no.4
    • /
    • pp.747-756
    • /
    • 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.

Bayesian estimation of kinematic parameters of disk galaxies in large HI galaxy surveys

  • Oh, Se-Heon;Staveley-Smith, Lister
    • The Bulletin of The Korean Astronomical Society
    • /
    • v.41 no.2
    • /
    • pp.62.2-62.2
    • /
    • 2016
  • We present a newly developed algorithm based on a Bayesian method for 2D tilted-ring analysis of disk galaxies which operates on velocity fields. Compared to the conventional ones based on a chi-squared minimisation procedure, this new Bayesian-based algorithm less suffers from local minima of the model parameters even with high multi-modality of their posterior distributions. Moreover, the Bayesian analysis implemented via Markov Chain Monte Carlo (MCMC) sampling only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature is essential for performing kinematic analysis of an unprecedented number of resolved galaxies from the upcoming Square Kilometre Array (SKA) pathfinders' galaxy surveys. A standalone code, the so-called '2D Bayesian Automated Tilted-ring fitter' (2DBAT) that implements the Bayesian fits of 2D tilted-ring models is developed for deriving rotation curves of galaxies that are at least marginally resolved (> 3 beams across the semi-major axis) and moderately inclined (20 < i < 70 degree). The main layout of 2DBAT and its performance test are discussed using sample galaxies from Australia Telescope Compact Array (ATCA) observations as well as artificial data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies.

  • PDF

Bayesian Fusion of Confidence Measures for Confidence Scoring (베이시안 신뢰도 융합을 이용한 신뢰도 측정)

  • 김태윤;고한석
    • The Journal of the Acoustical Society of Korea
    • /
    • v.23 no.5
    • /
    • pp.410-419
    • /
    • 2004
  • In this paper. we propose a method of confidence measure fusion under Bayesian framework for speech recognition. Centralized and distributed schemes are considered for confidence measure fusion. Centralized fusion is feature level fusion which combines the values of individual confidence scores and makes a final decision. In contrast. distributed fusion is decision level fusion which combines the individual decision makings made by each individual confidence measuring method. Optimal Bayesian fusion rules for centralized and distributed cases are presented. In isolated word Out-of-Vocabulary (OOV) rejection experiments. centralized Bayesian fusion shows over 13% relative equal error rate (EER) reduction compared with the individual confidence measure methods. In contrast. the distributed Bayesian fusion shows no significant performance increase.

Saliency Detection based on Global Color Distribution and Active Contour Analysis

  • Hu, Zhengping;Zhang, Zhenbin;Sun, Zhe;Zhao, Shuhuan
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • v.10 no.12
    • /
    • pp.5507-5528
    • /
    • 2016
  • In computer vision, salient object is important to extract the useful information of foreground. With active contour analysis acting as the core in this paper, we propose a bottom-up saliency detection algorithm combining with the Bayesian model and the global color distribution. Under the supports of active contour model, a more accurate foreground can be obtained as a foundation for the Bayesian model and the global color distribution. Furthermore, we establish a contour-based selection mechanism to optimize the global-color distribution, which is an effective revising approach for the Bayesian model as well. To obtain an excellent object contour, we firstly intensify the object region in the source gray-scale image by a seed-based method. The final saliency map can be detected after weighting the color distribution to the Bayesian saliency map, after both of the two components are available. The contribution of this paper is that, comparing the Harris-based convex hull algorithm, the active contour can extract a more accurate and non-convex foreground. Moreover, the global color distribution can solve the saliency-scattered drawback of Bayesian model, by the mutual complementation. According to the detected results, the final saliency maps generated with considering the global color distribution and active contour are much-improved.

Bayesian VAR Analysis of Dynamic Relationships among Shipping Industry, Foreign Exchange Rate and Industrial Production (Bayesian VAR를 이용한 해운경기, 환율 그리고 산업생산 간의 동태적 상관분석)

  • Kim, Hyunsok;Chang, Myunghee
    • Journal of Korea Port Economic Association
    • /
    • v.30 no.2
    • /
    • pp.77-92
    • /
    • 2014
  • The focus of this study is to analyse dynamic relationship among BDI(Baltic Dry-bulk Index, hereafter BDI), forex market and industrial production using monthly data from 2003-2013. Specifically, we have focused on the investigations how monetary and real variable affect shipping industry during recession period. To compare performance between general VAR and Bayesian VAR we first examine DAG(Directed Acyclic Graph) to clarify causality among the variables and then employ MSFE(mean squared forecast error). The overall estimated results from impulse-response analysis imply that BDI has been strongly affected by other shock, such as forex market and industrial production in Bayesian VAR. In particular, Bayesian VAR show better performance than general VAR in forecasting.

Determination of Key Influence Parameters on RC Joint Shear Behavior Using the Bayesian Parameter Estimation (Bayesian parameter estimation을 적용한 RC 접합부 전단거동의 주요영향 요인 결정)

  • Kim, Jae-Hong;Yang, Jong-Ho;Im, Duk-Ki
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 2011.04a
    • /
    • pp.328-331
    • /
    • 2011
  • 준정적 횡하중을 재하 받는 철근콘크리트 보-기둥 접합부의 전단강도에 대한 주요 영향요인을 Bayesian parameter estimation의 신뢰성 이론 접목을 통해 검토하였다. 이와 같은 연구 scope의 수행을 위해 철근콘크리트 보-기둥의 실험 database가 구축되었다. 실험 database는 일정한 criteria을 적용하여 구축되었으며, 포함된 시편들은 최종적으로 접합부 내의 전단파괴가 지배하는 경우들이다. 포함된 시편들의 상세는 ACI (American Concrete Institute) 352R-02를 기준으로 평가되어졌다. 보-기둥 접합부의 전단강도에 영향 요인을 편중되지 않게 평가하고자, Bayesian parameter estimation의 신뢰성 이론을 적용하였다. Bayesian parameter estimation의 적용을 통해 전단강도에 영향이 적은 변수 (not informative parameter)를 순차적으로 제거 (stepwise removal process)함으로 주요 영향요인의 우선 순위를 확인할 수 있었다. 검토된 8개의 변수들 중에서, 횡하중을 재하 받는 철근콘크리트 보-기둥의 전단강도는 주로 콘크리트 압축강도, in-plane geometry, 종방향 보의 주철근 그리고 접합부 내의 구속철근 순으로 영향을 줌을 알 수 있었다.

  • PDF