• Title/Summary/Keyword: Bayesian

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Comparison of probability distributions to analyze the number of occurrence of torrential rainfall events (집중호우사상의 발생횟수 분석을 위한 확률분포의 비교)

  • Kim, Sang Ug;Kim, Hyeung Bae
    • Journal of Korea Water Resources Association
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    • v.49 no.6
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    • pp.481-493
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    • 2016
  • The statistical analysis to the torrential rainfall data that is defined as a rainfall amount more than 80 mm/day is performed with Daegu and Busan rainfall data which is collected during 384 months. The number of occurrence of the torrential rainfall events can be simulated usually using Poisson distribution. However, the Poisson distribution can be frequently failed to simulate the statistical characteristics of the observed value when the observed data is zero-inflated. Therefore, in this study, Generalized Poisson distribution (GPD), Zero-Inflated Poisson distribution (ZIP), Zero-Inflated Generalized Poisson distribution (ZIGP), and Bayesian ZIGP model were used to resolve the zero-inflated problem in the torrential rainfall data. Especially, in Bayesian ZIGP model, a informative prior distribution was used to increase the accuracy of that model. Finally, it was suggested that POI and GPD model should be discouraged to fit the frequency of the torrential rainfall data. Also, Bayesian ZIGP model using informative prior provided the most accurate results. Additionally, it was recommended that ZIP model could be alternative choice on the practical aspect since the Bayesian approach of this study was considerably complex.

Design and Implementation of Trip Generation Model Using the Bayesian Networks (베이지안 망을 이용한 통행발생 모형의 설계 및 구축)

  • Kim, Hyun-Gi;Lee, Sang-Min;Kim, Kang-Soo
    • Journal of Korean Society of Transportation
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    • v.22 no.7 s.78
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    • pp.79-90
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    • 2004
  • In this study, we applied the Bayesian Networks for the case of the trip generation models using the Seoul metropolitan area's house trip survey Data. The household income was used for the independent variable for the explanation of household size and the number of cars in a household, and the relationships between the trip generation and the households' social characteristics were identified by the Bayesian Networks. Furthermore, trip generation's characteristics such as the household income, household size and the number of cars in a household were also used for explanatory variables and the trip generation model was developed. It was found that the Bayesian Networks were useful tool to overcome the problems which were in the traditional trip generation models. In particular the various transport policies could be evaluated in the very short time by the established relationships. It is expected that the Bayesian Networks will be utilized as the important tools for the analysis of trip patterns.

Context-aware application for smart home based on Bayesian network (베이지안 네트워크에 기반한 스마트 홈에서의 상황인식 기법개발)

  • Chung, Woo-Yong;Kim, Eun-Tai
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.2
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    • pp.179-184
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    • 2007
  • This paper deals with a context-aware application based on Bayesian network in the smart home. Bayesian network is a powerful graphical tool for learning casual dependencies between various context events and obtaining probability distributions. So we can recognize the resident's activities and home environment based on it. However as the sensors become various, learning the structure become difficult. We construct Bayesian network simple and efficient way with mutual information and evaluated the method in the virtual smart home.

Bayesian Interval Estimation of Tobit Regression Model (토빗회귀모형에서 베이지안 구간추정)

  • Lee, Seung-Chun;Choi, Byung Su
    • The Korean Journal of Applied Statistics
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    • v.26 no.5
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    • pp.737-746
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    • 2013
  • The Bayesian method can be applied successfully to the estimation of the censored regression model introduced by Tobin (1958). The Bayes estimates show improvements over the maximum likelihood estimate; however, the performance of the Bayesian interval estimation is questionable. In Bayesian paradigm, the prior distribution usually reflects personal beliefs about the parameters. Such subjective priors will typically yield interval estimators with poor frequentist properties; however, an objective noninformative often yields a Bayesian procedure with good frequentist properties. We examine the performance of frequentist properties of noninformative priors for the Tobit regression model.

Objective Bayesian Estimation of Two-Parameter Pareto Distribution (2-모수 파레토분포의 객관적 베이지안 추정)

  • Son, Young Sook
    • The Korean Journal of Applied Statistics
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    • v.26 no.5
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    • pp.713-723
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    • 2013
  • An objective Bayesian estimation procedure of the two-parameter Pareto distribution is presented under the reference prior and the noninformative prior. Bayesian estimators are obtained by Gibbs sampling. The steps to generate parameters in the Gibbs sampler are from the shape parameter of the gamma distribution and then the scale parameter by the adaptive rejection sampling algorism. A numerical study shows that the proposed objective Bayesian estimation outperforms other estimations in simulated bias and mean squared error.

Do Foreign Direct Investment, Energy Consumption and Urbanization Enhance Economic Growth in Six ASEAN Countries?

  • LONG, Nguyen Tien
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.12
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    • pp.33-42
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    • 2020
  • The neoclassical economic supporters have suggested that foreign direct investment and raw material (e.g., coal, electricity, gas, and oil) are critical economic growth inputs. Few previous studies have analyzed the relationship between foreign direct investment and energy consumption on economic growth. However, existing studies usually have applied the frequentist inference. The limitation of the frequentist inference is that, if the coefficient of the independent variable is not yet significant, then conclusions might be unreliable. By applying the Bayesian approach, the main aim of this study is to revisit the impact of foreign direct investment, electricity consumption, and urbanization on economic growth in six ASEAN countries from 1980 to 2016. The obtained outcome shows that the impact of electricity consumption is evident and positive on economic growth in both frequentist and Bayesian inferences. However, the influence of foreign direct investment is not identified by frequentist inference, while Bayesian inference provides evidence that foreign direct investment is a moderately positive impact on economic growth. The empirical result from Bayesian inference contributes to the literature on foreign direct investment modeling and could be of significant importance for a more efficient foreign direct investment attracting and achieve sustainability in the long-term.

Group-Sparse Channel Estimation using Bayesian Matching Pursuit for OFDM Systems

  • Liu, Yi;Mei, Wenbo;Du, Huiqian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.2
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    • pp.583-599
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    • 2015
  • We apply the Bayesian matching pursuit (BMP) algorithm to the estimation of time-frequency selective channels in orthogonal frequency division multiplexing (OFDM) systems. By exploiting prior statistics and sparse characteristics of propagation channels, the Bayesian method provides a more accurate and efficient detection of the channel status information (CSI) than do conventional sparse channel estimation methods that are based on compressive sensing (CS) technologies. Using a reasonable approximation of the system model and a skillfully designed pilot arrangement, the proposed estimation scheme is able to address the Doppler-induced inter-carrier interference (ICI) with a relatively low complexity. Moreover, to further reduce the computational cost of the channel estimation, we make some modifications to the BMP algorithm. The modified algorithm can make good use of the group-sparse structure of doubly selective channels and thus reconstruct the CSI more efficiently than does the original BMP algorithm, which treats the sparse signals in the conventional manner and ignores the specific structure of their sparsity patterns. Numerical results demonstrate that the proposed Bayesian estimation has a good performance over rapidly time-varying channels.

Network Identification of Major Risk Factor Associated with Delirium by Bayesian Network (베이지안 네트워크를 활용한 정신장애 질병 섬망(delirium)의 주요 요인 네트워크 규명)

  • Lee, Jea-Young;Choi, Young-Jin
    • The Korean Journal of Applied Statistics
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    • v.24 no.2
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    • pp.323-333
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    • 2011
  • We analyzed using logistic to find factors with a mental disorder because logistic is the most efficient way assess risk factors. In this paper, we applied data mining techniques that are logistic, neural network, c5.0, cart and Bayesian network to delirium data. The Bayesian network method was chosen as the best model. When delirium data were applied to the Bayesian network, we determined the risk factors associated with delirium as well as identified the network between the risk factors.

A study on Application of Probabilistic Fatigue Life Prediction for Aircraft Structures using the PoF based on Bayesian Approach (베이지안 기반의 파손확률을 이용한 항공기 구조물 확률론적 피로수명 예측 응용에 관한 연구)

  • Kim, Keun Won;Shin, Dae Han;Choi, Joo-Ho;Shin, Ki-Su
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.5
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    • pp.631-638
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    • 2013
  • The probabilistic fatigue life analysis is one of the common methods to account the uncertainty of parameters on the structural failure. Frequently, the Bayesian approach has been demonstrated as a proper method to show the uncertainty of parameters. In this work, the application of probabilistic fatigue life prediction method for the aircraft structure was studied. This effort was conducted by using the PoF(Probability of Failure) based on Bayesian approach. Furthermore, numerical example was carried out to confirm the validation of the suggested approach. In conclusion, it was shown that the Bayesian approach can calculate the probabilistic fatigue lives and the quantitative value of PoF effectively for the aircraft structural component. Moreover the calculated probabilistic fatigue lives can be utilized to determine the optimized inspection period of aircraft structures.

Bayesian Detection of Multiple Change Points in a Piecewise Linear Function (구분적 선형함수에서의 베이지안 변화점 추출)

  • Kim, Joungyoun
    • The Korean Journal of Applied Statistics
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    • v.27 no.4
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    • pp.589-603
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    • 2014
  • When consecutive data follows different distributions(depending on the time interval) change-point detection infers where the changes occur first and then finds further inferences for each sub-interval. In this paper, we investigate the Bayesian detection of multiple change points. Utilizing the reversible jump MCMC, we can explore parameter spaces with unknown dimensions. In particular, we consider a model where the signal is a piecewise linear function. For the Bayesian inference, we propose a new Bayesian structure and build our own MCMC algorithm. Through the simulation study and the real data analysis, we verified the performance of our method.