• Title/Summary/Keyword: Bayesian 분석

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Understanding Bayesian Experimental Design with Its Applications (베이지안 실험계획법의 이해와 응용)

  • Lee, Gunhee
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1029-1038
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    • 2014
  • Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.

Quantitative Annotation of Edges, in Bayesian Networks with Condition-Specific Data (베이지안 망 연결 구조에 대한 데이터 군집별 기여도의 정량화 방법에 대한 연구)

  • Jung, Sung-Won;Lee, Do-Heon;Lee, Kwang-H.
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.3
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    • pp.316-321
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    • 2007
  • We propose a quatitative annotation method for edges in Bayesian networks using given sets of condition-specific data. Bayesian network model has been used widely in various fields to infer probabilistic dependency relationships between entities in target systems. Besides the need for identifying dependency relationships, the annotation of edges in Bayesian networks is required to analyze the meaning of learned Bayesian networks. We assume the training data is composed of several condition-specific data sets. The contribution of each condition-specific data set to each edge in the learned Bayesian network is measured using the ratio of likelihoods between network structures of including and missing the specific edge. The proposed method can be a good approach to make quantitative annotation for learned Bayesian network structures while previous annotation approaches only give qualitative one.

Improving Correctness in the Satellite Remote Sensing Data Analysis -Laying Stress on the Application of Bayesian MLC in the Classification Stage- (인공위성 원격탐사 데이타의 분석 정확도 향상에 관한 연구 -분류과정에서의 Bayesian MIC 적용을 중심으로-)

  • 안철호;김용일
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.9 no.2
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    • pp.81-91
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    • 1991
  • This thesis aims to improve the analysis accuracy of remotely sensed digital imagery, and the improvement is achieved by considering the weight factors(a priori probabilities) of Bayesian MLC in the classification stage. To be concrete, Bayesian decision theory is studied from remote sensing field of view, and the equations in the n-dimensional form are derived from normal probability density functions. The amount of the misclassified pixels is extracted from probability function data using the thres-holding, and this is a basis of evaluating the classification accuracy. The results indicate that 5.21% of accuracy improvement was carried out. The data used in this study is LANDSAT TM(1985.10.21 ; 116-34), and the study area is within the administrative boundary of Seoul.

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Keyword Data Analysis Using Bayesian Conjugate Prior Distribution (베이지안 공액 사전분포를 이용한 키워드 데이터 분석)

  • Jun, Sunghae
    • The Journal of the Korea Contents Association
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    • v.20 no.6
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    • pp.1-8
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    • 2020
  • The use of text data in big data analytics has been increased. So, much research on methods for text data analysis has been performed. In this paper, we study Bayesian learning based on conjugate prior for analyzing keyword data extracted from text big data. Bayesian statistics provides learning process for updating parameters when new data is added to existing data. This is an efficient process in big data environment, because a large amount of data is created and added over time in big data platform. In order to show the performance and applicability of proposed method, we carry out a case study by analyzing the keyword data from real patent document data.

Robust Bayesian meta analysis (로버스트 베이지안 메타분석)

  • Choi, Seong-Mi;Kim, Dal-Ho;Shin, Im-Hee;Kim, Ho-Gak;Kim, Sang-Gyung
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.459-466
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    • 2011
  • This article addresses robust Bayesian modeling for meta analysis which derives general conclusion by combining independently performed individual studies. Specifically, we propose hierarchical Bayesian models with unknown variances for meta analysis under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. For the numerical analysis, we use the Gibbs sampler for calculating Bayesian estimators and illustrate the proposed methods using actual data.

Analysis of Uncertainty of Rainfall Frequency Analysis Including Extreme Rainfall Events (극치강우사상을 포함한 강우빈도분석의 불확실성 분석)

  • Kim, Sang-Ug;Lee, Kil-Seong;Park, Young-Jin
    • Journal of Korea Water Resources Association
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    • v.43 no.4
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    • pp.337-351
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    • 2010
  • There is a growing dissatisfaction with use of conventional statistical methods for the prediction of extreme events. Conventional methodology for modeling extreme event consists of adopting an asymptotic model to describe stochastic variation. However asymptotically motivated models remain the centerpiece of our modeling strategy, since without such an asymptotic basis, models have no rational for extrapolation beyond the level of observed data. Also, this asymptotic models ignored or overestimate the uncertainty and finally decrease the reliability of uncertainty. Therefore this article provide the research example of the extreme rainfall event and the methodology to reduce the uncertainty. In this study, the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) and the MLE (Maximum Likelihood Estimation) methods using a quadratic approximation are applied to perform the at-site rainfall frequency analysis. Especially, the GEV distribution and Gumbel distribution which frequently used distribution in the fields of rainfall frequency distribution are used and compared. Also, the results of two distribution are analyzed and compared in the aspect of uncertainty.

Uncertainty Analysis of Stage-Discharge Curve Based on Bayesian Regression Model Coupled with Change-Point Analysis (Bayesian 회귀분석과 변동점 분석을 이용한 수위-유량 관계곡선 불확실성 분석)

  • Kwon, Hyun-Han;Kim, Jang-Gyeong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.364-364
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    • 2012
  • 수자원 연구의 주요 목적인 효과적인 홍수 및 가뭄관리를 하기 위해서는 그 연구의 기초가 되는 자료를 관측하고 정도(accuracy, 精度)를 향상시키는 연구 또한 매우 중요한 부분이라고 볼 수 있다. 이러한 점에서 수위-유량측정의 경우, 관측자의 숙련도와 계측기 오차에 따라 관측값에 미치는 영향이 큰 특징을 갖고 있어 유량측정의 정확성을 높이고자 진보된 계측기의 개발 및 분석 방법에 관한 연구는 꾸준히 진행되고 있다. 일반적으로 유량을 추정하기 위해서 특정 단면에서의 수위를 측정하여 이를 수위-유량 관계곡선을 통해서 유량으로 환산하고, 수위-유량 관계를 측정한 후 이를 회귀분석 방법으로 내삽 및 외삽을 실시하여 유량을 측정하게 된다. 그러나 수위-유량 관계곡선에서 저수위와 고수위를 하나의 곡선식으로 하게 되는 경우 정도가 낮아지게 되므로 많은 경우에 있어서 저수위, 고수위를 각각의 곡선으로 구하여 사용하고 있다. 문제는 이러한 경우 정량적으로 변곡점을 구하기보다는 경험적으로 저수위와 고수위를 구분하고 있으며, 수위-유량관계를 회귀식에 의해서 추정하게 되므로 이에 대한 불확실성이 발생하게 된다. 따라서 본 연구에서는 불확실성을 정량화시키기 위한 방법으로 Bayesian MCMC 기법을 활용하며 수위-유량 관계곡선식의 매개변수들의 사후분포를 추정하여 매개변수의 최적화 및 불확실성을 평가하였다. 앞서 언급되었듯이 저수위 및 고수위로 분리하여 수위-유량 곡선식을 도출하고 있으나 저수위 및 고수위를 분리하는 기준이 경험적이기 때문에 신뢰성이 저해되는 문제점이 발생한다. 본 연구에서는 수위-유량 곡선식의 매개변수들을 최적화 하는 동시에 Poisson 분포 기반의 변동점 분석이 연동되어 저수위 및 고수위를 분리할 수 있는 Bayesian 기반 통합 수위-유량 곡선 해석 방법을 개발하고자 한다.

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Improvement of Hydrologic Dam Risk Analysis Model Considering Uncertainty of Hydrologic Analysis Process (수문해석과정의 불확실성을 고려한 수문학적 댐 위험도 해석 기법 개선)

  • Na, Bong-Kil;Kim, Jin-Young;Kwon, Hyun-Han;Lim, Jeong-Yeul
    • Journal of Korea Water Resources Association
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    • v.47 no.10
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    • pp.853-865
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    • 2014
  • Hydrologic dam risk analysis depends on complex hydrologic analyses in that probabilistic relationship need to be established to quantify various uncertainties associated modeling process and inputs. However, the systematic approaches to uncertainty analysis for hydrologic risk analysis have not been addressed yet. In this paper, two major innovations are introduced to address this situation. The first is the use of a Hierarchical Bayesian model based regional frequency analysis to better convey uncertainties associated with the parameters of probability density function to the dam risk analysis. The second is the use of Bayesian model coupled HEC-1 rainfall-runoff model to estimate posterior distributions of the model parameters. A reservoir routing analysis with the existing operation rule was performed to convert the inflow scenarios into water surface level scenarios. Performance functions for dam risk model was finally employed to estimate hydrologic dam risk analysis. An application to the Dam in South Korea illustrates how the proposed approach can lead to potentially reliable estimates of dam safety, and an assessment of their sensitivity to the initial water surface level.

A Study on the Data Fusion Algorithm under Operational Environment of the Sensors for Helicopter ASE System (헬기 생존계통 센서 운용 환경 하에서의 데이터 융합 알고리즘에 관한 연구)

  • Park, Young-Sun;Kim, Hwa-Soo;Kim, Sook-Gyeong;Wu, Sang-Min;Jung, Hun-Gi
    • Journal of the military operations research society of Korea
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    • v.34 no.3
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    • pp.79-92
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    • 2008
  • The purpose of this paper is to design an algorithm for data fusion of sensors data in the helicopter ASE system, using Bayesian Network, which was selected among several knowledge base data fusion methods after consideration and applied to this study. The result of the algorithm analysis shows that Bayesian Network is effective method for solving this problem.

Evaluation of Bayesian Model Averaging (BMA) of Bayesian Network Classifiers (BNCs) on Small Datasets (작은 데이터에 대한 베이지안망 분류기(BNC)의 베이지안 모델 평균화(BMA) 성능 평가)

  • 황규백;장병탁
    • Proceedings of the Korean Information Science Society Conference
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    • 2003.10a
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    • pp.22-24
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    • 2003
  • 작은 데이터에서 베이지안망 분류기(Bayesian network classifier, BNC)를 학습할 때, 과대적합(overfitting)으로 인한 일반화 성능의 저하가 초래된다 이런 경우, 베이지안 모델 평균화(Bayesian model averaging, BMA)는 모델 자체에 대한 불확실성을 분석 과정에서 고려함으로써, 성능 저하를 피할 수 있는 수단을 제공한다. 본 논문에서는 BNC의 BMA의 작은 데이터에 대한 성능을 평가 및 분석한다. 특히, 노드의 순서에 대한 평균화의 효과가 연구된다. 인공데이터에 대한 실험 결과, 노드의 순서가 BNC의 BMA의 분류 성능에 미치는 영향은 지대하며, 이는 데이터의 크기가 극히 작은 경우의 성능 저하에 직접적인 원인이 된다.

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