• Communications for Statistical Applications and Methods
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• 제29권1호
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• pp.27-40
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• 2022

In this paper, the focus on the removal noise in the binary image based on the variational Bayesian method with the Ising model. The observation and the latent variable are the degraded image and the original image, respectively. The posterior distribution is built using the Markov random field and the Ising model. Estimating the posterior distribution is the same as reconstructing a degraded image. MCMC and variational Bayesian inference are two methods for estimating the posterior distribution. However, for the sake of computing efficiency, we adapt the variational technique. When the image is restored, the iterative method is used to solve the recursive problem. Since there are three model parameters in this paper, restoration is implemented using the VECM algorithm to find appropriate parameters in the current state. Finally, the restoration results are shown which have maximum peak signal-to-noise ratio (PSNR) and evidence lower bound (ELBO).

• Communications for Statistical Applications and Methods
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• 제29권2호
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• pp.239-250
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• 2022

In many applications, we frequently encounter correlated multiple outcomes measured on the same subject. Joint modeling of such multiple outcomes can improve efficiency of inference compared to independent modeling. For instance, in developmental toxicity studies, fetal weight and number of malformed pups are measured on the pregnant dams exposed to different levels of a toxic substance, in which the association between such outcomes should be taken into account in the model. The number of malformations may possibly have many zeros, which should be analyzed via zero-inflated count models. Motivated by applications in developmental toxicity studies, we propose a Bayesian joint modeling framework for continuous and count outcomes with excess zeros. In our model, zero-inflated Poisson (ZIP) regression model would be used to describe count data, and a subject-specific random effects would account for the correlation across the two outcomes. We implement a Bayesian approach using MCMC procedure with data augmentation method and adaptive rejection sampling. We apply our proposed model to dose-response analysis in a developmental toxicity study to estimate the benchmark dose in a risk assessment.

• 천문학회보
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• 제46권1호
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• pp.48.2-48.2
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• 2021

We have developed a frequentist approach for model selection which determines consistency of a cosmological model and the data using the distribution of likelihoods from the iterative smoothing method. Using this approach, we have shown how confidently we can distinguish different models without comparison with one another. In this current work, we compare our approach with conventional Bayesian approach based on estimation of Bayesian evidence using nested sampling for the purpose of model selection. We use simulated future Roman (formerly WFIRST)-like type Ia supernovae data in our analysis. We discuss limits of the Bayesian approach for model selection and display how our proposed frequentist approach, if implemented appropriately, can perform better in falsification of individual models.

• Journal of the Korean Statistical Society
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• 제29권2호
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• pp.155-168
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• 2000

Regarding to multiple comparison problem (MCP) of k normal population variances, we suggest a Bayesian method for calculating posterior probabilities for various hypotheses of equality among population variances. This leads to a simple method for obtaining pairwise comparisons of variances in a statistical experiment with a partition on the parameter space induced by equality and inequality relationships among the variances. The method is derived from the fact that certain features of the hierarchical nonparametric family of Dirichlet process priors, in general, make it amenable to solving the MCP and estimating the posterior probabilities by means of posterior simulation, the Gibbs sampling. Two examples are illustrated for the method. For these examples, the method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required comparison.

• 한국안전학회지
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• 제35권1호
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• pp.79-86
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• 2020

Failure data that has systematically managed for a long time has high reliability to an estimated volume. But since much cost and effort are needed to secure reliability data, data from overseas country is used in quantitative risk analysis in many workplaces. Reliability of the data that can be collected in workplaces can be dropped because of insufficient sample or lack of observation time. Therefore, estimated data is difficult to use as it is and environment and characteristic of the workplace cannot be reflected by using data from overseas country. So this study used Bayesian method that can be used reflecting both reliability data from overseas country and workplace failure data that has less samples. As a setting toward difficult situation that securing sufficient failure data cannot be achieved, we composed workplace failure data equivalent to mass observation time 20%(t=17000), 40%(t=24000), 60%(t=31000), 80%(t=38000) and IEEE data by using Bayesian method.

• 대한안전경영과학회:학술대회논문집
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• 대한안전경영과학회 2013년 춘계학술대회
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• pp.517-531
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• 2013

보증 데이터를 통해 제품의 수명 및 형상모수를 추정할 때 최우추정법과 같은 전통적인 통계 분석방법(Classical Statistical Method)을 많이 사용하였다. 그러나 전통적인 통계 분석방법을 통해 수명과 형상모수의 추정 시 표본의 크기가 작거나 불완전한 경우 추정량의 신뢰성이 떨어진다는 단점이 있고 또 누적된 경험과 과거자료를 충분히 이용하지 못하는 단점도 있다. 이러한 문제점을 해결하기 위해 모수의 사전분포를 가정하는 베이지안(Bayesian) 기법의 적용이 필요하다. 하지만 보증 데이터분석에 있어서 베이지안 기법을 이용한 연구는 아직 미흡한 실정이다. 본 연구에서는 수명분포가 와이블 분포를 갖는 보증데이터를 활용하여 모수 추정의 효율성을 비교 분석하고자 한다. 이를 위해 와이블 분포의 모수가 대수정규분포를 따르는 사전분포를 갖는 베이지안 기법과 전통적 통계기법인 생명표법(Actuarial method)을 활용하여 추정량을 도출하고 비교 분석하였다. 이를 통해 충분한 관측 데이터를 확보할 수 없는 경우에 베이지안 기법을 이용한 보증 데이터 분석방법의 성능을 확인하고자 한다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2016년도 학술발표회
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• pp.280-280
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• 2016

특정 자료의 시간의 흐름에 따른 예측치를 추정하는 방법으로 AR Model 즉, 자기회귀모형이 많이 사용되고 있다. AR Model은 변수의 현재 값을 과거 값의 함수로 나타내게 되는데, 이런 시계열 분석 모델을 사용할 때 매개변수의 추정 과정이 필수적으로 요구된다. 일반적으로 매개변수를 추정하는 방법에는 확률적근사법(stochastic approximation), 최소제곱법(method of least square), 자기상관법(method of autocorrelation method), 최우도법(method of maximum likelihood) 등이 있다. AR Model에서 가장 많이 사용되는 최우도법은 표본크기가 충분히 클 때 가장 효율적인 방법으로 평가되지만 수치적으로 해를 구하는 과정이 복잡한 경우가 많으며, 해를 구하지 못하는 어려움이 따르기도 한다. 또한 표본 크기가 작을 때 일반적으로 잘 일치하지 않은 결과를 얻게 된다. 우리나라의 강우, 유량 등의 자료는 자료의 수가 적은 경우가 많기 때문에 최우도법을 통한 매개변수 추정 시 불확실성이 내재되어있지만 그것을 정량적으로 제시하는데 한계가 있다. 본 연구에서는 AR Model의 매개변수 추정 시 Bayesian 기법으로 매개변수의 사후분포(posterior distribution)를 제공하여 매개변수의 불확실성 구간을 정량적으로 표현하게 됨으로써, 시계열 분석을 통해 보다 신뢰성 있는 예측치를 얻을 수 있으리라 판단된다.

• 한국정보통신학회논문지
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• 제10권5호
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• pp.956-961
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• 2006

키스트로크 시간간격은 컴퓨터사용자의 검증 및 인식에서 분별적인 특징이 될 수 있다. 본 논문은 키스트로크 시간간격을 특징으로, 신경망의 역전파 알고리즘과 Bayesian 분류기, 그리고 k-NN을 이용한 분류기의 사용자 인식 성능을 비교 실험하였다. 실험 결과, 사용자당 샘플의 개수가 작을 경우에는 k-NN 알고리즘이 가장 성능이 좋았고, 사용자당 샘플의 개수가 많을 경우에는 Bayesian 분류기의 성능이 가장 뛰어난 결과를 보였다. 따라서 웹기반 온라인 사용자인식을 위해서는 사용자별 키스트로크 샘플의 수에 따라 k-NN이나 Bayesian 분류기를 선택적으로 사용하는 것이 바람직할 것으로 보인다.

• 한국군사과학기술학회지
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• 제16권5호
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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.

• Structural Engineering and Mechanics
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• 제63권1호
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• pp.47-53
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• 2017

The fundamental goal of this study is to minimize the uncertainty of the median fragility curve and to assess the structural vulnerability under earthquake excitation. Bayesian Inference with Markov Chain Monte Carlo (MCMC) simulation has been presented for efficient collapse response assessment of the independent intake water tower. The intake tower is significantly used as a diversion type of the hydropower station for maintaining power plant, reservoir and spillway tunnel. Therefore, the seismic fragility assessment of the intake tower is a pivotal component for estimating total system risk of the reservoir. In this investigation, an asymmetrical independent slender reinforced concrete structure is considered. The Bayesian Inference method provides the flexibility to integrate the prior information of collapse response data with the numerical analysis results. The preliminary information of risk data can be obtained from various sources like experiments, existing studies, and simplified linear dynamic analysis or nonlinear static analysis. The conventional lognormal model is used for plotting the fragility curve using the data from time history simulation and nonlinear static pushover analysis respectively. The Bayesian Inference approach is applied for integrating the data from both analyses with the help of MCMC simulation. The method achieves meaningful improvement of uncertainty associated with the fragility curve, and provides significant statistical and computational efficiency.