• Title/Summary/Keyword: Bayesian Procedure

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Bayesian Optimization Analysis of Containment-Venting Operation in a Boiling Water Reactor Severe Accident

  • Zheng, Xiaoyu;Ishikawa, Jun;Sugiyama, Tomoyuki;Maruyama, Yu
    • Nuclear Engineering and Technology
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    • v.49 no.2
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    • pp.434-441
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    • 2017
  • Containment venting is one of several essential measures to protect the integrity of the final barrier of a nuclear reactor during severe accidents, by which the uncontrollable release of fission products can be avoided. The authors seek to develop an optimization approach to venting operations, from a simulation-based perspective, using an integrated severe accident code, THALES2/KICHE. The effectiveness of the containment-venting strategies needs to be verified via numerical simulations based on various settings of the venting conditions. The number of iterations, however, needs to be controlled to avoid cumbersome computational burden of integrated codes. Bayesian optimization is an efficient global optimization approach. By using a Gaussian process regression, a surrogate model of the "black-box" code is constructed. It can be updated simultaneously whenever new simulation results are acquired. With predictions via the surrogate model, upcoming locations of the most probable optimum can be revealed. The sampling procedure is adaptive. Compared with the case of pure random searches, the number of code queries is largely reduced for the optimum finding. One typical severe accident scenario of a boiling water reactor is chosen as an example. The research demonstrates the applicability of the Bayesian optimization approach to the design and establishment of containment-venting strategies during severe accidents.

A new Bayesian approach to derive Paris' law parameters from S-N curve data

  • Prabhu, Sreehari Ramachandra;Lee, Young-Joo;Park, Yeun Chul
    • Structural Engineering and Mechanics
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    • v.69 no.4
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    • pp.361-369
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    • 2019
  • The determination of Paris' law parameters based on crack growth experiments is an important procedure of fatigue life assessment. However, it is a challenging task because it involves various sources of uncertainty. This paper proposes a novel probabilistic method, termed the S-N Paris law (SNPL) method, to quantify the uncertainties underlying the Paris' law parameters, by finding the best estimates of their statistical parameters from the S-N curve data using a Bayesian approach. Through a series of steps, the SNPL method determines the statistical parameters (e.g., mean and standard deviation) of the Paris' law parameters that will maximize the likelihood of observing the given S-N data. Because the SNPL method is based on a Bayesian approach, the prior statistical parameters can be updated when additional S-N test data are available. Thus, information on the Paris' law parameters can be obtained with greater reliability. The proposed method is tested by applying it to S-N curves of 40H steel and 20G steel, and the corresponding analysis results are in good agreement with the experimental observations.

Bayesian estimates of genetic parameters of non-return rate and success in first insemination in Japanese Black cattle

  • Setiaji, Asep;Arakaki, Daichi;Oikawa, Takuro
    • Animal Bioscience
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    • v.34 no.7
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    • pp.1100-1104
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    • 2021
  • Objective: The objective of present study was to estimate heritability of non-return rate (NRR) and success of first insemination (SFI) by using the Bayesian approach with Gibbs sampling. Methods: Heifer Traits were denoted as NRR-h and SFI-h, and cow traits as NRR-c and SFI-c. The variance covariance components were estimated using threshold model under Bayesian procedures THRGIBBS1F90. Results: The SFI was more relevant to evaluating success of insemination because a high percentage of animals that demonstrated no return did not successfully conceive in NRR. Estimated heritability of NRR and SFI in heifers were 0.032 and 0.039 and the corresponding estimates for cows were 0.020 and 0.027. The model showed low values of Geweke (p-value ranging between 0.012 and 0.018) and a low Monte Carlo chain error, indicating that the amount of a posteriori for the heritability estimate was valid for binary traits. Genetic correlation between the same traits among heifers and cows by using the two-trait threshold model were low, 0.485 and 0.591 for NRR and SFI, respectively. High genetic correlations were observed between NRR-h and SFI-h (0.922) and between NRR-c and SFI-c (0.954). Conclusion: SFI showed slightly higher heritability than NRR but the two traits are genetically correlated. Based on this result, both two could be used for early indicator for evaluate the capacity of cows to conceive.

Estimation of the Regional Future Sea Level Rise Using Long-term Tidal Data in the Korean Peninsula (장기 조위자료를 이용한 한반도 권역별 미래 해수면 상승 추정)

  • Lee, Cheol-Eung;Kim, Sang Ug;Lee, Yeong Seob
    • Journal of Korea Water Resources Association
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    • v.47 no.9
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    • pp.753-766
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    • 2014
  • The future mean sea level rise (MSLR) due to climate change in major harbors of Korean Peninsula has been estimated by some statistical methods in this article. Firstly, Mann-Kendall non-parametric trend test to find some trend in the observed long-term tidal data has been performed and also Bayesian change point analysis has been used also to detect the location of change points and their magnitude quantitatively. Especially, in this study, the results from Bayesian change point analysis have been applied to combine 4 future MSLR scenario projections with local MSLR data at 5 tidal gauges. This proposed procedure including Bayesian change point analysis results can improve the step for the determination of starting years of future MLSR scenario projections with 18.6-year lunar node tidal cycle and effectively consider local characteristics at each gauge. The final results by the proposed procedure in this study have shown that the future MSLR in Jeju region (Jeju tidal gauge) is in the largest increment and also the future MSLRs in Western region (Boryeong tidal gauge) and Southern region (Busan tidal gauge) are in the second largest one. Finally, it has been shown that the future MSLRs in Southern region (Yeosu tidal gauge) and Eastern region (Sokcho tidal gauge) seem to be in the relatively smallest growth among 5 gauges.

Development of Performance Based Mix Design Method Using Single Parameter Bayesian Method (단일변수 Bayesian 방법을 이용한 성능중심형 배합설계법의 개발)

  • Kim, Jang-Ho Jay;Phan, Hung-Duc;Oh, Il-Sun;Lee, Keun-Sung
    • Journal of the Korea Concrete Institute
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    • v.22 no.4
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    • pp.499-510
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    • 2010
  • This paper presents a systematic approach for estimating material performance and designing mix proportion of concrete based on an application of Bayesian method in the form of satisfaction curves. The one-parameter satisfaction curve represents a satisfaction probability of a concrete performance criterion as a function of concrete material parameter. An analysis method to combine multiple satisfaction curves to form one unique satisfaction curve that can relate the performance of concrete to a single evaluating value called Goodness value is proposed. A proposed PBMD procedure and examples of application of the PBMD method for concrete mix proportion design are carried out to verify the validity of the proposed method. Finally, the comparison between the expected performance results of a concrete mix proportion designed using PBMD to the ACI estimation equation calculated results are performed to check the applicability of the method to actual construction.

Bayesian Estimation Procedure in Multiprocess Non-Linear Dynamic Normal Model

  • Sohn, Joong-Kweon;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • v.3 no.1
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    • pp.155-168
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    • 1996
  • In this paper we consider the multiprocess dynamic normal model with parameters having a time dependent non-linear structure. We develop and study the recursive estimation procedure for the proposed model with normality assumption. It turns out thst the proposed model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.

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Robust Bayes and Empirical Bayes Analysis in Finite Population Sampling with Auxiliary Information

  • Kim, Dal-Ho
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.331-348
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    • 1998
  • In this paper, we have proposed some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean in the presence of auxiliary information. These estimators are compared with the classical ratio estimator and a subjective Bayes estimator utilizing the auxiliary information in terms of "posterior robustness" and "procedure robustness" Also, we have addressed the issue of choice of sampling design from a robust Bayesian viewpoint.

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A Development on Reliability Data Integration Program (신뢰도 데이터 합성 program의 개발)

  • Rhie, Kwang-Won;Park, Moon-Hi;Oh, Shin-Kyu;Han, Jeong-Min
    • Journal of the Korean Society of Safety
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    • v.18 no.4
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    • pp.164-168
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    • 2003
  • Bayes theorem, suggested by the British Mathematician Bayes (18th century), enables the prior estimate of the probability of an event under the condition given by a specific This theorem has been frequently used to revise the failure probability of a component or system. 2-Stage Bayesian procedure was firstly published by Shultis et al. (1981) and Kaplan (1983), and was further developed based on the studies of Hora & Iman (1990) Papazpgolou et al., Porn(1993). For a small observed failure number (below 12), the estimated reliability of a system or component is not reliable. In the case in which the reliability data of the corresponding system or component can be found in a generic reliability reference book, however, a reliable estimation of the failure probability can be realized by using Bayes theorem, which jointly makes use of the observed data (specific data) and the data found in reference book (generic data).

Application of Bootstrap and Bayesian Methods for Estimating Confidence Intervals on Biological Reference Points in Fisheries Management (부트스트랩과 베이지안 방법으로 추정한 수산자원관리에서의 생물학적 기준점의 신뢰구간)

  • Jung, Suk-Geun;Choi, Il-Su;Chang, Dae-Soo
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.41 no.2
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    • pp.107-112
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    • 2008
  • To evaluate uncertainty and risk in biological reference points, we applied a bootstrapping method and a Bayesian procedure to estimate the related confidence intervals. Here we provide an example of the maximum sustainable yield (MSY) of turban shell, Batillus cornutus, estimated by the Schaefer and Fox models. Fitting the time series of catch and effort from 1968 to 2006 showed that the Fox model performs better than the Schaefer model. The estimated MSY and its bootstrap percentile confidence interval (CI) at ${\alpha}=0.05$ were 1,680 (1,420-1,950) tons for the Fox model and 2,170 (1,860-2,500) tons for the Schaefer model. The CIs estimated by the Bayesian approach gave similar ranges: 1,710 (1,450-2,000) tons for the Fox model and 2,230 (1,760-2,930) tons for the Schaefer model. Because uncertainty in effort and catch data is believed to be greater for earlier years, we evaluated the influence of sequentially excluding old data points by varying the first year of the time series from 1968 to 1992 to run 'backward' bootstrap resampling. The results showed that the means and upper 2.5% confidence limit (CL) of MSY varied greatly depending on the first year chosen whereas the lower 2.5% CL was robust against the arbitrary selection of data, especially for the Schaefer model. We demonstrated that the bootstrap and Bayesian approach could be useful in precautionary fisheries management, and we advise that the lower 2.5% CL derived by the Fox model is robust and a better biological reference point for the turban shells of Jeju Island.

An Approximation Method in Bayesian Prediction of Nuclear Power Plant Accidents (원자력 발전소 사고의 근사적인 베이지안 예측기법)

  • Yang, Hee-Joong
    • Journal of Korean Institute of Industrial Engineers
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    • v.16 no.2
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    • pp.135-147
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    • 1990
  • A nuclear power plant can be viewed as a large complex man-machine system where high system reliability is obtained by ensuring that sub-systems are designed to operate at a very high level of performance. The chance of severe accident involving at least partial core-melt is very low but once it happens the consequence is very catastrophic. The prediction of risk in low probability, high-risk incidents must be examined in the contest of general engineering knowledge and operational experience. Engineering knowledge forms part of the prior information that must be quantified and then updated by statistical evidence gathered from operational experience. Recently, Bayesian procedures have been used to estimate rate of accident and to predict future risks. The Bayesian procedure has advantages in that it efficiently incorporates experts opinions and, if properly applied, it adaptively updates the model parameters such as the rate or probability of accidents. But at the same time it has the disadvantages of computational complexity. The predictive distribution for the time to next incident can not always be expected to end up with a nice closed form even with conjugate priors. Thus we often encounter a numerical integration problem with high dimensions to obtain a predictive distribution, which is practically unsolvable for a model that involves many parameters. In order to circumvent this difficulty, we propose a method of approximation that essentially breaks down a problem involving many integrations into several repetitive steps so that each step involves only a small number of integrations.

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