• Title/Summary/Keyword: Bayesian Updating

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Bayesian reliability prediction under event tree (Event tree하에서 베이지안 기법을 이용한 신뢰도 예측)

  • 박철순;전치혁;양희중;장수영
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1993.10a
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    • pp.24-30
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    • 1993
  • When modeling a complex system we use an event tree to analyze propagation of failure. An event tree cannot represent the statistical interrelationships among parameters, but it can be represented as a statistically identical influence diagram so that parameter updating can be easily performed. After updating parameters we can calculate posterior distribution of the failure rate for each path. But exact distribution requires considerably complex numerical integration. We propose an approximation method to calculate the posterior and derive the predictive distribution of the time to next failure. Finally we introduce the system which implements our methodology.

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Predicting typhoons in Korea (국내 태풍 예측)

  • Yang, Heejoong
    • Journal of the Korea Safety Management & Science
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    • v.17 no.1
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    • pp.169-177
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    • 2015
  • We develop a model to predict typhoons in Korea. We collect data for typhoons and classify those depending on the severity level. Following a Bayesian approach, we develop a model that explains the relationship between different levels of typhoons. Through the analysis of the model, we can predict the rate of typhoons, the probability of approaching Korean peninsular, and the probability of striking Korean peninsular. We show that the uncertainty for the occurrence of various types of typhoons reduces dramatically by adaptively updating model parameters as we acquire data.

Conditionalization and Confirmation: A Vindication of Conditionalization (조건화와 입증: 조건화 옹호 논증)

  • Park, Ilho
    • Korean Journal of Logic
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    • v.16 no.2
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    • pp.155-187
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    • 2013
  • The main objective of this paper is to vindicate the Bayesian belief updating rule, i.e. conditionalization. For this purpose, I introduce first what I call Irrelevance Principle, and show that this principle is equivalent to conditionalization. In turn, the principle is vindicated by means of Bayesian confirmation theory. That is, I suggest some theses that Bayesian confirmation theorists should accept, and prove that if Irrelevance Principle is violated, the theses cannot holds.

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Proposal of Maintenance Scenario and Feasibility Analysis of Bridge Inspection using Bayesian Approach (베이지안 기법을 이용한 교량 점검 타당성 분석 및 유지관리 시나리오 제안)

  • Lee, Jin Hyuk;Lee, Kyung Yong;Ahn, Sang Mi;Kong, Jung Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.4
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    • pp.505-516
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    • 2018
  • In order to establish an efficient bridge maintenance strategy, the future performance of a bridge must be estimated by considering the current performance, which allows more rational way of decision-making in the prediction model with higher accuracy. However, personnel-based existing maintenance may result in enormous maintenance costs since it is difficult for a bridge administrator to estimate the bridge performance exactly at a targeting management level, thereby disrupting a rational decision making for bridge maintenance. Therefore, in this work, we developed a representative performance prediction model for each bridge element considering uncertainty using domestic bridge inspection data, and proposed a bayesian updating method that can apply the developed model to actual maintenance bridge with higher accuracy. Also, the feasibility analysis based on calculation of maintenance cost for monitoring maintenance scenario case is performed to propose advantages of the Bayesian-updating-driven preventive maintenance in terms of the cost efficiency in contrast to the conventional periodic maintenance.

Uncertainty and Updating of Long-Term Prediction of Prestress in Prestressed Concrete Bridges (프리스트레스트 콘크리트 교량의 프리스트레스 장기 예측의 불확실성 및 업데이팅)

  • 양인환
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.17 no.3
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    • pp.251-259
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    • 2004
  • The prediction accuracy of prestress plays an important role in the quality of maintenance and the decision on rehabilitation of infrastructure such as prestressed concrete bridges. In this paper, the Bayesian statistical method that uses in-situ measurement data for reducing the uncertainties or updating long-term prediction of prestress is presented. For Bayesian analysis, prior probability distribution is developed to represent the uncertainties of creep and shrinkage of concrete and likelihood function is derived and used with data acquired in site. Posterior probability distribution is then obtained by combining prior distribution and likelihood function. The numerical results of this study indicate that more accurate long-term prediction of prestress forces due to creep and shrink age is possible.

Project Duration Estimation and Risk Analysis Using Intra-and Inter-Project Learning for Partially Repetitive Projects (부분적으로 반복되는 프로젝트를 위한 프로젝트 내$\cdot$외 학습을 이용한 프로젝트기간예측과 위험분석)

  • Cho, Sung-Bin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.30 no.3
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    • pp.137-149
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    • 2005
  • This study proposes a framework enhancing the accuracy of estimation for project duration by combining linear Bayesian updating scheme with the learning curve effect. Activities in a particular project might share resources in various forms and might be affected by risk factors such as weather Statistical dependence stemming from such resource or risk sharing might help us learn about the duration of upcoming activities in the Bayesian model. We illustrate, using a Monte Carlo simulation, that for partially repetitive projects a higher degree of statistical dependence among activity duration results in more variation in estimating the project duration in total, although more accurate forecasting Is achievable for the duration of an individual activity.

A Study on Analysis of Likelihood Principle and its Educational Implications (우도원리에 대한 분석과 그에 따른 교육적 시사점에 대한 연구)

  • Park, Sun Yong;Yoon, Hyoung Seok
    • The Mathematical Education
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    • v.55 no.2
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    • pp.193-208
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    • 2016
  • This study analyzes the likelihood principle and elicits an educational implication. As a result of analysis, this study shows that Frequentist and Bayesian interpret the principle differently by assigning different role to that principle from each other. While frequentist regards the principle as 'the principle forming a basis for statistical inference using the likelihood ratio' through considering the likelihood as a direct tool for statistical inference, Bayesian looks upon the principle as 'the principle providing a basis for statistical inference using the posterior probability' by looking at the likelihood as a means for updating. Despite this distinction between two methods of statistical inference, two statistics schools get clues to compromise in a regard of using frequency prior probability. According to this result, this study suggests the statistics education that is a help to building of students' critical eye by their comparing inferences based on likelihood and posterior probability in the learning and teaching of updating process from frequency prior probability to posterior probability.

Sequential Bayesian Updating Module of Input Parameter Distributions for More Reliable Probabilistic Safety Assessment of HLW Radioactive Repository (고준위 방사성 폐기물 처분장 확률론적 안전성평가 신뢰도 제고를 위한 입력 파라미터 연속 베이지안 업데이팅 모듈 개발)

  • Lee, Youn-Myoung;Cho, Dong-Keun
    • Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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    • v.18 no.2
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    • pp.179-194
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    • 2020
  • A Bayesian approach was introduced to improve the belief of prior distributions of input parameters for the probabilistic safety assessment of radioactive waste repository. A GoldSim-based module was developed using the Markov chain Monte Carlo algorithm and implemented through GSTSPA (GoldSim Total System Performance Assessment), a GoldSim template for generic/site-specific safety assessment of the radioactive repository system. In this study, sequential Bayesian updating of prior distributions was comprehensively explained and used as a basis to conduct a reliable safety assessment of the repository. The prior distribution to three sequential posterior distributions for several selected parameters associated with nuclide transport in the fractured rock medium was updated with assumed likelihood functions. The process was demonstrated through a probabilistic safety assessment of the conceptual repository for illustrative purposes. Through this study, it was shown that insufficient observed data could enhance the belief of prior distributions for input parameter values commonly available, which are usually uncertain. This is particularly applicable for nuclide behavior in and around the repository system, which typically exhibited a long time span and wide modeling domain.

Improvement in Safety Evaluation of Structures using the Bayesian Updating Approach (베이스 경신법을 활용한 구조물 안전성평가 개선)

  • Park, Kidong;Lee, Sangbok;Kim, Junki;Rha, Changsoon
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.29 no.2
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    • pp.115-122
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    • 2016
  • The classical statistical approach using test data samples to estimate true value of Random Variables by calculating mean and variation (standard deviation or coefficient of variation) of samples is very useful to understand the existing condition of the structure. But with this classical approach, our prior knowledge through educational background and professional experience cannot provide any benefit to make decisions by the structural engineers. This paper shows the role of Bayesian methodology by providing chance of using valuable prior knowledge to come up with more accurate estimation of structural condition. This paper also shows how important it is to have a proper prior estimate of Random Variables and corresponding confidence level through gathering and studying more relevant information.