• Title/Summary/Keyword: Bayesian analysis

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Error Analysis of Equivalence Ratio using Bayesian Statistics (베이지안 확률기법을 이용한 당량비 오차분석에 관한 연구)

  • Ahn, Joongki;Park, Ik Soo;Lee, Ho-il
    • Journal of the Korean Society of Propulsion Engineers
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    • v.22 no.2
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    • pp.131-137
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    • 2018
  • This paper analyzes the probability of failure for the equivalence ratio error. The control error of the equivalence ratio is affected by the aleatory and epistemic uncertainties. In general, reliability analysis techniques are easily incorporated to handle the aleatory uncertainty. However, the epistemic uncertainty requires a new approach, as it does not provide an uncertainty distribution. The Bayesian inference incorporates the reliability analysis results to handle both uncertainties. The result gives a distribution of failure probability, whose equivalence ratio does not meet the requirement. This technique can be useful in the analysis of most engineering systems, where the aleatory and epistemic uncertainties exist simultaneously.

The Analysis of Roll Call Data from the 18th Korean National Assembly: A Bayesian Approach (제 18대 국회 기명투표 분석: 베이즈(Bayesian) 방법론 적용)

  • Hahn, Kyu S.;Kim, Yuneung;Lim, Jongho;Lim, Johan;Kwon, Suhyun;Lee, Kyeong Eun
    • The Korean Journal of Applied Statistics
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    • v.27 no.4
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    • pp.523-541
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    • 2014
  • We apply a Bayesian estimation procedure to the analysis of roll call voting records on 2,389 bills processed during the 18th Korean National Assembly. The analysis of roll calls yields useful tools for to combining the measurement of legislative preference with the models of legislative behavior. The current Bayesian procedure is extremely exible, applicable to any legislative setting, irrespective of the extremism of the legislator's voting history or the number of roll calls available for analysis. It can be applied to any legislative settings, providing a useful solution to many statistical problems inherent in the analysis of roll call voting records. We rst estimate the ideal points of all members of the 18th National Assembly and their condence intervals. Subsequently, using the estimated ideal points, we examine the factional disparity within each major party using the estimated ideal points. Our results clearly suggest that there exists a meaningful ideological spectrum within each party. We also show how the Bayesian procedure can easily be extended to accommodate theoretically interesting theoretical models of legislative behavior. More specically, we demonstrate how the estimated posterior probabilities can be used for identifying pivotal legislators.

A development of hierarchical bayesian model for changing point analysis at watershed scale (유역단위에서의 연강수량의 변동점 분석을 위한 계층적 Bayesian 분석기법 개발)

  • Kim, Jin-Guk;Kim, Jin-Young;Kim, Yoon-Hee;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.50 no.2
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    • pp.75-87
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    • 2017
  • In recent decades, extreme events have been significantly increased over the Korean Peninsula due to climate variability and climate change. The potential changes in hydrologic cycle associated with the extreme events increase uncertainty in water resources planning and designing. For these reasons, a reliable changing point analysis is generally required to better understand regime changes in hydrologic time series at watershed scale. In this study, a hierarchical changing point analysis approach that can apply in a watershed scale is developed by combining the existing changing point analysis method and hierarchical Bayesian method. The proposed model was applied to the selected stations that have annual rainfall data longer than 40 years. The results showed that the proposed model can quantitatively detect the shift in precipitation in the middle of 1990s and identify the increase in annual precipitation compared to the several decades prior to the 1990s. Finally, we explored the changes in precipitation and sea level pressure in the context of large-scale climate anomalies using reanalysis data, for a given change point. It was concluded that the identified large-scale patterns were substantially different from each other.

A Bayesian Method to Semiparametric Hierarchical Selection Models (준모수적 계층적 선택모형에 대한 베이지안 방법)

  • 정윤식;장정훈
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.161-175
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    • 2001
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

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Uncertainty Assessment of Single Event Rainfall-Runoff Model Using Bayesian Model (Bayesian 모형을 이용한 단일사상 강우-유출 모형의 불확실성 분석)

  • Kwon, Hyun-Han;Kim, Jang-Gyeong;Lee, Jong-Seok;Na, Bong-Kil
    • Journal of Korea Water Resources Association
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    • v.45 no.5
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    • pp.505-516
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    • 2012
  • The study applies a hydrologic simulation model, HEC-1 developed by Hydrologic Engineering Center to Daecheong dam watershed for modeling hourly inflows of Daecheong dam. Although the HEC-1 model provides an automatic optimization technique for some of the parameters, the built-in optimization model is not sufficient in estimating reliable parameters. In particular, the optimization model often fails to estimate the parameters when a large number of parameters exist. In this regard, a main objective of this study is to develop Bayesian Markov Chain Monte Carlo simulation based HEC-1 model (BHEC-1). The Clark IUH method for transformation of precipitation excess to runoff and the soil conservation service runoff curve method for abstractions were used in Bayesian Monte Carlo simulation. Simulations of runoff at the Daecheong station in the HEC-1 model under Bayesian optimization scheme allow the posterior probability distributions of the hydrograph thus providing uncertainties in rainfall-runoff process. The proposed model showed a powerful performance in terms of estimating model parameters and deriving full uncertainties so that the model can be applied to various hydrologic problems such as frequency curve derivation, dam risk analysis and climate change study.

Reliability Analysis Under Input Variable and Metamodel Uncertainty Using Simulation Method Based on Bayesian Approach (베이지안 접근법을 이용한 입력변수 및 근사모델 불확실성 하에 서의 신뢰성 분석)

  • An, Da-Wn;Won, Jun-Ho;Kim, Eun-Jeong;Choi, Joo-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.10
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    • pp.1163-1170
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    • 2009
  • Reliability analysis is of great importance in the advanced product design, which is to evaluate reliability due to the associated uncertainties. There are three types of uncertainties: the first is the aleatory uncertainty which is related with inherent physical randomness that is completely described by a suitable probability model. The second is the epistemic uncertainty, which results from the lack of knowledge due to the insufficient data. These two uncertainties are encountered in the input variables such as dimensional tolerances, material properties and loading conditions. The third is the metamodel uncertainty which arises from the approximation of the response function. In this study, an integrated method for the reliability analysis is proposed that can address all these uncertainties in a single Bayesian framework. Markov Chain Monte Carlo (MCMC) method is employed to facilitate the simulation of the posterior distribution. Mathematical and engineering examples are used to demonstrate the proposed method.

Clinical Pharmacokinetics of Gentamicin in Appendicitis Patients (충수돌기염 환자에서 겐타마이신의 임상약물동태)

  • Cho Jun-Shik;Jung HaeGwang;Burm Jin Pil;Lee JinHwan;Kim SungHwan
    • Korean Journal of Clinical Pharmacy
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    • v.5 no.2
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    • pp.1-12
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    • 1995
  • The purpose of this investigation was to determine pharmacokinetic parameters of gentamicin using linear least square regression(LLSR) and Bayesian analysis in Korean normal volunteers and appendicitis patients. Nonparametric expected maximum(NPEM) algorithm for population pharmacokinetic parameters was used. Gentamicin was administered every 8 hours for 3 days by infusion over 30 minutes. The volume of distribution(V) and elimination rate constant(K) of gentamicin were $0.215\pm0.0562,\;0.226\pm0.0325L/kg\;and\;0.339\pm0.0443,\;0.357\pm0.0243hr^{-1}$ for normal volunteers and appendicitis patients using LLSR analysis. Population pharmacokinetic parameters, VS and KS were $0.228\pm0.0614L/kg\;and\;0.00356\pm0.00041(hr{\cdot}mL/min/1.73m^2)^{-1}$ for appendicitis patients using NPEM algorithm. The V and K were $0.232\pm0.0568L/kg\;and\;0.337\pm0.0385hr^{-1}$ for appendicitis patients using Bayesian analysis. There were no differences in gentamicin pharmacokinetics between LLSR and Bayesian analysis.

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Bayesian demand model based seismic vulnerability assessment of a concrete girder bridge

  • Bayat, M.;Kia, M.;Soltangharaei, V.;Ahmadi, H.R.;Ziehl, P.
    • Advances in concrete construction
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    • v.9 no.4
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    • pp.337-343
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    • 2020
  • In the present study, by employing fragility analysis, the seismic vulnerability of a concrete girder bridge, one of the most common existing structural bridge systems, has been performed. To this end, drift demand model as a fundamental ingredient of any probabilistic decision-making analyses is initially developed in terms of the two most common intensity measures, i.e., PGA and Sa (T1). Developing a probabilistic demand model requires a reliable database that is established in this paper by performing incremental dynamic analysis (IDA) under a set of 20 ground motion records. Next, by employing Bayesian statistical inference drift demand models are developed based on pre-collapse data obtained from IDA. Then, the accuracy and reasonability of the developed models are investigated by plotting diagnosis graphs. This graphical analysis demonstrates probabilistic demand model developed in terms of PGA is more reliable. Afterward, fragility curves according to PGA based-demand model are developed.

Bayesian quantile regression analysis of Korean Jeonse deposit

  • Nam, Eun Jung;Lee, Eun Kyung;Oh, Man-Suk
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.489-499
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    • 2018
  • Jeonse is a unique property rental system in Korea in which a tenant pays a part of the price of a leased property as a fixed amount security deposit and gets back the entire deposit when the tenant moves out at the end of the tenancy. Jeonse deposit is very important in the Korean real estate market since it is directly related to the residential property sales price and it is a key indicator to predict future real estate market trend. Jeonse deposit data shows a skewed and heteroscedastic distribution and the commonly used mean regression model may be inappropriate for the analysis of Jeonse deposit data. In this paper, we apply a Bayesian quantile regression model to analyze Jeonse deposit data, which is non-parametric and does not require any distributional assumptions. Analysis results show that the quantile regression coefficients of most explanatory variables change dramatically for different quantiles. The regression coefficients of some variables have different signs for different quantiles, implying that even the same variable may affect the Jeonse deposit in the opposite direction depending on the amount of deposit.

Reliability analysis of nuclear safety-class DCS based on T-S fuzzy fault tree and Bayesian network

  • Xu Zhang;Zhiguang Deng;Yifan Jian;Qichang Huang;Hao Peng;Quan Ma
    • Nuclear Engineering and Technology
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    • v.55 no.5
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    • pp.1901-1910
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    • 2023
  • The safety-class (1E) digital control system (DCS) of nuclear power plant characterized structural multiple redundancies, therefore, it is important to quantitatively evaluate the reliability of DCS in different degree of backup loss. In this paper, a reliability evaluation model based on T-S fuzzy fault tree (FT) is proposed for 1E DCS of nuclear power plant, in which the connection relationship between components is described by T-S fuzzy gates. Specifically, an output rejection control system is chosen as an example, based on the T-S fuzzy FT model, the key indicators such as probabilistic importance are calculated, and for a further discussion, the T-S fuzzy FT model is transformed into Bayesian Network(BN) equivalently, and the fault diagnosis based on probabilistic analysis is accomplished. Combined with the analysis of actual objects, the effectiveness of proposed method is proved.