• 제목/요약/키워드: Bayesian analysis

검색결과 962건 처리시간 0.023초

Uncertainty reduction of seismic fragility of intake tower using Bayesian Inference and Markov Chain Monte Carlo simulation

  • Alam, Jahangir;Kim, Dookie;Choi, Byounghan
    • 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.

SVD와 Bayesian 알고리즘을 이용한 뇌경색 부피 측정에 관한 연구 (Study on Volume Measurement of Cerebral Infarct using SVD and the Bayesian Algorithm)

  • 김도훈;이효영
    • 한국방사선학회논문지
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    • 제15권5호
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    • pp.591-602
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    • 2021
  • 급성 허혈성 뇌졸중(Acute ischemic stroke; AIS) 환자는 증상발현 수 시간 이내 영상의학 검사를 통해 뇌경색(Infarction)을 조기 진단하여야 한다. 본 연구에서 SVD와 Bayesian 알고리즘을 이용한 뇌경색의 부피측정을 관류 전산화단층촬영(Computed tomography perfusion; CTP)과 확산 강조 자기공명영상(Magnetic resonance diffusion weighted image; MR DWI)을 비교하여 임상적 유용성을 알고자 하였다. 2017년 9월부터 2020년 9월까지 급성 허혈성 뇌졸중 증상으로 응급실을 내원한 환자 중 50명(남 : 여 = 33 : 17)의 영상의학 검사 정보를 후향적으로 이용하였다. SVD와 Bayesian 알고리즘으로 측정된 뇌경색 부피는 윌콕슨 부호순위검정(Wilcoxon signed rank test) 통계분석을 하여 중앙값(Median)과 사분위수(Iter quartile range; IQR) 25 - 75% 범위로 나타내었다. CTP 검사로 측정한 core volume(단위 : cc)은 SVD가 18.07 (7.76 - 33.98), Bayesian은 47.3 (23.76 - 79.11)으로 측정되었고 penumbra volume은 SVD가 140.24 (117.8 - 176.89), Bayesian은 105.05 (72.52 - 141.98)로 측정되었다. Mismatch ratio (%)는 SVD가 7.56 (4.36 - 15.26), Bayesian은 2.08 (1.68 - 2.77)로 측정되었으며 모든 측정값은 통계적으로 유의미한 차이가 있었다(p < 0.05). 스피어만 상관 분석(Spearman's correlation analysis) 결과는 CT Bayesian과 MR로 측정한 뇌경색 부피의 상관계수(r = 0.915)가 CT SVD와 MR의 상관계수(r = 0.763)보다 더욱 높은 양의 상관관계를 보였다(p < 0.01). 블랜드 알트만 산점도(Bland altman plot) 분석 결과는 CT Bayesian과 MR로 측정한 뇌경색 부피의 산점도 기울기(y = - 0.065)가 CT SVD와 MR의 산점도 기울기(y = - 0.749)보다 완만하게 측정되어 Bayesian이 더 높은 신뢰성을 나타내었다. 따라서 뇌경색 부피의 측정에서 Bayesian 알고리즘이 SVD보다 높은 정확도를 보였으므로 임상에서 유용하게 사용될 것으로 사료된다.

A BAYESIAN ANALYSIS FOR PRODUCT OF POWERS OF POISSON RATES

  • KIM HEA-JUNG
    • Journal of the Korean Statistical Society
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    • 제34권2호
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    • pp.85-98
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    • 2005
  • A Bayesian analysis for the product of different powers of k independent Poisson rates, written ${\theta}$, is developed. This is done by considering a prior for ${\theta}$ that satisfies the differential equation due to Tibshirani and induces a proper posterior distribution. The Gibbs sampling procedure utilizing the rejection method is suggested for the posterior inference of ${\theta}$. The procedure is straightforward to specify distributionally and to implement computationally, with output readily adapted for required inference summaries. A salient feature of the procedure is that it provides a unified method for inferencing ${\theta}$ with any type of powers, and hence it solves all the existing problems (in inferencing ${\theta}$) simultaneously in a completely satisfactory way, at least within the Bayesian framework. In two examples, practical applications of the procedure is described.

Bayesian Analysis for Heat Effects on Mortality

  • Jo, Young-In;Lim, Youn-Hee;Kim, Ho;Lee, Jae-Yong
    • Communications for Statistical Applications and Methods
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    • 제19권5호
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    • pp.705-720
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    • 2012
  • In this paper, we introduce a hierarchical Bayesian model to simultaneously estimate the thresholds of each 6 cities. It was noted in the literature there was a dramatic increases in the number of deaths if the mean temperature passes a certain value (that we call a threshold). We estimate the difference of mortality before and after the threshold. For the hierarchical Bayesian analysis, some proper prior distribution of parameters and hyper-parameters are assumed. By combining the Gibbs and Metropolis-Hastings algorithm, we constructed a Markov chain Monte Carlo algorithm and the posterior inference was based on the posterior sample. The analysis shows that the estimates of the threshold are located at $25^{\circ}C{\sim}29^{\circ}C$ and the mortality around the threshold changes from -1% to 2~13%.

On loss functions for model selection in wavelet based Bayesian method

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • 제20권6호
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    • pp.1191-1197
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    • 2009
  • Most Bayesian approaches to model selection of wavelet analysis have drawbacks that computational cost is expensive to obtain accuracy for the fitted unknown function. To overcome the drawback, this article introduces loss functions which are criteria for level dependent threshold selection in wavelet based Bayesian methods with arbitrary size and regular design points. We demonstrate the utility of these criteria by four test functions and real data.

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Bayesian Testing for the Equality of Two Inverse Gaussian Populations with the Fractional Bayes Factor

  • Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • 제16권3호
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    • pp.539-547
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    • 2005
  • We propose the Bayesian testing for the equality of two independent Inverse Gaussian population means using the fractional Bayesian factors suggested by O' Hagan(1995). As prior distribution for the parameters, we assumed the noninformative priors. In order to investigate the usefulness of the proposed Bayesian testing procedures, the behaviors of the proposed results are examined via real data analysis.

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PERFORMANCE EVALUATION OF INFORMATION CRITERIA FOR THE NAIVE-BAYES MODEL IN THE CASE OF LATENT CLASS ANALYSIS: A MONTE CARLO STUDY

  • Dias, Jose G.
    • Journal of the Korean Statistical Society
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    • 제36권3호
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    • pp.435-445
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    • 2007
  • This paper addresses for the first time the use of complete data information criteria in unsupervised learning of the Naive-Bayes model. A Monte Carlo study sets a large experimental design to assess these criteria, unusual in the Bayesian network literature. The simulation results show that complete data information criteria underperforms the Bayesian information criterion (BIC) for these Bayesian networks.

시변환 스트레스 조건에서의 와이블 분포의 모수 및 가속 모수에 대한 베이시안 추정을 사용하는 이산 시간 접근 방법 (A Discrete Time Approximation Method using Bayesian Inference of Parameters of Weibull Distribution and Acceleration Parameters with Time-Varying Stresses)

  • 정인승
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2008년도 추계학술대회A
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    • pp.1331-1336
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    • 2008
  • This paper suggests a method using Bayesian inference to estimate the parameters of Weibull distribution and acceleration parameters under the condition that the stresses are time-dependent functions. A Bayesian model based on the discrete time approximation is formulated to infer the parameters of interest from the failure data of the virtual tests and a statistical analysis is considered to decide the most probable mean values of the parameters for reasoning of the failure data.

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A Bayesian Analysis of the Multinomial Randomized Response Model Using Dirichlet Prior Distribution

  • Kim, Jong-Min;Heo, Tae-Young
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 춘계 학술발표회 논문집
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    • pp.239-244
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    • 2005
  • In this paper, we examine the problem of estimating the sensitive characteristics and behaviors in a multinomial randomized response (RR) model. We analyze this problem through a Bayesian perspective and develop a Bayesian multinomial RR model in survey study. The Bayesian inference of multinomial RR model is a new approach to RR models.

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Recent advances in Bayesian inference of isolation-with-migration models

  • Chung, Yujin
    • Genomics & Informatics
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    • 제17권4호
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    • pp.37.1-37.8
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    • 2019
  • Isolation-with-migration (IM) models have become popular for explaining population divergence in the presence of migrations. Bayesian methods are commonly used to estimate IM models, but they are limited to small data analysis or simple model inference. Recently three methods, IMa3, MIST, and AIM, resolved these limitations. Here, we describe the major problems addressed by these three software and compare differences among their inference methods, despite their use of the same standard likelihood function.