• Journal of Korea Water Resources Association
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• 제45권5호
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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.

• Geotechnical Engineering
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• 제12권2호
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• pp.43-58
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• 1996

In spite of drastic development of underground technology too many uncertainties still exist in design and construction of underground structures. Estimation of ground parameters might be one of those uncertainties in design of underground structures. It is not an easy task to estimate the parameters reasonably well in advance in the design stage. The main purpose of this paper is the best parameter estimation in the underground structures. In order to estimate unknown model parameters from the in-eitu measurements as well as prior estimates, the Extended Bayesian Method(EBM) is utilized and implemented with Finite Element Program. The parameter estimation model utilized in this study is applied to two underground structures : the one Pusan subway tunnel: and the other Darlington intake tunnel in Canada, and the effectiveness of the proposed model is illustrated.

• Nuclear Engineering and Technology
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• 제54권11호
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• pp.4209-4214
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• 2022

Precise modelling of the interaction of ions with materials is important for many applications including material characterization, ion implantation in devices, thermonuclear fusion, hadron therapy, secondary particle production (e.g. neutron), etc. In this study, a new approach using the Geant4 toolkit in combination with the Bayesian regularization (BR) learning algorithm of the feed-forward neural network (FFNN) is developed to estimate the range of ions in materials accurately and quickly. The different incident ions at different energies are interacted with the target materials. The Geant4 is utilized to model the interactions and to calculate the range of the ions. Afterward, the appropriate architecture of the FFNN-BR with the relevant input features is utilized to learn the modelled ranges and to estimate the new ranges for the new cases. The notable achievements of the proposed approach are: 1- The range of ions in different materials is given as quickly as possible and the time required for estimating the ranges can be neglected (i.e. less than 0.01 s by a typical personal computer). 2- The proposed approach can generalize its ability for estimating the new untrained cases. 3- There is no need for a pre-made lookup table for the estimation of the range values.

• Journal of the Korean Data and Information Science Society
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• 제28권1호
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• pp.153-161
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• 2017

Branching processes which is used for epidemic dispersion as stochastic process model have advantages to estimate parameters by real data. We have to estimate both mean and dispersion parameter in order to use the negative binomial distribution as an offspring distribution on branching processes. In existing studies on biology and epidemiology, it is estimated using maximum-likelihood methods. However, for most of epidemic data, it is hard to get the best precision of maximum-likelihood estimator. We suggest a Bayesian inference that have good properties of statistics for small-sample. After estimating dispersion parameter we modelled the posterior distribution for 2015 Korea MERS cases. As the result, we found that the estimated dispersion parameter is relatively stable no matter how we assume prior distribution. We also computed extinction probabilities on branching processes using estimated dispersion parameters.

• The Korean Journal of Applied Statistics
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• 제27권6호
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• pp.991-1002
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• 2014

Both Bayesian and maximum likelihood methods are efficient for the estimation of regression coefficients of various Tobit regression models (see. e.g. Chib, 1992; Greene, 1990; Lee and Choi, 2013); however, some researchers recognized that the maximum likelihood method tends to underestimate the disturbance variance, which has implications for the estimation of marginal effects and the asymptotic standard error of estimates. The underestimation of the maximum likelihood estimate in a seemingly unrelated Tobit regression model is examined. A Bayesian method based on an objective noninformative prior is shown to provide proper estimates of the disturbance variance as well as other regression parameters

• Asian-Australasian Journal of Animal Sciences
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• 제31권9호
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• pp.1407-1414
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• 2018

Objective: The aim of this study was to estimate (co) variance components and genetic parameters for categorical carcass traits using Bayesian inference via mixed linear and threshold animal models in Anglonubian goats. Methods: Data were obtained from Anglonubian goats reared in the Brazilian Mid-North region. The traits in study were body condition score, marbling in the rib eye, ribeye area, fat thickness of the sternum, hip height, leg perimeter, and body weight. The numerator relationship matrix contained information from 793 animals. The single- and two-trait analyses were performed to estimate (co) variance components and genetic parameters via linear and threshold animal models. For estimation of genetic parameters, chains with 2 and 4 million cycles were tested. An 1,000,000-cycle initial burn-in was considered with values taken every 250 cycles, in a total of 4,000 samples. Convergence was monitored by Geweke criteria and Monte Carlo error chain. Results: Threshold model best fits categorical data since it is more efficient to detect genetic variability. In two-trait analysis the contribution of the increase in information and the correlations between traits contributed to increase the estimated values for (co) variance components and heritability, in comparison to single-trait analysis. Heritability estimates for the study traits were from low to moderate magnitude. Conclusion: Direct selection of the continuous distribution of traits such as thickness sternal fat and hip height allows obtaining the indirect selection for marbling of ribeye.

• Journal of Korea Water Resources Association
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• 제43권7호
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• pp.645-655
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• 2010

In this study, occurrences of relative probabilistic changing points between Chukwooki rainfall data (CWK) and modern rain gage data (MRG) were analyzed using Barry and Hartigan (BH) Bayesian changing points estimation method which estimated the changing points by calculation of change probabilities at each point. Since any natural phenomenon cannot be simulated identically and perfectly, a statistical method which can not consider the sequential order has its limitation on prediction of a specific time of occurrence. In this respect, Homogeneity analysis between CWK and MRG was performed through the occurrence investigation of relative probabilistic changing points for four rainfall characteristics of data sets using BH bayesian model which estimate the change point by calculating the relative probabilities in each data points. The results show that statistical characteristics of CWK are not different significantly from MRG, even though considered that there may be little quantitative difference CWK and MRG caused from limitation of measurement accuracy of CWK.

• KSCE Journal of Civil and Environmental Engineering Research
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• 제34권3호
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• pp.821-831
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• 2014

Stochastic rainfall generators or stochastic simulation have been widely employed to generate synthetic rainfall sequences which can be used in hydrologic models as inputs. The calibration of Poisson cluster stochastic rainfall generator (e.g. Modified Bartlett-Lewis Rectangular Pulse, MBLRP) is seriously affected by local minima that is usually estimated from the local optimization algorithm. In this regard, global optimization techniques such as particle swarm optimization and shuffled complex evolution algorithm have been proposed to better estimate the parameters. Although the global search algorithm is designed to avoid the local minima, reliable parameter estimation of MBLRP model is not always feasible especially in a limited parameter space. In addition, uncertainty associated with parameters in the MBLRP rainfall generator has not been properly addressed yet. In this sense, this study aims to develop and test a Bayesian model based parameter estimation method for the MBLRP rainfall generator that allow us to derive the posterior distribution of the model parameters. It was found that the HBM based MBLRP model showed better performance in terms of reproducing rainfall statistic and underlying distribution of hourly rainfall series.

• Journal of Korean Society on Water Environment
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• 제36권4호
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• pp.300-313
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• 2020

The Bayesian approach can be used to estimate hydrologic model parameters from the prior expert knowledge about the parameter values and the observed data. The purpose of this study was to compare the performance of the two Bayesian methods, the Metropolis-Hastings (MH) algorithm and the Generalized Likelihood Uncertainty Estimation (GLUE) method. These two methods were applied to the TANK model, a hydrological model comprising 13 parameters, to examine the uncertainty of the parameters of the model. The TANK model comprises a combination of multiple reservoir-type virtual vessels with orifice-type outlets and implements a common major hydrological process using the runoff calculations that convert the rainfall to the flow. As a result of the application to the Nam River A watershed, the two Bayesian methods yielded similar flow simulation results even though the parameter estimates obtained by the two methods were of somewhat different values. Both methods ensure the model's prediction accuracy even when the observed flow data available for parameter estimation is limited. However, the prediction accuracy of the model using the MH algorithm yielded slightly better results than that of the GLUE method. The flow duration curve calculated using the limited observed flow data showed that the marginal reliability is secured from the perspective of practical application.

• Korean Journal of Fisheries and Aquatic Sciences
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• 제41권2호
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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.