• 대한산업공학회지
• /
• 제42권4호
• /
• pp.256-262
• /
• 2016

The Weibull is widely used in reliability analysis, and several studies have attempted to improve estimation of the distribution's parameters. least squares estimation (LSE) or Maximum likelihood estimation (MLE) are often used to estimate distribution parameters. However, it has been proven that Bayesian methods are more suitable for small sample sizes than LSE and MLE. In this work, the Weibull parameter estimation accuracy of LSE, MLE, and Bayesian method are compared for sample sets with 3 to 30 data points. The Bayesian method was most accurate for sample sizes under 25, and the accuracy of the Bayesian method was similar to LSE and MLE as the sample size increased.

• 디지털융복합연구
• /
• 제13권1호
• /
• pp.243-248
• /
• 2015

인식 모델을 구성할 때 정의되지 않은 모델, 인식 모델 구성 후에 추가되어진 모델, 모델이 부족하여 하나의 모델 클러스터링으로 모델링하여 생성된 인식 모델들은 인식률 저하의 원인이 된다. 이러한 원인을 개선하기 위하여 Bayesian 기법의 모수 추정을 이용한 결정트리 상태 공유 모델링 방법을 제안하였다. 제안 방법은 Bayesian 기법의 파라미터 추정을 통하여 탐색된 결과로부터 결정트리 기반 상태 공유 모델링의 최대 확률 기법에 따라 인식모델을 결정한다. 본 논문에서 제안하여 시뮬레이션 데이터를 이용한 실험 결과에서 제안한 군집화 방식을 비교하여 1.29%의 음성인식 오류감소율을 보였으며, 기존 군집화 방식에 비해 개선된 성능을 보였다.

• 산업경영시스템학회지
• /
• 제32권3호
• /
• pp.99-109
• /
• 2009

Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

• Communications for Statistical Applications and Methods
• /
• 제27권4호
• /
• pp.469-486
• /
• 2020

Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

• 전기의세계
• /
• 제22권2호
• /
• pp.51-56
• /
• 1973

The comparative study of maximum likelihood estimation with Bayesian approach was made by statistical & computational methods in center of a priori information of static systems and the effect of a priori information on the accuracy of the estimatiion was also analyzed. Through the numerical computations of some examples by digital computer, we concluded that maximum likelihood method is better than Bayesian estimation except for almost certain a priori informations. The study may therefore contribute in identification problems of dynamical systems connected with a priori informations.

• 품질경영학회지
• /
• 제42권4호
• /
• pp.747-756
• /
• 2014

Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.

• 한국정보과학회:학술대회논문집
• /
• 한국정보과학회 2007년도 한국컴퓨터종합학술대회논문집 Vol.34 No.1 (C)
• /
• pp.263-266
• /
• 2007

본 논문은 베이지안 통계 추론에 대하여 논의한다. 논문은 베이지안 추론, Markov Chain과 Monte Carlo 적분, MCMC(Markov Chain Monte Carlo) 기법, Metropolis-Hastings 알고리즘, Gibbs 샘플링, Maximum Likelihood Estimation, EM 알고리즘, 상실된 데이터 보완 기법, BMA(Bayesian Model Averaging) 순서로 논의를 진행한다. 이러한 통계적 기법들은 대용량의 데이터를 처리하는 생물학, 의학, 생명 공학, 과학과 공학, 그리고 일반 데이터 조사와 처리 등에 사용되고 있으며, 최적의 추론 결과를 이끌어 내는데 중요한 방법을 제공하고 있다. 그리고 마지막으로 PC(Principal Component) 분석 기법에 대하여 논의한다. PC 분석 기법도 데이터 분석과 연구에 많이 활용된다.

• 한국정보전자통신기술학회논문지
• /
• 제8권5호
• /
• pp.400-404
• /
• 2015

본 논문에서는 공간에서 원하는 신호를 추정하기 위해서 도래방향 MUSIC 공간 스펙트럼 알고리즘에 대해서 연구한다. 본 연구에서 제안하는 MUSIC 공간 스펙트럼 알고리즘은 모델 오차와 베이즈 정리를 적용한 방법으로 목표물의 위치를 정확히 추정한다. 적응 배열 안테나를 사용한 수신기의 배열 응답 벡터는 베이즈 방법을 이용하고 모델 오차방법으로 수신 신호의 가중치를 갱신하여 원하는 목표물의 도래 방향을 정확히 추정한다. 본 연구에서 원하는 도래방향 목표물의 신호 추정은 입사 신호의 간섭과 잡음을 제거한 후 배열 응답 벡터를 신호 공분산 행렬의 가중치에 적용한다. 모의실험을 통해서 본 논문에서 제안한 방법과 기존의 도래방향 알고리즘을 비교 분석한다.

• Smart Structures and Systems
• /
• 제26권6호
• /
• pp.735-751
• /
• 2020

Identification of structure parameters is crucial in Structural Health Monitoring (SHM) context for activities such as model validation, damage assessment and signal processing of structure response. In this paper, guided waves generated by piezoelectric transducers are used for in-situ and non-destructive structural parameter estimation based on Bayesian approach. As Bayesian approach needs iterative process, which is computationally expensive, this paper proposes a method in which an analytical model is selected and developed in order to decrease computational time and complexity of modeling. An experimental set-up is implemented to estimate three target elastic and geometrical parameters: Young's modulus, Poisson ratio and thickness of aluminum and steel plates. Experimental and simulated data are combined in a Bayesian framework for parameter identification. A significant accuracy is achieved regarding estimation of target parameters with maximum error of 8, 11 and 17 percent respectively. Moreover, the limitation of analytical model concerning boundary reflections is addressed and managed experimentally. Pulse excitation is selected as it can excite the structure in a wide frequency range contrary to conventional tone burst excitation. The results show that the proposed non-destructive method can be used in service for estimation of material and geometrical properties of structure in industrial applications.

• Structural Engineering and Mechanics
• /
• 제47권3호
• /
• pp.361-381
• /
• 2013

A Bayesian probabilistic method is proposed for online estimation of the process noise and measurement noise parameters for Kalman filter. Kalman filter is a well-known recursive algorithm for state estimation of dynamical systems. In this algorithm, it is required to prescribe the covariance matrices of the process noise and measurement noise. However, inappropriate choice of these covariance matrices substantially deteriorates the performance of the Kalman filter. In this paper, a probabilistic method is proposed for online estimation of the noise parameters which govern the noise covariance matrices. The proposed Bayesian method not only estimates the optimal noise parameters but also quantifies the associated estimation uncertainty in an online manner. By utilizing the estimated noise parameters, reliable state estimation can be accomplished. Moreover, the proposed method does not assume any stationarity condition of the process noise and/or measurement noise. By removing the stationarity constraint, the proposed method enhances the applicability of the state estimation algorithm for nonstationary circumstances generally encountered in practice. To illustrate the efficacy and efficiency of the proposed method, examples using a fifty-story building with different stationarity scenarios of the process noise and measurement noise are presented.