• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.1-9
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• 2003

In this article, we consider a Bayesian estimation method for the geometric mean of $textsc{k}$ exponential parameters, Using the Tibshirani's orthogonal parameterization, we suggest an invariant prior distribution of the $textsc{k}$ parameters. It is seen that the prior, probability matching prior, is better than the uniform prior in the sense of correct frequentist coverage probability of the posterior quantile. Then a weighted Monte Carlo method is developed to approximate the posterior distribution of the mean. The method is easily implemented and provides posterior mean and HPD(Highest Posterior Density) interval for the geometric mean. A simulation study is given to illustrates the efficiency of the method.

• Journal of the Korean Data and Information Science Society
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• v.15 no.1
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• pp.59-74
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• 2004

The paper considers the Bayesian interval estimation for the common mean of several normal populations. A Bayesian procedure is proposed based on the idea of matching asymptotically the coverage probabilities of Bayesian credible intervals with their frequentist counterparts. Several frequentist procedures based on pivots and P-values are introduced and compared with Bayesian procedure through simulation study. Both simulation results demonstrate that the Bayesian procedure performs as well or better than any available frequentist procedure even from a frequentist perspective.

• Journal of Information Processing Systems
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• v.14 no.4
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• pp.980-988
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• 2018

Motion estimation is a key Natural User Interface/Natural User Experience (NUI/NUX) technology to utilize motions as commands. HTC VIVE is an excellent device for estimating motions but only considers the positions of hands, not the orientations of arms. Even if the positions of the hands are the same, the meaning of motions can differ according to the orientations of the arms. Therefore, when the positions of arms are measured and utilized, their orientations should be estimated as well. This paper proposes a method for estimating the arm orientations based on the Bayesian probability of the hand positions measured in advance. In experiments, the proposed method was used to measure the hand positions with HTC VIVE. The results showed that the proposed method estimated orientations with an error rate of about 19%, but the possibility of estimating the orientation of any body part without additional devices was demonstrated.

• Nuclear Engineering and Technology
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• v.53 no.8
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• pp.2534-2546
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• 2021

Nuclear emergency preparedness and response is an essential part to ensure the safety of nuclear power plant (NPP). Key support technologies of nuclear emergency decision-making usually consist of accident diagnosis, source term estimation, accident consequence assessment, and protective action recommendation. Source term estimation is almost the most difficult part among them. For example, bad communication, incomplete information, as well as complicated accident scenario make it hard to determine the reactor status and estimate the source term timely in the Fukushima accident. Subsequently, it leads to the hard decision on how to take appropriate emergency response actions. Hence, this paper aims to develop a method for rapid source term estimation to support nuclear emergency decision making in pressurized water reactor NPP. The method aims to make our knowledge on NPP provide better support nuclear emergency. Firstly, this paper studies how to build a Bayesian network model for the NPP based on professional knowledge and engineering knowledge. This paper presents a method transforming the PRA model (event trees and fault trees) into a corresponding Bayesian network model. To solve the problem that some physical phenomena which are modeled as pivotal events in level 2 PRA, cannot find sensors associated directly with their occurrence, a weighted assignment approach based on expert assessment is proposed in this paper. Secondly, the monitoring data of NPP are provided to the Bayesian network model, the real-time status of pivotal events and initiating events can be determined based on the junction tree algorithm. Thirdly, since PRA knowledge can link the accident sequences to the possible release categories, the proposed method is capable to find the most likely release category for the candidate accidents scenarios, namely the source term. The probabilities of possible accident sequences and the source term are calculated. Finally, the prototype software is checked against several sets of accident scenario data which are generated by the simulator of AP1000-NPP, including large loss of coolant accident, loss of main feedwater, main steam line break, and steam generator tube rupture. The results show that the proposed method for rapid source term estimation under nuclear emergency decision making is promising.

• Journal of Korean Society of Water and Wastewater
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• v.23 no.2
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• pp.241-249
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• 2009

It is well known that the trend of water demand in large-size water supply systems has been suddenly changed, and many expansions of water supply facilities become unnecessary. To be cost-effective, thus, politicians as well as many professionals lay stress on the adaptive management of water supply facilities. Failure in adapting to the new trend of demand is sure to be the most critical reason of unnecessary expansions. Hence, we try to develop the model and modeling procedure that do not depend on the old data of demand, and provide engineers with the fast learning process. To forecast water demand of Seoul, the Bayesian parameter estimation was applied, which is a representative method for statistical pattern recognition. It results that we can get a useful time-series model after observing water demand during 6 years, although trend of water demand were suddenly changed.

• Communications for Statistical Applications and Methods
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• v.20 no.6
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• pp.439-454
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• 2013

This study presents a Bayesian multiple change-point detection approach to segment and classify the observations that no longer come from an initial population after a certain time. Inferences are based on the multiple change-points in a sequence of random variables where the probability distribution changes. Bayesian multiple change-point estimation is classifies each observation into a segment. We use a truncated Poisson distribution for the number of change-points and conjugate prior for the exponential family distributions. The Bayesian method can lead the unsupervised classification of discrete, continuous variables and multivariate vectors based on latent class models; therefore, the solution for change-points corresponds to the stochastic partitions of observed data. We demonstrate segmentation with real data.

• Journal of Korea Water Resources Association
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• v.43 no.7
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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.

• 제어로봇시스템학회:학술대회논문집
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• 2004.08a
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• pp.631-634
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• 2004

In this paper, the Bayesian recurrent neural network (BRNN) is proposed to predict time series data. Among the various traditional prediction methodologies, a neural network method is considered to be more effective in case of non-linear and non-stationary time series data. A neural network predictor requests proper learning strategy to adjust the network weights, and one need to prepare for non-linear and non-stationary evolution of network weights. The Bayesian neural network in this paper estimates not the single set of weights but the probability distributions of weights. In other words, we sets the weight vector as a state vector of state space method, and estimates its probability distributions in accordance with the Bayesian inference. This approach makes it possible to obtain more exact estimation of the weights. Moreover, in the aspect of network architecture, it is known that the recurrent feedback structure is superior to the feedforward structure for the problem of time series prediction. Therefore, the recurrent network with Bayesian inference, what we call BRNN, is expected to show higher performance than the normal neural network. To verify the performance of the proposed method, the time series data are numerically generated and a neural network predictor is applied on it. As a result, BRNN is proved to show better prediction result than common feedforward Bayesian neural network.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

• Journal of Applied Reliability
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• v.13 no.2
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• pp.99-107
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• 2013

One-shot device is required to successfully perform its function only once at the moment of use. The reliability of a one-shot device should be expressed as a probability of success. In this paper, we propose a bayesian approach for estimating reliability of one-shot devices with small sample size. We employ a gamma prior to obtain the posterior distribution. Finally, we compare the accuracy of the proposed method with general maximum likelihood method.