• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2018년도 학술발표회
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• pp.176-176
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• 2018

This study presents a regional, probabilistic framework for estimating streamflow via spatial scaling in the Great Lakes basin, which is the largest lake system in the world. The framework follows a two-fold strategy including (1) a quadratic-programming based optimization model a priori to explore the model structure, and (2) a time-varying hierarchical Bayesian model based on insights found in the optimization model. The proposed model is developed to explore three innovations in hierarchical modeling for reconstructing historical streamflow at ungaged sites: (1) information of physical characteristics is utilized in spatial scaling, (2) a time-varying approach is introduced based on climate information, and (3) heteroscedasticity in residual errors is considered to improve streamflow predictive distributions. The proposed model is developed and calibrated in a hierarchical Bayesian framework to pool regional information across sites and enhance regionalization skill. The model is validated in a cross-validation framework along with four simpler nested formulations and the optimization model to confirm specific hypotheses embedded in the full model structure. The nested models assume a similar hierarchical Bayesian structure to our proposed model with their own set of simplifications and omissions. Results suggest that each of three innovations improve historical out-of-sample streamflow reconstructions although these improvements vary corrsponding to each innovation. Finally, we conclude with a discussion of possible model improvements considered by additional model structure and covariates.

• 응용통계연구
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• 제27권6호
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• pp.855-863
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• 2014

최근 계산 기술의 진보로 인하여, 베이지안 통계는 급속도로 확산되어 가고 있다. 그러나, 정보화 시대에 들어서면서 베이지안 통계를 비롯한 통계학은 새로운 문제들에 직면하게 되었다. 이 논문에서는 베이지안 통계의 역사를 간단히 살펴보고, 베이지안 통계의 현재의 영향력에 대해서 알아본다. 그리고 통계학의 미래와 통계학계가 직면한 도전과제들에 대하여 생각해 볼 것이다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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• pp.59-65
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• 2005

We propose five Bayesian methods to estimate the cell expectation in an incomplete multi-way categorical table with nonignorable nonresponse mechanism. We study 3 Bayesian methods which were previously applied to one-way categorical tables. We extend them to multi-way tables and, in addition, develop 2 new Bayesian methods for multi-way categorical tables. These five methods are distinguished by different priors on the cell probabilities: two of them have the priors determined only by information of respondents; one has a constant prior; and the remaining two have priors reflecting the difference in the response mechanisms between respondent and non-respondent. We also compare the five Bayesian methods using a categorical data for a prospective study of pregnant women.

• Communications for Statistical Applications and Methods
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• 제22권5호
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• pp.507-518
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• 2015

It is not easy to select a linear mixed model since the main interest for model building could be different and the number of parameters in the model could not be clearly defined. In this paper, performance of conditional Akaike Information Criteria and its bias-corrected version are compared with marginal Bayesian and Akaike Information Criteria through a simulation study. The results from the simulation study indicate that bias-corrected conditional Akaike Information Criteria shows promising performance when candidate models exclude large models containing the true model, but bias-corrected one prefers over-parametrized models more intensively when a set of candidate models increases. Marginal Bayesian and Akaike Information Criteria also have some difficulty to select the true model when the design for random effects is nested.

• Smart Structures and Systems
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• 제17권3호
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• pp.445-470
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• 2016

In this study, the Bayesian probabilistic framework is investigated for modal identification and modal identifiability based on the field measurements provided in the structural health monitoring benchmark problem of an instrumented cable-stayed bridge named Ting Kau Bridge (TKB). The comprehensive structural health monitoring system on the cable-stayed TKB has been operated for more than ten years and it is recognized as one of the best test-beds with readily available field measurements. The benchmark problem of the cable-stayed bridge is established to stimulate investigations on modal identifiability and the present paper addresses this benchmark problem from the Bayesian prospective. In contrast to deterministic approaches, an appealing feature of the Bayesian approach is that not only the optimal values of the modal parameters can be obtained but also the associated estimation uncertainty can be quantified in the form of probability distribution. The uncertainty quantification provides necessary information to evaluate the reliability of parametric identification results as well as modal identifiability. Herein, the Bayesian spectral density approach is conducted for output-only modal identification and the Bayesian model class selection approach is used to evaluate the significance of different modes in modal identification. Detailed analysis on the modal identification and modal identifiability based on the measurements of the bridge will be presented. Moreover, the advantages and potentials of Bayesian probabilistic framework on structural health monitoring will be discussed.

• 한국환경과학회지
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• 제20권12호
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• pp.1541-1551
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• 2011

This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.

• 한국공간정보시스템학회 논문지
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• 제10권3호
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• pp.31-43
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• 2008

주행 시간 예측은 첨단 여행정보 시스템 (ATIS) 및 교통관리 시스템 (ITS)에서 필수적이다. 이를 위해 본 연구에서는 대용량의 데이터 분류에서 높은 정확도와 빠른 속도를 보장하는 $Na{\ddot{i}}ve$ Bayesian 분류화 기법을 기반으로 한 주행시간 예측 알고리즘을 제안한다. 제안된 알고리즘은 도로 네트워크 상에서 사용자 지정 주행 경로에 대하여 주행시간 예측이 가능하며, 또한 주어진 경로에 대해 시간대 별 평균 구간 속도를 고려하여 보다 정확한 주행 시간 예측을 수행한다. 제안된 알고리즘을 기존의 링크-기반 예측(link-based prediction)알고리즘[1] 및 Micro T* 알고리즘[2]과 성능 비교를 수행하였다. 성능 비교 결과, 제안된 기법이 타 예측기법에 비해 MARE (mean absolute relative error)가 크게 감소하여 성능이 향상되었음을 보였다.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2002년도 Proceedings of International Symposium on Remote Sensing
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• pp.382-387
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• 2002

In this paper, we propose a geostatistical approach incorporated to the Bayesian data fusion technique for supervised classification of multi-sensor remote sensing data. Traditional spectral based classification cannot account for the spatial information and may result in unrealistic classification results. To obtain accurate spatial/contextual information, the indicator kriging that allows one to estimate the probability of occurrence of classes on the basis of surrounding observations is incorporated into the Bayesian framework. This approach has its merit incorporating both the spectral information and spatial information and improves the confidence level in the final data fusion task. To illustrate the proposed scheme, supervised classification of multi-sensor test remote sensing data set was carried out.

• 한국수자원학회논문집
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• 제54권1호
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• pp.1-13
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• 2021

베이지안 기법은 수자원을 포함한 다양한 분야에서 매우 유용한 통계적 도구로 이용되고 있다. 이에 본 연구에서는 베이지안 통계학에 대해 그 배경을 고찰하고, 수자원 분야에 적용된 사례를 소개하였다. 먼저, 베이지안 통계학의 탄생에서부터 현재에 이르기까지의 발전 과정과 이에 기여한 베이지안 통계학자들의 업적 등을 정리하였다. 다음으로 베이지안 기법의 근간이 되는 베이즈 정리의 유도 과정을 제시하고, 베이즈 정리의 세 요소인 사전분포, 우도함수, 사후분포의 역할에 대해 설명하였다. 또한, 베이지안 통계학이 가지는 고유한 특징과 장점에 대해 정리하였다. 마지막으로 수자원 분야에 베이지안 기법이 적용된 사례를 여러 범주로 나누어 정리하였다. 베이지안 기법은 정보 및 빅데이터의 활용이 커짐에 따라 수자원 분야에서 더욱 유용하게 적용될 것으로 전망된다.

• 응용통계연구
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• 제22권4호
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• pp.687-695
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• 2009

The Bayesian multiple change-point estimation has been applied to the daily means of ozone and PM10 data in Seoul for the period 1999. We focus on the detection of multiple change-points in the ozone and PM10 bivariate vectors by evaluating the posterior probabilities and Bayesian information criterion(BIC) using the stochastic approximation Monte Carlo(SAMC) algorithm. The result gives 5 change-points of mean vectors of ozone and PM10, which are related with the seasonal characteristics.