• Title/Summary/Keyword: Bayesian model

Search Result 1,312, Processing Time 0.026 seconds

Probabilistic real-time updating for geotechnical properties evaluation

  • Ng, Iok-Tong;Yuen, Ka-Veng;Dong, Le
    • Structural Engineering and Mechanics
    • /
    • v.54 no.2
    • /
    • pp.363-378
    • /
    • 2015
  • Estimation of geotechnical properties is an essential but challenging task since they are major components governing the safety and reliability of the entire structural system. However, due to time and budget constraints, reliable geotechnical properties estimation using traditional site characterization approach is difficult. In view of this, an alternative efficient and cost effective approach to address the overall uncertainty is necessary to facilitate an economical, safe and reliable geotechnical design. In this paper a probabilistic approach is proposed for real-time updating by incorporating new geotechnical information from the underlying project site. The updated model obtained from the proposed method is advantageous because it incorporates information from both existing database and the site of concern. An application using real data from a site in Hong Kong will be presented to demonstrate the proposed method.

Estimation of Gini-Simpson index for SNP data

  • Kang, Joonsung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.6
    • /
    • pp.1557-1564
    • /
    • 2017
  • We take genomic sequences of high-dimensional low sample size (HDLSS) without ordering of response categories into account. When constructing an appropriate test statistics in this model, the classical multivariate analysis of variance (MANOVA) approach might not be useful owing to very large number of parameters and very small sample size. For these reasons, we present a pseudo marginal model based upon the Gini-Simpson index estimated via Bayesian approach. In view of small sample size, we consider the permutation distribution by every possible n! (equally likely) permutation of the joined sample observations across G groups of (sizes $n_1,{\ldots}n_G$). We simulate data and apply false discovery rate (FDR) and positive false discovery rate (pFDR) with associated proposed test statistics to the data. And we also analyze real SARS data and compute FDR and pFDR. FDR and pFDR procedure along with the associated test statistics for each gene control the FDR and pFDR respectively at any level ${\alpha}$ for the set of p-values by using the exact conditional permutation theory.

EM Algorithm-based Segmentation of Magnetic Resonance Image Corrupted by Bias Field (바이어스필드에 의해 왜곡된 MRI 영상자료분할을 위한 EM 알고리즘 기반 접근법)

  • 김승구
    • The Korean Journal of Applied Statistics
    • /
    • v.16 no.2
    • /
    • pp.305-319
    • /
    • 2003
  • This paper provides a non-Bayesian method based on the expanded EM algorithm for segmenting the magnetic resonance images degraded by bias field. For the images with the intensity as a pixel value, many segmentation methods often fail to segment it because of the bias field(with low frequency) as well as noise(with high frequency). Our contextual approach is appropriately designed by using normal mixture model incorporated with Markov random field for noise-corrective segmentation and by using the penalized likelihood to estimate bias field for efficient bias filed-correction.

Estimation of Volatility of Korea Stock Price Index Using Winbugs (Winbugs를 이용한 우리나라 주가지수의 변동성에 대한 추정)

  • Kim, Hyoung Min;Chang, In Hong;Lee, Seung Woo
    • Journal of Integrative Natural Science
    • /
    • v.4 no.2
    • /
    • pp.121-129
    • /
    • 2011
  • The purpose of this paper is to estimate the fluctuation of an earning rate and risk management using the price index of Korea stocks. After an observation of conception of fluctuation, we can show volatility clustering and fluctuation phenomenon in the Korea stock price index using GARCH model with heteroscedasticity. In addition, the effects of fluctuation on the time-series was evaluated, which showed the heteroscedasticity. MCMC method and Winbugs as Bayesian computation were used for analysis.

Orienteering Problem with Unknown Stochastic Reward to Informative Path Planning for Persistent Monitoring and Its Solution (지속정찰 임무의 경로계획을 위한 불확실 기댓값 오리엔티어링 문제와 해법)

  • Kim, Dooyoung
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.22 no.5
    • /
    • pp.667-673
    • /
    • 2019
  • We present an orienteering problem with unknown stochastic reward(OPUSR) model for persistent monitoring tasks with unknown event probabilities at each point of interest. Prior studies on orienteering problem for persistent monitoring task assume that rewards and event probabilities are known as a prior. In this paper, we propose a stochastic reward model with unknown event statistics and a path re-planning algorithm based on Bayesian reward inference. Experiments demonstrate the efficiency of our method.

Reliability based seismic fragility analysis of bridge

  • Kia, M.;Bayat, M.;Emadi, A.;Kutanaei, S. Soleimani;Ahmadi, H.R
    • Computers and Concrete
    • /
    • v.29 no.1
    • /
    • pp.59-67
    • /
    • 2022
  • In this paper, a reliability-based approach has been implemented to develop seismic analytical fragility curves of highway bridges. A typical bridge class of the Central and South-eastern United States (CSUS) region was selected. Detailed finite element modelling is presented and Incremental Dynamic Analysis (IDA) is used to capture the behavior of the bridge from linear to nonlinear behavior. Bayesian linear regression method is used to define the demand model. A reliability approach is implemented to generate the analytical fragility curves and the proposed approach is compared with the conventional fragility analysis procedure.

Different estimation methods for the unit inverse exponentiated weibull distribution

  • Amal S Hassan;Reem S Alharbi
    • Communications for Statistical Applications and Methods
    • /
    • v.30 no.2
    • /
    • pp.191-213
    • /
    • 2023
  • Unit distributions are frequently used in probability theory and statistics to depict meaningful variables having values between zero and one. Using convenient transformation, the unit inverse exponentiated weibull (UIEW) distribution, which is equally useful for modelling data on the unit interval, is proposed in this study. Quantile function, moments, incomplete moments, uncertainty measures, stochastic ordering, and stress-strength reliability are among the statistical properties provided for this distribution. To estimate the parameters associated to the recommended distribution, well-known estimation techniques including maximum likelihood, maximum product of spacings, least squares, weighted least squares, Cramer von Mises, Anderson-Darling, and Bayesian are utilised. Using simulated data, we compare how well the various estimators perform. According to the simulated outputs, the maximum product of spacing estimates has lower values of accuracy measures than alternative estimates in majority of situations. For two real datasets, the proposed model outperforms the beta, Kumaraswamy, unit Gompartz, unit Lomax and complementary unit weibull distributions based on various comparative indicators.

Arbitrator's Reputation and PR Cost: A Signaling Approach

  • Joon Yeop Kwon;Sung Ryong Kim
    • Journal of Arbitration Studies
    • /
    • v.33 no.3
    • /
    • pp.129-146
    • /
    • 2023
  • We construct a signaling game model between the arbitrator and claimants, in which the arbitrator's marketing amount is adopted as the signaling device. Assuming that the parties to the dispute select an arbitrator, and if there is a difference in the arbitrator's fee depending on the arbitrator's reputation, the arbitrator will pay to further enhance his reputation. We would like to analyze the cost differences between arbitrators who already have a high reputation and arbitrators who strive to further enhance their reputation using the signal model. From the Analysis of our study, We derive perfect Bayesian equilibrium of the signaling game and refine the equilibrium into a unique equilibrium by invoking the Intuitive Criterion of Cho and Kreps (1987). Further, we characterize the refined equilibrium.

First report on Myxobous artus infection in leather carp (Cyprinus carpio nudus) in Korea (향어(Cyprinus carpio nudus)의 Myxobolus artus 국내 첫 감염사례 보고)

  • Jun-Young Song;Ahran Kim
    • Journal of fish pathology
    • /
    • v.36 no.2
    • /
    • pp.409-414
    • /
    • 2023
  • Ellipsoidal-shaped spores with two polar capsules were detected in leather carp (Cyprinus carpio nudus) muscle. 18S rDNA gene analysis of the spore showed a 99.58% match to Myxobolus artus, a myxozoan parasite. As a result of phylogenetic analysis using the Bayesian inference model and maximum likelihood model among other Myxobolus species, the isolate in the present study belonged to the M. artus cluster. This is the first case report of M. artus infection detected in domestic aquaculture organisms in Korea.

Development of newly recruited privates on-the-job Training Achievements Group Classification Model (신병 주특기교육 성취집단 예측모형 개발)

  • Kwak, Ki-Hyo;Suh, Yong-Moo
    • Journal of the military operations research society of Korea
    • /
    • v.33 no.2
    • /
    • pp.101-113
    • /
    • 2007
  • The period of military personnel service will be phased down by 2014 according to 'The law of National Defense Reformation' issued by the Ministry of National Defense. For this reason, the ROK army provides discrimination education to 'newly recruited privates' for more effective individual performance in the on-the-job training. For the training to be more effective, it would be essential to predict the degree of achievements by new privates in the training. Thus, we used data mining techniques to develop a classification model which classifies the new privates into one of two achievements groups, so that different skills of education are applied to each group. The target variable for this model is a binary variable, whose value can be either 'a group of general control' or 'a group of special control'. We developed four pure classification models using Neural Network, Decision Tree, Support Vector Machine and Naive Bayesian. We also built four hybrid models, each of which combines k-means clustering algorithm with one of these four mining technique. Experimental results demonstrated that the highest performance model was the hybrid model of k-means and Neural Network. We expect that various military education programs could be supported by these classification models for better educational performance.