• 응용통계연구
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• 제24권6호
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• pp.1149-1160
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• 2011

기존의 frequentist 추론에 비해 Bayesian 추론에서의 가설 검정 및 모형 선택 문제는 학자들 간에 일치된 견해를 보이지 못하고 있으며 아직도 논란이 되는 것들이 많다. Bayesian 추론에서 가설 검정 및 모형 선택의 기준으로 널리 쓰이는 Bayes factor는 이해하기 쉬우나 여러 경우에 구하기 어려운 단점이 존재한다. 그 외에 다른 기준으로 Spiegelhalter 등 (2002)가 제시한 DIC(Deviance Information Criterion)과 frequentist 추론에서의 P-value에 대비되는 Bayesian P-value가 있다. 본 논문에서는 Swiss banknote 자료를 Bayesian 로지스틱 회귀모형으로 분석하고 관련 기준들을 구하여 각 기준들이 일관성 있는 결론을 보이는지 확인하고자 한다.

• Communications for Statistical Applications and Methods
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• 제4권1호
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• pp.259-269
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• 1997

Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

• 디지털융복합연구
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• 제13권1호
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• pp.243-248
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• 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.

• Communications for Statistical Applications and Methods
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• 제24권1호
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• pp.67-80
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• 2017

Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 춘계 학술발표회 논문집
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• pp.239-244
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• 2005

In this paper, we examine the problem of estimating the sensitive characteristics and behaviors in a multinomial randomized response (RR) model. We analyze this problem through a Bayesian perspective and develop a Bayesian multinomial RR model in survey study. The Bayesian inference of multinomial RR model is a new approach to RR models.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2009년도 학술발표회 초록집
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• pp.1147-1151
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• 2009

In this study, we address the problem of producing probability forecasts of summer seasonal rainfall, on the basis of Hindcast experiments from a ensemble of GCMs(cwb, gcps, gdaps, metri, msc_gem, msc_gm2, msc_gm3, msc_sef and ncep). An advanced Hierarchical Bayesian weighting scheme is developed and used to combine nine GCMs seasonal hindcast ensembles. Hindcast period is 23 years from 1981 to 2003. The simplest approach for combining GCM forecasts is to weight each model equally, and this approach is referred to as pooled ensemble. This study proposes a more complex approach which weights the models spatially and seasonally based on past model performance for rainfall. The Bayesian approach to multi-model combination of GCMs determines the relative weights of each GCM with climatology as the prior. The weights are chosen to maximize the likelihood score of the posterior probabilities. The individual GCM ensembles, simple poolings of three and six models, and the optimally combined multimodel ensemble are compared.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.241-253
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• 2015

In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

• 한국지능시스템학회논문지
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• 제11권9호
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• pp.849-854
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• 2001

Bishop이 제안한 Generative Topographic Mapping(GTM)은 Kohonen이 제안한 자율 학습 신경망인 Self Organizing Maps(SOM)의 확률 버전이다. GTM은 데이터가 생성되는 확률 분포를 잠재 변수, 혹은 은닉 변수를 사용하여 모형화한다. 이것은 SOM에서는 구현될 수 없는 GTM만의 특징이며, 이러한 특징으로 인하여 SOM의 한계들을 극복할 수 있게 된다. 본 논문에서는 이러한 GTM 모형에 베이지안 학습(Bayesian learning)을 결합하여 작은 오분류율을 가지는 분류 알고리즘인 베이지안 GTM(Bayesian GTM)을 제안한다. 이 알고리즘은 기존의 GTM의 빠른 계산 처리 능력과 데이터에 대한 확률 분포, 그리고 베이지안 추론의 정확성을 이용하여 기존의 분류 알고리즘보다 우수한 결과를 얻게 된다. 본 논문에서는 기존의 분류 알고리즘에서 많이 실험하였다. 학습 데이터를 통하여 이를 확인하였다.

• Smart Structures and Systems
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• 제10권4_5호
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• pp.375-391
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• 2012

This paper reports the structural health monitoring benchmark study results for the Canton Tower using Bayesian methods. In this study, output-only modal identification and finite element model updating are considered using a given set of structural acceleration measurements and the corresponding ambient conditions of 24 hours. In the first stage, the Bayesian spectral density approach is used for output-only modal identification with the acceleration time histories as the excitation to the tower is unknown. The modal parameters and the associated uncertainty can be estimated through Bayesian inference. Uncertainty quantification is important for determination of statistically significant change of the modal parameters and for weighting assignment in the subsequent stage of model updating. In the second stage, a Bayesian model updating approach is utilized to update the finite element model of the tower. The uncertain stiffness parameters can be obtained by minimizing an objective function that is a weighted sum of the square of the differences (residuals) between the identified modal parameters and the corresponding values of the model. The weightings distinguish the contribution of different residuals with different uncertain levels. They are obtained using the Bayesian spectral density approach in the first stage. Again, uncertainty of the stiffness parameters can be quantified with Bayesian inference. Finally, this Bayesian framework is applied to the 24-hour field measurements to investigate the variation of the modal and stiffness parameters under changing ambient conditions. Results show that the Bayesian framework successfully achieves the goal of the first task of this benchmark study.

• Communications for Statistical Applications and Methods
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• 제31권3호
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• pp.323-336
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• 2024

The accurate forecasting of insurance claims is a critical component for insurers' risk management decisions. Hierarchical Bayesian parametric (BP) models can be used for health insurance claims forecasting, but they are unsatisfactory to describe the claims distribution. Therefore, Bayesian nonparametric (BNP) models can be a more suitable alternative to deal with the complex characteristics of the health insurance claims distribution, including heavy tails, skewness, and multimodality. In this study, we apply both a BP model and a BNP model to predict group health claims using simulated and real-world data for a private life insurer in Indonesia. The findings show that the BNP model outperforms the BP model in terms of claims prediction accuracy. Furthermore, our analysis highlights the flexibility and robustness of BNP models in handling diverse data structures in health insurance claims.