• Journal of the Korean Statistical Society
• /
• 제31권2호
• /
• pp.177-198
• /
• 2002

The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.

• Architectural research
• /
• 제13권3호
• /
• pp.49-56
• /
• 2011

Competitive bidding in construction is concerned with contractors making strategic decisions in respect of determination of bid price if contractors opt to bid. This study presents a strategy model for deciding optimum tender price with reflecting appropriate profit in competitive bidding using Bayesian regression analysis (BRA). The purpose of the developed model is to help contractors to secure suitable profitability by predicting the actual profit based on key variables. They may affect construction cost at bidding phase, ultimately which help contractors to secure high quality output. The model was tested empirically by application to a bidding dataset collected from a large South Korea contractor. BRA allows contractors to estimate more accurate actual profit by reflecting not only objective information but also subjective experiences and judgments. Consequently, the model can contribute to improvement of decision-making process for setting an optimum tender price.

• Journal of the Korean Data and Information Science Society
• /
• 제19권4호
• /
• pp.1391-1396
• /
• 2008

In this paper, we consider two components system which the lifetimes have Marshall and Olkin's bivariate exponential model with bivariate type I censored data. We propose a Bayesian independent test procedure for above model using fractional Bayes factor method by O'Hagan based on improper prior distributions. And we compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure.

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

• Nuclear Engineering and Technology
• /
• 제53권2호
• /
• pp.357-367
• /
• 2021

In general, common cause failures (CCFs) have been modeled with the assumption that components within the same group are symmetric. This assumption reduces the number of parameters required for the CCF probability estimation and allows us to use a parametric model, such as the alpha factor model. Although there are various asymmetric conditions in nuclear power plants (NPPs) to be addressed, the traditional CCF models are limited to symmetric conditions. Therefore, this paper proposes the copulabased CCF model to deal with asymmetric as well as symmetric CCFs. Once a joint distribution between the components is constructed using copulas, the proposed model is able to provide the probability of common cause basic events (CCBEs) by formulating a system of equations without symmetry assumptions. In addition, Bayesian inferences for the parameters of the marginal and copula distributions are introduced and Markov Chain Monte Carlo (MCMC) algorithms are employed to sample from the posterior distribution. Three example cases using simulated data, including asymmetry conditions in total failure probabilities and/or dependencies, are illustrated. Consequently, the copula-based CCF model provides appropriate estimates of CCFs for asymmetric conditions. This paper also discusses the limitations and notes on the proposed method.

• 한국항해항만학회지
• /
• 제47권2호
• /
• pp.93-99
• /
• 2023

This study aimed to determine relationships among risk factors influencing container port operation using Bayesian network. Risk factors identified from prior studies were classified into five groups: human error, machinery error, environmental risk, security risk, and natural disasters. P anel experts discussed identified risk factors to fulfil conditional probability tables of the interdependence model. The interdependence model was also validated by sensitivity analysis and provided an interrelation of factors influencing the direction of each other. Results of the interdependence model were partially in line with results from prior studies while practices in the global port industry confirmed interrelationships of risk factors. In addition, the relationship between top-ranked risk factors can provide a schematic drawing of the model. Accordingly, results of this study can expand the prior research in the Korean port industry, which may help port authorities improve risk management and reduce losses from the risk.

• 한국데이터정보과학회:학술대회논문집
• /
• 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
• /
• pp.39-42
• /
• 2006

We propose a Bayesian model-based approach using a mixture of Dirichlet processes model with discrete wavelet transform, for curve clustering in the microarray data with time-course gene expressions.

• 인터넷정보학회논문지
• /
• 제9권6호
• /
• pp.165-177
• /
• 2008

멀티 에이전트 강화학습에서 중요한 이슈 중의 하나는 자신의 성능에 영향을 미칠 수 있는 다른 에이전트들이 존재하는 동적 환경에서 어떻게 최적의 행동 정책을 학습하느냐 하는 것이다. 멀티 에이전트 강화 학습을 위한 기존 연구들은 대부분 단일 에이전트 강화 학습기법들을 큰 변화 없이 그대로 적용하거나 비록 다른 에이전트에 관한 별도의 모델을 이용하더라도 현실적이지 못한 가정들을 요구한다. 본 논문에서는 상대 에이전트에 대한 나이브 베이지안 기반의 행동 정책 모델을 소개한 뒤, 이것을 이용한 강화 학습 방법을 설명한다. 본 논문에서 제안하는 멀티 에이전트 강화학습 방법은 기존의 멀티 에이전트 강화 학습 연구들과는 달리 상대 에이전트의 Q 평가 함수 모델이 아니라 나이브 베이지안 기반의 행동 정책 모델을 학습한다. 또한, 표현력은 풍부하나 학습에 시간과 노력이 많이 요구되는 유한 상태 오토마타나 마코프 체인과 같은 행동 정책 모델들에 비해 비교적 간단한 형태의 행동 정책 모델은 이용함으로써 학습의 효율성을 높였다. 본 논문에서는 대표적인 적대적 멀티 에이전트 환경인 고양이와 쥐게임을 소개한 뒤, 이 게임을 테스트 베드 삼아 실험들을 전개함으로써 제안하는 나이브 베이지안 기반의 정책 모델의 효과를 분석해본다.

• 품질경영학회지
• /
• 제29권1호
• /
• pp.11-23
• /
• 2001

This paper is concerned with suggesting a Bayesian method for variable selection in multinomial logit model. It is based upon an optimal rule suggested by use of Bayes rule which minimizes a risk induced by selecting the multinomial logit model. The rule is to find a subset of variables that maximizes the marginal likelihood of the model. We also propose a Laplace-Metropolis algorithm intended to suggest a simple method forestimating the marginal likelihood of the model. Based upon two examples, artificial data and empirical data examples, the Bayesian method is illustrated and its efficiency is examined.

• Smart Structures and Systems
• /
• 제24권5호
• /
• pp.631-639
• /
• 2019

Finite element analysis is one of the important methods to study the structural performance. Due to the simplification, discretization and error of structural parameters, numerical model errors always exist. Besides, structural characteristics may also change because of material aging, structural damage, etc., making the initial finite element model cannot simulate the operational response of the structure accurately. Based on Bayesian methods, the initial model can be updated to obtain a more accurate numerical model. This paper presents the work on the field test, modal identification and model updating of a Chinese reinforced concrete pagoda. Based on the ambient vibration test, the acceleration response of the structure under operational environment was collected. The first six translational modes of the structure were identified by the enhanced frequency domain decomposition method. The initial finite element model of the pagoda was established, and the elastic modulus of columns, beams and slabs were selected as model parameters to be updated. Assuming the error between the measured mode and the calculated one follows a Gaussian distribution, the posterior probability density function (PDF) of the parameter to be updated is obtained and the uncertainty is quantitatively evaluated based on the Bayesian statistical theory and the Metropolis-Hastings algorithm, and then the optimal values of model parameters can be obtained. The results show that the difference between the calculated frequency of the finite element model and the measured one is reduced, and the modal correlation of the mode shape is improved. The updated numerical model can be used to evaluate the safety of the structure as a benchmark model for structural health monitoring (SHM).