• 제목/요약/키워드: Bayesian model

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HMM을 기반으로 한 사전 확률의 문제점을 해결하기 위해 베이시안 기법 어휘 인식 모델에의 사후 확률을 융합한 잡음 제거 (Noise Removal using a Convergence of the posteriori probability of the Bayesian techniques vocabulary recognition model to solve the problems of the prior probability based on HMM)

  • 오상엽
    • 디지털융복합연구
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    • 제13권8호
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    • pp.295-300
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    • 2015
  • 사전 확률분포를 모델링하는 HMM을 사용하는 어휘 인식에서 인식 어휘의 모델들의 대한 인식 확률이 이산적인 분포를 나타내며 인식을 위한 계산량이 적은 장점이 있지만 인식률을 계산했을 때 상대적으로 낮은 단점이 있다. 이를 개선하기 위하여 베이시안 기법 어휘 인식 모델을 융합한 잡음 제거 인식률 향상을 제안한다. 본 논문은 베이시안 기법 어휘 인식을 위한 모델 구성을 베이시안 기법의 최적화한 인식 모델을 구성하였다. HMM을 기반으로 한 사전 확률 방법과 베이시안 기법인 사후확률을 융합하여 잡음을 제거하고 인식률을 향상시켰다. 본 논문에서 제안한 방법을 적용한 결과 어휘 인식률에서 98.1%의 인식률을 나타내었다.

공간 통계 활용에 따른 소지역 추정법의 평가 (Evaluations of Small Area Estimations with/without Spatial Terms)

  • 신기일;최봉호;이상은
    • 응용통계연구
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    • 제20권2호
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    • pp.229-244
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    • 2007
  • 국내외에서 소지역 추정에 관한 많은 연구가 진행되고 있다. 보조 자료가 충분히 있는 경우 모형기반 추정법을 사용하는 것이 일반적이며 이 중에서 계층적 베이지안(Hierarchical Bayesian: HB) 추정법이 가장 좋은 것으로 알려져 있다. 그러나 보조 자료가 충분하지 않은 경우에는 모형 기반 추정법의 사용은 제한적이다. 최근 충분한 보조 자료가 없는 경우 공간 정보를 보조 자료로 사용하는 방법이 제안되었다. 본 논문에서는 공간통계량과 베이즈 접근방법을 활용한 모형기반의 소지역 통계량들을 모형 검진방법(Diagnostic method)들을 이용하여 비교 분석하였다. 분석에 사용된 자료는 2005년도 경제활동인구 조사이며 소지역(시,군,구)통계를 추정하여 비교하였다.

Experimental investigation of predicting rockburst using Bayesian model

  • Wang, Chunlai;Chuai, Xiaosheng;Shi, Feng;Gao, Ansen;Bao, Tiancai
    • Geomechanics and Engineering
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    • 제15권6호
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    • pp.1153-1160
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    • 2018
  • Rockbursts, catastrophic events involving the violent release of elastic energy stored in rock features, remain a worldwide challenge for geoengineering. Especially at deep-mining sites, rockbursts can occur in hard, high-stress, brittle rock zones, and the associated risk depends on such factors as mining activity and the stress on surrounding rocks. Rockbursts are often sudden and destructive, but there is still no unified standard for predicting them. Based on previous studies, a new Bayesian multi-index model was introduced to predict and evaluate rockbursts. In this method, the rock strength index, energy release index, and surrounding rock stress are the basic factors. Values from 18 rock samples were obtained, and the potential rockburst risks were evaluated. The rockburst tendencies of the samples were modelled using three existing methods. The results were compared with those obtained by the new Bayesian model, which was observed to predict rockbursts more effectively than the current methods.

비정상성 Bayesian Beta 분포를 이용한 시 단위 극치자료 추정기법 개발 (An Hourly Extreme Data Estimation Method Developed Using Nonstationary Bayesian Beta Distribution)

  • 김용탁;김진영;이재철;권현한
    • 한국물환경학회지
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    • 제33권3호
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    • pp.256-272
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    • 2017
  • Extreme rainfall has become more frequent over the Korean peninsula in recent years, causing serious damages. In a changing climate, traditional approaches based on historical records of rainfall and on the stationary assumption can be inadequate and lead to overestimate (or underestimate) the design rainfalls. A main objective of this study is to develop a stochastic disaggregation method of seasonal rainfall to hourly extreme rainfall, and offer a way to derive the nonstationary IDF curves. In this study, we propose a novel approach based on a Four-Parameter Beta (4P-beta) distribution to estimate the nonstationary IDF curves conditioned on the observed (or simulated) seasonal rainfall, which becomes the time-varying upper bound of the 4P beta distribution. Moreover, this study employed a Bayesian framework that provides a better way to take into account the uncertainty in the model parameters. The proposed model showed a comparable design rainfall to that of GEV distribution under the stationary assumption. As a nonstationary rainfall frequency model, the proposed model can effectively translate the seasonal variation into the sub-daily extreme rainfall.

A novel nomogram of naïve Bayesian model for prevalence of cardiovascular disease

  • Kang, Eun Jin;Kim, Hyun Ji;Lee, Jea Young
    • Communications for Statistical Applications and Methods
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    • 제25권3호
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    • pp.297-306
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    • 2018
  • Cardiovascular disease (CVD) is the leading cause of death worldwide and has a high mortality rate after onset; therefore, the CVD management requires the development of treatment plans and the prediction of prevalence rates. In our study, age, income, education level, marriage status, diabetes, and obesity were identified as risk factors for CVD. Using these 6 factors, we proposed a nomogram based on a $na{\ddot{i}}ve$ Bayesian classifier model for CVD. The attributes for each factor were assigned point values between -100 and 100 by Bayes' theorem, and the negative or positive attributes for CVD were represented to the values. Additionally, the prevalence rate can be calculated even in cases with some missing attribute values. A receiver operation characteristic (ROC) curve and calibration plot verified the nomogram. Consequently, when the attribute values for these risk factors are known, the prevalence rate for CVD can be predicted using the proposed nomogram based on a $na{\ddot{i}}ve$ Bayesian classifier model.

베이지언 추론에 기반한 확률론적 피로수명 평가 (Stochastic Fatigue Life Assesment based on Bayesian-inference)

  • 박명진;김유일
    • 대한조선학회논문집
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    • 제56권2호
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    • pp.161-167
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    • 2019
  • In general, fatigue analysis is performed by using deterministic model to estimate the optimal parameters. However, the deterministic model is difficult to clearly describe the physical phenomena of fatigue failure that contains many uncertainty factors. With regard to this, efforts have been made in this research to compare with the deterministic model and the stochastic models. Firstly, One deterministic S-N curve was derived from ordinary least squares technique and two P-S-N curves were estimated through Bayesian-linear regression model and Markov-Chain Monte Carlo simulation. Secondly, the distribution of Long-term fatigue damage and fatigue life were predicted by using the parameters obtained from the three methodologies and the long-term stress distribution.

A long-term tunnel settlement prediction model based on BO-GPBE with SHM data

  • Yang Ding;Yu-Jun Wei;Pei-Sen Xi;Peng-Peng Ang;Zhen Han
    • Smart Structures and Systems
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    • 제33권1호
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    • pp.17-26
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    • 2024
  • The new metro crossing the existing metro will cause the settlement or floating of the existing structures, which will have safety problems for the operation of the existing metro and the construction of the new metro. Therefore, it is necessary to monitor and predict the settlement of the existing metro caused by the construction of the new metro in real time. Considering the complexity and uncertainty of metro settlement, a Gaussian Prior Bayesian Emulator (GPBE) probability prediction model based on Bayesian optimization (BO) is proposed, that is, BO-GPBE. Firstly, the settlement monitoring data are analyzed to get the influence of the new metro on the settlement of the existing metro. Then, five different acquisition functions, that is, expected improvement (EI), expected improvement per second (EIPS), expected improvement per second plus (EIPSP), lower confidence bound (LCB), probability of improvement (PI) are selected to construct BO model, and then BO-GPBE model is established. Finally, three years settlement monitoring data were collected by structural health monitoring (SHM) system installed on Nanjing Metro Line 10 are employed to demonstrate the effectiveness of BO-GPBE for forecasting the settlement.

Uncertainty decomposition in climate-change impact assessments: a Bayesian perspective

  • Ohn, Ilsang;Seo, Seung Beom;Kim, Seonghyeon;Kim, Young-Oh;Kim, Yongdai
    • Communications for Statistical Applications and Methods
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    • 제27권1호
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    • pp.109-128
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    • 2020
  • A climate-impact projection usually consists of several stages, and the uncertainty of the projection is known to be quite large. It is necessary to assess how much each stage contributed to the uncertainty. We call an uncertainty quantification method in which relative contribution of each stage can be evaluated as uncertainty decomposition. We propose a new Bayesian model for uncertainty decomposition in climate change impact assessments. The proposed Bayesian model can incorporate uncertainty of natural variability and utilize data in control period. We provide a simple and efficient Gibbs sampling algorithm using the auxiliary variable technique. We compare the proposed method with other existing uncertainty decomposition methods by analyzing streamflow data for Yongdam Dam basin located at Geum River in South Korea.

The Predictive QSAR Model for hERG Inhibitors Using Bayesian and Random Forest Classification Method

  • Kim, Jun-Hyoung;Chae, Chong-Hak;Kang, Shin-Myung;Lee, Joo-Yon;Lee, Gil-Nam;Hwang, Soon-Hee;Kang, Nam-Sook
    • Bulletin of the Korean Chemical Society
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    • 제32권4호
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    • pp.1237-1240
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    • 2011
  • In this study, we have developed a ligand-based in-silico prediction model to classify chemical structures into hERG blockers using Bayesian and random forest modeling methods. These models were built based on patch clamp experimental results. The findings presented in this work indicate that Laplacian-modified naive Bayesian classification with diverse selection is useful for predicting hERG inhibitors when a large data set is not obtained.

DEFAULT BAYESIAN INFERENCE OF REGRESSION MODELS WITH ARMA ERRORS UNDER EXACT FULL LIKELIHOODS

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • 제33권2호
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    • pp.169-189
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    • 2004
  • Under the assumption of default priors, such as noninformative priors, Bayesian model determination and parameter estimation of regression models with stationary and invertible ARMA errors are developed under exact full likelihoods. The default Bayes factors, the fractional Bayes factor (FBF) of O'Hagan (1995) and the arithmetic intrinsic Bayes factors (AIBF) of Berger and Pericchi (1996a), are used as tools for the selection of the Bayesian model. Bayesian estimates are obtained by running the Metropolis-Hastings subchain in the Gibbs sampler. Finally, the results of numerical studies, designed to check the performance of the theoretical results discussed here, are presented.