• Communications for Statistical Applications and Methods
• /
• 제14권2호
• /
• pp.345-353
• /
• 2007

A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

• 한국전산구조공학회:학술대회논문집
• /
• 한국전산구조공학회 2011년도 정기 학술대회
• /
• pp.328-331
• /
• 2011

준정적 횡하중을 재하 받는 철근콘크리트 보-기둥 접합부의 전단강도에 대한 주요 영향요인을 Bayesian parameter estimation의 신뢰성 이론 접목을 통해 검토하였다. 이와 같은 연구 scope의 수행을 위해 철근콘크리트 보-기둥의 실험 database가 구축되었다. 실험 database는 일정한 criteria을 적용하여 구축되었으며, 포함된 시편들은 최종적으로 접합부 내의 전단파괴가 지배하는 경우들이다. 포함된 시편들의 상세는 ACI (American Concrete Institute) 352R-02를 기준으로 평가되어졌다. 보-기둥 접합부의 전단강도에 영향 요인을 편중되지 않게 평가하고자, Bayesian parameter estimation의 신뢰성 이론을 적용하였다. Bayesian parameter estimation의 적용을 통해 전단강도에 영향이 적은 변수 (not informative parameter)를 순차적으로 제거 (stepwise removal process)함으로 주요 영향요인의 우선 순위를 확인할 수 있었다. 검토된 8개의 변수들 중에서, 횡하중을 재하 받는 철근콘크리트 보-기둥의 전단강도는 주로 콘크리트 압축강도, in-plane geometry, 종방향 보의 주철근 그리고 접합부 내의 구속철근 순으로 영향을 줌을 알 수 있었다.

• 산업경영시스템학회지
• /
• 제32권3호
• /
• pp.99-109
• /
• 2009

Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

• 응용통계연구
• /
• 제26권5호
• /
• pp.713-723
• /
• 2013

본 연구에서는 2-모수 파레토분포에 대해 무정보사전분포인 준거사전분포의 가정 하에서 객관적 베이지안 모수추정 절차를 제안하였다. 베이지안 추정은 깁스샘플링에 의해서 수행된다. 깁스샘플러에서 모수생성하는 방법은 형태모수는 감마분포로부터 생성하고 척도모수는 적응기각표집 알고리즘에 의해 생성한다. 제안된 베이지안 모수추정 절차는 모의실험과 자료분석에서 기존의 추정방법들인 L-적률추정법, 최우추정법, 공액사전분포 하의 주관적 베이지안 모수추정법과 비교된다.

• Communications for Statistical Applications and Methods
• /
• 제14권2호
• /
• pp.355-363
• /
• 2007

In this paper a Bayesian estimation of the two-parameter kappa distribution was discussed under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape parameter and scale parameter in the Gibbs sampler is implemented using the adaptive rejection Metropolis sampling algorithm of Gilks et al. (1995). A Monte Carlo study showed that the Bayesian estimators proposed outperform other estimators in the sense of mean squared error.

• Smart Structures and Systems
• /
• 제26권6호
• /
• pp.735-751
• /
• 2020

Identification of structure parameters is crucial in Structural Health Monitoring (SHM) context for activities such as model validation, damage assessment and signal processing of structure response. In this paper, guided waves generated by piezoelectric transducers are used for in-situ and non-destructive structural parameter estimation based on Bayesian approach. As Bayesian approach needs iterative process, which is computationally expensive, this paper proposes a method in which an analytical model is selected and developed in order to decrease computational time and complexity of modeling. An experimental set-up is implemented to estimate three target elastic and geometrical parameters: Young's modulus, Poisson ratio and thickness of aluminum and steel plates. Experimental and simulated data are combined in a Bayesian framework for parameter identification. A significant accuracy is achieved regarding estimation of target parameters with maximum error of 8, 11 and 17 percent respectively. Moreover, the limitation of analytical model concerning boundary reflections is addressed and managed experimentally. Pulse excitation is selected as it can excite the structure in a wide frequency range contrary to conventional tone burst excitation. The results show that the proposed non-destructive method can be used in service for estimation of material and geometrical properties of structure in industrial applications.

• Journal of the Korean Statistical Society
• /
• 제31권1호
• /
• pp.93-107
• /
• 2002

Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

• Journal of the Korean Data Analysis Society
• /
• 제20권6호
• /
• pp.2747-2757
• /
• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• 전기학회논문지P
• /
• 제58권2호
• /
• pp.164-171
• /
• 2009

This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

• 디지털융복합연구
• /
• 제13권1호
• /
• pp.243-248
• /
• 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.