• 제목/요약/키워드: Bayesian theorem

검색결과 35건 처리시간 0.026초

퍼지 사전 모수에 관한 베이지안 가설검정 (Hypotheses testing of Bayes' theorem for fuzzy prior parameters)

  • 강만기;최규탁
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2005년도 추계학술대회 학술발표 논문집 제15권 제2호
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    • pp.205-208
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    • 2005
  • We have fuzzy hypotheses testing from Bayesian statistics with ideas from fuzzy sets theory to generalize Bayesian methods both for samples of fuzzy data and for prior distributions with non-precise parameters. Appling the principle of agreement index, the posterior odds ratio in the favor of hypotheses $H_0$ is equal to product of the fuzzy odds ratio and the fuzzy likelihood ratio. If the Posterior odds ratio exceeds the grade judgement, we accept the hypothesis $H_0$ for the degree.

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베이지안 회귀모델을 활용한 5G 사물인터넷 수요 예측 (Forecasting Demand of 5G Internet of things based on Bayesian Regression Model)

  • 박경진;김태한
    • Journal of Information Technology Applications and Management
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    • 제26권2호
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    • pp.61-73
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    • 2019
  • In 2019, 5G mobile communication technology will be commercialized. From the viewpoint of technological innovation, 5G service can be applied to other industries or developed further. Therefore, it is important to measure the demand of the Internet of things (IoT) because it is predicted to be commercialized widely in the 5G era and its demand hugely effects on the economic value of 5G industry. In this paper, we applied Bayesian method on regression model to find out the demand of 5G IoT service, wearable service in particular. As a result, we confirmed that the Bayesian regression model is closer to the actual value than the existing regression model. These findings can be utilized for predicting future demand of new industries.

Viscoplasticity model stochastic parameter identification: Multi-scale approach and Bayesian inference

  • Nguyen, Cong-Uy;Hoang, Truong-Vinh;Hadzalic, Emina;Dobrilla, Simona;Matthies, Hermann G.;Ibrahimbegovic, Adnan
    • Coupled systems mechanics
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    • 제11권5호
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    • pp.411-438
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    • 2022
  • In this paper, we present the parameter identification for inelastic and multi-scale problems. First, the theoretical background of several fundamental methods used in the upscaling process is reviewed. Several key definitions including random field, Bayesian theorem, Polynomial chaos expansion (PCE), and Gauss-Markov-Kalman filter are briefly summarized. An illustrative example is given to assimilate fracture energy in a simple inelastic problem with linear hardening and softening phases. Second, the parameter identification using the Gauss-Markov-Kalman filter is employed for a multi-scale problem to identify bulk and shear moduli and other material properties in a macro-scale with the data from a micro-scale as quantities of interest (QoI). The problem can also be viewed as upscaling homogenization.

Unsupervised one-class classification for condition assessment of bridge cables using Bayesian factor analysis

  • Wang, Xiaoyou;Li, Lingfang;Tian, Wei;Du, Yao;Hou, Rongrong;Xia, Yong
    • Smart Structures and Systems
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    • 제29권1호
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    • pp.41-51
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    • 2022
  • Cables are critical components of cable-stayed bridges. A structural health monitoring system provides real-time cable tension recording for cable health monitoring. However, the measurement data involve multiple sources of variability, i.e., varying environmental and operational factors, which increase the complexity of cable condition monitoring. In this study, a one-class classification method is developed for cable condition assessment using Bayesian factor analysis (FA). The single-peaked vehicle-induced cable tension is assumed to be relevant to vehicle positions and weights. The Bayesian FA is adopted to establish the correlation model between cable tensions and vehicles. Vehicle weights are assumed to be latent variables and the influences of different transverse positions are quantified by coefficient parameters. The Bayesian theorem is employed to estimate the parameters and variables automatically, and the damage index is defined on the basis of the well-trained model. The proposed method is applied to one cable-stayed bridge for cable damage detection. Significant deviations of the damage indices of Cable SJS11 were observed, indicating a damaged condition in 2011. This study develops a novel method to evaluate the health condition of individual cable using the FA in the Bayesian framework. Only vehicle-induced cable tensions are used and there is no need to monitor the vehicles. The entire process, including the data pre-processing, model training and damage index calculation of one cable, takes only 35 s, which is highly efficient.

Causal Inference Network of Genes Related with Bone Metastasis of Breast Cancer and Osteoblasts Using Causal Bayesian Networks

  • Park, Sung Bae;Chung, Chun Kee;Gonzalez, Efrain;Yoo, Changwon
    • 대한골대사학회지
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    • 제25권4호
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    • pp.251-266
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    • 2018
  • Background: The causal networks among genes that are commonly expressed in osteoblasts and during bone metastasis (BM) of breast cancer (BC) are not well understood. Here, we developed a machine learning method to obtain a plausible causal network of genes that are commonly expressed during BM and in osteoblasts in BC. Methods: We selected BC genes that are commonly expressed during BM and in osteoblasts from the Gene Expression Omnibus database. Bayesian Network Inference with Java Objects (Banjo) was used to obtain the Bayesian network. Genes registered as BC related genes were included as candidate genes in the implementation of Banjo. Next, we obtained the Bayesian structure and assessed the prediction rate for BM, conditional independence among nodes, and causality among nodes. Furthermore, we reported the maximum relative risks (RRs) of combined gene expression of the genes in the model. Results: We mechanistically identified 33 significantly related and plausibly involved genes in the development of BC BM. Further model evaluations showed that 16 genes were enough for a model to be statistically significant in terms of maximum likelihood of the causal Bayesian networks (CBNs) and for correct prediction of BM of BC. Maximum RRs of combined gene expression patterns showed that the expression levels of UBIAD1, HEBP1, BTNL8, TSPO, PSAT1, and ZFP36L2 significantly affected development of BM from BC. Conclusions: The CBN structure can be used as a reasonable inference network for accurately predicting BM in BC.

Admissibility of Some Stepwise Bayes Estimators

  • Kim, Byung-Hwee
    • Journal of the Korean Statistical Society
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    • 제16권2호
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    • pp.102-112
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    • 1987
  • This paper treats the problem of estimating an arbitrary parametric function in the case when the parameter and sample spaces are countable and the decision space is arbitrary. Using the notions of a stepwise Bayesian procedure and finite admissibility, a theorem is proved. It shows that under some assumptions, every finitely admissible estimator is unique stepwise Bayes with respect to a finite or countable sequence of mutually orthogonal priors with finite supports. Under an additional assumption, it is shown that the converse is true as well. The first can be also extended to the case when the parameter and sample space are arbitrary, i.e., not necessarily countable, and the underlying probability distributions are discrete.

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상선 운항 사고의 양적 위기평가기법 개발 (Development of Quantitative Risk Assessment Methodology for the Maritime Transportation Accident of Merchant Ship)

  • 임정빈
    • 한국항해항만학회지
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    • 제33권1호
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    • pp.9-19
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    • 2009
  • 본 논문에서는 상선의 운항 사고에 관한 양적 위기평가에 관한 실험적인 접근방법들을 기술했다. 이 연구의 목적은 국제해사기구의 공식 안전성 평가(FSA)를 기반으로 운항 사고에 크게 기여하는 요소들을 분석하고, 양적 위기평가기법에 기반을 둔 운항 사고의 확률적인 위기수준을 평가한 후, 선박 안전을 저해할 수 있는 운항 사고 위기를 예측하는 것이다. 확률지수(PI)와 심각성지수(SI) 구성된 위기지수(RI)에 대한 운항 사고의 확률적인 위기수준은 베이지안 이론을 적용한 베이지안 네트워크를 기반으로 본 연구에서 제안한 운항사고 위기 모델을 이용해서 예측했다. 그리고 355건의 핵심 손상 사고기록으로 구성된 시나리오 그룹을 이용하여 제안한 모델의 적용 가능성을 평가하였다. 평가결과, 예측한 PI의 정답률 $r_{Acc}$은 82.8%로 나타났고, $S_p{\gg}1.0$$S_p{\ll}1.0$에 포함되는 PI 변수들의 민감도 초과비율은 10% 이내로 나타났으며, 예측한 SI의 평균 오차 $\bar{d_{SI}}$는 0.0195로 나타났고, 예측한 RI의 정답률은 91.8%로 나타났다. 이러한 결과는 제안한 모델과 방법이 실제 해상운송 현장에 적용 가능함을 나타낸다.

Non-chemical Risk Assessment for Lifting and Low Back Pain Based on Bayesian Threshold Models

  • Pandalai, Sudha P.;Wheeler, Matthew W.;Lu, Ming-Lun
    • Safety and Health at Work
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    • 제8권2호
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    • pp.206-211
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    • 2017
  • Background: Self-reported low back pain (LBP) has been evaluated in relation to material handling lifting tasks, but little research has focused on relating quantifiable stressors to LBP at the individual level. The National Institute for Occupational Safety and Health (NIOSH) Composite Lifting Index (CLI) has been used to quantify stressors for lifting tasks. A chemical exposure can be readily used as an exposure metric or stressor for chemical risk assessment (RA). Defining and quantifying lifting nonchemical stressors and related adverse responses is more difficult. Stressor-response models appropriate for CLI and LBP associations do not easily fit in common chemical RA modeling techniques (e.g., Benchmark Dose methods), so different approaches were tried. Methods: This work used prospective data from 138 manufacturing workers to consider the linkage of the occupational stressor of material lifting to LBP. The final model used a Bayesian random threshold approach to estimate the probability of an increase in LBP as a threshold step function. Results: Using maximal and mean CLI values, a significant increase in the probability of LBP for values above 1.5 was found. Conclusion: A risk of LBP associated with CLI values > 1.5 existed in this worker population. The relevance for other populations requires further study.

New Inference for a Multiclass Gaussian Process Classification Model using a Variational Bayesian EM Algorithm and Laplace Approximation

  • Cho, Wanhyun;Kim, Sangkyoon;Park, Soonyoung
    • IEIE Transactions on Smart Processing and Computing
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    • 제4권4호
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    • pp.202-208
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    • 2015
  • In this study, we propose a new inference algorithm for a multiclass Gaussian process classification model using a variational EM framework and the Laplace approximation (LA) technique. This is performed in two steps, called expectation and maximization. First, in the expectation step (E-step), using Bayes' theorem and the LA technique, we derive the approximate posterior distribution of the latent function, indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. In the maximization step, we compute the maximum likelihood estimators for hyper-parameters of a covariance matrix necessary to define the prior distribution of the latent function by using the posterior distribution derived in the E-step. These steps iteratively repeat until a convergence condition is satisfied. Moreover, we conducted the experiments by using synthetic data and Iris data in order to verify the performance of the proposed algorithm. Experimental results reveal that the proposed algorithm shows good performance on these datasets.

뇌파 스펙트럼 분석과 베이지안 접근법을 이용한 정서 분류 (Emotion Classification Using EEG Spectrum Analysis and Bayesian Approach)

  • 정성엽;윤현중
    • 산업경영시스템학회지
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    • 제37권1호
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    • pp.1-8
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    • 2014
  • This paper proposes an emotion classifier from EEG signals based on Bayes' theorem and a machine learning using a perceptron convergence algorithm. The emotions are represented on the valence and arousal dimensions. The fast Fourier transform spectrum analysis is used to extract features from the EEG signals. To verify the proposed method, we use an open database for emotion analysis using physiological signal (DEAP) and compare it with C-SVC which is one of the support vector machines. An emotion is defined as two-level class and three-level class in both valence and arousal dimensions. For the two-level class case, the accuracy of the valence and arousal estimation is 67% and 66%, respectively. For the three-level class case, the accuracy is 53% and 51%, respectively. Compared with the best case of the C-SVC, the proposed classifier gave 4% and 8% more accurate estimations of valence and arousal for the two-level class. In estimation of three-level class, the proposed method showed a similar performance to the best case of the C-SVC.