• 제목/요약/키워드: Finite Mixture Models

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의료서비스에서 혼합모형(Mixture model) 및 분석적 계층과정(AHP)를 이용한 입원환자의 시장세분화에 관한 연구 (Segmenting Inpatients by Mixture Model and Analytical Hierarchical Process(AHP) Approach In Medical Service)

  • 백수경;곽영식
    • 보건행정학회지
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    • 제12권2호
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    • pp.1-22
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    • 2002
  • Since the early 1980s scholars have applied latent structure and other type of finite mixture models from various academic fields. Although the merits of finite mixture model are well documented, the attempt to apply the mixture model to medical service has been relatively rare. The researchers aim to try to fill this gap by introducing finite mixture model and segmenting inpatients DB from one general hospital. In section 2 finite mixture models are compared with clustering, chi-square analysis, and discriminant analysis based on Wedel and Kamakura(2000)'s segmentation methodology schemata. The mixture model shows the optimal segments number and fuzzy classification for each observation by EM(expectation-maximization algorism). The finite mixture model is to unfix the sample, to Identify the groups, and to estimate the parameters of the density function underlying the observed data within each group. In section 3 and 4 we illustrate results of segmenting 4510 patients data including menial and ratio scales. And then, we show AHP can be identify the attractiveness of each segment, in which the decision maker can select the best target segment.

Tree Size Distribution Modelling: Moving from Complexity to Finite Mixture

  • Ogana, Friday Nwabueze;Chukwu, Onyekachi;Ajayi, Samuel
    • Journal of Forest and Environmental Science
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    • 제36권1호
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    • pp.7-16
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    • 2020
  • Tree size distribution modelling is an integral part of forest management. Most distribution yield systems rely on some flexible probability models. In this study, a simple finite mixture of two components two-parameter Weibull distribution was compared with complex four-parameter distributions in terms of their fitness to predict tree size distribution of teak (Tectona grandis Linn f) plantations. Also, a system of equation was developed using Seemingly Unrelated Regression wherein the size distributions of the stand were predicted. Generalized beta, Johnson's SB, Logit-Logistic and generalized Weibull distributions were the four-parameter distributions considered. The Kolmogorov-Smirnov test and negative log-likelihood value were used to assess the distributions. The results show that the simple finite mixture outperformed the four-parameter distributions especially in stands that are bimodal and heavily skewed. Twelve models were developed in the system of equation-one for predicting mean diameter, seven for predicting percentiles and four for predicting the parameters of the finite mixture distribution. Predictions from the system of equation are reasonable and compare well with observed distributions of the stand. This simplified mixture would allow for wider application in distribution modelling and can also be integrated as component model in stand density management diagram.

FDS를 이용한 구획실 백드래프트 현상의 수치적 재현성에 관한 연구 (A Study of Numerical Reproducibility for the Backdraft Phenomena in a Compartment using the FDS)

  • 박지웅;오창보;최병일;한용식
    • 한국안전학회지
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    • 제28권6호
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    • pp.6-10
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    • 2013
  • A numerical reproducibility of the backdraft phenomena in a compartment was investigated. The prediction performance of two combustion models, the mixture fraction and finite chemistry models, were tested for the backdraft phenomena using the FDS code developed by the NIST. The mixture fraction model could not predict the flame propagation in a fuel-air mixture as well as the backdraft phenomena. However, the finite chemistry model predicted the flame propagation in the mixture inside a tube reasonably. In addition, the finite chemistry model predicted well the backdraft phenomena in a compartment qualitatively. The flame propagation inside the compartment, fuel and oxygen distribution and explosive fire ball behavior were well simulated with the finite chemistry model. It showed that the FDS adopted with the finite chemistry model can be an effective simulation tool for the investigation of backdraft in a compartment.

Time-Matching Poisson Multi-Bernoulli Mixture Filter For Multi-Target Tracking In Sensor Scanning Mode

  • Xingchen Lu;Dahai Jing;Defu Jiang;Ming Liu;Yiyue Gao;Chenyong Tian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제17권6호
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    • pp.1635-1656
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    • 2023
  • In Bayesian multi-target tracking, the Poisson multi-Bernoulli mixture (PMBM) filter is a state-of-the-art filter based on the methodology of random finite set which is a conjugate prior composed of Poisson point process (PPP) and multi-Bernoulli mixture (MBM). In order to improve the random finite set-based filter utilized in multi-target tracking of sensor scanning, this paper introduces the Poisson multi-Bernoulli mixture filter into time-matching Bayesian filtering framework and derive a tractable and principled method, namely: the time-matching Poisson multi-Bernoulli mixture (TM-PMBM) filter. We also provide the Gaussian mixture implementation of the TM-PMBM filter for linear-Gaussian dynamic and measurement models. Subsequently, we compare the performance of the TM-PMBM filter with other RFS filters based on time-matching method with different birth models under directional continuous scanning and out-of-order discontinuous scanning. The results of simulation demonstrate that the proposed filter not only can effectively reduce the influence of sampling time diversity, but also improve the estimated accuracy of target state along with cardinality.

A mixture theory based method for three-dimensional modeling of reinforced concrete members with embedded crack finite elements

  • Manzoli, O.L.;Oliver, J.;Huespe, A.E.;Diaz, G.
    • Computers and Concrete
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    • 제5권4호
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    • pp.401-416
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    • 2008
  • The paper presents a methodology to model three-dimensional reinforced concrete members by means of embedded discontinuity elements based on the Continuum Strong Discontinuous Approach (CSDA). Mixture theory concepts are used to model reinforced concrete as a 3D composite material constituted of concrete with long fibers (rebars) bundles oriented in different directions embedded in it. The effects of the rebars are modeled by phenomenological constitutive models devised to reproduce the axial non-linear behavior, as well as the bond-slip and dowel action. The paper presents the constitutive models assumed for the components and the compatibility conditions chosen to constitute the composite. Numerical analyses of existing experimental reinforced concrete members are presented, illustrating the applicability of the proposed methodology.

결측 공변량을 갖는 혼합회귀모형에서의 EM 알고리즘 (The EM algorithm for mixture regression with missing covariates)

  • 김형민;함건희;서병태
    • 응용통계연구
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    • 제29권7호
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    • pp.1347-1359
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    • 2016
  • 혼합회귀모형은 반응 변수와 공변량 사이의 관계를 규명하는 유용한 통계적 모형으로 여러 분야에서 사용되어지고 있다. 하지만 실제로 혼합회귀모형을 이용하여 분석을 하는 과정에서 공변량이 결측값을 포함하는 문제는 흔하게 발생하며, 발생하는 결측의 유형 또한 다양하게 나타난다. 이러한 경우에 있어서 본 논문에서는 최대우도추정량을 구하기 위한 EM 알고리즘을 제안하고자 한다. 제안된 EM 알고리즘의 효용성을 모의실험을 통해 확인하였으며 또한 사례연구를 통해 제시된 방법이 어떻게 사용될수 있는지와 그 효용성을 함께 확인하였다.

혼합회귀모델을 이용한 의사의 선호보상체계 분석 (Segmentation of the Compensation Packages for Doctors by Mixture Regression Model)

  • 백수경;곽영식
    • 한국병원경영학회지
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    • 제10권4호
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    • pp.75-97
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    • 2005
  • The research objective is to empirically investigate the compensation packages maximizing the utilities of internal customers by applying the market segmentation theory. Data was collected from four Korean hospitals in Seoul, Busan and Gyunggi-do. The research is designed to seek the compensation package maximizing the utility of doctors by mixture regression model, which has been applied as latent structure and other type of finite mixture models from various academic fields since early 1980s. The mixture regression model shows the optimal segments number and fuzzy classification for each observation by EM(expectation-maximization algorism). The finite mixture regression model is to unmix the sample, to identify the groups, and to estimate the parameters of the density function underlying the observed data within each group. The doctors were segmented into 5 groups by their preference for the compensation package. The results of this study imply that the utility of doctors increases with differentiated compensation package segmented by their preference.

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제트 확산화염구조에 대한 FDS 연소모델의 예측성능 비교 연구 (A Comparison Study of the Prediction Performance of FDS Combustion Model for the Jet Diffusion Flame Structure)

  • 박은정;오창보
    • 한국안전학회지
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    • 제25권3호
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    • pp.22-27
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    • 2010
  • A prediction performance of Fire Dynamics Simulator(FDS) developed by NIST for the diffusion flame structure was validated with experimental results of a laminar slot jet diffusion flame. Two mixture fraction combustion models and two finite chemistry combustion models were used in the FDS simulation for the validation of the jet diffusion flame structure. In order to enhance the prediction performance of flame structure, DNS and radiation model was applied to the simulation. The reaction rates of the finite chemistry combustion models were appropriately adjusted to the diffusion flame. The mixture fraction combustion model predicted the diffusion flame structure reasonably. A 1-step finite chemistry combustion model cannot predict the flame structure well, but the simulation results of a 2-step model were in good agreement with those of experiment except $CO_2$ concentration. It was identified that the 2-step model can be used in the investigation of flame suppression limit with further adjustment of reaction rates

Regime-dependent Characteristics of KOSPI Return

  • Kim, Woohwan;Bang, Seungbeom
    • Communications for Statistical Applications and Methods
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    • 제21권6호
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    • pp.501-512
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    • 2014
  • Stylized facts on asset return are fat-tail, asymmetry, volatility clustering and structure changes. This paper simultaneously captures these characteristics by introducing a multi-regime models: Finite mixture distribution and regime switching GARCH model. Analyzing the daily KOSPI return from $4^{th}$ January 2000 to $30^{th}$ June 2014, we find that a two-component mixture of t distribution is a good candidate to describe the shape of the KOSPI return from unconditional and conditional perspectives. Empirical results suggest that the equality assumption on the shape parameter of t distribution yields better discrimination of heterogeneity component in return data. We report the strong regime-dependent characteristics in volatility dynamics with high persistence and asymmetry by employing a regime switching GJR-GARCH model with t innovation model. Compared to two sub-samples, Pre-Crisis (January 2003 ~ December 2007) and Post-Crisis (January 2010 ~ June 2014), we find that the degree of persistence in the Pre-Crisis is higher than in the Post-Crisis along with a strong asymmetry in the low-volatility (high-volatility) regime during the Pre-Crisis (Post-Crisis).

Statistical analysis and probabilistic modeling of WIM monitoring data of an instrumented arch bridge

  • Ye, X.W.;Su, Y.H.;Xi, P.S.;Chen, B.;Han, J.P.
    • Smart Structures and Systems
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    • 제17권6호
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    • pp.1087-1105
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    • 2016
  • Traffic load and volume is one of the most important physical quantities for bridge safety evaluation and maintenance strategies formulation. This paper aims to conduct the statistical analysis of traffic volume information and the multimodal modeling of gross vehicle weight (GVW) based on the monitoring data obtained from the weigh-in-motion (WIM) system instrumented on the arch Jiubao Bridge located in Hangzhou, China. A genetic algorithm (GA)-based mixture parameter estimation approach is developed for derivation of the unknown mixture parameters in mixed distribution models. The statistical analysis of one-year WIM data is firstly performed according to the vehicle type, single axle weight, and GVW. The probability density function (PDF) and cumulative distribution function (CDF) of the GVW data of selected vehicle types are then formulated by use of three kinds of finite mixed distributions (normal, lognormal and Weibull). The mixture parameters are determined by use of the proposed GA-based method. The results indicate that the stochastic properties of the GVW data acquired from the field-instrumented WIM sensors are effectively characterized by the method of finite mixture distributions in conjunction with the proposed GA-based mixture parameter identification algorithm. Moreover, it is revealed that the Weibull mixture distribution is relatively superior in modeling of the WIM data on the basis of the calculated Akaike's information criterion (AIC) values.