• Title/Summary/Keyword: Gibbs Algorithm

검색결과 90건 처리시간 0.021초

Practical and Verifiable C++ Dynamic Cast for Hard Real-Time Systems

  • Dechev, Damian;Mahapatra, Rabi;Stroustrup, Bjarne
    • Journal of Computing Science and Engineering
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    • 제2권4호
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    • pp.375-393
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    • 2008
  • The dynamic cast operation allows flexibility in the design and use of data management facilities in object-oriented programs. Dynamic cast has an important role in the implementation of the Data Management Services (DMS) of the Mission Data System Project (MDS), the Jet Propulsion Laboratory's experimental work for providing a state-based and goal-oriented unified architecture for testing and development of mission software. DMS is responsible for the storage and transport of control and scientific data in a remote autonomous spacecraft. Like similar operators in other languages, the C++ dynamic cast operator does not provide the timing guarantees needed for hard real-time embedded systems. In a recent study, Gibbs and Stroustrup (G&S) devised a dynamic cast implementation strategy that guarantees fast constant-time performance. This paper presents the definition and application of a cosimulation framework to formally verify and evaluate the G&S fast dynamic casting scheme and its applicability in the Mission Data System DMS application. We describe the systematic process of model-based simulation and analysis that has led to performance improvement of the G&S algorithm's heuristics by about a factor of 2. In this work we introduce and apply a library for extracting semantic information from C++ source code that helps us deliver a practical and verifiable implementation of the fast dynamic casting algorithm.

Bayesian Hierarchical Model with Skewed Elliptical Distribution

  • 정윤식
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2000년도 추계학술발표회 논문집
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    • pp.5-12
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    • 2000
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution and it is shown to be useful in such Bayesian meta-analysis. A general class of skewed elliptical distribution is reviewed and developed. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierarchical selection model and use Markov chain Monte Carlo methods to develop inference for the parameters of interest.

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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.

A Bayesian Approach to Detecting Outliers Using Variance-Inflation Model

  • Lee, Sangjeen;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.805-814
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    • 2001
  • The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for outliers problem and also analyze it in linear regression model using a Bayesian approach with the variance-inflation model. We will use Geweke's(1996) ideas which is based on the data augmentation method for detecting outliers in linear regression model. The advantage of the proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability The sampling based approach can be used to allow the complicated Bayesian computation. Finally, our proposed methodology is applied to a simulated and a real data.

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다중표적을 위한 최적 데이터 결합기법 연구 (A study on the Optimal Adaptive Data Association for Multi-Target Tracking)

  • Lee, Yang-Weon
    • 한국정보통신학회논문지
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    • 제6권8호
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    • pp.1146-1152
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    • 2002
  • This paper proposed a scheme for finding an optimal adaptive data association for multi-target between measurements and tracks. First, we assume the relationships between measurements as Mrkov Random Field. Also assumed a priori of the associations as a Gibbs distribution. Based on these assumptions, it was possible to reduce the MAP estimate of the association matrix to the energy minimization problem. After then, we defined an energy function over the measurement space, that may incorporate most of the important natural constraints. Through the experiments, we analyzed and compared this algorithm with other representative algorithms. The result is that it is stable, robust, fast enough for real timecomputation, as well as more accurate than other methods.

BAYESIAN HIERARCHICAL MODEL WITH SKEWED ELLIPTICAL DISTRIBUTION

  • Chung, Youn-Shik;Dipak K. Dey;Yang, Tae-Young;Jang, Jung-Hoon
    • Journal of the Korean Statistical Society
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    • 제32권4호
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    • pp.425-448
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    • 2003
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution proposed originally by Chen et al. (1999) and Branco and Dey (2001). These rich classes of models combine the information of independent studies, allowing investigation of variability both between and within studies, and incorporate weight function. Here, the testing for the skewness parameter is discussed. The score test statistic for such a test can be shown to be expressed as the posterior expectations. Also, we consider the detail computational scheme under skewed normal and skewed Student-t distribution using MCMC method. Finally, we introduce one example from Johnson (1993)'s real data and apply our proposed methodology. We investigate sensitivity of our results under different skewed errors and under different prior distributions.

Bayesian analysis for the bivariate Poisson regression model: Applications to road safety countermeasures

  • Choe, Hyeong-Gu;Lim, Joon-Beom;Won, Yong-Ho;Lee, Soo-Beom;Kim, Seong-W.
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.851-858
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    • 2012
  • We consider a bivariate Poisson regression model to analyze discrete count data when two dependent variables are present. We estimate the regression coefficients as sociated with several safety countermeasures. We use Markov chain and Monte Carlo techniques to execute some computations. A simulation and real data analysis are performed to demonstrate model fitting performances of the proposed model.

Nozzle Swing Angle Measurement Involving Weighted Uncertainty of Feature Points Based on Rotation Parameters

  • Liang Wei;Ju Huo;Chen Cai
    • Current Optics and Photonics
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    • 제8권3호
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    • pp.300-306
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    • 2024
  • To solve the nozzle swing angle non-contact measurement problem, we present a nozzle pose estimation algorithm involving weighted measurement uncertainty based on rotation parameters. Firstly, the instantaneous axis of the rocket nozzle is constructed and used to model the pivot point and the nozzle coordinate system. Then, the rotation matrix and translation vector are parameterized by Cayley-Gibbs-Rodriguez parameters, and the novel object space collinearity error equation involving weighted measurement uncertainty of feature points is constructed. The nozzle pose is obtained at this step by the Gröbner basis method. Finally, the swing angle is calculated based on the conversion relationship between the nozzle static coordinate system and the nozzle dynamic coordinate system. Experimental results prove the high accuracy and robustness of the proposed method. In the space of 1.5 m × 1.5 m × 1.5 m, the maximum angle error of nozzle swing is 0.103°.

보조 혼합 샘플링을 이용한 베이지안 로지스틱 회귀모형 : 당뇨병 자료에 적용 및 분류에서의 성능 비교 (Bayesian logit models with auxiliary mixture sampling for analyzing diabetes diagnosis data)

  • 이은희;황범석
    • 응용통계연구
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    • 제35권1호
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    • pp.131-146
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    • 2022
  • 로지스틱 회귀 모형은 다양한 분야에서 범주형 종속 변수를 예측하거나 분류하기 위한 모형으로 많이 사용되고 있다. 로지스틱 회귀 모형에 대한 전통적인 베이지안 추론 기법으로 메트로폴리스-헤이스팅스 알고리즘이 많이 사용되었지만, 수렴의 속도가 느리고 제안 분포에 대한 적절성을 보장하기 어렵다. 따라서, 본 논문에서는 모형에 대한 베이지안 추론 방법으로 Frühwirth-Schnatter와 Frühwirth (2007)에서 제안된 보조 혼합 샘플링(auxiliary mixture sampling) 기법을 사용하였다. 이 방법은 모형의 선형성과 정규성을 만족시키기 위해 두 단계에 거쳐 잠재변수를 도입하며, 결과적으로 깁스 샘플링을 통한 추론을 가능하게 한다. 제안한 모형의 효과를 검증하기 위해 2020년 지역사회 건강조사 당뇨병 자료에 적용하여 메트로폴리스-헤이스팅스를 사용한 모형과 추론 결과를 비교 분석하였다. 또한, 다양한 분류 모형들과 본 논문에서 제안한 모형의 분류 성능을 비교한 결과 제안된 모형이 분류 분석에서도 좋은 성능을 보이는 것을 확인할 수 있었다.

한우의 도체중, 배장근단면적 및 근내지방도의 유전모수 추정방법 (Methods for Genetic Parameter Estimations of Carcass Weight, Longissimus Muscle Area and Marbling Score in Korean Cattle)

  • 이득환
    • Journal of Animal Science and Technology
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    • 제46권4호
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    • pp.509-516
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    • 2004
  • 한우 종모우 선발을 위한 유전능력 평가에서 고려되는 형질들 중 이산형 형태로 조사되는 근내지방도의 유전변이가 추정방법에 따라 어느 정도 차이가 있는지 알아보기 위한 모의실험을 실시하였다. 모의실험 자료는 연속변량으로 간주되는 도체중 및 배장근단면적과 근내지방도의 잠재변수를 다변량 정규분포함수에서 생성하였고 근내지방도의 잠재변수를 이용하여 특정 임계값을 중심으로 순서화된 근내지방도 점수로 변화 하였따. 근내지방도의 점수 부여방법으로써 비거세우에서 조사된 근내지방도의 점수 1${\sim}$5점 사이에 정규분포에서 크게 어긋나는 분포특성을 갖도록 자료(DSI)를 생성하였고 또한 한우 거세우에서 현재 조사되고 있는 점수 1${\sim}$7점 사이에 정규 분포에 좀더 접근한 분포특성을 갖는 모의 자료(DS2)를 생성하였다. 분석방법간에 유전변이 추정의 정확도를 알아보기 위하여 1) 생성된 이들 자료를 선형으로 간주하고 다형질 혼합 선형 개체모형에서 REML 분석방법으로 유전변이를 추정하였고 2) 특정 임계치를 중심으로 잠재변수가 존재한다는 가정하에 다형질 임계 개체 혼합모형을 설정하여 Gibbs sampling 방법으로 유전변이를 추정하였다. 여기서 추정된 유전변이(유전력, 유전상관 및 잔차상관)에 대하여 모수와의 차이를 검정함으로써 편의되는 정도를 알아보았다. 모의실험은 각 자료에 대하여 10회 실시하였다. 분석결과, 근내지방도의 유전력 추정치는 DS1에서는 다형질 임계개체혼합모형을 설정하여 Gibbs sampling 방법으로 모수에 대한 사후분포의 평균으로 계산한 결과 참값과 유의적인 차이가 없는 것으로 분석되었다. 반면에 근내지방도를 선형으로 간주하고 다형질 선형 개체혼합모형에 의한 유전력 추정치는 모수보다 매우 낮은 유전력을 보였다(0.500 vs 0.315). 유전상관 추정치는 선형모형에서의 REML 방법 또는 임계모형에서의Gibbs sampling 방법에서 모두 모수와 유의적인 차이가 없는 것으로 분석되었으나 근내지방도의 잔차상관에 있어서 REML 방법으로 분석하였을 경우에 모수보다 낮게 추정되었다. 반면에 범주형 모형에서는 모수와 추정치 간에 유의적인 차이가 없는 것으로 분석되었다. 또한 7개의 범주형으로 조사된 자료(DS2)에서 이들 추정치는 DS1에서와 동일한 경향을 보였는데 그 편의 정도는 다소 적어지는 경향을 보였다. 따라서 이산형으로 조사되는 근내지방도에 대한 유전변이를 추정하기 위해서는 범주형 임계모형이 선형모형 보다 사소 정확한 추정을 할 수 있을 것으로 판단 되었다.