• Title/Summary/Keyword: Gibbs distribution

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A MAP Estimate of Optimal Data Association in Multi-Target Tracking (다중표적추적의 최적 데이터결합을 위한 MAP 추정기 개발)

  • 이양원
    • Journal of Institute of Control, Robotics and Systems
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    • v.9 no.3
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    • pp.210-217
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    • 2003
  • We introduced a scheme for finding an optimal data association matrix that represents the relationships between the measurements and tracks in multi-target tracking (MIT). We considered the relationships between targets and measurements as Markov Random Field and 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. To find the minimizer of the energy function, we derived a new equation in closed form. By introducing Lagrange multiplier, we derived a compact equation for parameters updating. In this manner, a pair of equations that consist of tracking and parameters updating can track the targets adaptively in a very variable environments. For measurements and targets, this algorithm needs only multiplications for each radar scan. Through the experiments, we analyzed and compared this algorithm with other representative algorithm. The result shows that the proposed method is stable, robust, fast enough for real time computation, as well as more accurate than other method.

Estimating Heterogeneous Customer Arrivals to a Large Retail store : A Bayesian Poisson model perspective (대형할인매점의 요일별 고객 방문 수 분석 및 예측 : 베이지언 포아송 모델 응용을 중심으로)

  • Kim, Bumsoo;Lee, Joonkyum
    • Korean Management Science Review
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    • v.32 no.2
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    • pp.69-78
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    • 2015
  • This paper considers a Bayesian Poisson model for multivariate count data using multiplicative rates. More specifically we compose the parameter for overall arrival rates by the product of two parameters, a common effect and an individual effect. The common effect is composed of autoregressive evolution of the parameter, which allows for analysis on seasonal effects on all multivariate time series. In addition, analysis on individual effects allows the researcher to differentiate the time series by whatevercharacterization of their choice. This type of model allows the researcher to specifically analyze two different forms of effects separately and produce a more robust result. We illustrate a simple MCMC generation combined with a Gibbs sampler step in estimating the posterior joint distribution of all parameters in the model. On the whole, the model presented in this study is an intuitive model which may handle complicated problems, and we highlight the properties and possible applications of the model with an example, analyzing real time series data involving customer arrivals to a large retail store.

A Study on the Stereo Image Matching using MRF model and segmented image (MRF 모델과 분할 영상을 이용한 영상정합에 관한 연구)

  • 변영기;한동엽;김용일
    • Proceedings of the Korean Association of Geographic Inforamtion Studies Conference
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    • 2004.03a
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    • pp.511-516
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    • 2004
  • 수치표고모델, 정사영상과 같은 공간영상정보를 구축하기 위해서는 입체영상을 이동한 영상정합(image matching)의 과정이 필수적이며, 단영상 또는 스테레오 영상을 이용하여 대상물의 3차원 정보를 재구성하고 복원하는 기술은 사진측량 및 컴퓨터 비전 분야의 주요 연구 중의 하나이다. 본 연구에서는 화소값의 유사성과 상호관계성을 고려하는 MRF 모델을 이용하여 영상정합을 수행하였다. MRF 모델은 공간분석이나 물리적 현상의 전후관계(contextural dependencies)의 분석을 위한 확률이론의 한 분야로 다양한 공간정보를 통합할 수 있는 방법을 제공한다. 본 연구에서는 기준영상의 화소에 시차를 할당하는 접근 방법으로 확률모델의 일종인 마르코프 랜덤필드(MRF)모델에 기반한 영상정합기법을 제안하였고, 공간내 화소의 상호관계를 고려해주므로 대상물의 경계부분에서의 매칭 정확도를 향상시켰다. 영상정합문제에서의 MRF 기본가정은 영상 내 특정화소의 시차는 그 주위화소의 시차에 의한 부분정보에 따라 결정이 가능하다는 것이다. 깁스분포(gibbs distribution)를 사용하여 사후(posteriori) 확률값을 유도해내고, 이를 최대사후확률(MAP: Maximum a Posteriori)추정법을 이용하여 에너지함수를 생성하였다. 생성된 에너지함수의 최적화(Optimization)를 위하여 본 연구에서는 전역최적화기법인 multiway cut 기법을 사용하여 영상정합에 있어 에너지함수를 최소로 하는 이미지화소에 대한 시차레이블을 구하여 영상정합을 수행하였다.

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Bayesian Computation for Superposition of MUSA-OKUMOTO and ERLANG(2) processes (MUSA-OKUMOTO와 ERLANG(2)의 중첩과정에 대한 베이지안 계산 연구)

  • 최기헌;김희철
    • The Korean Journal of Applied Statistics
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    • v.11 no.2
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    • pp.377-387
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    • 1998
  • A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced latent variables that indicates with component of the Superposition model. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Metropolis algorithms along with Gibbs steps are proposed to preform the Bayesian inference of such models. for model determination, we explored the Pre-quential conditional predictive Ordinate(PCPO) criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions, we consider in this paper Superposition of Musa-Okumoto and Erlang(2) models. A numerical example with simulated dataset is given.

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A Study on Estimation of Design Rainfall and Uncertainty Analysis Based on Bayesian GEV Distribution (Bayesian GEV분포를 이용한 확률강우량 추정 및 불확실성 평가)

  • Kwon, Hyun-Han;Kim, Jin-Young
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.366-366
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    • 2012
  • 확률강우량은 하천설계, 수자원설계 및 계획을 위한 기초자료로 활용되며 최근 이상기후 및 기후변화로 인한 극치강우의 빈도 및 양적 증가로 인한 확률강우량 산정의 불확실성 분석에 대한 관심이 크게 증가하고 있다. 수문빈도 해석에 있어서 대부분 지역이 50년 이하의 수문자료가 이용되고 있으며 수문설계에서 요구되는 50년 이상의 확률강수량 추정시에는 상당한 불확실성을 내포하고 있다. 이러한 점에서 본 연구에서는 자료연수에 따른 Sampling Error와 분포형의 매개변수의 불확실성을 고려한 해석모형을 구축하고자 한다. 빈도해석에서 매개변수를 추정하기 위해서는 일반적으로 모멘트법, 최우도법, 확률가중모멘트법이 이용되고 있으나 사용되는 분포형에 따라서 통계학적으로 불확실성 구간을 정량화하는 과정이 난해할 뿐만 아니라 극치 수문자료가 Thick-Tailed분포의 특성을 가짐에도 불구하고 신뢰구간 산정시 정규분포로 가정하는 등 기존 해석 방법에는 많은 문제점을 내포하고 있다. 본 연구에서는 이러한 매개변수의 불확실성 평가에 있어서 우수한 해석능력을 발휘하는 Bayesian기법을 도입하여 분포형의 매개변수를 추정하고 매개변수 추정과 관련된 불확실성을 평가하고자 한다. 이와 별개로 자료연한에 따른 Sampling Error를 추정하기 위해서 Bootstrapping 기반의 해석모형을 구축하고자 하며 최종적으로 빈도해석시에 나타나는 불확실성을 종합적으로 검토하였다. 빈도해석을 위한 확률분포형으로 GEV(generalized extreme value)분포를 이용하였으며 Gibbs 샘플러를 활용한 Bayesian Markov Chain Monte Carlo 모의를 기본 해석모형으로 활용하였다.

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A Nonstationary Frequency Analysis of Extreme Wind Speed in Jeju using Bayesian Approach (베이지안 기법을 이용한 제주지역 극치풍속의 비정상성 빈도해석)

  • Kim, Kyoungmin;Kwon, Hyun-Han;Kwon, Soon-Duck
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.39 no.6
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    • pp.667-673
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    • 2019
  • Global warming may accelerate climate change and may increase disaster caused by strong winds. This research studied a method for a nonstationary frequency analysis considering the linear trend over time. The Bayesian method was used to estimate the posterior distribution of the parameters for the extreme value distribution of the annual maximum wind speed at Jeju Airport. The nonstationary frequency analysis was performed based on the Monte Carlo Markov Chain simulation and the Gibbs sampling. The estimated wind speeds by nonstationary frequency analysis was larger than those by stationary analysis. The conventional frequency analysis procedure assuming stationarity is likely to underestimate the future design wind speed in the region where statistically significant trend exists.

Concept of Trend Analysis of Hydrologic Extreme Variables and Nonstationary Frequency Analysis (극치수문자료의 경향성 분석 개념 및 비정상성 빈도해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.4B
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    • pp.389-397
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both Gumbel distribution and trend analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

Study on the Melting Point Depression of Tin Nanoparticles Manufactured by Modified Evaporation Method (수정된 증발법을 이용하여 제작된 주석 나노입자의 녹는점 강하에 관한 연구)

  • Kim, Hyun Jin;Beak, Il Kwon;Kim, Kyu Han;Jang, Seok Pil
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.38 no.8
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    • pp.695-700
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    • 2014
  • In the present study, the melting temperature depression of Sn nanoparticles manufactured using the modified evaporation method was investigated. For this purpose, a modified evaporation method with mass productivity was developed. Using the manufacturing process, Sn nanoparticles of 10 nm size was manufactured in benzyl alcohol solution to prevent oxidation. To examine the morphology and size distribution of the nanonoparticles, a transmission electron microscope was used. The melting temperature of the Sn nanoparticles was measured using a Differential scanning calorimetry (DSC) which can calculate the endothermic energy during the phase changing process and an X-ray photoelectron spectroscopy (XPS) used for observing the manufactured Sn nanoparticle compound. The melting temperature of the Sn nanoparticles was observed to be $129^{\circ}C$, which is $44^{\circ}C$ lower than that of the bulk material. Finally, the melting temperature was compared with the Gibbs Thomson and Lai's equations, which can predict the melting temperature according to the particle size. Based on the experimental results, the melting temperature of the Sn nanoparticles was found to match well with those recommended by the Lai's equation.

Adsorption Characteristics of Brilliant Green by Coconut Based Activated Carbon : Equilibrium, Kinetic and Thermodynamic Parameter Studies (야자계 입상 활성탄에 의한 brilliant green의 흡착 특성 : 평형, 동력학 및 열역학 파라미터에 관한 연구)

  • Lee, Jong-Jib
    • Clean Technology
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    • v.25 no.3
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    • pp.198-205
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    • 2019
  • The adsorption equilibrium, kinetic, and thermodynamic parameters of brilliant green adsorbed by coconut based granular activated carbon were determined from various initial concentrations ($300{\sim}500mg\;L^{-1}$), contact time (1 ~ 12 h), and adsorption temperature (303 ~ 323 K) through batch experiments. The equilibrium adsorption data were analyzed by Langmuir, Freundlich, Temkin, Harkins-Jura, and Elovich isotherm models. The estimated Langmuir dimensionless separation factor ($R_L=0.018{\sim}0.040$) and Freundlich constant ($n^{-1}=0.176{\sim}0.206$) show that adsorption of brilliant green by activated carbon is an effective treatment process. Adsorption heat constants ($B=12.43{\sim}17.15J\;mol^{-1}$) estimated by the Temkin equation corresponded to physical adsorption. The isothermal parameter ($A_{HJ}$) by the Harkins-Jura equation showed that the heterogeneous pore distribution increased with increasing temperature. The maximum adsorption capacity by the Elovich equation was found to be much smaller than the experimental value. The adsorption process was best described by the pseudo second order model, and intraparticle diffusion was a rate limiting step in the adsorption process. The intraparticle diffusion rate constant increased because the dye activity increased with increases in the initial concentration. Also, as the initial concentration increased, the influence of the boundary layer also increased. Negative Gibbs free energy ($-10.3{\sim}-11.4kJ\;mol^{-1}$), positive enthalpy change ($18.63kJ\;mol^{-1}$), and activation energy ($26.28kJ\;mol^{-1}$) indicate respectively that the adsorption process is spontaneous, endothermic, and physical adsorption.

Using Bayesian Approaches to Reduce Truncation Artifact in Magnetic Resonance Imaging

  • Lee, Su-Jin
    • Journal of Biomedical Engineering Research
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    • v.19 no.6
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    • pp.585-593
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    • 1998
  • In Fourier magnetic resonance imaging (MRI), the number of phase encoded signals is often reduced to minimize the duration of the studies and maintain adequate signal-to-noise ratio. However, this results in the well-known truncation artifact, whose effect manifests itself as blurring and ringing in the image domain. In this paper, we propose a new regularization method in the context of a Bayesian framework to reduce truncation artifact. Since the truncation artifact appears in t도 phase direction only, the use of conventional piecewise-smoothness constraints with symmetric neighbors may result in the loss of small details and soft edge structures in the read direction. Here, we propose more elaborate forms of constraints than the conventional piecewise-smoothness constraints, which can capture actual spatial information about the MR images. Our experimental results indicate that the proposed method not only reduces the truncation artifact, but also improves tissue regularity and boundary definition without oversmoothing soft edge regions.

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