• Title/Summary/Keyword: Importance Estimation

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Structural reliability estimation based on quasi ideal importance sampling simulation

  • Yonezawa, Masaaki;Okuda, Shoya;Kobayashi, Hiroaki
    • Structural Engineering and Mechanics
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    • v.32 no.1
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    • pp.55-69
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    • 2009
  • A quasi ideal importance sampling simulation method combined in the conditional expectation is proposed for the structural reliability estimation. The quasi ideal importance sampling joint probability density function (p.d.f.) is so composed on the basis of the ideal importance sampling concept as to be proportional to the conditional failure probability multiplied by the p.d.f. of the sampling variables. The respective marginal p.d.f.s of the ideal importance sampling joint p.d.f. are determined numerically by the simulations and partly by the piecewise integrations. The quasi ideal importance sampling simulations combined in the conditional expectation are executed to estimate the failure probabilities of structures with multiple failure surfaces and it is shown that the proposed method gives accurate estimations efficiently.

Evolution Strategies Based Particle Filters for Simultaneous State and Parameter Estimation of Nonlinear Stochastic Models

  • Uosaki, K.;Hatanaka, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1765-1770
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    • 2005
  • Recently, particle filters have attracted attentions for nonlinear state estimation. In this approaches, a posterior probability distribution of the state variable is evaluated based on observations in simulation using so-called importance sampling. We proposed a new filter, Evolution Strategies based particle (ESP) filter to circumvent degeneracy phenomena in the importance weights, which deteriorates the filter performance, and apply it to simultaneous state and parameter estimation of nonlinear state space models. Results of numerical simulation studies illustrate the applicability of this approach.

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A Study on the Improvement of Estimation Method of an Appraisal Standard to Select of the Subject in VE. (VE 대상선정을 위한 평가기준 중요도 산정방법 개선에 관한 연구)

  • Kwon Byoung Suk;Lee Dong Jun;Chun Jae Youl
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • autumn
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    • pp.291-294
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    • 2001
  • This study has established an appraisal standard to select VE subject when they evaluate of design VE by using of a qualify model in an early design step and has suggested an improvement method for importance's estimation method of an appraisal standard. An importance's estimation method is to arrangement of geometric average method using an AHP method to this study, When an evaluation of a quality model, we estimate an importance by establishing of an appraisal standard of economics, construction, security, environmental influence, maintenance, etc.

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Comparison of Estimation Methods in NONMEM 7.2: Application to a Real Clinical Trial Dataset (실제 임상 데이터를 이용한 NONMEM 7.2에 도입된 추정법 비교 연구)

  • Yun, Hwi-Yeol;Chae, Jung-Woo;Kwon, Kwang-Il
    • Korean Journal of Clinical Pharmacy
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    • v.23 no.2
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    • pp.137-141
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    • 2013
  • Purpose: This study compared the performance of new NONMEM estimation methods using a population analysis dataset collected from a clinical study that consisted of 40 individuals and 567 observations after a single oral dose of glimepiride. Method: The NONMEM 7.2 estimation methods tested were first-order conditional estimation with interaction (FOCEI), importance sampling (IMP), importance sampling assisted by mode a posteriori (IMPMAP), iterative two stage (ITS), stochastic approximation expectation-maximization (SAEM), and Markov chain Monte Carlo Bayesian (BAYES) using a two-compartment open model. Results: The parameters estimated by IMP, IMPMAP, ITS, SAEM, and BAYES were similar to those estimated using FOCEI, and the objective function value (OFV) for diagnosing the model criteria was significantly decreased in FOCEI, IMPMAP, SAEM, and BAYES in comparison with IMP. Parameter precision in terms of the estimated standard error was estimated precisely with FOCEI, IMP, IMPMAP, and BAYES. The run time for the model analysis was shortest with BAYES. Conclusion: In conclusion, the new estimation methods in NONMEM 7.2 performed similarly in terms of parameter estimation, but the results in terms of parameter precision and model run times using BAYES were most suitable for analyzing this dataset.

Blog Search Method using User Relevance Feedback and Guru Estimation (사용자 적합성 피드백과 구루 평가 점수를 고려한 블로그 검색 방법)

  • Jeong, Kyung-Seok;Park, Hyuk-Ro
    • The KIPS Transactions:PartB
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    • v.15B no.5
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    • pp.487-492
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    • 2008
  • Most Web search engines use ranking methods that take both the relevancy and the importance of documents into consideration. The importance of a document denotes the degree of usefulness of the document to general users. One of the most successful methods for estimating the importance of a document has been Page-Rank algorithm which uses the hyperlink structure of the Web for the estimation. In this paper, we propose a new importance estimation algorithm for the blog environment. The proposed method, first, calculates the importance of each document using user's bookmark and click count. Then, the Guru point of a blogger is computed as the sum of all importance points of documents which he/she wrote. Finally, the guru points are reflected in document ranking again. Our experiments show that the proposed method has higher correlation coefficient than the traditional methods with respect to correct answers.

Evolution Strategies Based Particle Filters for Nonlinear State Estimation

  • Uosaki, Katsuji;Kimura, Yuuya;Hatanaka, Toshiharu
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.559-564
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    • 2003
  • Recently, particle filters have attracted attentions for nonlinear state estimation. They evaluate a posterior probability distribution of the state variable based on observations in simulation using so-called importance sampling. However, degeneracy phenomena in the importance weights deteriorate the filter performance. A new filter, Evolution Strategies Based Particle Filter, is proposed to circumvent this difficulty and to improve the performance. Numerical simulation results illustrate the applicability of the proposed idea.

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Marginal Likelihoods for Bayesian Poisson Regression Models

  • Kim, Hyun-Joong;Balgobin Nandram;Kim, Seong-Jun;Choi, Il-Su;Ahn, Yun-Kee;Kim, Chul-Eung
    • Communications for Statistical Applications and Methods
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    • v.11 no.2
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    • pp.381-397
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    • 2004
  • The marginal likelihood has become an important tool for model selection in Bayesian analysis because it can be used to rank the models. We discuss the marginal likelihood for Poisson regression models that are potentially useful in small area estimation. Computation in these models is intensive and it requires an implementation of Markov chain Monte Carlo (MCMC) methods. Using importance sampling and multivariate density estimation, we demonstrate a computation of the marginal likelihood through an output analysis from an MCMC sampler.

A Study on Evaluation Method of Fatigue Strength Data Using Likelihood Interval Estimation Method (우도구간 추정법에 의한 피로강도 데이터 평가법에 관한 연구)

  • 최창섭
    • Journal of the Korean Society of Safety
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    • v.10 no.2
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    • pp.10-16
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    • 1995
  • In estimating the fatigue data, only the uniform safety rate has been applied so far However, since more reasonable design concepts such as machine structures or subsidiary materials will be required in the future, the importance of a statistical estimation method for fatigue data is being highlighted. With such basic conception in mind, this study was aimed at critically discussing the interval estimation method which has been applied using the classical statistics thus far It was conceived that this conventional method would result in the estimation of the unstable side from the viewpoint of the likelihood Interval estimation method. In this regard, this study aimed at estimating the fatigue strength through the likelihood interval estimation method comparing it with the conventional interval estimation method would result in the estimation of the unstable side from the viewpoint of the likelihood interval estimation method. One of the methods using the likelihood for estimation data is the Bayes method. Based on this theory, statistical estimations were positivly applied, and thereupon, the fatigue data were estimated.

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Development Plan of Facility Importance, Risk, and Damage Estimation Inventory Construction for Assisting Disaster Response Decision-Making (재난대응 의사결정 지원을 위한 시설물 중요도·위험도·피해액 산정 인벤토리 구축 방안 연구)

  • CHOI, Soo-Young;GANG, Su-Myung;JO, Yun-Won;OH, Eun-Ho;PARK, Jae-Woo;KIM, Gil-Ho
    • Journal of the Korean Association of Geographic Information Studies
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    • v.19 no.1
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    • pp.167-179
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    • 2016
  • The safety of SOC facilities is constantly under threat by the globally increasing abnormal climate. Responding to disasters requires prompt decision-making such as suggesting evacuation paths. For doing so, spatio-temporal information with convergence of disaster information and SOC facility information must be utilized. Such information is being collected separately by the government or related organizations, but not collectively. The collective control of the separately collected disaster information and the generation of SOC facility safety and damage information are required for prompt disaster response. Also, as disaster information requires spatio-temporal convergence in its nature, the construction of an inventory that integrates related information and assists disaster response decision-making is required. A plan to construct a facility importance, risk, and damage estimation inventory for assisting prompt disaster response decision-making is suggested in this study. Through this study, the disaster and SOC facility-related data, which are being managed separately, can be collected and standardized. The integrated information required for the estimation of facility importance, risk, and damage can be provided. The suggested system is expected to be used as a decision-making tool for proactive disaster response.

Using Standard Deviation with Analogy-Based Estimation for Improved Software Effort Prediction

  • Mohammad Ayub Latif;Muhammad Khalid Khan;Umema Hani
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.5
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    • pp.1356-1376
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    • 2023
  • Software effort estimation is one of the most difficult tasks in software development whereas predictability is also of equal importance for strategic management. Accurate prediction of the actual cost that will be incurred in software development can be very beneficial for the strategic management. This study discusses the latest trends in software estimation focusing on analogy-based techniques to show how they have improved the accuracy for software effort estimation. It applies the standard deviation technique to the expected value of analogy-based estimates to improve accuracy. In more than 60 percent cases the applied technique of this study helped in improving the accuracy of software estimation by reducing the Magnitude of Relative Error (MRE). The technique is simple and it calculates the expected value of cost or time and then uses different confidence levels which help in making more accurate commitments to the customers.