• 제목/요약/키워드: Importance sampling method

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이단계 Latin Hypercube 추출법과 그 응용 (Two-stage Latin hypercube sampling and its application)

  • 임미정;권우주;이주호
    • 응용통계연구
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    • 제8권2호
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    • pp.99-108
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    • 1995
  • 본 논문에서는 컴퓨터 모델을 이용하여 복잡한 시스템을 모형화할 때 결과값의 분포를 보다 정확히 추정하기 위한 입력변수의 추출방법으로서 McKay 등(1979)이 제안한 Latin Hypercube 추출법을 개선한 이단계 Latin Hypercube 추출법을 제시하고 모의 실험을 통하여 새로운 표본추출법이 기존의 표본추출법들보다 더 효율적임을 보였다.

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지반-구조물 상호작용 효과를 고려한 확률론적 역량스펙트럼법 (Probabilistic capacity spectrum method considering soil-structure interaction effects)

  • 채리토노세테;김두기;김동현;조성국
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2008년도 정기 학술대회
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    • pp.65-70
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    • 2008
  • The capacity spectrum method (CSM) is a deterministic seismic analysis approach wherein the expected seismic response of a structure is established as the intersection of the demand and capacity curves. Recently, there are a few studies about a probabilistic CSM where uncertainties in design factors such as material properties, loads, and ground motion are being considered. However, researches show that soil-structure interaction also affects the seismic responses of structures. Thus, their uncertainties should also be taken into account. Therefore, this paper presents a probabilistic approach of using the CSM for seismic analysis considering uncertainties in soil properties. For application, a reinforced concrete bridge column structure is employed as a test model. Considering the randomness of the various design parameters, the structure's probability of failure is obtained. Monte Carlo importance sampling is used as the tool to assess the structure's reliability when subjected to earthquakes. In this study, probabilistic CSM with and without consideration of soil uncertainties are compared and analyzed. Results show that the analysis considering soil structure interaction yields to a greater probability of failure, and thus can lead to a more conservative structural design.

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Evaluation of a Land Use Change Matrix in the IPCC's Land Use, Land Use Change, and Forestry Area Sector Using National Spatial Information

  • Park, Jeongmook;Yim, Jongsu;Lee, Jungsoo
    • Journal of Forest and Environmental Science
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    • 제33권4호
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    • pp.295-304
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    • 2017
  • This study compared and analyzed the construction of a land use change matrix for the Intergovernmental Panel on Climate Change's (IPCC) land use, land use change, and forestry area (LULUCF). We used National Forest Inventory (NFI) permanent sample plots (with a sample intensity of 4 km) and permanent sample plots with 500 m sampling intensity. The land use change matrix was formed using the point sampling method, Level-2 Land Cover Maps, and forest aerial photographs (3rd and 4th series). The land use change matrix using the land cover map indicated that the annual change in area was the highest for forests and cropland; the cropland area decreased over time. We evaluated the uncertainty of the land use change matrix. Our results indicated that the forest land use, which had the most sampling, had the lowest uncertainty, while the grassland and wetlands had the highest uncertainty and the least sampling. The uncertainty was higher for the 4 km sampling intensity than for the 500 m sampling intensity, which indicates the importance of selecting the appropriate sample size when constructing a national land use change matrix.

의류제품유형과 상황에 따른 점포속성중요도에 관한 연구 (A Study on the Importance Degree of Store Attribute According to Fashion Product Types and Task Situations)

  • 신정혜;박재옥;권영아
    • 한국의류학회지
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    • 제30권9_10호
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    • pp.1366-1377
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    • 2006
  • The purposes of this study was to find out 1) the difference in the importance degree of store attribute according to interaction between fashion product types and task situations, 2) the difference in the importance degree of store attribute according to the patronized store types on the basis of fashion product types. The subjects were female adults who lived in Seoul. The sampling method was quota sampling. The data was obtained from 391 questionnaires. The data were analyzed using frequency, one-way ANOVA, Duncan test, and two-way ANOVA by means of SPSS. The results were as follows; 1. According to fashion product types and task situations, there were significant differences in factors of product features, services, physical environments of the store, and price. 2. According to interaction between fashion product types and task situations, there were significant differences in factors of product features, services, physical environments of the store, and price. 3. There were significant differences in factors of product features, services, physical environments of the store, and location of store according to patronized store types, when a consumer purchased a suit, casual wear and inner wear.

충남 일부주민의 건강통제위성격과 건강행위와의 관계연구 (A study on the relationship between Health Locus of Central and Health behavier of residents in Choong Nam Province)

  • 이영휘
    • 대한간호학회지
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    • 제18권2호
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    • pp.118-127
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    • 1988
  • This descriptive-correlational study was undertaken in order to examine if there was relationship between health locus of control and health behavior of 122 residents in Choong Nam Province. The sampling method was non-probability, conventent sampling technique. Questionnaire survey was conducted from March 2 to March 11, 1988. Each participant completed the Multidimensional Health Locus of control(MHLC) scale (Wallsten & Wallston, 1978) and Health Behavior scale (developed by Dr. cho) The collected data were analyzed using Peason Correlation coefficient, t-test and Analusis of Variance. The results were as follows : 1. Hypothesis 1, stating that the higer the score of internal health locus of control, the higher the Score of level of actual implementation of health behavior was supported(r=.1344, p<.05). 2. Hypothesis 2, stating that the higher the score of chance health locus of control, the lower the score of level of actual implementation of health behavior was not supported (r=-.1344, p>.05). 3. Hypothesis 3, stating that the higher the score of internal health locus of control, the higher the score of the level of perceived importance of health behavior was supported (r=.3373, p<.001). 4. Hypothesis 4, stating that the higher the score of chance health locus of control, the lower the score of level of perceived importance of health behavior was not supported (r=-.0810, p>.05). 5. The mean score of internal was 23.36, powerful others was 19.04 and chance 15.36 out of maximum range of 6-30 respectively. The mean score of level of actual implementation of health behavior was 112.84 and level of perceived importance of health behavior 143.60 our of maximum range of 32-160 respectively. 6. The variances which were related with the level of actual implementation of health behavior, were education level, occupation, economic status, referred method of primary health, management and resicent's place. And the variance which were related with the level of perceived importance of health behavior were sex, economic status and occupation.

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

  • 윤휘열;채정우;권광일
    • 한국임상약학회지
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    • 제23권2호
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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.

Efficiency and Robustness of Fully Adaptive Simulated Maximum Likelihood Method

  • Oh, Man-Suk;Kim, Dai-Gyoung
    • Communications for Statistical Applications and Methods
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    • 제16권3호
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    • pp.479-485
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    • 2009
  • When a part of data is unobserved the marginal likelihood of parameters given the observed data often involves analytically intractable high dimensional integral and hence it is hard to find the maximum likelihood estimate of the parameters. Simulated maximum likelihood(SML) method which estimates the marginal likelihood via Monte Carlo importance sampling and optimize the estimated marginal likelihood has been used in many applications. A key issue in SML is to find a good proposal density from which Monte Carlo samples are generated. The optimal proposal density is the conditional density of the unobserved data given the parameters and the observed data, and attempts have been given to find a good approximation to the optimal proposal density. Algorithms which adaptively improve the proposal density have been widely used due to its simplicity and efficiency. In this paper, we describe a fully adaptive algorithm which has been used by some practitioners but has not been well recognized in statistical literature, and evaluate its estimation performance and robustness via a simulation study. The simulation study shows a great improvement in the order of magnitudes in the mean squared error, compared to non-adaptive or partially adaptive SML methods. Also, it is shown that the fully adaptive SML is robust in a sense that it is insensitive to the starting points in the optimization routine.

선형 측정 기법에 의해 발생하는 불연속면 방향성의 왜곡 : 서부 North Carolina의 암반 사면에서의 예 (Sampling Bias of Discontinuity Orientation Measurements for Rock Slope Design in Linear Sampling Technique : A Case Study of Rock Slopes in Western North Carolina)

  • 박혁진
    • 한국지반공학회논문집
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    • 제16권1호
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    • pp.145-155
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    • 2000
  • 불연속면의 방향성은 암반의 과도변형이나 안정성에 영향을 미치는 특성 때문에 암반사면의 안정성 평가에 있어서 매우 중요한 역할을 한다. 불연속면의 방향측정에는 시추공(borehole)을 이용한 측정법이나 노두에서의 scanline을 이용하는 측정법과 같은 선형 측정법이 보편적으로 이용되나 이러한 측정 기법을 이용하여 획득한 자료들은 측선의 방향에 따라 쉽게 왜곡된다. 이러한 왜곡을 수정하기 위한 가중치 (weighting factor)가 적용되어도 특정 방향의 측선을 따라 자료를 획득할 경우 그 왜곡은 쉽게 보정되어지지 않는다. 즉, 불연속면의 방향자료 수집을 위해 이용된 선형 측선이 불연속면의 방향과 평행할 경우 대부분의 측선과 평행한 불연속면들은 조사 결과에 포함되지 않으며 이러한 현상은 불연속면들의 방향성 파악에 심각한 오류를 발생시킬 수 있다. 본 연구에서는 수직 측선 (borehole)에 의해 수집되어진 방향자료들과 수평 측선 (scanline)에 의해 수집되어진 방향자료들을 비교하였다. 서로 다른 두 방법에 의해 수집되어진 방향자료들은 큰 차이를 보이며, 이로 인해 불연속면들의 대표적인 방향성 결정에 장애가 되어진다. 불연속면의 경사각 분포와 수평과 수직 측선에 의해 수집되어진 자료들의 비교를 위해 등면적 극 평사투영망(polar stereo net)을 이용하였다.

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선형추세를 갖는 모집단에 대한 변형계통표집의 일반화와 회귀추정법 (Generalization of modified systematic sampling and regression estimation for population with a linear trend)

  • 김혁주;김정현
    • Journal of the Korean Data and Information Science Society
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    • 제20권6호
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    • pp.1103-1118
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    • 2009
  • 유한모집단의 평균 또는 합계를 추정하고자 하는 경우 모집단 단위들의 배열순서는 중요한 의미를 갖는다. 본 논문에서는 표집률의 역수가 짝수이고 표본 크기가 홀수인 경우 선형추세를 갖는 모집단의 평균 또는 합계를 추정하기 위한 두 가지의 방법을 제시하였다. 첫째 방법은 Singh 등(1968)의 변형계통표집을 일반화한 방법으로 표본을 뽑은 뒤, 추정량을 정하는 과정에서 보간법을 사용한 것이며, 둘째 방법은 변형계통표집으로 표본을 뽑은 뒤, 회귀추정법으로 모수를 추정하는 것이다. Cochran (1946)의 무한초모집단 모형에 근거를 둔 기대평균제곱오차를 기준으로 하여 기존의 방법들과 제시된 방법들을 비교하였으며, 제시된 두 방법 간의 상호 비교도 시행하였다.

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호텔의 서비스 물리적 환경이 만족.관계의 질 및 고객 충성도에 미치는 영향에 관한 연구 (The Effect of Hotel Service Physical Environment on Satisfaction, Relationship Quality and Customer Loyalty)

  • 김경한;한진수;김주향
    • 한국관광식음료학회지:관광식음료경영연구
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    • 제17권1호
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    • pp.85-107
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    • 2006
  • The study reviewed a literature on a role and importance of physical environment of a hotel service and determinant factors including a renovation. Also, the study showed how the service physical environment influenced satisfaction, quality of relationship, and customer loyalty. The Sampling method used a convenience sampling of non-probability sampling methods. samples were from domestic customers experience the hotel services for more than five years of the 1st deluxe hotel in seoul. The collected 200 questionnaires were used to analyze empirically. Regression analysis were used to verify hypotheses. Service physical environment influenced satisfaction, quality of relationship and customer loyalty significantly.

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