• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.9
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• pp.1060-1068
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• 2016

The range-free localization using connectivity information has problems of mobile tracking. This paper proposes two Bayesian filter-based mobile tracking algorithms considering a propagation scenario. Kalman and Markov Chain Monte Carlo (MCMC) particle filters are applied according to linearity of two measurement models. Measurement models of the Kalman and MCMC particle filter-based algorithms respectively are defined as connectivity between mobiles, information fusion of connectivity information and received signal strength (RSS) from neighbors within one-hop. To perform the accurate simulation, we consider a real indoor map of shopping mall and degree of radio irregularity (DOI) model. According to obstacles between mobiles, we assume two types of DOIs. We show the superiority of the proposed algorithm over existing range-free algorithms through MATLAB simulations.

• Structural Engineering and Mechanics
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• v.63 no.1
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• pp.47-53
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• 2017

The fundamental goal of this study is to minimize the uncertainty of the median fragility curve and to assess the structural vulnerability under earthquake excitation. Bayesian Inference with Markov Chain Monte Carlo (MCMC) simulation has been presented for efficient collapse response assessment of the independent intake water tower. The intake tower is significantly used as a diversion type of the hydropower station for maintaining power plant, reservoir and spillway tunnel. Therefore, the seismic fragility assessment of the intake tower is a pivotal component for estimating total system risk of the reservoir. In this investigation, an asymmetrical independent slender reinforced concrete structure is considered. The Bayesian Inference method provides the flexibility to integrate the prior information of collapse response data with the numerical analysis results. The preliminary information of risk data can be obtained from various sources like experiments, existing studies, and simplified linear dynamic analysis or nonlinear static analysis. The conventional lognormal model is used for plotting the fragility curve using the data from time history simulation and nonlinear static pushover analysis respectively. The Bayesian Inference approach is applied for integrating the data from both analyses with the help of MCMC simulation. The method achieves meaningful improvement of uncertainty associated with the fragility curve, and provides significant statistical and computational efficiency.

• Smart Structures and Systems
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• v.15 no.3
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• pp.735-749
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• 2015

The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

• ETRI Journal
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• v.45 no.3
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• pp.394-403
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• 2023

Direct tracking problem of moving noncircular sources for multiple arrays is investigated in this study. Here, we propose an improved unscented particle filter (I-UPF) direct tracking method, which combines system proportional symmetry unscented particle filter and Markov Chain Monte Carlo (MCMC) algorithm. Noncircular sources can extend the dimension of sources matrix, and the direct tracking accuracy is improved. This method uses multiple arrays to receive sources. Firstly, set up a direct tracking model through consecutive time and Doppler information. Subsequently, based on the improved unscented particle filter algorithm, the proposed tracking model is to improve the direct tracking accuracy and reduce computational complexity. Simulation results show that the proposed improved unscented particle filter algorithm for noncircular sources has enhanced tracking accuracy than Markov Chain Monte Carlo unscented particle filter algorithm, Markov Chain Monte Carlo extended Kalman particle filter, and two-step tracking method.

• Journal of information and communication convergence engineering
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• v.20 no.2
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• pp.79-89
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• 2022

To compute the mean and variance of component-based reliability software, we focused on path-based reliability analysis. System reliability depends on the transition probabilities of components within a system and reliability of the individual components as basic input parameters. The uncertainty in these parameters is estimated from the test data of the corresponding components and arises from the software architecture, failure behaviors, software growth models etc. Typically, researchers perform Monte Carlo simulations to study uncertainty. Thus, we considered a Markov chain Monte Carlo (MCMC) simulation to calculate uncertainty, as it generates random samples through sequential methods. The MCMC approach determines the input parameters from the probability distribution, and then calculates the average approximate expectations for a reliability estimation. The comparison of different techniques for uncertainty analysis helps in selecting the most suitable technique based on data requirements and reliability measures related to the number of components.

• KIISE Transactions on Computing Practices
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• v.21 no.1
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• pp.94-99
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• 2015

With the recent machine learning paradigm of using nonparametric Bayesian statistics and statistical inference based on random sampling, the Dirichlet distribution finds many uses in a variety of graphical models. It is a multivariate generalization of the gamma distribution and is defined on a continuous (K-1)-simplex. This paper presents a sampling method for a Dirichlet distribution for the problem of dividing an integer X into a sequence of K integers which sum to X. The target samples in our problem are all positive integer vectors when multiplied by a given X. They must be sampled from the correspondingly gridded simplex. In this paper we develop a Markov Chain Monte Carlo (MCMC) proposal distribution for the neighborhood grid points on the simplex and then present the complete algorithm based on the Metropolis-Hastings algorithm. The proposed algorithm can be used for the Markov model, HMM, and Semi-Markov model for accurate state-duration modeling. It can also be used for the Gamma-Dirichlet HMM to model q the global-local duration distributions.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.23 no.6
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• pp.641-649
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• 2010

Estimation of uncertain parameters is required in many engineering problems which involve probabilistic structural analysis as well as prognosis of existing structures. In this case, Bayesian framework is often employed, which is to represent the uncertainty of parameters in terms of probability distributions conditional on the provided data. The resulting form of distribution, however, is not amenable to the practical application due to its complex nature making the standard probability functions useless. In this study, Markov chain Monte Carlo (MCMC) method is proposed to overcome this difficulty, which is a modern computational technique for the efficient and straightforward estimation of parameters. Three case studies that implement the estimation are presented to illustrate the concept. The first one is an inverse estimation, in which the unknown input parameters are inversely estimated based on a finite number of measured response data. The next one is a metamodel uncertainty problem that arises when the original response function is approximated by a metamodel using a finite set of response values. The last one is a prognostics problem, in which the unknown parameters of the degradation model are estimated based on the monitored data.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.127-127
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• 2021

In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.877-888
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• 2017

Spectral analysis is used to determine the frequency of time series data. We first determine the frequency of the series through the power spectrum or the periodogram and then calculate the period of a cycle that may exist in a time series. Estimating the frequency using a Bayesian technique has been developed and proven to be useful; however, the Bayesian estimator for the frequency cannot be analytically solved through mathematical equations and may be handled numerically or computationally. In this paper, we make an inference on the Bayesian frequency through both resampling a parameter by Markov chain Monte Carlo (MCMC) methods and resampling data by bootstrap methods for a time series. We take the Korean real estate price index as an example for Bayesian frequency estimation. We have found a difference in the periods between the sale price index and the long term rental price index, but the difference is not statistically significant.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.35 no.10
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• pp.1299-1306
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• 2011

In this study, crack-growth model parameters subjected to variable amplitude loading are estimated in the form of a probability distribution using the method of Bayesian parameter estimation. Huang's model is employed to describe the retardation and acceleration of the crack growth during the loadings. The Markov Chain Monte Carlo (MCMC) method is used to obtain samples of the parameters following the probability distribution. As the conventional MCMC method often fails to converge to the equilibrium distribution because of the increased complexity of the model under variable amplitude loading, an improved MCMC method is introduced to overcome this shortcoming, in which a marginal (PDF) is employed as a proposal density function. The model parameters are estimated on the basis of the data from several test specimens subjected to constant amplitude loading. The prediction is then made under variable amplitude loading for the same specimen, and validated by the ground-truth data using the estimated parameters.