• Title/Summary/Keyword: Markov chain Monte Carlo

Search Result 270, Processing Time 0.024 seconds

Inferring transmission routes of avian influenza during the H5N8 outbreak of South Korea in 2014 using epidemiological and genetic data (역학과 유전학적 데이터를 이용한 한국에서 2014년 발생한 H5N8 조류독감 전염경로의 유추)

  • Choi, Sang Chul
    • Korean Journal of Microbiology
    • /
    • v.54 no.3
    • /
    • pp.254-265
    • /
    • 2018
  • Avian influenza recently damaged the poultry industry, which suffered a huge economic loss reaching billions of U.S. dollars in South Korea. Transmission routes of the pathogens would help plan to control and limit the spread of the devastating biological tragedy. Phylogenetic analyses of pathogen's DNA sequences could sketch transmission trees relating hosts with directed edges. The last decade has seen the methodological development of inferring transmission trees using epidemiological as well as genetic data. Here, I reanalyzed the DNA sequence data that had originated in the highly pathogenic avian influenza H5N8 outbreak of South Korea in 2014. The H5N8 viruses spread geographically contiguously from the origin of the outbreak, Jeonbuk. The Jeonbuk origin viruses were known to spread to four provinces neighboring Jeonbuk. I estimated the transmission tree of the host domestic and migratory wild birds after combining multiple runs of Markov chain Monte Carlo using a Bayesian method for inferring transmission trees. The estimated transmission tree, albeit with a rather large uncertainty in the directed edges, showed that the viruses spread from Jeonbuk through Chungnam to Gyeonggi. Domestic birds of breeder or broiler ducks were estimated to appear to be at the terminal nodes of the transmission tree. This observation confirmed that migratory wild birds played an important role as one of the main infection mediators in the avian influenza H5N8 outbreak of South Korea in 2014.

Development of methodology for daily rainfall simulation considering distribution of rainfall events in each duration (강우사상의 지속기간별 분포 특성을 고려한 일강우 모의 기법 개발)

  • Jung, Jaewon;Kim, Soojun;Kim, Hung Soo
    • Journal of Korea Water Resources Association
    • /
    • v.52 no.2
    • /
    • pp.141-148
    • /
    • 2019
  • When simulating the daily rainfall amount by existing Markov Chain model, it is general to simulate the rainfall occurrence and to estimate the rainfall amount randomly from the distribution which is similar to the daily rainfall distribution characteristic using Monte Carlo simulation. At this time, there is a limitation that the characteristics of rainfall intensity and distribution by time according to the rainfall duration are not reflected in the results. In this study, 1-day, 2-day, 3-day, 4-day rainfall event are classified, and the rainfall amount is estimated by rainfall duration. In other words, the distributions of the total amount of rainfall event by the duration are set using the Kernel Density Estimation (KDE), the daily rainfall in each day are estimated from the distribution of each duration. Total rainfall amount determined for each event are divided into each daily rainfall considering the type of daily distribution of the rainfall event which has most similar rainfall amount of the observed rainfall using the k-Nearest Neighbor algorithm (KNN). This study is to develop the limitation of the existing rainfall estimation method, and it is expected that this results can use for the future rainfall estimation and as the primary data in water resource design.

Seismic Reliability Analysis of Offshore Wind Turbine with Twisted Tripod Support using Subset Simulation Method (부분집합 시뮬레이션 방법을 이용한 꼬인 삼각대 지지구조를 갖는 해상풍력발전기의 지진 신뢰성 해석)

  • Park, Kwang-Yeun;Park, Wonsuk
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.32 no.2
    • /
    • pp.125-132
    • /
    • 2019
  • This paper presents a seismic reliability analysis method for an offshore wind turbine with a twisted tripod support structure under earthquake loading. A three dimensional dynamic finite element model is proposed to consider the nonlinearity of the ground-pile interactions and the geometrical characteristics of the twisted tripod support structure where out-of-plane displacement occurs even under in-plane lateral loadings. For the evaluation of seismic reliability, the failure probability was calculated for the maximum horizontal displacement of the pile head, which is calculated from time history analysis using artificial earthquakes for the design return periods. The application of the subset simulation method using the Markov Chain Monte Carlo(MCMC) sampling is proposed for efficient reliability analysis considering the limit state equation evaluation by the nonlinear time history analysis. The proposed method can be applied to the reliability evaluation and design criteria development of the offshore wind turbine with twisted tripod support structure in which two dimensional models and static analysis can not produce accurate results.

Automatic Generation of Music Accompaniment Using Reinforcement Learning (강화 학습을 통한 자동 반주 생성)

  • Kim, Na-Ri;Kwon, Ji-Yong;Yoo, Min-Joon;Lee, In-Kwon
    • 한국HCI학회:학술대회논문집
    • /
    • 2008.02a
    • /
    • pp.739-743
    • /
    • 2008
  • In this paper, we introduce a method for automatically generating accompaniment music, according to user's input melody. The initial accompaniment chord is generated by analyzing user's input melody. Then next chords are generated continuously based on markov chain probability table in which transition probabilities of each chord are defined. The probability table is learned according to reinforcement learning mechanism using sample data of existing music. Also during playing accompaniment, the probability table is learned and refined using reward values obtained in each status to improve the behavior of playing the chord in real-time. The similarity between user's input melody and each chord is calculated using pitch class histogram. Using our method, accompaniment chords harmonized with user's melody can be generated automatically in real-time.

  • PDF

Bayesian inference of longitudinal Markov binary regression models with t-link function (t-링크를 갖는 마코프 이항 회귀 모형을 이용한 인도네시아 어린이 종단 자료에 대한 베이지안 분석)

  • Sim, Bohyun;Chung, Younshik
    • The Korean Journal of Applied Statistics
    • /
    • v.33 no.1
    • /
    • pp.47-59
    • /
    • 2020
  • In this paper, we present the longitudinal Markov binary regression model with t-link function when its transition order is known or unknown. It is assumed that logit or probit models are considered in binary regression models. Here, t-link function can be used for more flexibility instead of the probit model since the t distribution approaches to normal distribution as the degree of freedom goes to infinity. A Markov regression model is considered because of the longitudinal data of each individual data set. We propose Bayesian method to determine the transition order of Markov regression model. In particular, we use the deviance information criterion (DIC) (Spiegelhalter et al., 2002) of possible models in order to determine the transition order of the Markov binary regression model if the transition order is known; however, we compute and compare their posterior probabilities if unknown. In order to overcome the complicated Bayesian computation, our proposed model is reconstructed by the ideas of Albert and Chib (1993), Kuo and Mallick (1998), and Erkanli et al. (2001). Our proposed method is applied to the simulated data and real data examined by Sommer et al. (1984). Markov chain Monte Carlo methods to determine the optimal model are used assuming that the transition order of the Markov regression model are known or unknown. Gelman and Rubin's method (1992) is also employed to check the convergence of the Metropolis Hastings algorithm.

Computing Methods for Generating Spatial Random Variable and Analyzing Bayesian Model (확률난수를 이용한 공간자료가 생성과 베이지안 분석)

  • 이윤동
    • The Korean Journal of Applied Statistics
    • /
    • v.14 no.2
    • /
    • pp.379-391
    • /
    • 2001
  • 본 연구에서는 관심거리가 되고 있는 마코프인쇄 몬테칼로(Markov Chain Monte Carlo, MCMC)방법에 근거한 공간 확률난수 (spatial random variate)생성법과 깁스표본추출법(Gibbs sampling)에 의한 베이지안 분석 방법에 대한 기술적 사항들에 관하여 검토하였다. 먼저 기본적인 확률난수 생성법과 관련된 사항을 살펴보고, 다음으로 조건부명시법(conditional specification)을 이용한 공간 확률난수 생성법을 예를 들어 살펴보기로한다. 다음으로는 이렇게 생성된 공간자료를 분석하기 위하여 깁스표본추출법을 이용한 베이지안 사후분포를 구하는 방법을 살펴보았다.

  • PDF

Hierarchical Bayes Analysis of Longitudinal Poisson Count Data

  • Kim, Dal-Ho;Shin, Im-Hee;Choi, In-Sun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.13 no.2
    • /
    • pp.227-234
    • /
    • 2002
  • In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

  • PDF

ON BAYESIAN ESTIMATION AND PROPERTIES OF THE MARGINAL DISTRIBUTION OF A TRUNCATED BIVARIATE t-DISTRIBUTION

  • KIM HEA-JUNG;KIM Ju SUNG
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.3
    • /
    • pp.245-261
    • /
    • 2005
  • The marginal distribution of X is considered when (X, Y) has a truncated bivariate t-distribution. This paper mainly focuses on the marginal nontruncated distribution of X where Y is truncated below at its mean and its observations are not available. Several properties and applications of this distribution, including relationship with Azzalini's skew-normal distribution, are obtained. To circumvent inferential problem arises from adopting the frequentist's approach, a Bayesian method utilizing a data augmentation method is suggested. Illustrative examples demonstrate the performance of the method.

A SIMULATION STUDY OF BAYESIAN PROPORTIONAL HAZARDS MODELS WITH THE BETA PROCESS PRIOR

  • Lee, Jae-Yong
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.3
    • /
    • pp.235-244
    • /
    • 2005
  • In recent years, theoretical properties of Bayesian nonparametric survival models have been studied and the conclusion is that although there are pathological cases the popular prior processes have the desired asymptotic properties, namely, the posterior consistency and the Bernstein-von Mises theorem. In this study, through a simulation experiment, we study the finite sample properties of the Bayes estimator and compare it with the frequentist estimators. To our surprise, we conclude that in most situations except that the prior is highly concentrated at the true parameter value, the Bayes estimator performs worse than the frequentist estimators.

Semiparametric Bayesian multiple comparisons for Poisson Populations

  • Cho, Jang Sik;Kim, Dal Ho;Kang, Sang Gil
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.2
    • /
    • pp.427-434
    • /
    • 2001
  • In this paper, we consider the nonparametric Bayesian approach to the multiple comparisons problem for I Poisson populations using Dirichlet process priors. We describe Gibbs sampling algorithm for calculating posterior probabilities for the hypotheses and calculate posterior probabilities for the hypotheses using Markov chain Monte Carlo. Also we provide a numerical example to illustrate the developed numerical technique.

  • PDF