• 국제학술발표논문집
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• The 9th International Conference on Construction Engineering and Project Management
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• pp.1043-1050
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• 2022

Markov chains and Monte Carlo Simulation were applied to account for the probabilistic nature of pavement deterioration over time using data collected in the field. The primary purpose of this study was to evaluate pavement network performance of Western Australia (WA) by applying the existing pavement management tools relevant to WA road construction networks. Two approaches were used to analyze the pavement networks: evaluating current pavement performance data to assess WA State Road networks and predicting the future states using past and current pavement data. The Markov chains process and Monte Carlo Simulation methods were used to predicting future conditions. The results indicated that Markov chains and Monte Carlo Simulation prediction models perform well compared to pavement performance data from the last four decades. The results also revealed the impact of design, traffic demand, and climate and construction standards on urban pavement performance. This study recommends an appropriate and effective pavement engineering management system for proper pavement design and analysis, preliminary planning, future pavement maintenance and rehabilitation, service life, and sustainable pavement construction functionality.

• Computers and Concrete
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• 제13권5호
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• pp.659-677
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• 2014

A Bayesian response surface updating procedure is applied in order to update the parameters of the covariance function of a random field for concrete properties based on a limited number of available measurements. Formulas as well as a numerical algorithm are presented in order to update the parameters of response surfaces using Markov Chain Monte Carlo simulations. The parameters of the covariance function are often based on some kind of expert judgment due the lack of sufficient measurement data. However, a Bayesian updating technique enables to estimate the parameters of the covariance function more rigorously and with less ambiguity. Prior information can be incorporated in the form of vague or informative priors. The proposed estimation procedure is evaluated through numerical simulations and compared to the commonly used least square method.

• Smart Structures and Systems
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• 제15권3호
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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.

• 천문학회보
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• 제45권1호
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• pp.51.3-52
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• 2020

We present the status of the development of a Markov Chain Monte Carlo (MCMC) parameter estimation (PE) pipeline for compact binary coalescences (CBCs) with the Japanese KAGRA gravitational-wave (GW) detector. The pipeline is included in the KAGRA Algorithm Library (KAGALI). Basic functionalities are benchmarked from the LIGO Algorithm Library (LALSuite) but the KAGRA MCMC PE pipeline will provide a simpler, memory-efficient pipeline to estimate physical parameters from gravitational waves emitted from compact binaries consisting of black holes or neutron stars. Applying inspiral-merge-ringdown and inspiral waveforms, we performed simulations of various black hole binaries, we performed the code sanity check and performance test. In this talk, we present the situation of GW observation with the Covid-19 pandemic. In addition to preliminary PE results with the KAGALI MCMC PE pipeline, we discuss how we can optimize a CBC PE pipeline toward the next observation run.

• 한국통신학회논문지
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• 제41권9호
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• pp.1060-1068
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• 2016

연결정보만을 이용하는 range-free 측위 기법의 성능은 이동성을 갖는 무선 단말 움직임에 취약한 문제점이 있다. 본 논문은 실제 전파 환경을 고려한 실내 네트워크에서 베이지안 필터를 사용하여 실시간으로 움직이는 무선장치를 추적하는 두 가지 알고리즘을 제안하였다. 제안하는 알고리즘은 측정 모델의 선형성에 따라 Kalman filter 와 Markov Chain Monte Carlo (MCMC) particle filter를 적용하였다. Kalman과 MCMC particle filter 기반 알고리즘은 각각 무선단말 간 연결정보를, 이동 단말의 한 홉 간격 내 단말로부터 수신하는 신호의 세기 (RSS: received signal strength)와 연결정보를 혼합한 융합정보를 측정 모델로 사용하였다. 정확한 시뮬레이션을 위해 실내 쇼핑몰 지도를 구현한 네트워크 지형, 그리고 라디오 불규칙도 모델을 적용하였다. 또한, 장애물 존재 여부에 따라 라디오 불규칙도를 분류하였다. 성능평가를 위해 MATLAB 시뮬레이션을 수행하였으며, 기존 range-free 측위 기법보다 향상된 위치정확도를 확인하였다.

• Journal of information and communication convergence engineering
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• 제20권2호
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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.

• 지구물리와물리탐사
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• 제5권4호
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• pp.262-271
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• 2002

본 연구에서는 지구물리 자료의 베이지안 역산을 효과적으로 수행하는 방법에 관해 논의하였다. 베이지안 처리에서 가장 문제가 되는 사전확률분포를 구하기 위해 지구통계학적 방법을 적용하였으며, 사후확률분포의 추정을 위해 MCMC(Markov Chain Monte Carlo) 방법을 적용하였다. 쌍극자배열 전기비저항 탐사 자료의 2차원 역산을 위해 슐럼버저배열 전기비저항탐사 자료와 시추공 자료를 사전 정보로 이용하였으며, 이들 사전정보에 대해 지구통계학적 방법을 적용하여 사전확률분포를 작성하였다. 쌍극자배열 전기비저항 탐사 자료를 최대 우도함수로 하는 사후확률분포는 차원이 매우 높은 적분을 요구하므로, 이를 추정하기 위해 MCMC기술을 적용하였으며, 보다 효율적인 접근을 위해 Gibbs샘플링 방법을 이용하였다. 그 결과 비모수적 방식으로 사후확률분포를 분석함으로써 보다 신뢰성 있는 해를 구할 수 있었으며, 주변화(marginalization)된 사후확률분포를 이용하여 다양한 분석을 적용할 수 있었다.

• 한국지능시스템학회논문지
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• 제25권2호
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• pp.186-190
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• 2015

지능형 자동차는 주변 환경에 대한 인식을 바탕으로 동작을 계획하고 움직인다. 따라서 정확한 환경 인식은 자율 주행 자동차의 필수 요소로 여겨진다. 차량의 주행 환경은 차량이나 보행자 같은 동적인 장애물이 다수 존재하여, 안전한 동작을 위해 이런 동적 장애물에 대한 인식이 정확하게 이루어져야 한다. 이를 위해 센서의 불확실성을 극복하는 일이 필수적이다. 본 논문에서는 레이더 센서를 이용하여 다수의 차량을 인식하고 추적하는 알고리즘을 제안한다. 제안된 추적 시스템은 몇 가지 특징을 갖는다. 레이더 센서가 차량을 계측할 때, 그 데이터가 양 모서리에서 주로 나타나는 특징을 혼합 밀도 네트워크로 표현하고, 이렇게 표현된 레이더 데이터의 확률적인 분포를 파티클 필터의 가중치 계산에 적용하여 추적 알고리즘을 수행하였다. 또한, 파티클 필터가 갖는 차원의 저주를 극복하고 시간의 흐름에 따라 그 숫자가 변화하는 다수 대상체의 상태를 예측하기 위해 가역 점프 마르코프 체인 몬테 카를로 (RJMCMC)를 통한 샘플링을 적용하였다. 제안된 알고리즘은 시뮬레이션을 통해 검증되었다.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 추계 학술발표회 논문집
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• pp.9-14
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• 2003

A Bayesian model-based clustering method is proposed for clustering objects on the basis of dissimilarites. This combines two basic ideas. The first is that tile objects have latent positions in a Euclidean space, and that the observed dissimilarities are measurements of the Euclidean distances with error. The second idea is that the latent positions are generated from a mixture of multivariate normal distributions, each one corresponding to a cluster. We estimate the resulting model in a Bayesian way using Markov chain Monte Carlo. The method carries out multidimensional scaling and model-based clustering simultaneously, and yields good object configurations and good clustering results with reasonable measures of clustering uncertainties. In the examples we studied, the clustering results based on low-dimensional configurations were almost as good as those based on high-dimensional ones. Thus tile method can be used as a tool for dimension reduction when clustering high-dimensional objects, which may be useful especially for visual inspection of clusters. We also propose a Bayesian criterion for choosing the dimension of the object configuration and the number of clusters simultaneously. This is easy to compute and works reasonably well in simulations and real examples.

• 한국지구물리탐사학회:학술대회논문집
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• 한국지구물리탐사학회 2003년도 Proceedings of the international symposium on the fusion technology
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• pp.340-343
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• 2003

This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.