• Proceedings of the Korea Water Resources Association Conference
• /
• 2009.05a
• /
• pp.540-544
• /
• 2009

Hydrologic pattern under climate change has been paid attention to as one of the most important issues in hydrologic science group. Rainfall and runoff is a key element in the Earth's hydrological cycle, and associated with many different aspects such as water supply, flood prevention and river restoration. In this regard, a main objective of this study is to evaluate design flood using simulation techniques which can consider a full spectrum of uncertainty. Here we utilize a weather state based stochastic multivariate model as conditional probability model for simulating the rainfall field. A major premise of this study is that large scale climatic patterns are a major driver of such persistent year to year changes in rainfall probabilities. Uncertainty analysis in estimating design flood is inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. A comprehensive discussion on design flood under climate change is provided.

• Journal of the Korean Statistical Society
• /
• v.35 no.4
• /
• pp.419-439
• /
• 2006

The article develops a new class of distributions by introducing a nonnegative perturbing function to $t_\nu$ distribution having location and scale parameters. The class is obtained by using transformations and conditioning. The class strictly includes $t_\nu$ and $skew-t_\nu$ distributions. It provides yet other models useful for selection modeling and robustness analysis. Analytic forms of the densities are obtained and distributional properties are studied. These developments are followed by an easy method for estimating the distribution by using Markov chain Monte Carlo. It is shown that the method is straightforward to specify distribution ally and to implement computationally, with output readily adopted for constructing required criterion. The method is illustrated by using a simulation study.

• The Korean Journal of Applied Statistics
• /
• v.21 no.5
• /
• pp.835-843
• /
• 2008

In this paper, we investigate a Bayesian inference for software reliability models based on mean value functions which take the form of the mixture of beta distribution functions. The posterior simulation via the Markov chain Monte Carlo approach is used to produce estimates of posterior properties. Its applicability is illustrated with two real data sets. We compute the predictive distribution and the marginal likelihood of various models to compare the performance of them. The model comparison results show that the model based on the beta-mixture performs better than other models.

• Journal of the Korean Data and Information Science Society
• /
• v.23 no.6
• /
• pp.1241-1247
• /
• 2012

The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

• 한국지구물리탐사학회:학술대회논문집
• /
• 2003.11a
• /
• pp.340-343
• /
• 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.

• Journal of the Korean Statistical Society
• /
• v.36 no.1
• /
• pp.129-148
• /
• 2007

Frailty estimates from the proportional hazards frailty model often lead us to conjecture the heterogeneity in frailty such that the variance of the frailty varies over different covariate groups (e.g. male group versus female group). For such systematic heterogeneity in frailty, we consider a regression model for the variance components in the proportional hazards frailty model, denoted by the MLFM. However, in many cases, the observed data do not show any statistically significant preference between the homogeneous frailty model and the heterogeneous frailty model. In this paper, we propose a Bayesian model averaging procedure with the reversible jump Markov chain Monte Carlo which selects the appropriate model automatically. The resulting regression coefficient estimate ignores the model uncertainty from the frailty distribution in view of Bayesian model averaging (Hoeting et al., 1999). Finally, the proposed model and the estimation procedure are illustrated through the analysis of the kidney infection data in McGilchrist and Aisbett (1991) and a simulation study is implemented.

• Proceedings of the Korea Water Resources Association Conference
• /
• 2010.05a
• /
• pp.581-585
• /
• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend seasonal analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel and GEV extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both trend and seasonal analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. In addition, full annual cycle of the design rainfall through seasonal model could be applied to annual control such as dam operation, flood control, irrigation water management, and so on. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• Journal of the Korean Data and Information Science Society
• /
• v.23 no.4
• /
• pp.851-858
• /
• 2012

We consider a bivariate Poisson regression model to analyze discrete count data when two dependent variables are present. We estimate the regression coefficients as sociated with several safety countermeasures. We use Markov chain and Monte Carlo techniques to execute some computations. A simulation and real data analysis are performed to demonstrate model fitting performances of the proposed model.

• Communications for Statistical Applications and Methods
• /
• v.28 no.2
• /
• pp.99-118
• /
• 2021

In this paper, we introduce an extended form of the inverse power Lomax model via Marshall-Olkin approach. We call it the Marshall-Olkin inverse power Lomax (MOIPL) distribution. The four- parameter MOIPL distribution is very flexible which contains some former and new models. Vital properties of the MOIPL distribution are affirmed. Maximum likelihood estimators and approximate confidence intervals are considered under Type I censored samples. Maximum likelihood estimates are evaluated according to simulation study. Bayesian estimators as well as Bayesian credible intervals under symmetric loss function are obtained via Markov chain Monte Carlo (MCMC) approach. Finally, the flexibility of the new model is analyzed by means of two real data sets. It is found that the MOIPL model provides closer fits than some other models based on the selected criteria.

• The Journal of the Korea Contents Association
• /
• v.21 no.11
• /
• pp.77-86
• /
• 2021

A method of constructing a war simulation based on Bayesian Inference was proposed as a method of constructing heterogeneous historical war data obtained with a time difference into a single model. A method of applying a linear regression model can be considered as a method of predicting future battles by analyzing historical war results. However it is not appropriate for two heterogeneous types of historical data that reflect changes in the battlefield environment due to different times to be suitable as a single linear regression model and violation of the model's assumptions. To resolve these problems a Bayesian inference method was proposed to obtain a post-distribution by assuming the data from the previous era as a non-informative prior distribution and to infer the final posterior distribution by using it as a prior distribution to analyze the data obtained from the next era. Another advantage of the Bayesian inference method is that the results sampled by the Markov Chain Monte Carlo method can be used to infer posterior distribution or posterior predictive distribution reflecting uncertainty. In this way, it has the advantage of not only being able to utilize a variety of information rather than analyzing it with a classical linear regression model, but also continuing to update the model by reflecting additional data obtained in the future.