• Title/Summary/Keyword: Monte Carlo 방법

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Bayesian Analysis of a Zero-inflated Poisson Regression Model: An Application to Korean Oral Hygienic Data (영과잉 포아송 회귀모형에 대한 베이지안 추론: 구강위생 자료에의 적용)

  • Lim, Ah-Kyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.505-519
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    • 2006
  • We consider zero-inflated count data, which is discrete count data but has too many zeroes compared to the Poisson distribution. Zero-inflated data can be found in various areas. Despite its increasing importance in practice, appropriate statistical inference on zero-inflated data is limited. Classical inference based on a large number theory does not fit unless the sample size is very large. And regular Poisson model shows lack of St due to many zeroes. To handle the difficulties, a mixture of distributions are considered for the zero-inflated data. Specifically, a mixture of a point mass at zero and a Poisson distribution is employed for the data. In addition, when there exist meaningful covariates selected to the response variable, loglinear link is used between the mean of the response and the covariates in the Poisson distribution part. We propose a Bayesian inference for the zero-inflated Poisson regression model by using a Markov Chain Monte Carlo method. We applied the proposed method to a Korean oral hygienic data and compared the inference results with other models. We found that the proposed method is superior in that it gives small parameter estimation error and more accurate predictions.

Assessment of Frequency Analysis using Daily Rainfall Data of HadGEM3-RA Climate Model (HadGEM3-RA 기후모델 일강우자료를 이용한 빈도해석 성능 평가)

  • Kim, Sunghun;Kim, Hanbeen;Jung, Younghun;Heo, Jun-Haeng
    • Journal of Wetlands Research
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    • v.21 no.spc
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    • pp.51-60
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    • 2019
  • In this study, we performed At-site Frequency Analysis(AFA) and Regional Frequency Analysis(RFA) using the observed and climate change scenario data, and the relative root mean squared error(RMMSE) was compared and analyzed for both approaches through Monte Carlo simulation. To evaluate the rainfall quantile, the daily rainfall data were extracted for 615 points in Korea from HadGEM3-RA(12.5km) climate model data, one of the RCM(Regional Climate Model) data provided by the Korea Meteorological Administration(KMA). Quantile mapping(QM) and inverse distance squared methods(IDSM) were applied for bias correction and spatial disaggregation. As a result, it is shown that the RFA estimates more accurate rainfall quantile than AFA, and it is expected that the RFA could be reasonable when estimating the rainfall quantile based on climate change scenarios.

A Study on the Temperature dependent Impact ionization for GaAs using the Full Band Monte Carlo Method (풀밴드 몬데카를로 방법을 이용한 GaAs 임팩트이온화의 온도 의존성에 관한 연구)

  • 고석웅;유창관;정학기
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.4 no.3
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    • pp.697-703
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    • 2000
  • As device dimensions are lastly scaled down, impact ionization(I.I.) events are very important to analyze hot carrier transport in high energy region, and the exact model of impact ionization is demanded on device simulation. We calculate full band model by empirical pseudopotential method and the impact ionization rate is derived from modified Keldysh formula. We calculate impact ionization coefficients by full band Monte Carlo simulator to investigate temperature dependent characteristics of impact ionization for GaAs as a function of field. Resultly impact ionization coefficients are in good agreement with experimental values at look. We how energy is increasing along increasing the field, while energy is decreasing along increasing the temperature since the phonon scattering rates for emission mode are very high at high temperature. The logarithmic fitting function of impact ionization coefficients is described as a second orders function of temperature and field. The residuals of the logarithmic fitting function are mostly within 5%. We Dow, therefore, the logarithm of impact ionization coefficients has quadratic dependence on temperature, and we can save time of calculating the temperature dependent impact ionization coefncients as a function of field.

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Probabilistic Stability and Sensitivity Analysis for a Failed Rock Slope using a Monte Carlo Simulation (몬테카를로시뮬레이션 기법을 이용한 붕괴 암반사면의 확률론적 안정해석 및 민감도 분석)

  • Park, Sung-Wook;Park, Hyuck-Jin
    • The Journal of Engineering Geology
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    • v.20 no.4
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    • pp.437-447
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    • 2010
  • A probabilistic analysis of slope stability is an appropriate solution in dealing with uncertainty in problems related to engineering geology. In this study, a Monte Carlo simulation was performed to evaluate the performance function that is Barton's equation. A large number of randomly generated values were obtained for random variables, and the performance function was calculated repeatedly using randomly generated values. A previous study provided information of slope geometry and the random characteristics of random variables such as JRC and JCS. The present approach was adopted to analyze two failed slopes. The probabilities of failure were evaluated for each slope, and sensitivity analysis was performed to assess the influence of each random variable on the probability of failure. The analysis results were then compared with the results of a deterministic analysis, indicating that the probabilistic analysis yielded reliable results.

Evaluation of the Usefulness of 3D Printed Shielding Materials Using Monte Carlo Simulation during Mammography (유방 X선 검사 시 몬테카를로 시뮬레이션을 이용한 3D 프린팅 차폐재료의 효용성 평가)

  • Cho, Yong In
    • Journal of the Korean Society of Radiology
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    • v.14 no.3
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    • pp.295-301
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    • 2020
  • Radiation exposure exposed during mammography, which is performed for early examination of breast cancer, has also been suggested as a cause of carcinogenesis in the past, and scattered rays generated during examination may cause unnecessary radiation exposure to surrounding organs. In this study, the Monte Carlo simulation was used to evaluate the human organ doses exposed during conventional mammography, and to estimate the dose reduction effect for each organ when using 3D printing materials for radiation protection by scattered rays. As a result of organ dose evaluation, the breast on the opposite side of the examination was about 22.0% of the breast on the test side and about 58.6% on the eye, which was highly influenced by the scattering-ray. When using the 3D printing shield to protect it, the breast on the opposite side of the test showed an effective dose reduction effect at a thickness of 1 mm.

Bayesian estimation for frequency using resampling methods (재표본 방법론을 활용한 베이지안 주파수 추정)

  • Pak, Ro Jin
    • 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.

Assessment of Occupational Dose to the Staff of Interventional Radiology Using Monte Carlo Simulations (몬테카를로 방법을 이용한 중재방사선시술자에 대한 선량평가)

  • Lim, Young-Khi
    • Journal of Radiation Protection and Research
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    • v.39 no.4
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    • pp.213-217
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    • 2014
  • Medical operations and diagnosis using interventional radiology techniques have been increased. The management and monitoring of occupational radiation exposure to the staff of interventional radiology become important, specially because they stand in close proximity to the patient. The operational radiation protection quantity, Hp(10) which can be obtained from personal dosimeter do not always represent the effective dose to the staff. So, in this study, to estimate the critical organ doses to the staff of interventional radiology, Monte Carlo calculations with mathematical human phantom and dose measurements with personal dosimeters were carried out for the major interventional radiology procedures using C-arm. Results showed that the values of Hp(10) measured by personal dosimeters were higher than critical organ doses which were calculated. And the calculated dose to thyroids was much higher than those of other critical organ doses. For the proper radiation protection of the medical staff of interventional radiology, additional radiation protection for thyroids as well as for whole body shielding like wearing a lead apron should be considered.

Development of Fragility Curves for Seismic Stability Evaluation of Cut-slopes (지진에 대한 안전성 평가를 위한 깎기비탈면의 취약도 곡선 작성)

  • Park, Noh-Seok;Cho, Sung-Eun
    • Journal of the Korean Geotechnical Society
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    • v.33 no.7
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    • pp.29-41
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    • 2017
  • There are uncertainties about the seismic load caused by seismic waves, which cannot be predicted due to the characteristics of the earthquake occurrence. Therefore, it is necessary to consider these uncertainties by probabilistic analysis. In this paper, procedures to develop a fragility curve that is a representative method to evaluate the safety of a structure by stochastic analysis were proposed for cut slopes. Fragility curve that considers uncertainties of soil shear strength parameters was prepared by Monte Carlo Simulation using pseudo static analysis. The fragility curve considering the uncertainty of the input ground motion was developed by performing time-history seismic analysis using selected 30 real ground input motions and the Newmark type displacement evaluation analysis. Fragility curves are represented as the cumulative probability distribution function with lognormal distribution by using the maximum likelihood estimation method.

Analysis of Flight Performance Reserve for Upper Stage of Satellite Launch Vehicles (위성발사체 상단의 비행성능여유 분석)

  • Song, Eun-Jung;Choi, Jiyoung;Cho, Sang-bum;Sun, Byung-Chan
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.45 no.5
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    • pp.386-392
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    • 2017
  • This paper considers the analysis of the flight performance reserve, which is required propellant to compensate various launch vehicle performance deviations, to inject the payload of a 3-staged launch vehicle to a circular sun synchronous orbit at a height of 700 km. The various error sources, which affect the orbit injection accuracy, and their uncertainty are defined first. Then the sensitivity analysis, which has the advantage that each error source effect can be investigated independently, is performed for the extreme ${\pm}3{\sigma}$ conditions of the launch vehicle performance errors. Monte carlo simulations are also conducted to compute the propellant reserve, which can consider the combined effects of each error source. Finally the obtained flight performance reserves by the two approaches are compared and it is confirmed that they show similar results.

Calculation of Shielding Rate and Dose Distribution of Space of L-Block-Type Protective Equipment for Radioactive Fluorine using the Monte Carlo Method (몬테칼로 방법을 이용한 방사성 불소에 대한 L-블럭형 방호장비의 차폐율 및 공간의 선량분포 계산)

  • Han, Dong-Hyun
    • Journal of the Korean Society of Radiology
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    • v.15 no.6
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    • pp.813-819
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    • 2021
  • In this study, the shielding rate of L-block-type shielding equipment used for radiation protection when radioactive fluorine is injected into the human body and the dose distribution of the space in the injection room were calculated using the Monte Carlo method. The shielding rate of the body and window parts of the L-block-type shielding equipment was 99.99%. The dose distribution calculated at a distance of 1 m was relatively high at 135°, 45°, 225°, 315°, and 180° of the XZ plane, and was calculated to be very low at 0°, 90°, and 270°. In the YZ plane, it was relatively high at 135°, 180°, and 225°, and was calculated very low at the remaining angles. The AZ and BZ planes also showed similar results to the YZ plane. In addition, it was confirmed that the shielding rate was the best in the range of 225° to 315° through the dose distribution in the horizontal direction of the source and the 45° direction above the source. These results can be used as basic data necessary for radiation protection of radiation workers.