• Asian-Australasian Journal of Animal Sciences
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• 제13권3호
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• pp.413-422
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• 2000

In the class of models which include random effects, the variance component estimates are important to obtain accurate predictors and estimators. Variance component estimation is straightforward for balanced data but not for unbalanced data. Since orthogonality among factors is absent in unbalanced data, various methods for variance component estimation are available. REML estimation is the most widely used method in animal breeding because of its attractive statistical properties. Recently, Bayesian approach became feasible through Markov Chain Monte Carlo methods with increasingly powerful computers. Furthermore, advances in variance component estimation with complicated models such as generalized linear mixed models enabled animal breeders to analyze non-normal data.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.167-170
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• 2003

We develop semiparametric methods for matched case-control studies using regression splines. Three methods are developed: an approximate crossvalidation scheme to estimate the smoothing parameter inherent in regression splines, as well as Monte Carlo Expectation Maximization (MCEM) and Bayesian methods to fit the regression spline model. We compare the approximate cross-validation approach, MCEM and Bayesian approaches using simulation, showing that they appear approximately equally efficient, with the approximate cross-validation method being computationally the most convenient. An example from equine epidemiology that motivated the work is used to demonstrate our approaches.

• International Journal of Concrete Structures and Materials
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• 제5권1호
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• pp.11-18
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• 2011

Carbonation in RC (reinforced concrete) structure is considered as one of the most critical deteriorations in urban cities. Although RC column has one mix condition, carbonation depth is measured spatially differently due to its various environmental and internal conditions such as sound, cracked, and joint concrete. In this paper, field investigation was performed for 27 RC columns subjected to carbonation for eighteen years. Through this investigation, carbonation distribution in sound, cracked, and joint concrete were derived with crack mappings. Considering each related area and calculated PDF (probability of durability failure) of sound, cracked, and joint concrete through Monte Carlo Simulation (MCS), repairing timings for RC columns are derived based on several IPDF (intended probability of durability failure) of 1, 3, and 5%. The technique of equivalent probability including carbonation behaviors which are obtained from different conditions can provide the reasonable repairing strategy and the priority order for repairing in a given traffic service area.

• International Journal of Aeronautical and Space Sciences
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• 제9권2호
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• pp.1-8
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• 2008

This paper presents a real-time algorithm for collision detection, collision avoidance and guidance. Three-dimensional point-mass aircraft models are used. For collision detection, conflict probability is calculated by using the Monte-Carlo Simulation. Time at the closest point of approach(CPA) and distance at CPA are needed to determine the collision probability, being compared to certain threshold values. For collision avoidance, one of possible maneuver options is chosen to minimize the collision probability. For guidance to a designated way-point, proportional navigation guidance law is used. Two scenarios on encounter situation are studied to demonstrate the performance of proposed algorithm.

• International Journal of Aeronautical and Space Sciences
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• 제14권3호
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• pp.215-221
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• 2013

The basic quantitative tool for the study of hypersonic rarefied flows is the direct simulation Monte Carlo method (DSMC). The DSMC method requires a large amount of computer memory and performance and is unreasonably expensive at the first stage of spacecraft design and trajectory analysis. A possible solution to this problem is approximate engineering methods. However, the Monte Carlo method remains the most reliable approach to compare to the engineering methods that provide good results for the global aerodynamic coefficients of various geometry designs. This paper presents the calculation results of aerodynamic characteristics for spacecraft vehicles in the free molecular, the transitional and the continuum regimes using the local engineering method. Results and methods would be useful to calculate aerodynamics for new-generation hypersonic vehicle designs.

• Journal of Electrical Engineering and Technology
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• 제8권2호
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• pp.331-338
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• 2013

A new reliability calculation method is proposed based on design sensitivity analysis by the finite element method for nonlinear performance constraints in the optimal design of electromagnetic devices. In the proposed method, the reliability of a given design is calculated by using the Monte Carlo simulation (MCS) method after approximating a constraint function to a linear one in the confidence interval with the help of its sensitivity information. The validity and numerical efficiency of the proposed sensitivity-assisted MCS method are investigated by comparing its numerical results with those obtained by using the conventional MCS method and the first-order reliability method for analytic functions and the TEAM Workshop Problem 22.

• Journal of Electrical Engineering and Technology
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• 제13권2호
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• pp.704-710
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• 2018

For the optimal design of electromagnetic device involving uncertainties in design variables, this paper proposes a new reliability-based optimal design algorithm for multiple constraints problems. Through optimizing the nominal objective function and maximizing the minimum reliability, a set of global optimal reliable solutions representing different reliability levels are obtained by the multi-objective particle swarm optimization algorithm. Applying the sensitivity-assisted Monte Carlo simulation method, the numerical efficiency of optimization procedure is guaranteed. The proposed reliability-based algorithm supplying multi-reliable solutions is investigated through applications to analytic examples and the optimal design of two electromagnetic problems.

• Bulletin of the Korean Chemical Society
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• 제30권1호
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• pp.97-101
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• 2009

A new approach was applied to examine the charge generation and transport in organic photoconductive devices by Monte‐Carlo simulation utilizing multiple site interactions of carriers with all other charges within Coulomb radius. Stepwise generation frame was considered first by a charge separation process that was counted in two separate transactions, i.e., hopping against physical decay and dissociation against recombination. Thereafter, diffusion/ drifting process of free carriers was counted to follow. This method enables to examine readily the photocurrent generated alongside the charge generation efficiency. The field and temperature dependences of the efficiency and photocurrent were obtained comparable to Onsager’s and experimental data.

• 농업과학연구
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• 제37권2호
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• pp.315-321
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• 2010

Decision-makings or the related policies regarding domestic grape production heavily depends upon the known market price data and official statistics periodically announced by government, at national level. However, usual adaption of the 'simple means' from these data may bring seriously biased decision-makings when the original data are biased, especially when the data are not convinced to be normal distributions to decision makers. In this regards, this study employs Monte Carlo simulation technique to overcome the limitations, based on the decision makers' subjective assumptions on the known data, and, tries to come up with flexible range of business information regarding grape-producing farm income. The approach used in this study also provides possibility that it may be useful when adapting subjective assumptions from various statistical distributions.

• Structural Engineering and Mechanics
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• 제11권4호
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• pp.373-392
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• 2001

The main idea behind the paper is to present two alternative methods of homogenization of the heat conduction problem in composite materials, where the heat conductivity coefficients are assumed to be random variables. These two methods are the Monte-Carlo simulation (MCS) technique and the second order perturbation second probabilistic moment method, with its computational implementation known as the Stochastic Finite Element Method (SFEM). From the mathematical point of view, the deterministic homogenization method, being extended to probabilistic spaces, is based on the effective modules approach. Numerical results obtained in the paper allow to compare MCS against the SFEM and, on the other hand, to verify the sensitivity of effective heat conductivity probabilistic moments to the reinforcement ratio. These computational studies are provided in the range of up to fourth order probabilistic moments of effective conductivity coefficient and compared with probabilistic characteristics of the Voigt-Reuss bounds.