• Nuclear Engineering and Technology
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• v.50 no.6
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• pp.854-859
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• 2018

Calculating minimal cut sets is a typical quantification method used to evaluate the top event probability for a fault tree. If minimal cut sets cannot be calculated or if the accuracy of the quantification result is in doubt, the Monte Carlo method can provide an alternative for fault tree quantification. The Monte Carlo method for fault tree quantification tends to take a long time because it repeats the calculation for a large number of samples. Herein, proposal is made to improve the quantification algorithm of a fault tree with circular logic. We developed a top-down iteration algorithm that combines the characteristics of the top-down approach and the iteration approach, thereby reducing the computation time of the Monte Carlo method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.8
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• pp.3889-3903
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• 2017

Fast and accurate localization of randomly deployed nodes is required by many applications in wireless sensor networks (WSNs). However, mobile nodes localization in WSNs is more difficult than static nodes localization since the nodes mobility brings more data. In this paper, we propose a Range-based Monte Carlo Box (RMCB) algorithm, which builds upon the Monte Carlo Localization Boxed (MCB) algorithm to improve the localization accuracy. This algorithm utilizes Received Signal Strength Indication (RSSI) ranging technique to build a sample box and adds a preset error coefficient in sampling and filtering phase to increase the success rate of sampling and accuracy of valid samples. Moreover, simplified Particle Swarm Optimization (sPSO) algorithm is introduced to generate new samples and avoid constantly repeated sampling and filtering process. Simulation results denote that our proposed RMCB algorithm can reduce the location error by 24%, 14% and 14% on average compared to MCB, Range-based Monte Carlo Localization (RMCL) and RSSI Motion Prediction MCB (RMMCB) algorithm respectively and are suitable for high precision required positioning scenes.

• Smart Structures and Systems
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• v.11 no.1
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• pp.53-67
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• 2013

In this paper we apply Monte Carlo Filter to identifying dynamic parameters of structural systems and improve the efficiency of this algorithm. The algorithms using Monte Carlo Filter so far has not been practical to apply to structural identification for large scale structural systems because computation time increases exponentially as the degrees of freedom of the system increase. To overcome this problem, we developed a method being able to reduce number of particles which express possible structural response state vector. In MCF there are two steps which are the prediction and filtering processes. The idea is very simple. The prediction process remains intact but the filtering process is conducted at each node of structural system in the proposed method. We named this algorithm as relaxation Monte Carlo Filter (RMCF) and demonstrate its efficiency to identify large degree of freedom systems. Moreover to increase searching field and speed up convergence time of structural parameters we proposed an algorithm combining the Genetic Algorithm with RMCF and named GARMCF. Using shaking table test data of a model structure we also demonstrate the efficiency of proposed algorithm.

• Communications of the Korean Mathematical Society
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• v.23 no.2
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• pp.285-294
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• 2008

A new Monte Carlo method is presented to compute the prices of barrier options on stocks. The key idea of the new method is to use an exit probability and uniformly distributed random numbers in order to efficiently estimate the first hitting time of barriers. It is numerically shown that the first hitting time error of the new Monte Carlo method decreases much faster than that of standard Monte Carlo methods.

• The Korean Journal of Applied Statistics
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• v.25 no.5
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• pp.837-846
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• 2012

Monte Carlo methods have been used in exact inference for contingency tables for a long time; however, they suffer from ergodicity and the ability to achieve a desired proportion of valid tables. In this paper, we apply the stochastic approximation Monte Carlo(SAMC; Liang et al., 2007) algorithm, as an adaptive Markov chain Monte Carlo, to the exact test of mutual independence in a multiway contingency table. The performance of SAMC has been investigated on real datasets compared to with existing Markov chain Monte Carlo methods. The numerical results are in favor of the new method in terms of the quality of estimates.

• International Journal of Naval Architecture and Ocean Engineering
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• v.13 no.1
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• pp.115-125
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• 2021

Simulation-based hull form optimization is a typical HEB (high-dimensional, expensive computationally, black-box) problem. Conventional optimization algorithms easily fall into the "curse of dimensionality" when dealing with HEB problems. A recently proposed Cross-Entropy (CE) optimization algorithm is an advanced stochastic optimization algorithm based on a probability model, which has the potential to deal with high-dimensional optimization problems. Currently, the CE algorithm is still in the theoretical research stage and rarely applied to actual engineering optimization. One reason is that the Monte Carlo (MC) method is used to estimate the high-dimensional integrals in parameter update, leading to a large sample size. This paper proposes an improved CE algorithm based on quasi-Monte Carlo (QMC) estimation using high-dimensional truncated Sobol subsequence, referred to as the QMC-CE algorithm. The optimization performance of the proposed algorithm is better than that of the original CE algorithm. With a set of identical control parameters, the tests on six standard test functions and a hull form optimization problem show that the proposed algorithm not only has faster convergence but can also apply to complex simulation optimization problems.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.135-140
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• 2000

베이지안 신경망 모형(Bayesian Neural Networks Models)에서 주어진 입력값(input)은 블랙 박스(Black-Box)와 같은 신경망 구조의 각 층(layer)을 거쳐서 출력값(output)으로 계산된다. 새로운 입력 데이터에 대한 예측값은 사후분포(posterior distribution)의 기대값(mean)에 의해 계산된다. 주어진 사전분포(prior distribution)와 학습데이터에 의한 가능도함수(likelihood functions)를 통해 계산되어진 사후분포는 매우 복잡한 구조를 갖게 됨으로서 기대값의 적분계산에 대한 어려움이 발생한다. 이때 확률적 추정에 의한 근사 방법인 몬테칼로 적분을 이용한다. 이러한 방법으로서 Hybrid Monte Carlo 알고리즘은 우수한 결과를 제공하여준다(Neal 1996). 본 논문에서는 Hybrid Monte Carlo 알고리즘과 기존에 많이 사용되고 있는 Gibbs sampling, Metropolis algorithm, 그리고 Slice Sampling등의 몬테칼로 방법들을 비교한다.

• The Korean Journal of Applied Statistics
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• v.22 no.3
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• pp.627-634
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• 2009

Recently, the general contour Monte Carlo has been proposed by Liang (2004) as a space annealing version(ACMC) for optimization problems. The algorithm can be applied successfully to determine the ground configurations for the prediction of protein folding. In this approach, we use the distances between the consecutive $C_{\alpha}$ atoms along the peptide chain and the mapping sequences between the 20-letter amino acids and a coarse-grained three-letter code. The algorithm was tested on the real proteins. The comparison showed that the algorithm made a significant improvement over the simulated annealing(SA) and the Metropolis Monte Carlo method in determining the ground configurations.

• Current Optics and Photonics
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• v.5 no.6
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• pp.617-626
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• 2021

A parallel Monte Carlo photon migration algorithm for graphics processing units that implements an improved load-balancing strategy is presented. Conventional parallel Monte Carlo photon migration algorithms suffer from a computational bottleneck due to their reliance on a simple load-balancing strategy that does not take into account the different length of the mean free paths of the photons. In this paper, path-partition load balancing is proposed to eliminate this computational bottleneck based on a mathematical formula that parallelizes the photon path tracing process, which has previously been considered non-parallelizable. The performance of the proposed algorithm is tested using three-dimensional photon migration simulations of a human skin model.

• Journal of the Korean Society for Precision Engineering
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• v.29 no.4
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• pp.479-486
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• 2012

Two of fundamental approaches that can be used to understand ion-solid interaction are Monte Carlo (MC) and Molecular Dynamic (MD) simulations. For the simplicity of simulation Monte Carlo simulation method is widely preferred. In this paper, basic consideration and algorithm of Monte Carlo simulation will be presented as well as simulation results. Sputtering caused by incident ion beam will be discussed with distribution of sputtered particles and their energy distributions. Redeposition of sputtered particles that are experienced refraction at the substrate-vacuum interface additionally presented. In addition, reflection of incident ions with reflection coefficient will be presented together with spatial and energy distributions. This Monte Carlo simulation will be useful in simulating and describing ion beam related processes such as Ion beam induced deposition/etching process, local nano-scale distribution of focused ion beam implanted ions, and ion microscope imaging process etc.