• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.427-434
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• 2001

In this paper, we consider the nonparametric Bayesian approach to the multiple comparisons problem for I Poisson populations using Dirichlet process priors. We describe Gibbs sampling algorithm for calculating posterior probabilities for the hypotheses and calculate posterior probabilities for the hypotheses using Markov chain Monte Carlo. Also we provide a numerical example to illustrate the developed numerical technique.

• Proceedings of the KIEE Conference
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• 2003.10a
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• pp.279-282
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• 2003

In this paper, we propose a new high resolution frequency estimator for real sinusoids by using short time data and the AWLS/MFT (Adaptive Weighted Least Squares/ Modulation Function Technique) algorithm. Monte-Carlo simulations verify better performances of the proposed frequency estimator and demonstrate that the proposed AWLS sinusoidal estimator is a high resolution estimator.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.9 no.1
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• pp.45-52
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• 2000

The purpose of this research was developing an integrated way to solve two typical tolerance optimization problem i.e. optimal tolerance allotment and design centering. A new problem definition design centering-tolerance allotment problem (DCTA) was proposed here for the first time and solved. Genetic algorithm and coarse Monte Carlo simulation were used to solve the stochastic optimization problem. Optimal costs were compared with the costs from the previous optimization strategies Significant cost reductions were achieved by DCTA scheme.

• Communications for Statistical Applications and Methods
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• v.6 no.1
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• pp.169-180
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• 1999

A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

• Journal of the Korea Safety Management & Science
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• v.3 no.3
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• pp.221-230
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• 2001

The assembly tolerance design methods have applied linear or nonlinear programming methods and used simulation method and search algorithms to optimize the tolerance allocation of each part in an assembly. However, those methods are only considered to the relationship between tolerance and manufacturing cost, which do not consider a quality loss cost for each part tolerance. In this paper, the integrated simulation model used genetic algorithm and the Monte-Carlo simulation method was developed for the allocation of the optimal tolerance considering the manufacturing cost and quality loss cost.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.2188-2191
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• 2005

We consider a fault detection and isolation problem for inertial navigation systems which use redundant inertial sensors. We propose a FDI method using average of multiple parity vectors which reduce false alarm and wrong isolation, and improve correct isolation. We suggest the number of redundant sensors required to isolate simultaneous faults. The performance of the proposed FDI algorithm is analyzed by Monte-Carlo simulation.

• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.441-450
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• 2003

Collaborative filtering is one of the most widely used methodologies for recommendation system. Collaborative filtering is based on a data matrix of each customer's preferences and frequently, there exits missing data problem. We introduced two imputation approach (multiple imputation via Markov Chain Monte Carlo method and multiple imputation via bootstrap method) to improve the prediction performance of collaborative filtering and evaluated the performance using EachMovie data.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.93-107
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• 2002

Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

• Communications for Statistical Applications and Methods
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• v.20 no.6
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• pp.427-438
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• 2013

Based on progressive Type II censored sampling which is an important method to obtain failure data in a lifetime study, we suggest a very general form of Bayesian prediction bounds from two parameters exponentiated Weibull distribution using the proper general prior density. For this, Markov chain Monte Carlo approach is considered and we also provide a simulation study.

• Journal of the Korea Society for Simulation
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• v.9 no.4
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• pp.77-85
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• 2000

The object of this paper is developing of a simulation model for performance evaluation of ai defense-gun system. We developed a three-step kill probability of areal target in case of one gun on one target considering : 1) estimating the target and warhead intercept point, 2) target vulnerability and 3) computing the kill probability. We used a Monte Carlo simulation method. This model can be used for probabilistic analysis giving results of sufficient accuracy with minimum requirement of input data. Also we developed a computer program according proposed algorithm and a set of experimental results using the proposed method are shown.