• 한국지능시스템학회논문지
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• 제19권3호
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• pp.311-316
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• 2009

본 논문에서는 파티클 필터(Particle Filter)를 사용한 모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘을 제안한다. 파티클 필터는 몬테카를로(Monte Carlo) 샘플링 방법을 기반으로 사전분포확률(Prior distribution probability)와 사후분포확률(Posterior distribution probability)을 가지는 베이지안 조건 확률 모델(Bayesian conditional probabilities model)을 사용하는 방법이다. 그러나 대부분의 파티클 필터에서는 초기 확률밀도(Prior probability density)를 임의로 정의하여 사용하지만, 본 논문에서는 Sum of Absolute Difference (SAD)를 이용하여 초기 확률밀도를 구하고, 이를 파티클 필터에 적용하여 모바일 감시 로봇 환경에서 임의로 움직이는 물체를 강인하게 실시간으로 추정하고 추적하는 시스템을 구현하였다.

• Journal of the Korean Statistical Society
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• 제36권2호
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• pp.321-333
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• 2007

In the proportional hazard model with the beta process prior, the posterior computation with the discrete approximation is considered. The time period of interest is partitioned by small intervals. On each partitioning interval, the likelihood is approximated by that of a binomial experiment and the beta process prior is by a beta distribution. Consequently, the posterior is approximated by that of many independent binomial model with beta priors. The analysis of the leukemia remission data is given as an example. It is illustrated that the length of the partitioning interval affects the posterior and one needs to be careful in choosing it.

• Communications for Statistical Applications and Methods
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• 제27권4호
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• pp.413-430
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• 2020

The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

• Journal of the Korean Data and Information Science Society
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• 제22권1호
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• pp.115-123
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• 2011

In this paper, we develop the noninformative priors for stress-strength reliability from the Pareto distributions. We develop the matching priors and the reference priors. It turns out that the second order matching prior does not match the alternative coverage probabilities, and is not a highest posterior density matching or a cumelative distribution function matching priors. Also we reveal that the one-at-a-time reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example is given.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2003년도 추계 학술대회 학술발표 논문집
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• pp.45-48
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• 2003

We propose some properties of Bayesian fuzzy hypotheses testing by revision for prior possibility distribution and posterior possibility distribution using weighted fuzzy hypotheses H$\sub$0/($\theta$) versus H$_1$($\theta$) on $\theta$ with loss function.

• 콘크리트학회지
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• 제11권2호
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• pp.241-249
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• 1999

실제 구조물의 정확하고 합리적인 압축강도 추정을 위해서는 통계학적으로 많은 실험데이타가 필요하다. 그러나, 실제로 압축강도 자료가 제한되어 있기 때문에 추정에 어려움이 있다. 따라서, 본 연구에서는 적은 자료를 가지고 콘크리트의 실제적인 압축강도 추정을 위해 합리적인 베이시안 기법을 도입하여 콘크리트 강도추정 방법을 제시하였다. 여기서, 콘크리트의 평균 압축강도는 확률변수로 고려한다. 콘크리트 압축강도의 베이시안 업데이팅을 위해 사전확률분포는 기존의 자료를 반영하여 표현하며, 우도함수는 측정치의 특성을 반영하였다. 사후확률분포는 사전확률분포와 우도함수를 조합하여 나타내었다. 콘크리트 교량 현장에서 제작한 실린더 공시체로부터 측정한 자료를 이용하여 수치해석을 수행하였다. 수치해석결과는 상대적으로 적은 개수의 측정자료를 사용하고도 실제에 가까운 사후확률분포를 추정할 수 있는 것을 보여 주고 있다. 또한, 우도함수 분포의 신뢰구간에 대한 사전확률분포의 신뢰구간의 상대적인 크기는 사후확률분포의 결정에 영향을 미치는 것으로 나타났다. 본 논문에서 제시된 방법은 적은 현장측정자료를 가지고도 합리적인 강도추정이 가능함을 보여주고 있으며, 실제에 유용하게 활용될 수 있을 것으로 사료된다.

• Journal of the Korean Statistical Society
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• 제31권4호
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• pp.509-518
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• 2002

This paper is concerned with semiparametric Bayesian analysis of the proportional intensity regression model of the Poisson process for multiple event time data. A nonparametric prior distribution is put on the baseline cumulative intensity function and a usual parametric prior distribution is given to the regression parameter. Also we allow heterogeneity among the intensity processes in different subjects by using unobserved random frailty components. Gibbs sampling approach with the Metropolis-Hastings algorithm is used to explore the posterior distributions. Finally, the results are applied to a real data set.

• Journal of Communications and Networks
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• 제7권4호
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• pp.438-449
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• 2005

In this paper, we describes the information-theoretic approaches to sensor selection and sensor placement in sensor net­works for target localization and tracking. We have developed a sensor selection heuristic to activate the most informative candidate sensor for collaborative target localization and tracking. The fusion of the observation by the selected sensor with the prior target location distribution yields nearly the greatest reduction of the entropy of the expected posterior target location distribution. Our sensor selection heuristic is computationally less complex and thus more suitable to sensor networks with moderate computing power than the mutual information sensor selection criteria. We have also developed a method to compute the posterior target location distribution with the minimum entropy that could be achieved by the fusion of observations of the sensor network with a given deployment geometry. We have found that the covariance matrix of the posterior target location distribution with the minimum entropy is consistent with the Cramer-Rao lower bound (CRB) of the target location estimate. Using the minimum entropy of the posterior target location distribution, we have characterized the effect of the sensor placement geometry on the localization accuracy.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1129-1140
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• 2005

A nonparametric Bayesian method for calculating posterior probabilities of the multiple comparison problem on the parameters of several Geometric populations is presented. Bayesian multiple comparisons under two different prior/ likelihood combinations was studied by Gopalan and Berry(1998) using Dirichlet process priors. In this paper, we followed the same approach to calculate posterior probabilities for various hypotheses in a statistical experiment with a partition on the parameter space induced by equality and inequality relationships on the parameters of several geometric populations. This also leads to a simple method for obtaining pairwise comparisons of probability of successes. Gibbs sampling technique was used to evaluate the posterior probabilities of all possible hypotheses that are analytically intractable. A numerical example is given to illustrate the procedure.

• Communications for Statistical Applications and Methods
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• 제29권4호
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• pp.471-486
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• 2022

Autoregressive moving average (ARMA) models involve nonlinearity in the model coefficients because of unobserved lagged errors, which complicates the likelihood function and makes the posterior density analytically intractable. In order to overcome this problem of posterior analysis, some approximation methods have been proposed in literature. In this paper we first review the main analytic approximations proposed to approximate the posterior density of ARMA models to be analytically tractable, which include Newbold, Zellner-Reynolds, and Broemeling-Shaarawy approximations. We then use the Kullback-Leibler divergence to study the relation between these three analytic approximations and to measure the distance between their derived approximate posteriors for ARMA models. In addition, we evaluate the impact of the approximate posteriors distance in Bayesian estimates of mean and precision of the model coefficients by generating a large number of Monte Carlo simulations from the approximate posteriors. Simulation study results show that the approximate posteriors of Newbold and Zellner-Reynolds are very close to each other, and their estimates have higher precision compared to those of Broemeling-Shaarawy approximation. Same results are obtained from the application to real-world time series datasets.