• Proceedings of the KSR Conference
• /
• 2001.05a
• /
• pp.44-51
• /
• 2001

To account for uncertainties involved in an economic analysis of project, sensitivity analysis are usually being done in Korea. Though useful for policy analysis, but it larks explicit consideration of probability of occurring certain events considered in the sensitivity analysis. Risk analysis otherwise can explicitly account for the probability of certain event which has dire impact on project viability, such as cost, discount rate, and size of benefit. This paper reports experience of applying risk analysis method for economic evaluation of railroad investment. Probability distribution of event has paramount impact on the risk analysis results, while not many prior researches dealt with these issues. Probability distribution of rolling stock cost and operating cost, in addition to those cost variables, are developed considering railway demand in this study. Case study results are reported. Issues in applying risk analysis are reported in addition to further research direction.

• The Korean Journal of Applied Statistics
• /
• v.17 no.1
• /
• pp.49-60
• /
• 2004

In this paper, when the observations are distributed as inverse gaussian, we developed the noninformative priors for ratio of the parameters of inverse gaussian distribution. We developed the first order matching prior and proved that the second order matching prior does not exist. It turns out that one-at-a-time reference prior satisfies a first order matching criterion. Some simulation study is performed.

• Journal of the Korea Institute of Military Science and Technology
• /
• v.21 no.2
• /
• pp.225-234
• /
• 2018

In this paper, we consider a problem of partitioning a search area into smaller rectangular regions, so that multiple platforms can conduct search operations independently without requiring unnecessary coordination among themselves. The search area consists of cells where each cell has some prior information regarding the probability of target existence. The detection probability in particular cell is evaluated by multiplying the observation probability of the platform and the target existence probability in that cell. The total detection probability within the search area is defined as the cumulative detection probability for each cell. However, since this search area partitioning problem is NP-Hard, we decompose the problem into three sequential phases to solve this computationally intractable problem. Additionally, we discuss a special case of this problem, which can provide an optimal analytic solution. We also examine the performance of the proposed approach by comparing our results with the optimal analytic solution.

• The Journal of the Acoustical Society of Korea
• /
• v.38 no.5
• /
• pp.607-613
• /
• 2019

This paper proposes LF-MMI (Lattice Free Maximum Mutual Information)-based acoustic modeling using external knowledge for speech recognition. Note that an external knowledge refers to text data other than training data used in acoustic model. LF-MMI, objective function for optimization of training DNN (Deep Neural Network), has high performances in discriminative training. In LF-MMI, a phoneme probability as prior probability is used for predicting posterior probability of the DNN-based acoustic model. We propose using external knowledges for training the prior probability model to improve acoustic model based on DNN. It is measured to relative improvement 14 % as compared with the conventional LF-MMI-based model.

• Journal of the Korean Data and Information Science Society
• /
• v.13 no.2
• /
• pp.235-242
• /
• 2002

In this paper, we develop noninformative priors that are used for estimating the ratio of failure rates under Freund's bivariate exponential distribution. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. Also the propriety of posterior under the noninformative priors is proved and the frequentist coverage probabilities are investigated for small samples via simulation study.

• Journal of the Korean Statistical Society
• /
• v.27 no.4
• /
• pp.421-433
• /
• 1998

In this paper, matching priors for P(X < Y) are investigated when both distributions are exponential distributions. Two recent approaches for finding noninformative priors are introduced. The first one is the verger and Bernardo's forward and backward reference priors that maximizes the expected Kullback-Liebler Divergence between posterior and prior density. The second one is the matching prior identified by matching the one sided posterior credible interval with the frequentist's desired confidence level. The general forms of the second- order matching prior are presented so that the one sided posterior credible intervals agree with the frequentist's desired confidence levels up to O(n$^{-1}$ ). The frequentist coverage probabilities of confidence sets based on several noninformative priors are compared for small sample sizes via the Monte-Carlo simulation.

• Communications for Statistical Applications and Methods
• /
• v.6 no.2
• /
• pp.523-532
• /
• 1999

Generalized linear models have various applications for data arising from many kinds of statistical studies. Although the response variable is generally assumed to be generated from a wide class of probability distributions we focus on count data that are most often analyzed using binomial models for proportions or poisson models for rates. The methods and results presented here also apply to many other categorical data models in general due to the relationship between multinomial and poisson sampling. The novelty of the approach suggested here is that all conditional distribution s can be specified directly so that staraightforward Gibbs sampling is possible. The prior distribution consists of two stages. We rely on a normal nonconjugate prior at the first stage and a vague prior for hyperparameters at the second stage. The methods are demonstrated with an illustrative example using data collected by Rosenkranz and raftery(1994) concerning the number of hospital admissions due to back pain in Washington state.

• 한국지구물리탐사학회:학술대회논문집
• /
• 2003.11a
• /
• pp.340-343
• /
• 2003

This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

• Journal of Navigation and Port Research
• /
• v.47 no.2
• /
• pp.93-99
• /
• 2023

This study aimed to determine relationships among risk factors influencing container port operation using Bayesian network. Risk factors identified from prior studies were classified into five groups: human error, machinery error, environmental risk, security risk, and natural disasters. P anel experts discussed identified risk factors to fulfil conditional probability tables of the interdependence model. The interdependence model was also validated by sensitivity analysis and provided an interrelation of factors influencing the direction of each other. Results of the interdependence model were partially in line with results from prior studies while practices in the global port industry confirmed interrelationships of risk factors. In addition, the relationship between top-ranked risk factors can provide a schematic drawing of the model. Accordingly, results of this study can expand the prior research in the Korean port industry, which may help port authorities improve risk management and reduce losses from the risk.

• Bulletin of the Korean Mathematical Society
• /
• v.44 no.2
• /
• pp.265-270
• /
• 2007

The modern approach for wavelets imposes a Bayesian prior model on the wavelet coefficients to capture the sparseness of the wavelet expansion. The idea is to build flexible probability models for the marginal posterior densities of the wavelet coefficients. In this note, we derive exact expressions for a popular model for the marginal posterior density.