• 제목/요약/키워드: Probabilistic Inference Model

검색결과 48건 처리시간 0.025초

SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • 제21권5호
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

환경피로균열 열화특성 예측을 위한 확률론적 접근 (Probabilistic Approach for Predicting Degradation Characteristics of Corrosion Fatigue Crack)

  • 이태현;윤재영;류경하;박종원
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제18권3호
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    • pp.271-279
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    • 2018
  • Purpose: Probabilistic safety analysis was performed to enhance the safety and reliability of nuclear power plants because traditional deterministic approach has limitations in predicting the risk of failure by crack growth. The study introduces a probabilistic approach to establish a basis for probabilistic safety assessment of passive components. Methods: For probabilistic modeling of fatigue crack growth rate (FCGR), various FCGR tests were performed either under constant load amplitude or constant ${\Delta}K$ conditions by using heat treated X-750 at low temperature with adequate cathodic polarization. Bayesian inference was employed to update uncertainties of the FCGR model using additional information obtained from constant ${\Delta}K$ tests. Results: Four steps of Bayesian parameter updating were performed using constant ${\Delta}K$ test results. The standard deviation of the final posterior distribution was decreased by a factor of 10 comparing with that of the prior distribution. Conclusion: The method for developing a probabilistic crack growth model has been designed and demonstrated, in the paper. Alloy X-750 has been used for corrosion fatigue crack growth experiments and modeling. The uncertainties of parameters in the FCGR model were successfully reduced using the Bayesian inference whenever the updating was performed.

고객만족, NPS, Bayesian Inference 및 Hidden Markov Model로 구현하는 명품구매에 관한 확률적 추적 메카니즘 (A Probabilistic Tracking Mechanism for Luxury Purchase Implemented by Hidden Markov Model, Bayesian Inference, Customer Satisfaction and Net Promoter Score)

  • 황선주;이정수
    • 한국산업정보학회논문지
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    • 제23권6호
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    • pp.79-94
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    • 2018
  • 마케팅 분야에서는 제품품질, 고객만족, 고객추천을 바탕으로 구매행동과의 영향 유무 및 상관관계를 통계적 Regression 방법으로 가설 검증하는 것을 주요한 연구 대상으로 하고 있다. 또한 최근에는 ASCI와 같은 고객만족지수 혹은 라이켈트의 NPS와 같은 고객추천지수를 바탕으로 실제 기업성과와 연관되는 시장 지분에 어떠한 영향을 미치는 지에 대한 통계적 분석 연구도 활발히 이루어지고 있다. 본 연구에서는 실제 고객이 매장을 방문하여, 과거 고객카드에 명품을 구매하던 구매하지 않던 간에 만족/불만족을 표시한 체인 및 고객 추천의향을 검토하여 Hidden Markov Model을 이용한 고객의 최상의 구매패턴을 분석하는 확률적 기법에 대하여 연구하는 것을 목적으로 하고 있다. 이를 바탕으로 고객만족 -> 고객추천의향 -> 고객추천행동->구매 및 재구매 체인에 대응하는 실제 소비자의 구매패턴을 고객만족과 NPS(순추천지수) 및 여러 수리통계적 이론-Hidden Markov Model, Bayesian Inference, Maximum Likelihood Estimation을 이용하여 확률적 추적 메카니즘을 구현하는 것을 목표로 한다. 제시된 목표는 인공지능을 구현하는 이론과 알고리듬을 사용하여 달성되었기에 이론적 추적 메카니즘을 여러 인공지능망 -DNN, CNN, GAN등을 사용하여 기업에서 사용할 수 있는 고객의 구매패턴 앱으로 발전시키는 것을 후속연구에서 기대한다.

Bayesian model updating for the corrosion fatigue crack growth rate of Ni-base alloy X-750

  • Yoon, Jae Young;Lee, Tae Hyun;Ryu, Kyung Ha;Kim, Yong Jin;Kim, Sung Hyun;Park, Jong Won
    • Nuclear Engineering and Technology
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    • 제53권1호
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    • pp.304-313
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    • 2021
  • Nickel base Alloy X-750, which is used as fastener parts in light-water reactor (LWR), has experienced many failures by environmentally assisted cracking (EAC). In order to improve the reliability of passive components for nuclear power plants (NPP's), it is necessary to study the failure mechanism and to predict crack growth behavior by developing a probabilistic failure model. In this study, The Bayesian inference was employed to reduce the uncertainties contained in EAC modeling parameters that have been established from experiments with Alloy X-750. Corrosion fatigue crack growth rate model (FCGR) was developed by fitting into Paris' Law of measured data from the several fatigue tests conducted either in constant load or constant ΔK mode. These parameters characterizing the corrosion fatigue crack growth behavior of X-750 were successfully updated to reduce the uncertainty in the model by using the Bayesian inference method. It is demonstrated that probabilistic failure models for passive components can be developed by updating a laboratory model with field-inspection data, when crack growth rates (CGRs) are low and multiple inspections can be made prior to the component failure.

직관 실험 및 코퍼스를 바탕으로 한 의미 중의성 해소 계산 모형 연구 (A Study on the Computational Model of Word Sense Disambiguation, based on Corpora and Experiments on Native Speaker's Intuition)

  • 김동성;최재웅
    • 인지과학
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    • 제17권4호
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    • pp.303-321
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    • 2006
  • 본 논문은 의미 중의성 해소에 대한 화자의 직관의 계산 모형에 대한 연구로 Harris (1964)의 '분포가설'에 근거하여 핵심어와 공기하는 어휘들에 대한 분포적 정규성을 포착하는 언어 직관의 계산 모형을 제안한다. 이를 위해 분포적 정규성에 대한 화자의 처리 계산 모형을 파악하기 위하여 심리언어학적 실험을 실시하고 그 결과를 분석한다. 계산 모형으로는 논리 모형, 확률 모형, 그리고 확률 추론 모형의 세가지 모형이 설정되었다. 실험은 두 가지로 구성되었다. 첫 번째는 100만 어절 코퍼스에서 추출된 문장을 화자 직관으로 의미를 식별하는 실험이었다. 이 실험에서는 응답간 일치도가 98%로 나왔다. 두 번째 실험은, 제한된 환경에서 실험자의 반응을 관찰하기 위한 것으로, 분열문이라는 환경을 통해 핵심어와 공기어사이의 의미 관계를 살펴보았다. 또한 100만 어절 코퍼스에서 관찰된 수치와 실험에서 관찰된 관찰치사이의 상관성을 피어슨의 상관계수로 측정하였다. 그러한 측정 결과 실제 코퍼스에서 관찰되는 현상은 논리모형과 상관성이 있었고, 제한된 환경에서 실시한 결과는 확률 모형과 상관성이 있었다. 이 실험결과는 논리 모형이 우선적으로 의미 분류에 관여하나, 만약 논리 모형이 적용되지 않을 경우 확률 모형이 관여함을 보여 준다. 아울러 의미 결정 모형의 관점에서는 논리 모형이 정확하게 직관모형을 예측할 수 있었고, 확률추론 모형도 직관모형을 근사치에 가깝게 예측할 수 있었다.

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A Probabilistic Tensor Factorization approach for Missing Data Inference in Mobile Crowd-Sensing

  • Akter, Shathee;Yoon, Seokhoon
    • International Journal of Internet, Broadcasting and Communication
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    • 제13권3호
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    • pp.63-72
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    • 2021
  • Mobile crowd-sensing (MCS) is a promising sensing paradigm that leverages mobile users with smart devices to perform large-scale sensing tasks in order to provide services to specific applications in various domains. However, MCS sensing tasks may not always be successfully completed or timely completed for various reasons, such as accidentally leaving the tasks incomplete by the users, asynchronous transmission, or connection errors. This results in missing sensing data at specific locations and times, which can degrade the performance of the applications and lead to serious casualties. Therefore, in this paper, we propose a missing data inference approach, called missing data approximation with probabilistic tensor factorization (MDI-PTF), to approximate the missing values as closely as possible to the actual values while taking asynchronous data transmission time and different sensing locations of the mobile users into account. The proposed method first normalizes the data to limit the range of the possible values. Next, a probabilistic model of tensor factorization is formulated, and finally, the data are approximated using the gradient descent method. The performance of the proposed algorithm is verified by conducting simulations under various situations using different datasets.

Probabilistic-based assessment of composite steel-concrete structures through an innovative framework

  • Matos, Jose C.;Valente, Isabel B.;Cruz, Paulo J.S.;Moreira, Vicente N.
    • Steel and Composite Structures
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    • 제20권6호
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    • pp.1345-1368
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    • 2016
  • This paper presents the probabilistic-based assessment of composite steel-concrete structures through an innovative framework. This framework combines model identification and reliability assessment procedures. The paper starts by describing current structural assessment algorithms and the most relevant uncertainty sources. The developed model identification algorithm is then presented. During this procedure, the model parameters are automatically adjusted, so that the numerical results best fit the experimental data. Modelling and measurement errors are respectively incorporated in this algorithm. The reliability assessment procedure aims to assess the structure performance, considering randomness in model parameters. Since monitoring and characterization tests are common measures to control and acquire information about those parameters, a Bayesian inference procedure is incorporated to update the reliability assessment. The framework is then tested with a set of composite steel-concrete beams, which behavior is complex. The experimental tests, as well as the developed numerical model and the obtained results from the proposed framework, are respectively present.

베이지안 추론을 이용한 VLOC 모형선 구조응답의 확률론적 시계열 예측 (Probabilistic Time Series Forecast of VLOC Model Using Bayesian Inference)

  • 손재현;김유일
    • 대한조선학회논문집
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    • 제57권5호
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    • pp.305-311
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    • 2020
  • This study presents a probabilistic time series forecast of ship structural response using Bayesian inference combined with Volterra linear model. The structural response of a ship exposed to irregular wave excitation was represented by a linear Volterra model and unknown uncertainties were taken care by probability distribution of time series. To achieve the goal, Volterra series of first order was expanded to a linear combination of Laguerre functions and the probability distribution of Laguerre coefficients is estimated using the prepared data by treating Laguerre coefficients as random variables. In order to check the validity of the proposed methodology, it was applied to a linear oscillator model containing damping uncertainties, and also applied to model test data obtained by segmented hull model of 400,000 DWT VLOC as a practical problem.

Closed-form fragility analysis of the steel moment resisting frames

  • Kia, M.;Banazadeh, M.
    • Steel and Composite Structures
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    • 제21권1호
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    • pp.93-107
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    • 2016
  • Seismic fragility analysis is a probabilistic decision-making framework which is widely implemented for evaluating vulnerability of a building under earthquake loading. It requires ingredient named probabilistic model and commonly developed using statistics requiring collecting data in large quantities. Preparation of such a data-base is often costly and time-consuming. Therefore, in this paper, by developing generic seismic drift demand model for regular-multi-story steel moment resisting frames is tried to present a novel application of the probabilistic decision-making analysis to practical purposes. To this end, a demand model which is a linear function of intensity measure in logarithmic space is developed to predict overall maximum inter-story drift. Next, the model is coupled with a set of regression-based equations which are capable of directly estimating unknown statistical characteristics of the model parameters.To explicitly address uncertainties arise from randomness and lack of knowledge, the Bayesian regression inference is employed, when these relations are developed. The developed demand model is then employed in a Seismic Fragility Analysis (SFA) for two designed building. The accuracy of the results is also assessed by comparison with the results directly obtained from Incremental Dynamic analysis.