• 한국방재학회:학술대회논문집
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• 2008.02a
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• pp.727-730
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• 2008

최근 연구에 의하면 기상 등의 외부적 요인이 수문학적 빈도를 변화시킨다고 알려지고 있다. 그러나 전통적인 수문학적 빈도해석은 자료의 정상성을 전제로 하기 때문에 어떤 외부인자의 따른 영향을 고려할 수 없다. 본 연구에서는 비정상성 빈도해석 모형의 기본 개념 및 절차에 대해서 살펴보았고 이를 국내 자료에 대해서 적용 검토하였다. 본 연구에서는 계층적 Bayesian 방법을 이용하여 한국에서 극치사상의 영향을 미치는 다양한 영향 인자를 평가하였다. 해수면온도, 예측 GCM 강수량 및 기상인자를 잠재적인 영향인자로 고려하였다. 수문위험도 분석에 관련된 매개변수는 Markov Chain Monte Carlo (MCMC) 방법을 이용하였다. 각 예측 인자의 적합성 및 중요성은 각 예측인자와 관련된 매개변수의 사후분포를 이용하여 검토 평가하였다.

• Annual Conference on Human and Language Technology
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• 2010.10a
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• pp.127-129
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• 2010

본 논문에서는 다양한 코퍼스를 통해 언어를 학습하는 과정을 모델링하여 무감독학습(Unsupervised learning)으로 문법적 패턴을 습득하는 방법론을 소개한다. 제안 방법에서는 적은 수의 특성 조합으로 잠재적 패턴의 부분만을 표현한 후 표현된 규칙을 조합하여 유의미한 문법적 패턴을 탐색한다. 본 논문에서 제안한 방법은 베이지만 추론(Bayesian Inference)과 MCMC (Markov Chain Mote Carlo) 샘플링에 기반하여 특성 조합을 유의미한 문법적 패턴으로 정제하는 방법으로, 랜덤하이퍼그래프(Random Hypergraph) 모델을 이용하여 많은 수의 하이퍼에지를 생성한 후 생성된 하이퍼에지의 가중치를 조정하여 유의미한 문법적 패턴을 탈색하는 방법론이다. 우리는 본 논문에서 유아용 비디오의 스크립트를 이용하여 다양한 유아용 비디오 스크립트에서 문법적 패턴을 습득하는 방법론을 소개한다.

• The Bulletin of The Korean Astronomical Society
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• v.45 no.1
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• pp.61.1-61.1
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• 2020

We examine the HI gas kinematics and distribution of galaxy pairs in group or cluster environment from high-resolution Australian Square Kilometre Array Pathfinder (ASKAP) WALLABY pilot observations. We use 22 well-resolved galaxies in the Hydra cluster of which 4 galaxies are visually identified as pairs and others are isolated ones. We perform profile decomposition of HI velocity profiles of the galaxies using a new tool, BAYGAUD which enables us to separate a line-of-sight velocity profile into an optimal number of Gaussian components based on Bayesian MCMC techniques. All the HI velocity profiles of the galaxies are decomposed into kinematically cold or warm gas components with their velocity dispersion, 4~8 km/s or > 8 km/s, respectively. We derive the mass fraction of the kinematically cold gas with respect to the total HI gas mass, f = log10(M_cold / M_HI), of the galaxies and correlate them with their dynamical mass. The cold gas reservoir of the paired galaxies in the Hydra cluster is found to be relatively higher than that of the isolated ones which show a negative correlation with the dynamical mass in general.

• The Bulletin of The Korean Astronomical Society
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• v.46 no.1
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• pp.30.3-30.3
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• 2021

In order to generate the 3D structure of the 21-cm signal during the reionization, semi-numerical simulations based on Excursion set formalism are broadly used. However, semi-numerical simulations in the realization of the 3D structure are known to be the ionizing photon non-conserving by the structure of the Excursion set approach. Recently, explicit photon conserving algorithms for semi-numerical simulations introduced, but they are still too slow when forward modelling the 21-cm signal with high-dimensional parameter spaces. Here, we introduce a new method for approximately correcting photon non-conservation, which can be applied on-the-fly. This method is tailored towards the efficient simulation and Bayesian inference with high-dimensional parameter space. Then, we investigate how large an impact that photon non-conservation has on astrophysical parameter inference by performing an MCMC analysis. We find that the ionizing escape parameter is deviated from the fiducial value by 2 sigma when we infer astrophysical parameters without this correction.

• Communications for Statistical Applications and Methods
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• v.15 no.2
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• pp.173-191
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• 2008

The goal of this paper is analyzing and modeling the trend of apartment market price in Seoul using the dynamic linear model(DLM). We use the market price per pyeong of 30-pyeong-apartment provided by "KB apartment market price database" of Kookmin bank. The data is collected from June $24^{th}$, 2003 to August $28^{th}$, 2006. The inspection of the data reveals that the trend of apartment market price in Seoul can be divided into two groups and we assume that the price is expressed by the common trend of divided groups. We try to estimate the price of apartment by DLM using the Bayesian method.

• KDI Journal of Economic Policy
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• v.36 no.2
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• pp.103-136
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• 2014

The covered interest rate parity condition (CIRP) has been widely used in open macroeconomic analysis, risk management, exchange rate forecasts, and so forth. Due to the recent global financial crises, there have been remarkable changes in the financial markets of the emerging markets. These changes possibly influenced the dynamics of the covered interest rate parity condition. In this paper, we investigate whether the CIRP dynamics has changed, and what is the nature of the regime changes. To do this, we propose and estimate multiple-state Markov regime switching models using a Bayesian MCMC method. Our estimation results indicate that the default risk or the deviation from the CIRP has been decreased after the crisis. It seems to be associated with the more active interaction between the short-term bond market and the short-term foreign exchange market than before. The tightened relation of these two financial markets is caused by the arbitrage transaction of foreign investors.

• Journal of the Korean Association of Geographic Information Studies
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• v.26 no.1
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• pp.132-144
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• 2023

Recently, the frequency and intensity of heat waves due to the increase in climate change temperature are increasing. Therefore, this study tried to compare the evaluation process and evaluation results of the heat wave disaster evaluation, which is the government's analysis of the heat wave disaster vulnerability and the risk evaluation method recently emphasized by the IPCC. The analysis of climate change disaster vulnerability is evaluated based on manuals and guidelines prepared by the government. Risk evaluation can be evaluated as the product of the possibility of a disaster and its impact, and it is evaluated using the Markov chain Monte Carlo simulation based on Bayesian estimation method, which uses prior information to infer posterior probability. As a result of the analysis, the two evaluation results for Busan Metropolitan City differed slightly in the spatial distribution of areas vulnerable to heat waves. In order to properly evaluate disaster vulnerable areas due to climate change, the process and results of climate change disaster vulnerability analysis and risk assessment must be reviewed, and consider each methodology and countermeasures must be prepared.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.42 no.4
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• pp.194-202
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• 2019

Reliability analysis of the components frequently starts with the data that manufacturer provides. If enough failure data are collected from the field operations, the reliability should be recomputed and updated on the basis of the field failure data. However, when the failure time record for a component contains only a few observations, all statistical methodologies are limited. In this case, where the failure records for multiple number of identical components are available, a valid alternative is combining all the data from each component into one data set with enough sample size and utilizing the useful information in the censored data. The ROK Navy has been operating multiple Patrol Killer Guided missiles (PKGs) for several years. The Korea Multi-Function Control Console (KMFCC) is one of key components in PKG combat system. The maintenance record for the KMFCC contains less than ten failure observations and a censored datum. This paper proposes a Bayesian approach with a Dirichlet mixture model to estimate failure time density for KMFCC. Trends test for each component record indicated that null hypothesis, that failure occurrence is renewal process, is not rejected. Since the KMFCCs have been functioning under different operating environment, the failure time distribution may be a composition of a number of unknown distributions, i.e. a mixture distribution, rather than a single distribution. The Dirichlet mixture model was coded as probabilistic programming in Python using PyMC3. Then Markov Chain Monte Carlo (MCMC) sampling technique employed in PyMC3 probabilistically estimated the parameters' posterior distribution through the Dirichlet mixture model. The simulation results revealed that the mixture models provide superior fits to the combined data set over single models.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.627-641
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• 2012

We consider a model estimation and model selection methods for the multi-way contingency table data with non-response or missing values. We also consider hierarchical Bayesian model in order to handle a boundary solution problem that can happen in the maximum likelihood estimation under non-ignorable non-response model and we deal with a model selection method to find the best model for the data. We utilized Bayes factors to handle model selection problem under Bayesian approach. We applied proposed method to the pre-election survey for the 2004 Korean National Assembly race. As a result, we got the non-ignorable non-response model was favored and the variable of voting intention was most suitable.

• The Bulletin of The Korean Astronomical Society
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• v.45 no.1
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• pp.61.4-62
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• 2020

We present H I gas kinematics and star formation activities of NGC 6822, a dwarf galaxy located in the Local Volume at a distance of ~490 kpc. We perform profile decomposition of the line-of-sight velocity profiles of the high-resolution (~42.4" × 12") spatial; ~1.6 km/s spectral) H I data cube taken with the Australia Telescope Compact Array (ATCA). For this, we use a new tool, the so-called BAYGAUD (BAYesian GAUssian Decompositor) which is based on Bayesian Markov Chain Monte Carlo (MCMC) techniques, allowing us to decompose a line-of-sight velocity profile into an optimal number of Gaussian components in a quantitative manner. We classify the decomposed H I gas components of NGC 6822 into kinematically cold, warm or hot ones with respect to their velocity dispersion: 1) cold: < 4 km/s, 2) warm: 4 ~ 8 km/s, 3) hot: > 8 km/s. We then derive the Toomre-Q parameters of NGC 6822 using the kinematically decomposed H I gas maps. We also correlate their gas surface densities with the surface star formation rates derived using both GALEX far-ultraviolet and WISE 22 micron data to examine the impact of gas turbulence caused by stellar feedback on the Kennicutt-Schmidt (K-S) law. The kinematically cold component is likely to better follow the linear extension of the Kennicutt-Schmidt (K-S) law for molecular hydrogen (H2) at the low gas surface density regime where H I is not saturated.