• Title/Summary/Keyword: bayesian algorithm

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Design of Time-varying Stochastic Process with Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M.Sami;Lee, Kwon-Soon
    • Journal of Electrical Engineering and Technology
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    • v.2 no.4
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    • pp.543-548
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    • 2007
  • We present a dynamic Bayesian network (DBN) model of a generalized class of nonstationary birth-death processes. The model includes birth and death rate parameters that are randomly selected from a known discrete set of values. We present an on-line algorithm to obtain optimal estimates of the parameters. We provide a simulation of real-time characterization of load traffic estimation using our DBN approach.

Communication Channel Equalization Using Adaptive Neural Net (적응 신경망을 이용한 통신 채널 등화)

  • 김정수;권용광;김민수;이대학;이상윤;김재공
    • Proceedings of the IEEK Conference
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    • 1999.06a
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    • pp.1037-1040
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    • 1999
  • This paper investigates a RBF(Radial Basis Function) equalizer for channel equalization. RBF network has an identical structure to the optimal Bayesian symbol-decision equalizer solution. Therefore RBF can be employed to implement the Bayesian equalizer. Proposed algorithm of this paper makes channel states estimation to be unncessary, also makes center number which is needed indivisual channel to be minimum. Bayesian Equalizer has the theorical optimum performance. Proposed Equalizer performance is compared with this Baysian equalizer performance.

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Bayesian estimation for finite population proportion under selection bias via surrogate samples

  • Choi, Seong Mi;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1543-1550
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    • 2013
  • In this paper, we study Bayesian estimation for the finite population proportion in binary data under selection bias. We use a Bayesian nonignorable selection model to accommodate the selection mechanism. We compare four possible estimators of the finite population proportions based on data analysis as well as Monte Carlo simulation. It turns out that nonignorable selection model might be useful for weekly biased samples.

Water Resources Development Model by Using Bayesian Theory (베이지안 기법을 이용한 수자원개발 모델)

  • Kim, Jee-Hak;Bae, Young-Ju
    • Journal of Korean Society for Quality Management
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    • v.19 no.1
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    • pp.72-82
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    • 1991
  • This study deals with the problem of water resources development by using bayesian theory. The purpose of this study is to develop the optimal decision model by applying bayesian theory which determine the optimal alternative in water resources development system. A relevant mathematical model to find an optimal solution formulated and then used in developing an efficient water resources that determine optimal alternative. A numerical example is solved to illustrate the algorithm developed.

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Bayesian Prediction of Exponentiated Weibull Distribution based on Progressive Type II Censoring

  • Jung, Jinhyouk;Chung, Younshik
    • 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.

Online Learning of Bayesian Network Parameters for Incomplete Data of Real World (현실 세계의 불완전한 데이타를 위한 베이지안 네트워크 파라메터의 온라인 학습)

  • Lim, Sung-Soo;Cho, Sung-Bae
    • Journal of KIISE:Computer Systems and Theory
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    • v.33 no.12
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    • pp.885-893
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    • 2006
  • The Bayesian network(BN) has emerged in recent years as a powerful technique for handling uncertainty iii complex domains. Parameter learning of BN to find the most proper network from given data set has been investigated to decrease the time and effort for designing BN. Off-line learning needs much time and effort to gather the enough data and since there are uncertainties in real world, it is hard to get the complete data. In this paper, we propose an online learning method of Bayesian network parameters from incomplete data. It provides higher flexibility through learning from incomplete data and higher adaptability on environments through online learning. The results of comparison with Voting EM algorithm proposed by Cohen at el. confirm that the proposed method has the same performance in complete data set and higher performance in incomplete data set, comparing with Voting EM algorithm.

A Development of Hourly Rainfall Simulation Technique Based on Bayesian MBLRP Model (Bayesian MBLRP 모형을 이용한 시간강수량 모의 기법 개발)

  • Kim, Jang Gyeong;Kwon, Hyun Han;Kim, Dong Kyun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.3
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    • pp.821-831
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    • 2014
  • Stochastic rainfall generators or stochastic simulation have been widely employed to generate synthetic rainfall sequences which can be used in hydrologic models as inputs. The calibration of Poisson cluster stochastic rainfall generator (e.g. Modified Bartlett-Lewis Rectangular Pulse, MBLRP) is seriously affected by local minima that is usually estimated from the local optimization algorithm. In this regard, global optimization techniques such as particle swarm optimization and shuffled complex evolution algorithm have been proposed to better estimate the parameters. Although the global search algorithm is designed to avoid the local minima, reliable parameter estimation of MBLRP model is not always feasible especially in a limited parameter space. In addition, uncertainty associated with parameters in the MBLRP rainfall generator has not been properly addressed yet. In this sense, this study aims to develop and test a Bayesian model based parameter estimation method for the MBLRP rainfall generator that allow us to derive the posterior distribution of the model parameters. It was found that the HBM based MBLRP model showed better performance in terms of reproducing rainfall statistic and underlying distribution of hourly rainfall series.

A New Hybrid Genetic Algorithm for Nonlinear Channel Blind Equalization

  • Han, Soowhan;Lee, Imgeun;Han, Changwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.4 no.3
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    • pp.259-265
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    • 2004
  • In this study, a hybrid genetic algorithm merged with simulated annealing is presented to solve nonlinear channel blind equalization problems. The equalization of nonlinear channels is more complicated one, but it is of more practical use in real world environments. The proposed hybrid genetic algorithm with simulated annealing is used to estimate the output states of nonlinear channel, based on the Bayesian likelihood fitness function, instead of the channel parameters. By using the desired channel states derived from these estimated output states of the nonlinear channel, the Bayesian equalizer is implemented to reconstruct transmitted symbols. In the simulations, binary signals are generated at random with Gaussian noise. The performance of the proposed method is compared with those of a conventional genetic algorithm(GA) and a simplex GA. In particular, we observe a relatively high accuracy and fast convergence of the method.

Bayesian Estimation of the Two-Parameter Kappa Distribution

  • Oh, Mi-Ra;Kim, Sun-Worl;Park, Jeong-Soo;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.355-363
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    • 2007
  • In this paper a Bayesian estimation of the two-parameter kappa distribution was discussed under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape parameter and scale parameter in the Gibbs sampler is implemented using the adaptive rejection Metropolis sampling algorithm of Gilks et al. (1995). A Monte Carlo study showed that the Bayesian estimators proposed outperform other estimators in the sense of mean squared error.

Bayesian Learning for Self Organizing Maps (자기조직화 지도를 위한 베이지안 학습)

  • 전성해;전홍석;황진수
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.251-267
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    • 2002
  • Self Organizing Maps(SOM) by Kohonen is very fast algorithm in neural networks. But it doesn't show sure rules of training results. In this paper, we introduce to Bayesian Learning for Self Organizing Maps(BLSOM) which combines self organizing maps with Bayesian learning. So it supports explanatory power of models and improves prediction. BLSOM has global optima anywhere but SOM has not. This is proved by experiment in this paper.