• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.214-219
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• 2009

본 연구에서는 기후변동성 및 기후변화와 같은 외부충격을 극치수문사상 해석에 반영할 수 있는 비정상성 빈도해석 기법을 제안하고 서울지방 강수량에 대해서 검토를 실시하였다. 이러한 외부인자를 고려할 경우에 가장 큰 어려운 점은 극치분포의 매개변수를 효과적으로 추정하면서 동시에 불확실성을 정량화해야 한다는 점이다. 이러한 점에서 본 연구에서 제시한 Bayesian 방법은 상대적으로 우수한 해석 능력을 나타내고 있는 것으로 판단된다. 비정상성 빈도해석 기법을 서울지방 강수량에 선형경향성과 기후변화 영향을 고려하여 적용한 결과 현재에 비해 극치강수량에 발생 빈도가 크게 나타나는 특성을 보여주고 있다. 그러나 보다 신뢰성 있는 해석을 위해서 다양한 기상패턴 및 모형을 검토하는 것이 바람직 할 것으로 판단된다.

• Smart Structures and Systems
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• v.22 no.2
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• pp.193-200
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• 2018

From the viewpoint of engineering applications, the prediction of the failure of bogies plays an important role in preventing the occurrence of fatigue. Fatigue is a complex phenomenon affected by many uncertainties (such as load, environment, geometrical and material properties, and so on). The key to predict fatigue damage accurately is how to quantify these uncertainties. A Bayesian model is used to account for the uncertainty of various sources when predicting fatigue damage of structural components. In spite of improvements in the design of fatigue-sensitive structures, periodic non-destructive inspections are required for components. With the help of modern nondestructive inspection techniques, the fatigue flaws can be detected for bogie structures, and fatigue reliability can be updated by using Bayesian theorem with inspection data. A practical fatigue analysis of welded bogies is utilized to testify the effectiveness of the proposed methods.

• Communications for Statistical Applications and Methods
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• v.25 no.5
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• pp.523-544
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• 2018

Bivariate distributions play a fundamental role in survival and reliability studies. We consider a regression model for bivariate survival times under right-censored based on the bivariate Kumaraswamy Weibull (Cordeiro et al., Journal of the Franklin Institute, 347, 1399-1429, 2010) distribution to model the dependence of bivariate survival data. We describe some structural properties of the marginal distributions. The method of maximum likelihood and a Bayesian procedure are adopted to estimate the model parameters. We use diagnostic measures based on the local influence and Bayesian case influence diagnostics to detect influential observations in the new model. We also show that the estimates in the bivariate Kumaraswamy Weibull regression model are robust to deal with the presence of outliers in the data. In addition, we use some measures of goodness-of-fit to evaluate the bivariate Kumaraswamy Weibull regression model. The methodology is illustrated by means of a real lifetime data set for kidney patients.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.35-35
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• 2016

수문학적 빈도해석은 일반적으로 단변량 형태에 해석이 주를 이루고 있으나, 최근 다변량 해석에 대한 이해와 더불어, 해석 기술 발달에 따라 빈도해석에서도 다변량 해석적 접근이 이루어지고 있다. 기존 다변량 해석 방법으로는 Copula방법 적용이 활발하게 이루어지고 있으며, 특히 가뭄해석에 있어 지속시간과 심도를 동시에 평가하는 2변량 가뭄빈도해석에 대한 연구가 다수 이루어지고 있다. 그러나 기존 해석 방법은 정상성 해석 모형으로서 기상변동성과 같은 시변동성을 고려하는데 한계가 있다. 이러한 점에서 본 연구에서는 Bayesian 기반 Copula 함수의 매개변수를 추정함과 동시에 매개변수의 불확실성을 평가할 수 있는 2변량 비정상성 빈도해석 모형을 개발하였다. 본 연구에서는 최근 우리나라와 미국에서 발생한 2013-15년 가뭄빈도에 대한 평가와 동시에 이에 따른 불확실성을 정량적으로 평가하는 연구를 진행하였다.

• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• Nuclear Engineering and Technology
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• v.54 no.1
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• pp.414-422
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• 2022

Presented in this paper is a methodology for combining a Bayesian statistical approach with Data Quality Objectives (a structured decision-making method) to provide increased levels of confidence in analytical data when approaching a waste boundary. Development of sampling and analysis plans for the characterisation of radioactive waste often use a simple, one pass statistical approach as underpinning for the sampling schedule. Using a Bayesian statistical approach introduces the concept of Prior information giving an adaptive sample strategy based on previous knowledge. This aligns more closely with the iterative approach demanded of the most commonly used structured decision-making tool in this area (Data Quality Objectives) and the potential to provide a more fully underpinned justification than the more traditional statistical approach. The approach described has been developed in a UK regulatory context but is translated to a waste stream from the Fukushima Daiichi Nuclear Power Station to demonstrate how the methodology can be applied in this context to support decision making regarding the ultimate disposal option for radioactive waste in a more global context.

• Journal of Korea Water Resources Association
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• v.46 no.1
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• pp.13-24
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• 2013

The main objective of this study was to develop a new regional frequency analysis model based on hierarchical Bayesian model that allows us to better estimate and quantify model parameters as well as their associated uncertainties. A Monte-carlo experiment procedure has been set up to verify the proposed regional frequency analysis. It was found that the proposed hierarchical Bayesian model based regional frequency analysis outperformed the existing L-moment based regional frequency analysis in terms of reducing biases associated with the model parameters. Especially, the bias is remarkably decreased with increasing return period. The proposed model was applied to six weather stations in Jeollabuk-do, and compared with the existing L-moment approach. This study also provided shrinkage process of the model parameters that is a typical behavior in hierarchical Bayes models. The results of case study show that the proposed model has the potential to obtain reliable estimates of the parameters and quantitatively provide their uncertainties.

• 대한예방의학회:학술대회논문집
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• 2005.10a
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• pp.300-300
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• 2005

• Journal of the Korea Institute of Information and Communication Engineering
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• v.10 no.5
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• pp.956-961
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• 2006

Keystroke time intervals can be a discriminating feature in the verification and identification of computer users. This paper presents a comparison result obtained using several classification methods including k-NN (k-Nearest Neighbor), back-propagation neural networks, and Bayesian classification for keystroke identification. Performance of k-NN classification was best with small data samples available per user, while Bayesian classification was the most superior to others with large data samples per user. Thus, for web-based on-line identification of users, it seems to be appropriate to selectively use either k-NN or Bayesian method according to the number of keystroke samples accumulated by each user.

• Proceedings of the Korean Association for Survey Research Conference
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• 2006.06a
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• pp.131-159
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• 2006

This paper consider multinomial group testing which is concerned with classification each of N given units into one of k disjoint categories. In this paper, we propose exact Bayesian, approximate Bayesian, bootstrap methods for estimating individual category proportions using the multinomial group testing model proposed by Bar-Lev et al (2005). By the comparison of Mcan Squre Error (MSE), it is shown that the exact Bayesian method has a bettor efficiency and consistency than maximum likelihood method. We suggest an approximate Bayesian approach using Markov Chain Monte Carlo (MCMC) for posterior computation. We derive exact credible intervals based on the exact Bayesian estimators and present confidence intervals using the bootstrap and MCMC. These intervals arc shown to often have better coverage properties and similar mean lengths to maximum likelihood method already available. Furthermore the proposed models are illustrated using data from a HIV blooding test study throughout California, 2000.