• Title/Summary/Keyword: bayesian approach

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Bayesian-based seismic margin assessment approach: Application to research reactor

  • Kwag, Shinyoung;Oh, Jinho;Lee, Jong-Min;Ryu, Jeong-Soo
    • Earthquakes and Structures
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    • v.12 no.6
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    • pp.653-663
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    • 2017
  • A seismic margin assessment evaluates how much margin exists for the system under beyond design basis earthquake events. Specifically, the seismic margin for the entire system is evaluated by utilizing a systems analysis based on the sub-system and component seismic fragility data. Each seismic fragility curve is obtained by using empirical, experimental, and/or numerical simulation data. The systems analysis is generally performed by employing a fault tree analysis. However, the current practice has clear limitations in that it cannot deal with the uncertainties of basic components and accommodate the newly observed data. Therefore, in this paper, we present a Bayesian-based seismic margin assessment that is conducted using seismic fragility data and fault tree analysis including Bayesian inference. This proposed approach is first applied to the pooltype nuclear research reactor system for the quantitative evaluation of the seismic margin. The results show that the applied approach can allow updating by considering the newly available data/information at any level of the fault tree, and can identify critical scenarios modified due to new information. Also, given the seismic hazard information, this approach is further extended to the real-time risk evaluation. Thus, the proposed approach can finally be expected to solve the fundamental restrictions of the current method.

Markov Chain Monte Carlo simulation based Bayesian updating of model parameters and their uncertainties

  • Sengupta, Partha;Chakraborty, Subrata
    • Structural Engineering and Mechanics
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    • v.81 no.1
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    • pp.103-115
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    • 2022
  • The prediction error variances for frequencies are usually considered as unknown in the Bayesian system identification process. However, the error variances for mode shapes are taken as known to reduce the dimension of an identification problem. The present study attempts to explore the effectiveness of Bayesian approach of model parameters updating using Markov Chain Monte Carlo (MCMC) technique considering the prediction error variances for both the frequencies and mode shapes. To remove the ergodicity of Markov Chain, the posterior distribution is obtained by Gaussian Random walk over the proposal distribution. The prior distributions of prediction error variances of modal evidences are implemented through inverse gamma distribution to assess the effectiveness of estimation of posterior values of model parameters. The issue of incomplete data that makes the problem ill-conditioned and the associated singularity problem is prudently dealt in by adopting a regularization technique. The proposed approach is demonstrated numerically by considering an eight-storey frame model with both complete and incomplete modal data sets. Further, to study the effectiveness of the proposed approach, a comparative study with regard to accuracy and computational efficacy of the proposed approach is made with the Sequential Monte Carlo approach of model parameter updating.

Locating Intersections for Autonomous Vehicles: A Bayesian Network Approach

  • Choi, Kyoung-Ho;Joo, Sung-Kwan;Cho, Seong-Ik;Park, Jong-Hyun
    • ETRI Journal
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    • v.29 no.2
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    • pp.249-251
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    • 2007
  • A novel idea is presented to locate intersections in a video sequence captured from a moving vehicle. More specifically, we propose a Bayesian network approach to combine evidence extracted from a video sequence and evidence from a database, maximizing evidence from various sensors in a systematic manner and locating intersections robustly.

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A Comparative Study Of Maximum Likelihood Method With Bayesian Approach In Statistical Parameter Estimation Of Static Systems (정적계통의 통계적 퍼래미터 추정에 있어 최우도법과 Bayes식방법과의 비교연구)

  • 한만춘;최경삼
    • 전기의세계
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    • v.22 no.2
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    • pp.51-56
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    • 1973
  • The comparative study of maximum likelihood estimation with Bayesian approach was made by statistical & computational methods in center of a priori information of static systems and the effect of a priori information on the accuracy of the estimatiion was also analyzed. Through the numerical computations of some examples by digital computer, we concluded that maximum likelihood method is better than Bayesian estimation except for almost certain a priori informations. The study may therefore contribute in identification problems of dynamical systems connected with a priori informations.

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A Note on A Bayesian Approach to the Choice of Wavelet Basis Functions at Each Resolution Level

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1465-1476
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    • 2008
  • In recent years wavelet methods have been focused on block shrinkage or thresholding approaches to accounting for the sparseness of the wavelet representation for an unknown function. The block shrinkage or thresholding methods have been developed in both of classical methods and Bayesian methods. In this paper, we propose a Bayesian approach to selecting wavelet basis functions at each resolution level without MCMC procedure. Simulation study and an application are shown.

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Confidence Intervals for the Difference of Binomial Proportions in Two Doubly Sampled Data

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.309-318
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    • 2010
  • The construction of asymptotic confidence intervals is considered for the difference of binomial proportions in two doubly sampled data subject to false-positive error. The coverage behaviors of several likelihood based confidence intervals and a Bayesian confidence interval are examined. It is shown that a hierarchical Bayesian approach gives a confidence interval with good frequentist properties. Confidence interval based on the Rao score is also shown to have good performance in terms of coverage probability. However, the Wald confidence interval covers true value less often than nominal level.

Bayesian Approach for Software Reliability Growth Model with Random Cost

  • Kim Hee Soo;Shin Mi Young;Park Dong Ho
    • Proceedings of the Korean Reliability Society Conference
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    • 2005.06a
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    • pp.259-264
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    • 2005
  • In this paper, we generalize the software reliability growth model by assuming that the testing cost and maintenance cost are random and adopts the Bayesian approach to determine the optimal software release time. Numerical examples are provided to illustrate the Bayesian method for certain parametric models.

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A Study on Bayesian Reliability Evaluation of IPM using Simple Information (단순 수명정보를 이용한 IPM의 베이지안 신뢰도 평가 연구)

  • Jo, Dong Cheol;Koo, Jeong Seo
    • Journal of the Korean Society of Safety
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    • v.36 no.2
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    • pp.32-38
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    • 2021
  • This paper suggests an approach to evaluate the reliability of an intelligent power module with information deficiency of prior distribution and the characteristics of censored data through Bayesian statistics. This approach used a prior distribution of Bayesian statistics using the lifetime information provided by the manufacturer and compared and evaluated diffuse prior (vague prior) distributions. To overcome the computational complexity of Bayesian posterior distribution, it was computed with Gibbs sampling in the Monte Carlo simulation method. As a result, the standard deviation of the prior distribution developed using simple information was smaller than that of the posterior distribution calculated with the diffuse prior. In addition, it showed excellent error characteristics on RMSE compared with the Kaplan-Meier method.

A Bayesian Approach for Solving Goal Programs Having Probabilistic Priority Structure

  • Suh Nam-Soo
    • Journal of the military operations research society of Korea
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    • v.15 no.1
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    • pp.44-53
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    • 1989
  • This paper concerns with the case of having a goal program with no preassigned deterministic ranking for the goals. The priority ranking in this case depends on the states of nature which are random variables. The Bayesian approach is performed to obtain the nondominated set of rankings.

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A Bayesian Approach to Software Optima I Re lease Policy (소프트웨어 최적출하정책의 베이지안 접근방법)

  • 김희수;이애경
    • Proceedings of the Korean Reliability Society Conference
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    • 2002.06a
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    • pp.273-273
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    • 2002
  • In this paper, we investigate a software release policy with software reliability growth factor during the warranty period by assuming that the software reliability growth is assumed to occur after the testing phase with probability p and the software reliability growth is not assumed to occur after the testing phase with probability 1-p. The optimal release policy to minimize the expected total software cost is discussed. Numerical examples are shown to illustrate the results of the optimal policy. And we consider a Bayesian decision theoretic approach to determine an optimal software release policy. This approach enables us to update our uncertainty when determining optimal software release time, When the failure time is Weibull distribution with uncertain parameters, a bayesian approach is established. Finally, numerical examples are presented for illustrative propose.

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