• Title/Summary/Keyword: bayesian approach

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Interval Estimation for a Binomial Proportion Based on Weighted Polya Posterior (이항 비율의 가중 POLYA POSTERIOR 구간추정)

  • Lee Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.18 no.3
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    • pp.607-615
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    • 2005
  • Recently the interval estimation of a binomial proportion is revisited in various literatures. This is mainly due to the erratic behavior of the coverage probability of the will-known Wald confidence interval. Various alternatives have been proposed. Among them, Agresti-Coull confidence interval has been recommended by Brown et al. (2001) with other confidence intervals for large sample, say n $\ge$ 40. On the other hand, a noninformative Bayesian approach called Polya posterior often produces statistics with good frequentist's properties. In this note, an interval estimator is developed using weighted Polya posterior. The resulting interval estimator is essentially the Agresti-Coull confidence interval with some improved features. It is shown that the weighted Polys posterior produce an effective interval estimator for small sample size and a severely skewed binomial distribution.

A Study on Emotion Recognition Systems based on the Probabilistic Relational Model Between Facial Expressions and Physiological Responses (생리적 내재반응 및 얼굴표정 간 확률 관계 모델 기반의 감정인식 시스템에 관한 연구)

  • Ko, Kwang-Eun;Sim, Kwee-Bo
    • Journal of Institute of Control, Robotics and Systems
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    • v.19 no.6
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    • pp.513-519
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    • 2013
  • The current vision-based approaches for emotion recognition, such as facial expression analysis, have many technical limitations in real circumstances, and are not suitable for applications that use them solely in practical environments. In this paper, we propose an approach for emotion recognition by combining extrinsic representations and intrinsic activities among the natural responses of humans which are given specific imuli for inducing emotional states. The intrinsic activities can be used to compensate the uncertainty of extrinsic representations of emotional states. This combination is done by using PRMs (Probabilistic Relational Models) which are extent version of bayesian networks and are learned by greedy-search algorithms and expectation-maximization algorithms. Previous research of facial expression-related extrinsic emotion features and physiological signal-based intrinsic emotion features are combined into the attributes of the PRMs in the emotion recognition domain. The maximum likelihood estimation with the given dependency structure and estimated parameter set is used to classify the label of the target emotional states.

Development of Customized Strategy for Enhancing Automobile Repurchase Using Data Mining Techniques (자동차 재구매 증진을 위한 데이터 마이닝 기반의 맞춤형 전략 개발)

  • Lee, Dong-Wook;Choi, Keun-Ho;Yoo, Dong-Hee
    • The Journal of Information Systems
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    • v.26 no.3
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    • pp.47-61
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    • 2017
  • Purpose Although automobile production has increased since the development of the Korean automobile industry, the number of customers who can purchase automobiles decreases relatively. Therefore, automobile companies need to develop strategies to attract customers and promote their repurchase behaviors. To this end, this paper analyzed customer data from a Korean automobile company using data mining techniques to derive repurchase strategies. Design/methodology/approach We conducted under-sampling to balance the collected data and generated 10 datasets. We then implemented prediction models by applying a decision tree, naive Bayesian, and artificial neural network algorithms to each of the datasets. As a result, we derived 10 patterns consisting of 11 variables affecting customers' decisions about repurchases from the decision tree algorithm, which yielded the best accuracy. Using the derived patterns, we proposed helpful strategies for improving repurchase rates. Findings From the top 10 repurchase patterns, we found that 1) repurchases in January are associated with a specific residential region, 2) repurchases in spring or autumn are associated with whether it is a weekend or not, 3) repurchases in summer are associated with whether the automobile is equipped with a sunroof or not, and 4) a customized promotion for a specific occupation increases the number of repurchases.

Semi-Supervised Recursive Learning of Discriminative Mixture Models for Time-Series Classification

  • Kim, Minyoung
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.13 no.3
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    • pp.186-199
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    • 2013
  • We pose pattern classification as a density estimation problem where we consider mixtures of generative models under partially labeled data setups. Unlike traditional approaches that estimate density everywhere in data space, we focus on the density along the decision boundary that can yield more discriminative models with superior classification performance. We extend our earlier work on the recursive estimation method for discriminative mixture models to semi-supervised learning setups where some of the data points lack class labels. Our model exploits the mixture structure in the functional gradient framework: it searches for the base mixture component model in a greedy fashion, maximizing the conditional class likelihoods for the labeled data and at the same time minimizing the uncertainty of class label prediction for unlabeled data points. The objective can be effectively imposed as individual mixture component learning on weighted data, hence our mixture learning typically becomes highly efficient for popular base generative models like Gaussians or hidden Markov models. Moreover, apart from the expectation-maximization algorithm, the proposed recursive estimation has several advantages including the lack of need for a pre-determined mixture order and robustness to the choice of initial parameters. We demonstrate the benefits of the proposed approach on a comprehensive set of evaluations consisting of diverse time-series classification problems in semi-supervised scenarios.

Online abnormal events detection with online support vector machine (온라인 서포트벡터기계를 이용한 온라인 비정상 사건 탐지)

  • Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.2
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    • pp.197-206
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    • 2011
  • The ability to detect online abnormal events in signals is essential in many real-world signal processing applications. In order to detect abnormal events, previously known algorithms require an explicit signal statistical model, and interpret abnormal events as statistical model abrupt changes. In general, maximum likelihood and Bayesian estimation theory to estimate well as detection methods have been used. However, the above-mentioned methods for robust and tractable model, it is not easy to estimate. More freedom to estimate how the model is needed. In this paper, we investigate a machine learning, descriptor-based approach that does not require a explicit descriptors statistical model, based on support vector machines are known to be robust statistical models and a sequential optimal algorithm online support vector machine is introduced.

Estimating Probability of Mode Choice at Regional Level by Considering Spatial Association of Departure Place (출발지 공간 연관성을 고려한 지역별 수단선택확률 추정 연구)

  • Eom, Jin-Ki;Park, Man-Sik;Heo, Tae-Young
    • Journal of the Korean Society for Railway
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    • v.12 no.5
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    • pp.656-662
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    • 2009
  • In general, the analysis of travelers' mode choice behavior is accomplished by developing the utility functions which reflect individual's preference of mode choice according to their demographic and travel characteristics. In this paper, we propose a methodology that takes the spatial effects of individuals' departure locations into account in the mode choice model. The statistical models considered here are spatial logistic regression model and conditional autoregressive model taking a spatial association parameter into account. We employed the Bayesian approach in order to obtain more reliable parameter estimates. The proposed methodology allows us to estimate mode shares by departure places even though the survey does not cover all areas.

Implementation of Bayesian Filter Method and Range Measurement Analysis for Underwater Robot Localization (수중로봇 위치추정을 위한 베이시안 필터 방법의 실현과 거리 측정 특성 분석)

  • Noh, Sung Woo;Ko, Nak Yong;Kim, Tae Gyun
    • The Journal of Korea Robotics Society
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    • v.9 no.1
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    • pp.28-38
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    • 2014
  • This paper verifies the performance of Extended Kalman Filter(EKF) and MCL(Monte Carlo Localization) approach to localization of an underwater vehicle through experiments. Especially, the experiments use acoustic range sensor whose measurement accuracy and uncertainty is not yet proved. Along with localization, the experiment also discloses the uncertainty features of the range measurement such as bias and variance. The proposed localization method rejects outlier range data and the experiment shows that outlier rejection improves localization performance. It is as expected that the proposed method doesn't yield as precise location as those methods which use high priced DVL(Doppler Velocity Log), IMU(Inertial Measurement Unit), and high accuracy range sensors. However, it is noticeable that the proposed method can achieve the accuracy which is affordable for correction of accumulated dead reckoning error, even though it uses only range data of low reliability and accuracy.

A Basic Study on Structural Health Monitoring using the Kalman Filter (칼만 필터를 이용한 구조 안전성 모니터링에 관한 기초 연구)

  • Park, Myong-Jin;Kim, Yooil
    • Journal of the Society of Naval Architects of Korea
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    • v.57 no.3
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    • pp.175-181
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    • 2020
  • For the success of a structural integrity management, it is essential to acquire structural response data at some critical locations with limited number of sensors. In this study, the structural response of numerical model was estimated by data fusion approach based on the Kalman filter known as stochastic recursive filter. Firstly, transient direct analysis was conducted to calculate the acceleration and strain of the numerical standing beam model, then the noise signals were mixed to generate the numerical measurement signals. The acceleration measurement signal was provided to the Kalman filter as an information on the external load, and the displacement measurement, which was transformed from the strain measurement by using strain-displacement conversion relationship, was provided into the Kalman filter as an observation information. Finally, the Kalman filter estimated the displacement by combining both displacements calculated from each numerically measured signal, then the estimated results were compared with the results of the transient direct analysis.

Inverse Estimation of Fatigue Life Parameter based on Bayesian Approach (베이지안 접근법을 이용한 피로수명 파라미터의 역 추정)

  • Heo, Chan-Young;An, Da-Wn;Choi, Joo-Ho;Jeon, Jeong-Il
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2010.04a
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    • pp.620-623
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    • 2010
  • 구조요소의 설계에서 유한요소해석은 매우 효과적인 방법이며 정확한 해석 기술을 요구한다. 그러나 제조 공정이나 환경에 따라 달라지는 재료 물성이나 불확실성을 내포하는 피로 물성을 확정적인 값으로 이용하는 등 입력 변수의 부정확한 정보로 인해 유한요소해석 결과를 신뢰하지 못하는 경우가 자주 발생한다. 실제 시험을 통해 설계의 결과를 예측하는 것은 경제적인 측면과 시간소요 면에서 한계가 따르기에 신뢰할 수 있는 유한요소해석 방법이 요구된다. 본 연구에서는 고주기의 피로 해석을 위해 유한요소해석을 이용하여 스프링의 응력-수명(S-N) 파라미터를 역 추정하고 수명을 예측해 보았다. 이를 위해 실제 산업현장에서 쓰이는 자동차 서스펜션 코일 스프링을 예제로 사용하였다. 시험 모델에 대해 불확실성을 고려한 베이지안 접근법을 이용하여 입력변수의 파라미터를 역 추정하였으며, 마코프체인몬테카를로(Markov Chain Monte Carlo) 기법을 이용하여 얻어진 피로 물성 파라미터의 샘플 데이터를 이용해서 유한요소해석을 실시하고 신뢰수준 내에서 새로운 구조요소의 피로수명을 예측하였다.

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Speckle Removal of SAR Imagery Using a Point-Jacobian Iteration MAP Estimation

  • Lee, Sang-Hoon
    • Korean Journal of Remote Sensing
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    • v.23 no.1
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    • pp.33-42
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    • 2007
  • In this paper, an iterative MAP approach using a Bayesian model based on the lognormal distribution for image intensity and a GRF for image texture is proposed for despeckling the SAR images that are corrupted by multiplicative speckle noise. When the image intensity is logarithmically transformed, the speckle noise is approximately Gaussian additive noise, and it tends to a normal probability much faster than the intensity distribution. MRFs have been used to model spatially correlated and signal-dependent phenomena for SAR speckled images. The MRF is incorporated into digital image analysis by viewing pixel types as slates of molecules in a lattice-like physical system defined on a GRF Because of the MRF-SRF equivalence, the assignment of an energy function to the physical system determines its Gibbs measure, which is used to model molecular interactions. The proposed Point-Jacobian Iterative MAP estimation method was first evaluated using simulation data generated by the Monte Carlo method. The methodology was then applied to data acquired by the ESA's ERS satellite on Nonsan area of Korean Peninsula. In the extensive experiments of this study, The proposed method demonstrated the capability to relax speckle noise and estimate noise-free intensity.