• Title/Summary/Keyword: bayesian approach

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Bayesian analysis of finite mixture model with cluster-specific random effects (군집 특정 변량효과를 포함한 유한 혼합 모형의 베이지안 분석)

  • Lee, Hyejin;Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.57-68
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    • 2017
  • Clustering algorithms attempt to find a partition of a finite set of objects in to a potentially predetermined number of nonempty subsets. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet prior distribution calculates posterior probabilities when the number of clusters was known. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. Examples are given to show how these models perform on real data.

Development of a software framework for sequential data assimilation and its applications in Japan

  • Noh, Seong-Jin;Tachikawa, Yasuto;Shiiba, Michiharu;Kim, Sun-Min;Yorozu, Kazuaki
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.39-39
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    • 2012
  • Data assimilation techniques have received growing attention due to their capability to improve prediction in various areas. Despite of their potentials, applicable software frameworks to probabilistic approaches and data assimilation are still limited because the most of hydrologic modelling software are based on a deterministic approach. In this study, we developed a hydrological modelling framework for sequential data assimilation, namely MPI-OHyMoS. MPI-OHyMoS allows user to develop his/her own element models and to easily build a total simulation system model for hydrological simulations. Unlike process-based modelling framework, this software framework benefits from its object-oriented feature to flexibly represent hydrological processes without any change of the main library. In this software framework, sequential data assimilation based on the particle filters is available for any hydrologic models considering various sources of uncertainty originated from input forcing, parameters and observations. The particle filters are a Bayesian learning process in which the propagation of all uncertainties is carried out by a suitable selection of randomly generated particles without any assumptions about the nature of the distributions. In MPI-OHyMoS, ensemble simulations are parallelized, which can take advantage of high performance computing (HPC) system. We applied this software framework for several catchments in Japan using a distributed hydrologic model. Uncertainty of model parameters and radar rainfall estimates is assessed simultaneously in sequential data assimilation.

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Two-Layer Approach Using FTA and BBN for Reliability Analysis of Combat Systems (전투 시스템의 신뢰성 분석을 위한 FTA와 BBN을 이용한 2계층 접근에 관한 연구)

  • Kang, Ji-Won;Lee, Jang-Se
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.23 no.3
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    • pp.333-340
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    • 2019
  • A combat system performs a given mission enduring various threats. It is important to analyze the reliability of combat systems in order to increase their ability to perform a given mission. Most of studies considered no threat or on threat and didn't analyze all the dependent relationships among the components. In this paper, we analyze the loss probability of the function of the combat system and use it to analyze the reliability. The proposed method is divided into two layers, A lower layer and a upper layer. In lower layer, the failure probability of each components is derived by using FTA to consider various threats. In the upper layer, The loss probability of function is analyzed using the failure probability of the component derived from lower layer and BBN in order to consider the dependent relationships among the components. Using the proposed method, it is possible to analyze considering various threats and the dependency between components.

Target-free vision-based approach for vibration measurement and damage identification of truss bridges

  • Dong Tan;Zhenghao Ding;Jun Li;Hong Hao
    • Smart Structures and Systems
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    • v.31 no.4
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    • pp.421-436
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    • 2023
  • This paper presents a vibration displacement measurement and damage identification method for a space truss structure from its vibration videos. Features from Accelerated Segment Test (FAST) algorithm is combined with adaptive threshold strategy to detect the feature points of high quality within the Region of Interest (ROI), around each node of the truss structure. Then these points are tracked by Kanade-Lucas-Tomasi (KLT) algorithm along the video frame sequences to obtain the vibration displacement time histories. For some cases with the image plane not parallel to the truss structural plane, the scale factors cannot be applied directly. Therefore, these videos are processed with homography transformation. After scale factor adaptation, tracking results are expressed in physical units and compared with ground truth data. The main operational frequencies and the corresponding mode shapes are identified by using Subspace Stochastic Identification (SSI) from the obtained vibration displacement responses and compared with ground truth data. Structural damages are quantified by elemental stiffness reductions. A Bayesian inference-based objective function is constructed based on natural frequencies to identify the damage by model updating. The Success-History based Adaptive Differential Evolution with Linear Population Size Reduction (L-SHADE) is applied to minimise the objective function by tuning the damage parameter of each element. The locations and severities of damage in each case are then identified. The accuracy and effectiveness are verified by comparison of the identified results with the ground truth data.

A Revision of the Phylogeny of Helicotylenchus Steiner, 1945 (Tylenchida: Hoplolaimidae) as Inferred from Ribosomal and Mitochondrial DNA

  • Abraham Okki, Mwamula;Oh-Gyeong Kwon;Chanki Kwon;Yi Seul Kim;Young Ho Kim;Dong Woon Lee
    • The Plant Pathology Journal
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    • v.40 no.2
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    • pp.171-191
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    • 2024
  • Identification of Helicotylenchus species is very challenging due to phenotypic plasticity and existence of cryptic species complexes. Recently, the use of rDNA barcodes has proven to be useful for identification of Helicotylenchus. Molecular markers are a quick diagnostic tool and are crucial for discriminating related species and resolving cryptic species complexes within this speciose genus. However, DNA barcoding is not an error-free approach. The public databases appear to be marred by incorrect sequences, arising from sequencing errors, mislabeling, and misidentifications. Herein, we provide a comprehensive analysis of the newly obtained, and published DNA sequences of Helicotylenchus, revealing the potential faults in the available DNA barcodes. A total of 97 sequences (25 nearly full-length 18S-rRNA, 12 partial 28S-rRNA, 16 partial internal transcribed spacer [ITS]-rRNA, and 44 partial cytochrome c oxidase subunit I [COI] gene sequences) were newly obtained in the present study. Phylogenetic relationships between species are given as inferred from the analyses of 103 sequences of 18S-rRNA, 469 sequences of 28S-rRNA, 183 sequences of ITS-rRNA, and 63 sequences of COI. Remarks on suggested corrections of published accessions in GenBank database are given. Additionally, COI gene sequences of H. dihystera, H. asiaticus and the contentious H. microlobus are provided herein for the first time. Similar to rDNA gene analyses, the COI sequences support the genetic distinctness and validity of H. microlobus. DNA barcodes from type material are needed for resolving the taxonomic status of the unresolved taxonomic groups within the genus.

Financial Fraud Detection using Data Mining: A Survey

  • Sudhansu Ranjan Lenka;Bikram Kesari Ratha
    • International Journal of Computer Science & Network Security
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    • v.24 no.9
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    • pp.169-185
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    • 2024
  • Due to levitate and rapid growth of E-Commerce, most of the organizations are moving towards cashless transaction Unfortunately, the cashless transactions are not only used by legitimate users but also it is used by illegitimate users and which results in trouncing of billions of dollars each year worldwide. Fraud prevention and Fraud Detection are two methods used by the financial institutions to protect against these frauds. Fraud prevention systems (FPSs) are not sufficient enough to provide fully security to the E-Commerce systems. However, with the combined effect of Fraud Detection Systems (FDS) and FPS might protect the frauds. However, there still exist so many issues and challenges that degrade the performances of FDSs, such as overlapping of data, noisy data, misclassification of data, etc. This paper presents a comprehensive survey on financial fraud detection system using such data mining techniques. Over seventy research papers have been reviewed, mainly within the period 2002-2015, were analyzed in this study. The data mining approaches employed in this research includes Neural Network, Logistic Regression, Bayesian Belief Network, Support Vector Machine (SVM), Self Organizing Map(SOM), K-Nearest Neighbor(K-NN), Random Forest and Genetic Algorithm. The algorithms that have achieved high success rate in detecting credit card fraud are Logistic Regression (99.2%), SVM (99.6%) and Random Forests (99.6%). But, the most suitable approach is SOM because it has achieved perfect accuracy of 100%. But the algorithms implemented for financial statement fraud have shown a large difference in accuracy from CDA at 71.4% to a probabilistic neural network with 98.1%. In this paper, we have identified the research gap and specified the performance achieved by different algorithms based on parameters like, accuracy, sensitivity and specificity. Some of the key issues and challenges associated with the FDS have also been identified.

Estimating the Likelihood of Malignancy in Solitary Pulmonary Nodules by Bayesian Approach (Bayes식 접근법에 의한 고립성 폐결절의 악성도 예측)

  • Shin, Kyeong-Cheol;Chung, Jin-Hong;Lee, Kwan-Ho;Kim, Chang-Ho;Park, Jae-Yong;Jung, Tae-Hoon;Han, Sung-Beom;Jeon, Young-Jun
    • Tuberculosis and Respiratory Diseases
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    • v.47 no.4
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    • pp.498-506
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    • 1999
  • Background : The causes of solitary pulmonary nodule are many, but the main concern is whether the nodule is benign or malignant. Because a solitary pulmonary nodule is the initial manifestation of the majority of lung cancer, accurate clinical and radiologic interpretation is important. Bayes' theorem is a simple method of combining clinical and radiologic findings to estimate the probability that a nodule in an individual patients is malignant. We estimated the probability of malignancy of solitary pulmonary nodules with a specific combination of features by Bayesian approach. Method : One hundred and eighty patients with solitary pulmonary nodules were identified from multi-center analysis. The hospital records of these patients were reviewed and patient age, smoking history, original radiologic findings, and diagnosis of the solitary pulmonary nodules were recorded. The diagnosis of solitary pulmonary nodule was established pathologically in all patients. We used to Bayes' theorem to devise a simple scheme for estimating the likelihood that a solitary pulmonary nodule is malignant based on radiological and clinical characteristics. Results : In patients characteristics, the probability of malignancy increases with advancing age, peaking in patients older than 66 year of age(LR : 3.64), and higher in patients with smoking history more than 46 pack years(LR : 8.38). In radiological features, the likelihood ratios were increased with increasing size of the nodule and nodule with lobulated or spiculated margin. Conclusion : In conclusion, the likelihood ratios of malignancy may improve the accuracy of the probability of malignancy, and can be a guide of management of solitary pulmonary nodule.

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Recommender system using BERT sentiment analysis (BERT 기반 감성분석을 이용한 추천시스템)

  • Park, Ho-yeon;Kim, Kyoung-jae
    • Journal of Intelligence and Information Systems
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    • v.27 no.2
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    • pp.1-15
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    • 2021
  • If it is difficult for us to make decisions, we ask for advice from friends or people around us. When we decide to buy products online, we read anonymous reviews and buy them. With the advent of the Data-driven era, IT technology's development is spilling out many data from individuals to objects. Companies or individuals have accumulated, processed, and analyzed such a large amount of data that they can now make decisions or execute directly using data that used to depend on experts. Nowadays, the recommender system plays a vital role in determining the user's preferences to purchase goods and uses a recommender system to induce clicks on web services (Facebook, Amazon, Netflix, Youtube). For example, Youtube's recommender system, which is used by 1 billion people worldwide every month, includes videos that users like, "like" and videos they watched. Recommended system research is deeply linked to practical business. Therefore, many researchers are interested in building better solutions. Recommender systems use the information obtained from their users to generate recommendations because the development of the provided recommender systems requires information on items that are likely to be preferred by the user. We began to trust patterns and rules derived from data rather than empirical intuition through the recommender systems. The capacity and development of data have led machine learning to develop deep learning. However, such recommender systems are not all solutions. Proceeding with the recommender systems, there should be no scarcity in all data and a sufficient amount. Also, it requires detailed information about the individual. The recommender systems work correctly when these conditions operate. The recommender systems become a complex problem for both consumers and sellers when the interaction log is insufficient. Because the seller's perspective needs to make recommendations at a personal level to the consumer and receive appropriate recommendations with reliable data from the consumer's perspective. In this paper, to improve the accuracy problem for "appropriate recommendation" to consumers, the recommender systems are proposed in combination with context-based deep learning. This research is to combine user-based data to create hybrid Recommender Systems. The hybrid approach developed is not a collaborative type of Recommender Systems, but a collaborative extension that integrates user data with deep learning. Customer review data were used for the data set. Consumers buy products in online shopping malls and then evaluate product reviews. Rating reviews are based on reviews from buyers who have already purchased, giving users confidence before purchasing the product. However, the recommendation system mainly uses scores or ratings rather than reviews to suggest items purchased by many users. In fact, consumer reviews include product opinions and user sentiment that will be spent on evaluation. By incorporating these parts into the study, this paper aims to improve the recommendation system. This study is an algorithm used when individuals have difficulty in selecting an item. Consumer reviews and record patterns made it possible to rely on recommendations appropriately. The algorithm implements a recommendation system through collaborative filtering. This study's predictive accuracy is measured by Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE). Netflix is strategically using the referral system in its programs through competitions that reduce RMSE every year, making fair use of predictive accuracy. Research on hybrid recommender systems combining the NLP approach for personalization recommender systems, deep learning base, etc. has been increasing. Among NLP studies, sentiment analysis began to take shape in the mid-2000s as user review data increased. Sentiment analysis is a text classification task based on machine learning. The machine learning-based sentiment analysis has a disadvantage in that it is difficult to identify the review's information expression because it is challenging to consider the text's characteristics. In this study, we propose a deep learning recommender system that utilizes BERT's sentiment analysis by minimizing the disadvantages of machine learning. This study offers a deep learning recommender system that uses BERT's sentiment analysis by reducing the disadvantages of machine learning. The comparison model was performed through a recommender system based on Naive-CF(collaborative filtering), SVD(singular value decomposition)-CF, MF(matrix factorization)-CF, BPR-MF(Bayesian personalized ranking matrix factorization)-CF, LSTM, CNN-LSTM, GRU(Gated Recurrent Units). As a result of the experiment, the recommender system based on BERT was the best.

Safety Impacts of Red Light Enforcement on Signalized Intersections (교차로 신호위반 단속카메라 설치가 차량사고에 미치는 영향)

  • Lee, Sang Hyuk;Lee, Yong Doo;Do, Myung Sik
    • Journal of Korean Society of Transportation
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    • v.30 no.6
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    • pp.93-102
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    • 2012
  • The frequency and severity of traffic accidents related to signalized intersections in urban areas have been more serious than those in both arterial segments and crosswalks. Especially, traffic accidents involved with injuries and fatalities have caused by traffic signal violations within intersections. Therefore, many countries including Korea have installed the red light enforcement camera (RLE) to reduce traffic accidents associated with the traffic signal violation. Meanwhile, many methodologies have been studied in terms of safety impacts estimation of red light enforcement, which, however, cannot be easy to conduct. In this study, safety impacts was estimated for intersections of Chicago downtown area using SPF models and EB approach. As a result, for all crash types and target traffic accident types such as "angle", "rear end", "sideswipe in the same and other directions", "turn", and "head on", fatal crashes were reduced by 26% and 38%. However, RLE may increase property-demage-only-crashes by 3.23% and 1.16%, respectively.

A Study on the Overall Economic Risks of a Hypothetical Severe Accident in Nuclear Power Plant Using the Delphi Method (델파이 기법을 이용한 원전사고의 종합적인 경제적 리스크 평가)

  • Jang, Han-Ki;Kim, Joo-Yeon;Lee, Jai-Ki
    • Journal of Radiation Protection and Research
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    • v.33 no.4
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    • pp.127-134
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    • 2008
  • Potential economic impact of a hypothetical severe accident at a nuclear power plant(Uljin units 3/4) was estimated by applying the Delphi method, which is based on the expert judgements and opinions, in the process of quantifying uncertain factors. For the purpose of this study, it is assumed that the radioactive plume directs the inland direction. Since the economic risk can be divided into direct costs and indirect effects and more uncertainties are involved in the latter, the direct costs were estimated first and the indirect effects were then estimated by applying a weighting factor to the direct cost. The Delphi method however subjects to risk of distortion or discrimination of variables because of the human behavior pattern. A mathematical approach based on the Bayesian inferences was employed for data processing to improve the Delphi results. For this task, a model for data processing was developed. One-dimensional Monte Carlo Analysis was applied to get a distribution of values of the weighting factor. The mean and median values of the weighting factor for the indirect effects appeared to be 2.59 and 2.08, respectively. These values are higher than the value suggested by OECD/NEA, 1.25. Some factors such as small territory and public attitude sensitive to radiation could affect the judgement of panel. Then the parameters of the model for estimating the direct costs were classified as U- and V-types, and two-dimensional Monte Carlo analysis was applied to quantify the overall economic risk. The resulting median of the overall economic risk was about 3.9% of the gross domestic products(GDP) of Korea in 2006. When the cost of electricity loss, the highest direct cost, was not taken into account, the overall economic risk was reduced to 2.2% of GDP. This assessment can be used as a reference for justifying the radiological emergency planning and preparedness.