• Title/Summary/Keyword: bayesian kriging

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Bayesian Spatial Modeling of Precipitation Data

  • Heo, Tae-Young;Park, Man-Sik
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.425-433
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    • 2009
  • Spatial models suitable for describing the evolving random fields in climate and environmental systems have been developed by many researchers. In general, rainfall in South Korea is highly variable in intensity and amount across space. This study characterizes the monthly and regional variation of rainfall fields using the spatial modeling. The main objective of this research is spatial prediction with the Bayesian hierarchical modeling (kriging) in order to further our understanding of water resources over space. We use the Bayesian approach in order to estimate the parameters and produce more reliable prediction. The Bayesian kriging also provides a promising solution for analyzing and predicting rainfall data.

Bayesian Reliability Analysis Using Kriging Dimension Reduction Method (KDRM) (크리깅 기반 차원감소법을 이용한 베이지안 신뢰도 해석)

  • An, Da-Wn;Choi, Joo-Ho;Won, Jun-Ho
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2008.04a
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    • pp.602-607
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    • 2008
  • A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional RBDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.

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A Study on Rainfall Regional Frequency Analysis Based A Bayesian Hierarchical Kriging Approach (Bayesian Hierarchical Kriging 기법을 이용한 강우지역빈도해석 모형 개발)

  • Kim, Jin-Young;Kim, Jang-Gyeong;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.466-466
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    • 2015
  • 지역빈도해석은 수문학에서 오랜 역사를 갖고 있으며, 수년에 걸쳐 수문학적 변량의 정량적 추정을 위해 다양한 접근방법들이 제안되어 왔다. 그러나 제안된 방법들의 가설설정 수준이 높기 때문에 실제 적용에 제약이 많고, 적용 시에도 예측에 대한 불확실성이 높은 문제점이 있다. 본 연구에서는 이러한 문제점을 개선하기 위한 방법으로 계층적 베이지안 모델을 이용한 지역빈도해석 모형을 제안하고자 한다. 본 모형은 2개의 계층적 구조로 구성된다. 첫번째 계층은 재현기간별 GEV 분포의 매개변수를 정규화하여 주변분포로 설정하고, Kriging 기법을 이용하여 지형학적, 기상학적 정보들과 극치강수량 효과를 적합시켜 공간적 이질성과 미계측 유역에 대한 효과적인 보간을 가능하게 한다. 두번째 계층은 지점의 특성을 나타내는 매개변수들간의 공분산을 Bayesian 모델에 연계하여 매개변수들의 공간적 변동성을 나타낸다. 2개 계층의 결합확률분포는 MCMC 기법을 이용하여 예측값에 대한 불확실성을 정량적으로 분석하게 된다. 본 모형을 통해 홍수량 추정 시 필요한 시간 단위 극치강수량의 공간적 분포를 효과적으로 추정할 수 있을 것으로 판단된다.

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Bayesian Reliability Analysis Using Kriging Dimension Reduction Method(KDRM) (크리깅 기반 차원감소법을 이용한 베이지안 신뢰도 해석)

  • An, Da-Un;Choi, Joo-Ho;Won, Jun-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.21 no.3
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    • pp.275-280
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    • 2008
  • A technique for reliability-based design optimization(RBDO) is developed based on the Bayesian approach, which can deal with the epistemic uncertainty arising due to the limited number of data. Until recently, the conventional REDO was implemented mostly by assuming the uncertainty as aleatory which means the statistical properties are completely known. In practice, however, this is not the case due to the insufficient data for estimating the statistical information, which makes the existing RBDO methods less useful. In this study, a Bayesian reliability is introduced to take account of the epistemic uncertainty, which is defined as the lower confidence bound of the probability distribution of the original reliability. In this case, the Bayesian reliability requires double loop of the conventional reliability analyses, which can be computationally expensive. Kriging based dimension reduction method(KDRM), which is a new efficient tool for the reliability analysis, is employed to this end. The proposed method is illustrated using a couple of numerical examples.

Combining Geostatistical Indicator Kriging with Bayesian Approach for Supervised Classification

  • Park, No-Wook;Chi, Kwang-Hoon;Moon, Wooil-M.;Kwon, Byung-Doo
    • Proceedings of the KSRS Conference
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    • 2002.10a
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    • pp.382-387
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    • 2002
  • In this paper, we propose a geostatistical approach incorporated to the Bayesian data fusion technique for supervised classification of multi-sensor remote sensing data. Traditional spectral based classification cannot account for the spatial information and may result in unrealistic classification results. To obtain accurate spatial/contextual information, the indicator kriging that allows one to estimate the probability of occurrence of classes on the basis of surrounding observations is incorporated into the Bayesian framework. This approach has its merit incorporating both the spectral information and spatial information and improves the confidence level in the final data fusion task. To illustrate the proposed scheme, supervised classification of multi-sensor test remote sensing data set was carried out.

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Spatial Prediction Based on the Bayesian Kriging with Box-Cox Transformation

  • Choi, Jung-Soon;Park, Man-Sik
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.851-858
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    • 2009
  • In the last decades, there has been much interest in climate variability because its change has dramatic effects on humanity. Especially, the precipitation data are measured over space and their spatial association is so complicated. So we should take into account such a spatial dependency structure while analyzing the data. However, in linear models for analyzing the data, data sets show severely skewed distribution. In the paper, we consider the Box-Cox transformation to satisfy the normal distribution prior to the analysis, and employ a Bayesian hierarchical framework to investigate the spatial patterns. The data set we considered is monthly average precipitation of the third quarter of 2007 obtained from 347 automated monitoring stations in Contiguous South Korea.

Area-to-Area Poisson Kriging and Spatial Bayesian Analysis in Mapping of Gastric Cancer Incidence in Iran

  • Asmarian, Naeimehossadat;Jafari-Koshki, Tohid;Soleimani, Ali;Ayatollahi, Seyyed Mohammad Taghi
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.10
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    • pp.4587-4590
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    • 2016
  • Background: In many countries gastric cancer has the highest incidence among the gastrointestinal cancers and is the second most common cancer in Iran. The aim of this study was to identify and map high risk gastric cancer regions at the county-level in Iran. Methods: In this study we analyzed gastric cancer data for Iran in the years 2003-2010. Area-to-area Poisson kriging and Besag, York and Mollie (BYM) spatial models were applied to smoothing the standardized incidence ratios of gastric cancer for the 373 counties surveyed in this study. The two methods were compared in term of accuracy and precision in identifying high risk regions. Result: The highest smoothed standardized incidence rate (SIR) according to area-to-area Poisson kriging was in Meshkinshahr county in Ardabil province in north-western Iran (2.4,SD=0.05), while the highest smoothed standardized incidence rate (SIR) according to the BYM model was in Ardabil, the capital of that province (2.9,SD=0.09). Conclusion: Both methods of mapping, ATA Poisson kriging and BYM, showed the gastric cancer incidence rate to be highest in north and north-west Iran. However, area-to-area Poisson kriging was more precise than the BYM model and required less smoothing. According to the results obtained, preventive measures and treatment programs should be focused on particular counties of Iran.

A Bayesian Estimation of Price for Commercial Property: Using subjective priors and a kriging technique (상업용 토지 가격의 베이지안 추정: 주관적 사전지식과 크리깅 기법의 활용을 중심으로)

  • Lee, Chang Ro;Eum, Young Seob;Park, Key Ho
    • Journal of the Korean Geographical Society
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    • v.49 no.5
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    • pp.761-778
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    • 2014
  • There has been relatively little study to model price for commercial property because of its low transaction volume in the market. Despite of this thin market character, this paper tried to estimate prices for commercial lots as accurate as possible. We constructed a model whose components consist of mean structure(global trend), exponential covariance function and a pure error term, and applied it to actual sales price data of Seoul. We explicitly took account of spatial autocorrelation of land price by utilizing a kriging technique, a representative method of spatial interpolation, because the land price of commercial lots has feature of differential price forming pattern depending on submarkets they belong to. In addition, we chose to apply a bayesian kriging to overcome data scarcity by incorporating experts' knowledge into prior probability distribution. The chosen model's excellent performance was verified by the result from validation data. We confirmed that the excellence of the model is attributed to incorporating both autocorexperts' knowledge and spatial autocorrelation in the model construction. This paper is differentiated from previous studies in the sense that it applied the bayesian kriging technique to estimate price for commercial lots and explicitly combined experts' knowledge with data. It is expected that the result of this paper would provide a useful guide for the circumstances under which property price has to be estimated reliably based on sparse transaction data.

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Design-Parameter Computation of Subsurface Investigation Profile on Probability Method (확률론적 방법에 의한 지반조사 자료의 설계정수 산정)

  • 신은철;김종인;이준철
    • Proceedings of the Korean Geotechical Society Conference
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    • 2003.03a
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    • pp.833-840
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    • 2003
  • The stability of structure, effectiveness of design and construction are very important factors in soil-structure design. The design-parameter is based on the test through laboratory-test and field-test. There are two ways to obtain the design-parameter. One is to through test, and the other is through relative documents and references. Recently, statistics has been used to get reliable data. In this study, Kriging method as Geostatistics and the theory of Bayesian's inference are used and the design-parameters are obtained. As the result of this study to the design-parameter is reliable and information about soil condition and soil properties in design and construction is easily found.

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Geostatistics for Bayesian interpretation of geophysical data

  • Oh Seokhoon;Lee Duk Kee;Yang Junmo;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.340-343
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    • 2003
  • This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

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