• Title/Summary/Keyword: bayesian probability

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Uncertainty Analysis for Parameters of Probability Distribution in Rainfall Frequency Analysis by Bayesian MCMC and Metropolis Hastings Algorithm (Bayesian MCMC 및 Metropolis Hastings 알고리즘을 이용한 강우빈도분석에서 확률분포의 매개변수에 대한 불확실성 해석)

  • Seo, Young-Min;Park, Ki-Bum
    • Journal of Environmental Science International
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    • v.20 no.3
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    • pp.329-340
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    • 2011
  • The probability concepts mainly used for rainfall or flood frequency analysis in water resources planning are the frequentist viewpoint that defines the probability as the limit of relative frequency, and the unknown parameters in probability model are considered as fixed constant numbers. Thus the probability is objective and the parameters have fixed values so that it is very difficult to specify probabilistically the uncertianty of these parameters. This study constructs the uncertainty evaluation model using Bayesian MCMC and Metropolis -Hastings algorithm for the uncertainty quantification of parameters of probability distribution in rainfall frequency analysis, and then from the application of Bayesian MCMC and Metropolis- Hastings algorithm, the statistical properties and uncertainty intervals of parameters of probability distribution can be quantified in the estimation of probability rainfall so that the basis for the framework configuration can be provided that can specify the uncertainty and risk in flood risk assessment and decision-making process.

Comparison of Bayesian Methods for Estimating Parameters and Uncertainties of Probability Rainfall Distribution (확률강우분포의 매개변수 및 불확실성 추정을 위한 베이지안 기법의 비교)

  • Seo, Youngmin;Park, Jaeho;Choi, Yunyoung
    • Journal of Environmental Science International
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    • v.28 no.1
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    • pp.19-35
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    • 2019
  • This study investigates the performance of four Bayesian methods, Random Walk Metropolis (RWM), Hit-And-Run Metropolis (HARM), Adaptive Mixture Metropolis (AMM), and Population Monte Carlo (PMC), for estimating the parameters and uncertainties of probability rainfall distribution, and the results are compared with those of conventional parameter estimation methods; namely, the Method Of Moment (MOM), Maximum Likelihood Method (MLM), and Probability Weighted Method (PWM). As a result, Bayesian methods yield similar or slightly better results in parameter estimations compared with conventional methods. In particular, PMC can reduce parameter uncertainty greatly compared with RWM, HARM, and AMM methods although the Bayesian methods produce similar results in parameter estimations. Overall, the Bayesian methods produce better accuracy for scale parameters compared with the conventional methods and this characteristic improves the accuracy of probability rainfall. Therefore, Bayesian methods can be effective tools for estimating the parameters and uncertainties of probability rainfall distribution in hydrological practices, flood risk assessment, and decision-making support.

A Study on the Improvement of Bayesian networks in e-Trade (전자무역의 베이지안 네트워크 개선방안에 관한 연구)

  • Jeong, Boon-Do
    • International Commerce and Information Review
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    • v.9 no.3
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    • pp.305-320
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    • 2007
  • With expanded use of B2B(between enterprises), B2G(between enterprises and government) and EDI(Electronic Data Interchange), and increased amount of available network information and information protection threat, as it was judged that security can not be perfectly assured only with security technology such as electronic signature/authorization and access control, Bayesian networks have been developed for protection of information. Therefore, this study speculates Bayesian networks system, centering on ERP(Enterprise Resource Planning). The Bayesian networks system is one of the methods to resolve uncertainty in electronic data interchange and is applied to overcome uncertainty of abnormal invasion detection in ERP. Bayesian networks are applied to construct profiling for system call and network data, and simulate against abnormal invasion detection. The host-based abnormal invasion detection system in electronic trade analyses system call, applies Bayesian probability values, and constructs normal behavior profile to detect abnormal behaviors. This study assumes before and after of delivery behavior of the electronic document through Bayesian probability value and expresses before and after of the delivery behavior or events based on Bayesian networks. Therefore, profiling process using Bayesian networks can be applied for abnormal invasion detection based on host and network. In respect to transmission and reception of electronic documents, we need further studies on standards that classify abnormal invasion of various patterns in ERP and evaluate them by Bayesian probability values, and on classification of B2B invasion pattern genealogy to effectively detect deformed abnormal invasion patterns.

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Uncertainty Analysis of Parameters of Spatial Statistical Model Using Bayesian Method for Estimating Spatial Distribution of Probability Rainfall (확률강우량의 공간분포추정에 있어서 Bayesian 기법을 이용한 공간통계모델의 매개변수 불확실성 해석)

  • Seo, Young-Min;Park, Ki-Bum;Kim, Sung-Won
    • Journal of Environmental Science International
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    • v.20 no.12
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    • pp.1541-1551
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    • 2011
  • This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.

An Application of Bayesian Network for Dynamic System Reliability Assessment (동적시스템의 신뢰도 평가를 위한 베이지안망의 적용)

  • Ahn Sun-Eung;Koo Jung-Mo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.27 no.2
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    • pp.93-101
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    • 2004
  • This paper is intended to assess a dynamic system reliability. Bayesian networks, however, have difficulties in their application for assessing the system reliability especially when the system consists of dependent components and the probability of failure of each component varies over time. Hence, we suggest a method for resolving the difficulties by considering a hoist system composed of two wires. Firstly, we explain the method of calculating the failure probability of the system components. Secondly, we show how to calculate the failure probability of the system for two cases that failure probability of each wire is constant and varying in time, respectively. finally, based on the calculated failure probability of the system, we infer the probability that two interesting events occur.

A new security model in p2p network based on Rough set and Bayesian learner

  • Wang, Hai-Sheng;Gui, Xiao-Lin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.9
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    • pp.2370-2387
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    • 2012
  • A new security management model based on Rough set and Bayesian learner is proposed in the paper. The model focuses on finding out malicious nodes and getting them under control. The degree of dissatisfaction (DoD) is defined as the probability that a node belongs to the malicious node set. Based on transaction history records local DoD (LDoD) is calculated. And recommended DoD (RDoD) is calculated based on feedbacks on recommendations (FBRs). According to the DoD, nodes are classified and controlled. In order to improve computation accuracy and efficiency of the probability, we employ Rough set combined with Bayesian learner. For the reason that in some cases, the corresponding probability result can be determined according to only one or two attribute values, the Rough set module is used; And in other cases, the probability is computed by Bayesian learner. Compared with the existing trust model, the simulation results demonstrate that the model can obtain higher examination rate of malicious nodes and achieve the higher transaction success rate.

Estimation of Non-Gaussian Probability Density by Dynamic Bayesian Networks

  • Cho, Hyun-C.;Fadali, Sami M.;Lee, Kwon-S.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.408-413
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    • 2005
  • A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

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Noise Removal using a Convergence of the posteriori probability of the Bayesian techniques vocabulary recognition model to solve the problems of the prior probability based on HMM (HMM을 기반으로 한 사전 확률의 문제점을 해결하기 위해 베이시안 기법 어휘 인식 모델에의 사후 확률을 융합한 잡음 제거)

  • Oh, Sang-Yeob
    • Journal of Digital Convergence
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    • v.13 no.8
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    • pp.295-300
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    • 2015
  • In vocabulary recognition using an HMM model which models the prior distribution for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate. The Bayesian techniques to improve vocabulary recognition model, it is proposed using a convergence of two methods to improve recognition noise-canceling recognition. In this paper, using a convergence of the prior probability method and techniques of Bayesian posterior probability based on HMM remove noise and improves the recognition rate. The result of applying the proposed method, the recognition rate of 97.9% in vocabulary recognition, respectively.

Optimal Bayesian MCMC based fire brigade non-suppression probability model considering uncertainty of parameters

  • Kim, Sunghyun;Lee, Sungsu
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.2941-2959
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    • 2022
  • The fire brigade non-suppression probability model is a major factor that should be considered in evaluating fire-induced risk through fire probabilistic risk assessment (PRA), and also uncertainty is a critical consideration in support of risk-informed performance-based (RIPB) fire protection decision-making. This study developed an optimal integrated probabilistic fire brigade non-suppression model considering uncertainty of parameters based on the Bayesian Markov Chain Monte Carlo (MCMC) approach on electrical fire which is one of the most risk significant contributors. The result shows that the log-normal probability model with a location parameter (µ) of 2.063 and a scale parameter (σ) of 1.879 is best fitting to the actual fire experience data. It gives optimal model adequacy performance with Bayesian information criterion (BIC) of -1601.766, residual sum of squares (RSS) of 2.51E-04, and mean squared error (MSE) of 2.08E-06. This optimal log-normal model shows the better performance of the model adequacy than the exponential probability model suggested in the current fire PRA methodology, with a decrease of 17.3% in BIC, 85.3% in RSS, and 85.3% in MSE. The outcomes of this study are expected to contribute to the improvement and securement of fire PRA realism in the support of decision-making for RIPB fire protection programs.

Real-Time Motion Estimation Algorithm for Mobile Surveillance Robot (모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘)

  • Han, Cheol-Hoon;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.3
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    • pp.311-316
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    • 2009
  • This paper presents the motion estimation algorithm on real-time for mobile surveillance robot using particle filter. the particle filter that based on the monte carlo's sampling method, use bayesian conditional probability model which having prior distribution probability and posterior distribution probability. However, the initial probability density was set to define randomly in the most of particle filter. In this paper, we find first the initial probability density using Sum of Absolute Difference(SAD). and we applied it in the partical filter. In result, more robust real-time estimation and tracking system on the randomly moving object was realized in the mobile surveillance robot environments.