• Title/Summary/Keyword: joint probabilities

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Noninformative priors for the common location parameter in half-t distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1327-1335
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    • 2010
  • In this paper, we want to develop objective priors for the common location parameter in two half-t distributions with unequal scale parameters. The half-t distribution is a non-regular class of distribution. One can not develop the reference prior by using the algorithm of Berger of Bernardo (1989). Specially, we derive the reference priors and prove the propriety of joint posterior distribution under the developed priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

Mutual Information and Redundancy for Categorical Data

  • Hong, Chong-Sun;Kim, Beom-Jun
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.297-307
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    • 2006
  • Most methods for describing the relationship among random variables require specific probability distributions and some assumptions of random variables. The mutual information based on the entropy to measure the dependency among random variables does not need any specific assumptions. And the redundancy which is a analogous version of the mutual information was also proposed. In this paper, the redundancy and mutual information are explored to multi-dimensional categorical data. It is found that the redundancy for categorical data could be expressed as the function of the generalized likelihood ratio statistic under several kinds of independent log-linear models, so that the redundancy could also be used to analyze contingency tables. Whereas the generalized likelihood ratio statistic to test the goodness-of-fit of the log-linear models is sensitive to the sample size, the redundancy for categorical data does not depend on sample size but its cell probabilities itself.

Copula-based common cause failure models with Bayesian inferences

  • Jin, Kyungho;Son, Kibeom;Heo, Gyunyoung
    • Nuclear Engineering and Technology
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    • v.53 no.2
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    • pp.357-367
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    • 2021
  • In general, common cause failures (CCFs) have been modeled with the assumption that components within the same group are symmetric. This assumption reduces the number of parameters required for the CCF probability estimation and allows us to use a parametric model, such as the alpha factor model. Although there are various asymmetric conditions in nuclear power plants (NPPs) to be addressed, the traditional CCF models are limited to symmetric conditions. Therefore, this paper proposes the copulabased CCF model to deal with asymmetric as well as symmetric CCFs. Once a joint distribution between the components is constructed using copulas, the proposed model is able to provide the probability of common cause basic events (CCBEs) by formulating a system of equations without symmetry assumptions. In addition, Bayesian inferences for the parameters of the marginal and copula distributions are introduced and Markov Chain Monte Carlo (MCMC) algorithms are employed to sample from the posterior distribution. Three example cases using simulated data, including asymmetry conditions in total failure probabilities and/or dependencies, are illustrated. Consequently, the copula-based CCF model provides appropriate estimates of CCFs for asymmetric conditions. This paper also discusses the limitations and notes on the proposed method.

Modeling and SINR Analysis of Dual Connectivity in Downlink Heterogeneous Cellular Networks

  • Wang, Xianling;Xiao, Min;Zhang, Hongyi;Song, Sida
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.11
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    • pp.5301-5323
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    • 2017
  • Small cell deployment offers a low-cost solution for the boosted traffic demand in heterogeneous cellular networks (HCNs). Besides improved spatial spectrum efficiency and energy efficiency, future HCNs are also featured with the trend of network architecture convergence and feasibility for flexible mobile applications. To achieve these goals, dual connectivity (DC) is playing a more and more important role to support control/user-plane splitting, which enables maintaining fixed control channel connections for reliability. In this paper, we develop a tractable framework for the downlink SINR analysis of DC assisted HCN. Based on stochastic geometry model, the data-control joint coverage probabilities under multi-frequency and single-frequency tiering are derived, which involve quick integrals and admit simple closed-forms in special cases. Monte Carlo simulations confirm the accuracy of the expressions. It is observed that the increase in mobility robustness of DC is at the price of control channel SINR degradation. This degradation severely worsens the joint coverage performance under single-frequency tiering, proving multi-frequency tiering a more feasible networking scheme to utilize the advantage of DC effectively. Moreover, the joint coverage probability can be maximized by adjusting the density ratio of small cell and macro cell eNBs under multi-frequency tiering, though changing cell association bias has little impact on the level of the maximal coverage performance.

Opportunistic Relay Selection for Joint Decode-and-Forward Based Two-Way Relaying with Network Coding

  • Ji, Xiaodong;Zheng, Baoyu;Zou, Li
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.5 no.9
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    • pp.1513-1527
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    • 2011
  • This paper investigates the capacity rate problems for a joint decode-and-forward (JDF) based two-way relaying with network coding. We first characterize the achievable rate region for a conventional three-node network scenario along with the calculation of the corresponding maximal sum-rate. Then, for the goal of maximizing the system sum-rate, opportunistic relay selection is examined for multi-relay networks. As a result, a novel strategy for the implementation of relay selection is proposed, which depends on the instantaneous channel state and allows a single best relay to help the two-way information exchange. The JDF scheme and the scheme using relay selection are analyzed in terms of outage probability, after which the corresponding exact expressions are developed over Rayleigh fading channels. For the purpose of comparison, outage probabilities of the amplify-and-forward (AF) scheme and those of the scheme using relay selection are also derived. Finally, simulation experiments are done and performance comparisons are conducted. The results verify that the proposed strategy is an appropriate method for the implementation of relay selection and can achieve significant performance gains in terms of outage probability regardless of the symmetry or asymmetry of the channels. Compared with the AF scheme and the scheme using relay selection, the conventional JDF scheme and that using relay selection perform well at low signal-to-noise ratios (SNRs).

Multivariate design estimations under copulas constructions. Stage-1: Parametrical density constructions for defining flood marginals for the Kelantan River basin, Malaysia

  • Latif, Shahid;Mustafa, Firuza
    • Ocean Systems Engineering
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    • v.9 no.3
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    • pp.287-328
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    • 2019
  • Comprehensive understanding of the flood risk assessments via frequency analysis often demands multivariate designs under the different notations of return periods. Flood is a tri-variate random consequence, which often pointing the unreliability of univariate return period and demands for the joint dependency construction by accounting its multiple intercorrelated flood vectors i.e., flood peak, volume & durations. Selecting the most parsimonious probability functions for demonstrating univariate flood marginals distributions is often a mandatory pre-processing desire before the establishment of joint dependency. Especially under copulas methodology, which often allows the practitioner to model univariate marginals separately from their joint constructions. Parametric density approximations often hypothesized that the random samples must follow some specific or predefine probability density functions, which usually defines different estimates especially in the tail of distributions. Concentrations of the upper tail often seem interesting during flood modelling also, no evidence exhibited in favours of any fixed distributions, which often characterized through the trial and error procedure based on goodness-of-fit measures. On another side, model performance evaluations and selections of best-fitted distributions often demand precise investigations via comparing the relative sample reproducing capabilities otherwise, inconsistencies might reveal uncertainty. Also, the strength & weakness of different fitness statistics usually vary and having different extent during demonstrating gaps and dispensary among fitted distributions. In this literature, selections efforts of marginal distributions of flood variables are incorporated by employing an interactive set of parametric functions for event-based (or Block annual maxima) samples over the 50-years continuously-distributed streamflow characteristics for the Kelantan River basin at Gulliemard Bridge, Malaysia. Model fitness criteria are examined based on the degree of agreements between cumulative empirical and theoretical probabilities. Both the analytical as well as graphically visual inspections are undertaken to strengthen much decisive evidence in favour of best-fitted probability density.

System Reliability Analysis for Multiple Failure Modes of Piezoelectric Energy Harvester Using Generalized Complementary Intersection Method (Generalized Complementary Intersection Method를 이용한 압전 에너지 수확 장치의 다중 파손모드에 대한 시스템 신뢰성 해석)

  • Yoon, Heonjun;Youn, Byeng D.;Kim, Heung-Soo
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2014.10a
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    • pp.544-544
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    • 2014
  • Energy harvesting technology, which scavenges electric power from ambient, otherwise wasted, energy sources, has been explored to develop self-powered wireless sensors and possibly eliminate the battery replacement cost for wireless sensors. Among ambient energy sources, vibration energy can be converted into electric power through a piezoelectric energy harvester. For the last decade, although tremendous advances have been made in design methodology to maximize harvestable electric power under a given vibration condition, the research in reliability assessment to ensure durability has been stagnant due to the complicated nature of the multiple failure modes of a piezoelectric energy harvester, such as the interfacial delamination, fatigue failure, and dynamic fracture. Therefore, this study presents the first-ever system reliability analysis for multiple failure modes of a piezoelectric energy harvester using the Generalized Complementary Intersection Method (GCIM), while accounts for the energy conversion performance. The GCIM enables to decompose the probabilities of high-order joint failure events into probabilities of complementary intersection events. The electromechanically-coupled analytical model is implemented based on the Kirchhoff plate theory to analyze its output performances of a piezoelectric energy harvester. Since a durable as well as efficient design of a piezoelectric energy harvester is significantly important in sustainably utilizing self-powered electronics, we believe that technical development on system reliability analysis will have an immediate and major impact on piezoelectric energy harvesting technology.

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Quantitative analysis of drought propagation probabilities combining Bayesian networks and copula function (베이지안 네트워크와 코플라 함수의 결합을 통한 가뭄전이 발생확률의 정량적 분석)

  • Shin, Ji Yae;Ryu, Jae Hee;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.54 no.7
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    • pp.523-534
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    • 2021
  • Meteorological drought originates from a precipitation deficiency and propagates to agricultural and hydrological droughts through the hydrological cycle. Comparing with the meteorological drought, agricultural and hydrological droughts have more direct impacts on human society. Thus, understanding how meteorological drought evolves to agricultural and hydrological droughts is necessary for efficient drought preparedness and response. In this study, meteorological and hydrological droughts were defined based on the observed precipitation and the synthesized streamflow by the land surface model. The Bayesian network model was applied for probabilistic analysis of the propagation relationship between meteorological and hydrological droughts. The copula function was used to estimate the joint probability in the Bayesian network. The results indicated that the propagation probabilities from the moderate and extreme meteorological droughts were ranged from 0.41 to 0.63 and from 0.83 to 0.98, respectively. In addition, the propagation probabilities were highest in autumn (0.71 ~ 0.89) and lowest in winter (0.41 ~ 0.62). The propagation probability increases as the meteorological drought evolved from summer to autumn, and the severe hydrological drought could be prevented by appropriate mitigation during that time.

Medical Image Registration by Combining Gradient Vector Flow and Conditional Entropy Measure (기울기 벡터장과 조건부 엔트로피 결합에 의한 의료영상 정합)

  • Lee, Myung-Eun;Kim, Soo-Hyung;Kim, Sun-Worl;Lim, Jun-Sik
    • The KIPS Transactions:PartB
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    • v.17B no.4
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    • pp.303-308
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    • 2010
  • In this paper, we propose a medical image registration technique combining the gradient vector flow and modified conditional entropy. The registration is conducted by the use of a measure based on the entropy of conditional probabilities. To achieve the registration, we first define a modified conditional entropy (MCE) computed from the joint histograms for the area intensities of two given images. In order to combine the spatial information into a traditional registration measure, we use the gradient vector flow field. Then the MCE is computed from the gradient vector flow intensity (GVFI) combining the gradient information and their intensity values of original images. To evaluate the performance of the proposed registration method, we conduct experiments with our method as well as existing method based on the mutual information (MI) criteria. We evaluate the precision of MI- and MCE-based measurements by comparing the registration obtained from MR images and transformed CT images. The experimental results show that the proposed method is faster and more accurate than other optimization methods.

SER Analysis of Arbitrary Two-Dimensional Signaling over Nonlinear AWGN Channels (비선형 채널에서 임의의 2차원 변조 신호의 SER 분석)

  • Lee, Jae-Yoon;Yoon, Dong-Weon;Cho, Kyong-Kuk
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.32 no.7A
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    • pp.738-745
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    • 2007
  • The non-linearity of HPA(high power amplifier) which is an important component in modern communications systems introduces AM/AM and AM/PM distortion so that the transmitted signal is deteriorated. And, the I/Q unbalances and phase error which are generated by non-ideal components are inevitable physical phenomena and lead to performance degradation when we implement a practical two-dimensional (2-D) modulation system. In this paper, we provide an exact and general expression involving the 2-D Gaussian Q-function for the error probabilities of arbitrary 2-D signaling with I/Q amplitude and phase unbalances in nonlinear additive white Gaussian noise (AWGN) channels by using the coordinate rotation and shifting technique.