• Title/Summary/Keyword: markov chain

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The Risk Assessment and Prediction for the Mixed Deterioration in Cable Bridges Using a Stochastic Bayesian Modeling (확률론적 베이지언 모델링에 의한 케이블 교량의 복합열화 리스크 평가 및 예측시스템)

  • Cho, Tae Jun;Lee, Jeong Bae;Kim, Seong Soo
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.16 no.5
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    • pp.29-39
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    • 2012
  • The main objective is to predict the future degradation and maintenance budget for a suspension bridge system. Bayesian inference is applied to find the posterior probability density function of the source parameters (damage indices and serviceability), given ten years of maintenance data. The posterior distribution of the parameters is sampled using a Markov chain Monte Carlo method. The simulated risk prediction for decreased serviceability conditions are posterior distributions based on prior distribution and likelihood of data updated from annual maintenance tasks. Compared with conventional linear prediction model, the proposed quadratic model provides highly improved convergence and closeness to measured data in terms of serviceability, risky factors, and maintenance budget for bridge components, which allows forecasting a future performance and financial management of complex infrastructures based on the proposed quadratic stochastic regression model.

Statistical Modeling Methods for Analyzing Human Gait Structure (휴먼 보행 동작 구조 분석을 위한 통계적 모델링 방법)

  • Sin, Bong Kee
    • Smart Media Journal
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    • v.1 no.2
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    • pp.12-22
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    • 2012
  • Today we are witnessing an increasingly widespread use of cameras in our lives for video surveillance, robot vision, and mobile phones. This has led to a renewed interest in computer vision in general and an on-going boom in human activity recognition in particular. Although not particularly fancy per se, human gait is inarguably the most common and frequent action. Early on this decade there has been a passing interest in human gait recognition, but it soon declined before we came up with a systematic analysis and understanding of walking motion. This paper presents a set of DBN-based models for the analysis of human gait in sequence of increasing complexity and modeling power. The discussion centers around HMM-based statistical methods capable of modeling the variability and incompleteness of input video signals. Finally a novel idea of extending the discrete state Markov chain with a continuous density function is proposed in order to better characterize the gait direction. The proposed modeling framework allows us to recognize pedestrian up to 91.67% and to elegantly decode out two independent gait components of direction and posture through a sequence of experiments.

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Application of Bootstrap and Bayesian Methods for Estimating Confidence Intervals on Biological Reference Points in Fisheries Management (부트스트랩과 베이지안 방법으로 추정한 수산자원관리에서의 생물학적 기준점의 신뢰구간)

  • Jung, Suk-Geun;Choi, Il-Su;Chang, Dae-Soo
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.41 no.2
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    • pp.107-112
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    • 2008
  • To evaluate uncertainty and risk in biological reference points, we applied a bootstrapping method and a Bayesian procedure to estimate the related confidence intervals. Here we provide an example of the maximum sustainable yield (MSY) of turban shell, Batillus cornutus, estimated by the Schaefer and Fox models. Fitting the time series of catch and effort from 1968 to 2006 showed that the Fox model performs better than the Schaefer model. The estimated MSY and its bootstrap percentile confidence interval (CI) at ${\alpha}=0.05$ were 1,680 (1,420-1,950) tons for the Fox model and 2,170 (1,860-2,500) tons for the Schaefer model. The CIs estimated by the Bayesian approach gave similar ranges: 1,710 (1,450-2,000) tons for the Fox model and 2,230 (1,760-2,930) tons for the Schaefer model. Because uncertainty in effort and catch data is believed to be greater for earlier years, we evaluated the influence of sequentially excluding old data points by varying the first year of the time series from 1968 to 1992 to run 'backward' bootstrap resampling. The results showed that the means and upper 2.5% confidence limit (CL) of MSY varied greatly depending on the first year chosen whereas the lower 2.5% CL was robust against the arbitrary selection of data, especially for the Schaefer model. We demonstrated that the bootstrap and Bayesian approach could be useful in precautionary fisheries management, and we advise that the lower 2.5% CL derived by the Fox model is robust and a better biological reference point for the turban shells of Jeju Island.

Performance analysis of priority control mechanism with cell transfer ratio and discard threshold in ATM switch (ATM 스위치에서 폐기 임계치를 가진 셀전송비율 제어형 우선순위 제어방식의 성능 분석)

  • 박원기;김영선;최형진
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.21 no.3
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    • pp.629-642
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    • 1996
  • ATM switch handles the traffic for a wide range of appliations with different QOS(Quality-of-Service) requirements. In ATM switch, the priority control mechanism is needed to improve effectively the required QOS requirements. In this paper, we propose a priority control mechanism using the cell transfer ratio type and discard threshold in order to archive the cell loss probability requirement and the delay requirement of each service class. The service classes of our concern are the service class with high time priority(class 1) and the service class with high loss priority control mechanism, cells for two kind of service classes are stored and processed within one buffer. In case cells are stored in the buffer, cells for class 2 are allocated in the stored and processed within one buffer. In case cells are stored in the buffer, cells for class 2 are allocated in the shole range of the buffer and cells for class 1 are allocated up to discard threshold of the buffer. In case cells in the buffer are transmitted, one cell for class 1 is transmitted whenever the maximum K cells for class 2 are transmitted consecutively. We analyze the time delay and the loss probability for each class of traffic using Markov chain. The results show that the characteristics of the mean cell delay about cells for class 1 becomes better and that of the cell loss probability about cells for class 2 becomes better by selecting properly discard threshold of the buffer and the cell transfer ratio according to the condition of input traffic.

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Performance Analysis of Mobile Multi-hop Relay Uplink System in Multicell Environments (멀티셀 환경에서 Mobile Multi-hop Relay 상향링크 시스템의 성능 분석)

  • Kim, Seung-Yeon;Kim, Se-Jin;Lee, Hyong-Woo;Ryu, Seung-Wan;Cho, Choong-Ho
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.4A
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    • pp.394-400
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    • 2010
  • Mobile Multi-hop Relaying (MMR) system can provide increased system capacity of wireless access network by coverage extension and enhanced transmission rate within the Base Station (BS) coverage area. The previous researches for the MMR system with a non-transparent mode Relay Station (RS) do not consider channel selection procedure of Mobile Station (MS), co-channel interference and Multi-hop Relay Base Station (MR-BS) coverage and RS coverage ratio in MMR system. In this paper, we investigate the performance of MMR uplink system in multicell environments with various topologies. The performance is presented in terms of call blocking probability, channel utilization, outage probability and system throughput by varying offered load. It is found that, for certain system parameters, the MMR uplink system achieve the maximum system throughput when MR-BS coverage to RS coverage ratio is 7.

Bayesian methods in clinical trials with applications to medical devices

  • Campbell, Gregory
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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    • pp.561-581
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    • 2017
  • Bayesian statistics can play a key role in the design and analysis of clinical trials and this has been demonstrated for medical device trials. By 1995 Bayesian statistics had been well developed and the revolution in computing powers and Markov chain Monte Carlo development made calculation of posterior distributions within computational reach. The Food and Drug Administration (FDA) initiative of Bayesian statistics in medical device clinical trials, which began almost 20 years ago, is reviewed in detail along with some of the key decisions that were made along the way. Both Bayesian hierarchical modeling using data from previous studies and Bayesian adaptive designs, usually with a non-informative prior, are discussed. The leveraging of prior study data has been accomplished through Bayesian hierarchical modeling. An enormous advantage of Bayesian adaptive designs is achieved when it is accompanied by modeling of the primary endpoint to produce the predictive posterior distribution. Simulations are crucial to providing the operating characteristics of the Bayesian design, especially for a complex adaptive design. The 2010 FDA Bayesian guidance for medical device trials addressed both approaches as well as exchangeability, Type I error, and sample size. Treatment response adaptive randomization using the famous extracorporeal membrane oxygenation example is discussed. An interesting real example of a Bayesian analysis using a failed trial with an interesting subgroup as prior information is presented. The implications of the likelihood principle are considered. A recent exciting area using Bayesian hierarchical modeling has been the pediatric extrapolation using adult data in clinical trials. Historical control information from previous trials is an underused area that lends itself easily to Bayesian methods. The future including recent trends, decision theoretic trials, Bayesian benefit-risk, virtual patients, and the appalling lack of penetration of Bayesian clinical trials in the medical literature are discussed.

A Study on the Effects of Oil Shocks and Energy Efficient Consumption Structure with a Bayesian DSGE Model (베이지안 동태확률일반균형모형을 이용한 유가충격 및 에너지 소비구조 전환의 효과분석)

  • Cha, Kyungsoo
    • Environmental and Resource Economics Review
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    • v.19 no.2
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    • pp.215-242
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    • 2010
  • This study constructs a bayesian neoclassical DSGE model that applies oil usage. The model includes technology shocks, oil price shocks, and shocks to energy policies as exogenous driving forces. First, this study aims to analyze the roles of these exogenous shocks in the Korean business cycle. Second, this study examines the effects of long-term changes in the energy consumption structure, including the reduction in oil use as a share of energy consumption and improvement in oil efficiency. In the case of oil price shocks, results show that these shocks exert recessionary pressure on the economy in line with those obtained in the previous literature. On the other hand, shocks to energy policies, which reduce oil consumption per capital, result in opposite consequences to oil price shocks, decreasing oil consumption. Also, counterfactual exercises show that long-term changes in the energy consumption structure would mitigate the contractionary effects of oil price shocks.

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Multi-States Based Hybrid Location Update Strategy in Wireless Communication System (이동 통신망에서의 다중 상태 기반의 혼합형 위치 갱신 방법)

  • Lee, Goo-Yeon;Lee, Yong
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.44 no.1
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    • pp.113-122
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    • 2007
  • In this paper, we propose a multi-state based hybrid location update scheme, which integrates the time-based and the movement-based methods. In the proposed scheme, a mobile terminal updates its location after n cell boundary crossing and a time interval of T[sec]. We derive an analytical solution for the performance of the hybrid scheme with exponential cell resident time and evaluate it numerically with time-varying random walk mobility model, which we model as multi-states Markov chain. Furthermore, we also evaluate the scheme for arbitrary cell resident times by simulation. From the numerical analysis and the simulation results, we prove that the proposed scheme significantly outperforms the time-based and the movement-based methods, when implemented alone, more accurately adapting to the time-varying user mobility.

A Review on the Analysis of Life Data Based on Bayesian Method: 2000~2016 (베이지안 기법에 기반한 수명자료 분석에 관한 문헌 연구: 2000~2016)

  • Won, Dong-Yeon;Lim, Jun Hyoung;Sim, Hyun Su;Sung, Si-il;Lim, Heonsang;Kim, Yong Soo
    • Journal of Applied Reliability
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    • v.17 no.3
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    • pp.213-223
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    • 2017
  • Purpose: The purpose of this study is to arrange the life data analysis literatures based on the Bayesian method quantitatively and provide it as tables. Methods: The Bayesian method produces a more accurate estimates of other traditional methods in a small sample size, and it requires specific algorithm and prior information. Based on these three characteristics of the Bayesian method, the criteria for classifying the literature were taken into account. Results: In many studies, there are comparisons of estimation methods for the Bayesian method and maximum likelihood estimation (MLE), and sample size was greater than 10 and not more than 25. In probability distributions, a variety of distributions were found in addition to the distributions of Weibull commonly used in life data analysis, and MCMC and Lindley's Approximation were used evenly. Finally, Gamma, Uniform, Jeffrey and extension of Jeffrey distributions were evenly used as prior information. Conclusion: To verify the characteristics of the Bayesian method which are more superior to other methods in a smaller sample size, studies in less than 10 samples should be carried out. Also, comparative study is required by various distributions, thereby providing guidelines necessary.

A Study on the MMPP Model Verification for the Real-time VBR Traffic of ATM Network (ATM망의 실시간 VBR 트래픽에 대한 MMPP 모델 적합성 검증 연구)

  • 정승국;이영훈
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.8B
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    • pp.699-706
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    • 2003
  • This paper is to verify that 2-state MMPP Model conform to ATM VBR traffic characteristics by measuring and analyzing real-time VBR traffic in KT's ATM network. As a result, we validated the fact that real-time VBR traffic of ATM network cannot be apply to MMPP model and must be represented by previously general On-Off Model with characteristics as follows: arrival rate of On state (λ$_1$) is deterministic, arrival rate of Off state (λ$_2$) is zero, and two transition rate (T$_1$,T$_2$) is only random variable. As research results are to handle real traffic, these results can be used to all ATM network traffic model with traffic management function such as KT's ATM network.