• Communications for Statistical Applications and Methods
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• 제11권2호
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• pp.381-397
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• 2004

The marginal likelihood has become an important tool for model selection in Bayesian analysis because it can be used to rank the models. We discuss the marginal likelihood for Poisson regression models that are potentially useful in small area estimation. Computation in these models is intensive and it requires an implementation of Markov chain Monte Carlo (MCMC) methods. Using importance sampling and multivariate density estimation, we demonstrate a computation of the marginal likelihood through an output analysis from an MCMC sampler.

• 응용통계연구
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• 제21권5호
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• pp.835-843
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• 2008

In this paper, we investigate a Bayesian inference for software reliability models based on mean value functions which take the form of the mixture of beta distribution functions. The posterior simulation via the Markov chain Monte Carlo approach is used to produce estimates of posterior properties. Its applicability is illustrated with two real data sets. We compute the predictive distribution and the marginal likelihood of various models to compare the performance of them. The model comparison results show that the model based on the beta-mixture performs better than other models.

• Journal of the Korean Data and Information Science Society
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• 제26권2호
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• pp.487-493
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• 2015

Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

• Journal of Communications and Networks
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• 제15권2호
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• pp.222-227
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• 2013

This paper presents an analytical framework for dynamic spectrum allocation in cognitive radio networks. We propose a distributed queuing based Markovian model each for single channel and multiple channels access for a contending user. Knowledge about spectrum mobility is one of the most challenging problems in both these setups. To solve this, we consider probabilistic channel availability in case of licensed channel detection for single channel allocation, while variable data rates are considered using channel aggregation technique in the multiple channel access model. These models are designed for a centralized architecture to enable dynamic spectrum allocation and are compared on the basis of access latency and service duration.

• 대한토목학회논문집
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• 제28권4B호
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• pp.383-392
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• 2008

수공구조물을 설계하거나 수자원계획을 수립할 때 제한된 수문자료로 인해 수문모형의 매개변수를 추정하는데 어려움이 따르며 추정된 결과에 신뢰성을 부여하기 위해서 필수적으로 불확실성 분석이 필요하다 하겠다. 이러한 관점에서 본 연구에서는 국내외에서 주로 이용되고 있는 NWS-PC 강우-유출 모형을 대상으로 보다 진보된 매개변수 추정과 불확실성 분석이 가능한 Bayesian Markov Chain Monte Carlo 기법과 결합하여 국내 소양강댐 유역 일유입량 모의에 적용하였다. 실측 일유입량 자료를 대상으로 모형의 검정과정을 수행하였으며 NWS-PC 모형의 총 13개의 매개변수에 대한 사후분포를 추정하여 유출수문곡선의 불확실성 구간을 추정하였다. 검정 및 검증 모두에서 Bayesian Markov Chain Monte Carlo 기법이 모형의 적합성 측면에서 기존 방법론과 비교해보면 다소 우수하거나 비슷한 결과를 나타내었다. 실제로 유역에 발생하는 유출은 다양한 요인에 따라 변화될 수 있으며 이러한 점에서 Bayesian 방법은 강우-유출 관계에서 발생하는 이러한 불확실성을 매개변수의 불확실성으로 인지함으로서 우리가 예상치 못한 유출 사상에 대한 형태를 고려할 수 있는 장점이 있다. 따라서 댐 설계와 같은 대규모 수공 구조물 설계 시에 이러한 불확실성이 접목된 강우-유출 분석이 이루어진다면 보다 합리적인 방법으로 홍수 위험도 분석이 가능하며 더욱이 댐 규모 결정에 있어서 신뢰성 있는 의사 결정 수단을 제공할 수 있을 것으로 사료된다.

• The Journal of the Acoustical Society of Korea
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• 제24권4E호
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• pp.144-151
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• 2005

We evaluate the performance of emotion recognition via speech signals when a plain speaker talks to an entertainment robot. For each frame of a speech utterance, we extract the frame-based features: pitch, energy, formant, band energies, mel frequency cepstral coefficients (MFCCs), and velocity/acceleration of pitch and MFCCs. For discriminative classifiers, a fixed-length utterance-based feature vector is computed from the statistics of the frame-based features. Using a speaker-independent database, we evaluate the performance of two promising classifiers: support vector machine (SVM) and hidden Markov model (HMM). For angry/bored/happy/neutral/sad emotion classification, the SVM and HMM classifiers yield $42.3\%\;and\;40.8\%$ accuracy, respectively. We show that the accuracy is significant compared to the performance by foreign human listeners.

• ETRI Journal
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• 제36권5호
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• pp.696-703
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• 2014

In this paper, we present a walking guidance system for the visually impaired for use at subway stations. This system, which is based on environmental knowledge, automatically detects and recognizes both exit numbers and arrow signs from natural outdoor scenes. The visually impaired can, therefore, utilize the system to find their own way (for example, using exit numbers and the directions provided) through a subway station. The proposed walking guidance system consists mainly of three stages: (a) sign detection using the MCT-based AdaBoost technique, (b) sign recognition using support vector machines and hidden Markov models, and (c) three verification techniques to discriminate between signs and non-signs. The experimental results indicate that our sign recognition system has a high performance with a detection rate of 98%, a recognition rate of 99.5%, and a false-positive error rate of 0.152.

• ETRI Journal
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• 제42권1호
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• pp.118-128
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• 2020

A semitransparent photovoltaic-thermal (PV/T) air collector can produce electricity and heat simultaneously. To maximize the thermal and overall efficiency of the semitransparent PV/T air collector, its availability should be maximum; this can be determined through a Markov analysis. In this paper, a Markov model is developed to select an optimized number of semitransparent PV modules in service with five states and two states by considering two parameters, namely failure rate (λ) and repair rate (μ). Three artificial neural network (ANN) models are developed to obtain the minimum cost, minimum temperature, and maximum thermal efficiency of the semitransparent PV/T air collector by setting its type appropriately and optimizing the number of photovoltaic modules and cost. An attempt is also made to achieve maximum thermal and overall efficiency for the semitransparent PV/T air collector by using ANN after obtaining its minimum temperature and available solar radiation.

• Water Engineering Research
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• 제4권3호
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• pp.111-126
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• 2003

Meteorological data are often needed to evaluate the long-term effects of proposed hydrologic changes. The evaluation is frequently undertaken using deterministic mathematical models that require daily weather data as input including precipitation amount, maximum and minimum temperature, relative humidity, solar radiation and wind speed. Stochastic generation of the required weather data offers alternative to the use of observed weather records. The precipitation is modeled by a Markov Chain-exponential model. The other variables are generated by multivariate model with means and standard deviations of the variables conditioned on the wet or dry status of the day as determined by the precipitation model. Ultimately, the objective of this paper is to compare Richardson's model and the improved weather generation model in their ability to provide daily weather data for the crop model to study potential impacts of climate change on the irrigation needs and crop yield. However this paper does not refer to the improved weather generation model and the crop model. The new weather generation model improved will be introduced in the Journal of KWRA.

• Computers and Concrete
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• 제18권1호
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• pp.69-97
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• 2016

Performance-based remaining life assessment of reinforced concrete bridge girders, subject to chloride-induced corrosion of reinforcement, is addressed in this paper. Towards this, a methodology that takes into consideration the human judgmental aspects in expert decision making regarding condition state assessment is proposed. The condition of the bridge girder is specified by the assignment of a condition state from a set of predefined condition states, considering both serviceability- and ultimate- limit states, and, the performance of the bridge girder is described using performability measure. A non-homogeneous Markov chain is used for modelling the stochastic evolution of condition state of the bridge girder with time. The thinking process of the expert in condition state assessment is modelled within a probabilistic framework using Brunswikian theory and probabilistic mental models. The remaining life is determined as the time over which the performance of the girder is above the required performance level. The usefulness of the methodology is illustrated through the remaining life assessment of a reinforced concrete T-beam bridge girder.