• Communications for Statistical Applications and Methods
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• v.11 no.2
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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.

• The Korean Journal of Applied Statistics
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• v.21 no.5
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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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• v.26 no.2
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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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• v.15 no.2
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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.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.4B
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• pp.383-392
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• 2008

It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established. Therefore, uncertainty analysis are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an unexpected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

• The Journal of the Acoustical Society of Korea
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• v.24 no.4E
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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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• v.36 no.5
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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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• v.42 no.1
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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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• v.4 no.3
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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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• v.18 no.1
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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.