• 제목/요약/키워드: monte carlo methods

검색결과 948건 처리시간 0.03초

A Bayesian cure rate model with dispersion induced by discrete frailty

  • Cancho, Vicente G.;Zavaleta, Katherine E.C.;Macera, Marcia A.C.;Suzuki, Adriano K.;Louzada, Francisco
    • Communications for Statistical Applications and Methods
    • /
    • 제25권5호
    • /
    • pp.471-488
    • /
    • 2018
  • In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

Self-adaptive sampling for sequential surrogate modeling of time-consuming finite element analysis

  • Jin, Seung-Seop;Jung, Hyung-Jo
    • Smart Structures and Systems
    • /
    • 제17권4호
    • /
    • pp.611-629
    • /
    • 2016
  • This study presents a new approach of surrogate modeling for time-consuming finite element analysis. A surrogate model is widely used to reduce the computational cost under an iterative computational analysis. Although a variety of the methods have been widely investigated, there are still difficulties in surrogate modeling from a practical point of view: (1) How to derive optimal design of experiments (i.e., the number of training samples and their locations); and (2) diagnostics of the surrogate model. To overcome these difficulties, we propose a sequential surrogate modeling based on Gaussian process model (GPM) with self-adaptive sampling. The proposed approach not only enables further sampling to make GPM more accurate, but also evaluates the model adequacy within a sequential framework. The applicability of the proposed approach is first demonstrated by using mathematical test functions. Then, it is applied as a substitute of the iterative finite element analysis to Monte Carlo simulation for a response uncertainty analysis under correlated input uncertainties. In all numerical studies, it is successful to build GPM automatically with the minimal user intervention. The proposed approach can be customized for the various response surfaces and help a less experienced user save his/her efforts.

NVIDIA GPU 상에서의 난수 생성을 위한 CUDA 병렬프로그램 (Efficient Parallel CUDA Random Number Generator on NVIDIA GPUs)

  • 김영태;황규현
    • 정보과학회 논문지
    • /
    • 제42권12호
    • /
    • pp.1467-1473
    • /
    • 2015
  • 본 논문에서는 고성능 병렬 계산 장치로 주목받고 있는 GPU에서의 선형 합동 방식(linear congruential)의 병렬 난수 생성 프로그램을 구현하였다. 난수는 임의성을 필요로 하는 모든 분야에서 중요하게 사용되며, 선형 합동 난수 방식은 컴퓨터 계산을 통하여 생성되는 의사 난수(pseudo random numbers) 생성 방식 중에 가장 많이 사용되는 방식이다. 본 논문에서는 NVIDIA CUDA 프로그래밍 모델을 사용하여 구현된 프로그램 및 MPI를 사용한 다중 GPU를 구동하는 병렬프로그램을 설명하고, 생성된 난수들의 임의성과 성능을 알아보았다. 또한 원주율(${\pi}$)을 계산하기 위한 몬테카를로 알고리즘을 사용하여 CUDA 라이브러리 함수인 cuRAND와 성능을 비교하였으며, 다수의 GPU를 동시에 계산한 성능의 변화도 알아보았다.

고리 1호기 원자로 공동에서의 방사선 흐름 현상 해석 (Radiation Streaming in KNU-1 Reactor Cavity)

  • Kun-Woo Cho;Chang-Soon Kang
    • Nuclear Engineering and Technology
    • /
    • 제18권1호
    • /
    • pp.27-37
    • /
    • 1986
  • 본 논문에서는 고리 1호기의 원자로 압력용기와 1차 콘크리트 차폐체 사이의 인자로 공동에서의 발사선 흐름 현상을 평가하였다. 원자로 압력용기 외부 표면에서 방출되는 누출 선속을 계산하기 위해 사용될 적합한 중성자 단면적 자료를 얻기 위하여, DLC-23/CASK, DLC-31/FEWG그리고 DLC-47/BUGLE 등 세 가지의 중성자 단면적 자료에 대한 검증 계산을 수행하였다. 누출 선속 계산은 ANISN으로 1차원적 계산을, DOT3.5로 2차원적 계산을 수행하였으며, 또한 원자로 공동에서의 방사선 흐름 현상을 분석하기 위하여, 알베도 개념이 도입된 몬테카를로 방법을 사용하는 MORSE-CG 전산 코드를 이용하여 3차원적 해석을 하였다. 그리고, 원자로 플랜지 부위에서의 방사화 분석을 수행하여 스터드 볼트의 방사화 정도를 평가하였다.

  • PDF

최소 효과 용량을 정하는 축차 검정법 (Parametric Sequential Test Procedure to Find the Minimum Effective Dose)

  • 박수진;김동재
    • 응용통계연구
    • /
    • 제22권5호
    • /
    • pp.1033-1046
    • /
    • 2009
  • 신약 개발 연구 또는 임상시험에서 개발된 약이 0용량 대조군과 비교해 유의한 효과 차이가 있어 신체에 반응할 수 있는 최소 복용량을 결정하는데, 이 최소 복용량을 최소 효과 용량(Minimum Effective Dose; MED)이라 한다. 이 논문에서는 최소 효과 용량을 확인하기 위하여 업데이티드 대조군을 이용한 모수적 축차 검정법을 제안하였다. 또한 모의 실험을 통하여 기존의 검정법과 제안한 검정법의 실험유의수준(experimental significance level)과 검정력(power)을 비교하였다.

여러개의 단순 선형 회귀모형에서 순차기울기를 이용한 평행성 검정 (Parallelism Test of Slope in a Several Simple Linear Regression Model based on a Sequential Slope)

  • 김주희;김동재
    • 응용통계연구
    • /
    • 제26권6호
    • /
    • pp.1009-1018
    • /
    • 2013
  • 회귀분석은 변수들간의 관계를 파악하는데 유용하게 사용된다. 여러개의 모집단을 비교할 때, 여러 모집단이 갖는 각각의 회귀직선의 기울기가 같은지 검정하는 것이 필요할 때가 있다. 본 논문에서는 순차기울기를 추정한 후 ANOVA의 F-검정법과 Kruskal-Wallis (1952)검정법을 이용한 방법을 각각 제안하였다. 또한, 몬테카를로 모의시험 연구를 통해 본 논문에서 제안한 두 가지 방법과 Park과 Kim (2009)이 제안한 기존 방법의 검정력을 비교하였다.

Cure rate proportional odds models with spatial frailties for interval-censored data

  • Yiqi, Bao;Cancho, Vicente Garibay;Louzada, Francisco;Suzuki, Adriano Kamimura
    • Communications for Statistical Applications and Methods
    • /
    • 제24권6호
    • /
    • pp.605-625
    • /
    • 2017
  • This paper presents proportional odds cure models to allow spatial correlations by including spatial frailty in the interval censored data setting. Parametric cure rate models with independent and dependent spatial frailties are proposed and compared. Our approach enables different underlying activation mechanisms that lead to the event of interest; in addition, the number of competing causes which may be responsible for the occurrence of the event of interest follows a Geometric distribution. Markov chain Monte Carlo method is used in a Bayesian framework for inferential purposes. For model comparison some Bayesian criteria were used. An influence diagnostic analysis was conducted to detect possible influential or extreme observations that may cause distortions on the results of the analysis. Finally, the proposed models are applied for the analysis of a real data set on smoking cessation. The results of the application show that the parametric cure model with frailties under the first activation scheme has better findings.

수중로봇 위치추정을 위한 베이시안 필터 방법의 실현과 거리 측정 특성 분석 (Implementation of Bayesian Filter Method and Range Measurement Analysis for Underwater Robot Localization)

  • 노성우;고낙용;김태균
    • 로봇학회논문지
    • /
    • 제9권1호
    • /
    • pp.28-38
    • /
    • 2014
  • This paper verifies the performance of Extended Kalman Filter(EKF) and MCL(Monte Carlo Localization) approach to localization of an underwater vehicle through experiments. Especially, the experiments use acoustic range sensor whose measurement accuracy and uncertainty is not yet proved. Along with localization, the experiment also discloses the uncertainty features of the range measurement such as bias and variance. The proposed localization method rejects outlier range data and the experiment shows that outlier rejection improves localization performance. It is as expected that the proposed method doesn't yield as precise location as those methods which use high priced DVL(Doppler Velocity Log), IMU(Inertial Measurement Unit), and high accuracy range sensors. However, it is noticeable that the proposed method can achieve the accuracy which is affordable for correction of accumulated dead reckoning error, even though it uses only range data of low reliability and accuracy.

Measurements and Assessments on Shielding Performance of FCTC10 60Co Transport Container

  • Zhuang, Dajie;Zhang, Guoqing;Li, Guoqiang;Wang, Renze
    • Journal of Radiation Protection and Research
    • /
    • 제41권3호
    • /
    • pp.310-314
    • /
    • 2016
  • Background: FCTC10 container is designed to transport $^{60}Co$ radioactive sources used in irradiation industry. It belongs to Type B(U) Category III (yellow) package when being loaded with a $^{60}Co$ source of $1.8{\times}10^5$ Ci. Materials and Methods: The container is constituted of shielding container, basket, protective cover and bracket. Shielding ability is provided mainly by stainless steel shells, tungsten alloy and lead among steel shells. Radiation level around the container has been calculated with both Monte Carlo simulations and measurements. Results and Discussion: It is proven that the shielding performance of the container fulfills the requirements in GB11806-2004 (Regulations for the safe transport of radioactive material, China Standard Press). Exposure doses to workers and to critical groups of public were calculated based on hypothetical exposure scene according to transport practice experience. Conclusion: The results show that doses to workers and public are less than the constraint dose considered in design, and the radiation level would be increased less than a factor of 2 under design basis accidents.

Two-Faults Detection and Isolation Using Extended Parity Space Approach

  • Lee, Won-Hee;Kim, Kwang-Hoon;Park, Chan-Gook;Lee, Jang-Gyu
    • Journal of Electrical Engineering and Technology
    • /
    • 제7권3호
    • /
    • pp.411-419
    • /
    • 2012
  • This paper proposes a new FDI(Fault Detection and Isolation) method, which is called EPSA(Extended Parity Space Approach). This method is particularly suitable for fault detection and isolation of the system with one faulty sensor or two faulty sensors. In the system with two faulty sensors, the fault detection and isolation probability may be decreased when two faults are occurred between the sensors related to the large fault direction angle. Nonetheless, the previously suggested FDI methods to treat the two-faults problem do not consider the effect of the large fault direction angle. In order to solve this problem, this paper analyzes the effect of the large fault direction angle and proposes how to increase the fault detection and isolation probability. For the increase the detection probability, this paper additionally considers the fault type that is not detected because of the cancellation of the fault biases by the large fault direction angle. Also for the increase the isolation probability, this paper suggests the additional isolation procedure in case of two-faults. EPSA helps that the user can know the exact fault situation. The proposed FDI method is verified through Monte Carlo simulation.