• Title/Summary/Keyword: monte carlo methods

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Genetic parameters for marbling and body score in Anglonubian goats using Bayesian inference via threshold and linear models

  • Figueiredo Filho, Luiz Antonio Silva;Sarmento, Jose Lindenberg Rocha;Campelo, Jose Elivalto Guimaraes;de Oliveira Almeida, Marcos Jacob;de Sousa, Antonio Junior;da Silva Santos, Natanael Pereira;da Silva Costa, Marcio;Torres, Tatiana Saraiva;Sena, Luciano Silva
    • Asian-Australasian Journal of Animal Sciences
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    • v.31 no.9
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    • pp.1407-1414
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    • 2018
  • Objective: The aim of this study was to estimate (co) variance components and genetic parameters for categorical carcass traits using Bayesian inference via mixed linear and threshold animal models in Anglonubian goats. Methods: Data were obtained from Anglonubian goats reared in the Brazilian Mid-North region. The traits in study were body condition score, marbling in the rib eye, ribeye area, fat thickness of the sternum, hip height, leg perimeter, and body weight. The numerator relationship matrix contained information from 793 animals. The single- and two-trait analyses were performed to estimate (co) variance components and genetic parameters via linear and threshold animal models. For estimation of genetic parameters, chains with 2 and 4 million cycles were tested. An 1,000,000-cycle initial burn-in was considered with values taken every 250 cycles, in a total of 4,000 samples. Convergence was monitored by Geweke criteria and Monte Carlo error chain. Results: Threshold model best fits categorical data since it is more efficient to detect genetic variability. In two-trait analysis the contribution of the increase in information and the correlations between traits contributed to increase the estimated values for (co) variance components and heritability, in comparison to single-trait analysis. Heritability estimates for the study traits were from low to moderate magnitude. Conclusion: Direct selection of the continuous distribution of traits such as thickness sternal fat and hip height allows obtaining the indirect selection for marbling of ribeye.

RBDO of Coil Spring Considering Transversal Direction Mode Tracking (횡방향 모드추적을 고려한 코일스프링의 신뢰성기반 최적설계)

  • Lee, Jin Min;Jang, Junyong;Lee, Tae Hee
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.6
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    • pp.821-826
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    • 2013
  • When the values of design variables change, mode switching can often occur. If the mode of interest is not tracked, the frequencies and modes for design optimization may be miscalculated owing to modes that differ from the intended ones. Thus, mode tracking must be employed to identify the frequencies and modes of interest whenever the values of design variables change during optimization. Furthermore, reliability-based design optimization (RBDO) must be performed for design problems with design variables containing uncertainty. In this research, we perform RBDO considering the mode tracking of a compressive coil spring, i.e., a component of the joint spring that supports a compressor, with design variables containing uncertainty by using only kriging metamodels based on multiple responses approach (MRA) without existing mode tracking methods. The reliability analyses for RBDO are employed using kriging metamodel-based Monte Carlo simulation.

Bayesian Method for Modeling Male Breast Cancer Survival Data

  • Khan, Hafiz Mohammad Rafiqullah;Saxena, Anshul;Rana, Sagar;Ahmed, Nasar Uddin
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.2
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    • pp.663-669
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    • 2014
  • Background: With recent progress in health science administration, a huge amount of data has been collected from thousands of subjects. Statistical and computational techniques are very necessary to understand such data and to make valid scientific conclusions. The purpose of this paper was to develop a statistical probability model and to predict future survival times for male breast cancer patients who were diagnosed in the USA during 1973-2009. Materials and Methods: A random sample of 500 male patients was selected from the Surveillance Epidemiology and End Results (SEER) database. The survival times for the male patients were used to derive the statistical probability model. To measure the goodness of fit tests, the model building criterions: Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were employed. A novel Bayesian method was used to derive the posterior density function for the parameters and the predictive inference for future survival times from the exponentiated Weibull model, assuming that the observed breast cancer survival data follow such type of model. The Markov chain Monte Carlo method was used to determine the inference for the parameters. Results: The summary results of certain demographic and socio-economic variables are reported. It was found that the exponentiated Weibull model fits the male survival data. Statistical inferences of the posterior parameters are presented. Mean predictive survival times, 95% predictive intervals, predictive skewness and kurtosis were obtained. Conclusions: The findings will hopefully be useful in treatment planning, healthcare resource allocation, and may motivate future research on breast cancer related survival issues.

A Generalized Advanced Region Correlation (G-ARC) Scheme for BOC(pn,n) Modulated Code Tracking in GNSS (BOC(pn,n) 변조된 확산신호의 부호동기추적을 위한 일반화된 이른영역상관기법)

  • Yoo, Seung-Soo;Lee, Young-Yoon;Kim, Yeong-Moon;Yoon, Seok-Ho;Kim, Sun-Yong
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.3C
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    • pp.329-340
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    • 2009
  • This paper proposes a novel code tracking scheme to track the fine code synchronization for BOC(pn,n) modulated spreading signals. The correlation function of BOC(pn,n) modulated spreading signals has been several peaks. In this paper, we observe that the correlation function in the advanced offset region remains almost unchanged, due to the multipath signals being received later than a line-of-sight signal. Based on this observation, we propose a novel code tracking scheme which is called the advanced region correlation (ARC) method for BOC(n,n) modulated spreading signals. And, we compare with the code tracking accuracy between the conventional and proposed methods in the static multipath and land mobile satellite system channels through the Monte-Carlo simulation. Then, base on the proposed scheme, we propose the generalized-ARC (ARC) scheme for BOC(pn, n) modulated spreading signals.

A Study on the Quantification of Assessment Category of Roughness of Discontinuity of Rock Mass Classification Using Delphi method (델파이방법을 이용한 암반분류법의 불연속면 거칠기 평가분류 정량화에 관한 연구)

  • Kim, Byung-Ryeol;Lee, Seung-Joong;Choi, Sung-Oong
    • Tunnel and Underground Space
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    • v.25 no.2
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    • pp.210-219
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    • 2015
  • This paper describes a new quantitative process for evaluating the roughness of discontinuity, which is suggested as a qualitative criteria in RMR or Q-system. For this purpose, the Delphi method which is one of the surveying methods was introduced. The selected panels were asked to evaluate the roughness of discontinuities on the Web which was hosted by authors in advance. A total of 3 surveys were performed using JRCs suggested by Barton and Choubey as well as Ai generated by the Monte Carlo simulations. After each survey, the results were provided to all panels for comparing their decisions to others. As surveys proceeded, better consensus and convergence were achieved. With a good agreement of panels on roughness classification, the quantitative criteria for roughness of discontinuity in RMR and Q-system was established in this study.

Empirical Bayes Estimation and Comparison of Credit Migration Matrices (신용등급전이행렬의 경험적 베이지안 추정과 비교)

  • Kim, Sung-Chul;Park, Ji-Yeon
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.443-461
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    • 2009
  • In order to overcome the lack of Korean credit rating migration data, we consider an empirical Bayes procedure to estimate credit rating migration matrices. We derive the posterior probabilities of Korean credit rating transitions by utilizing the Moody's rating migration data and the credit rating assignments from Korean rating agency as prior information and likelihood, respectively. Metrics based upon the average transition probability are developed to characterize the migration matrices and compare our Bayesian migration matrices with some given matrices. Time series data for the metrics show that our Bayesian matrices are stable, while the matrices based on Korean data have large variation in time. The bootstrap tests demonstrate that the results from the three estimation methods are significantly different and the Bayesian matrices are more affected by Korean data than the Moody's data. Finally, Monte Carlo simulations for computing the values of a portfolio and its credit VaRs are performed to compare these migration matrices.

Study on Small Thruster Plume using Preconditioned Continuum Scheme and DSMC Method in Vaccum Area (희박영역에서 예조건화 연속체기법과 직접모사법을 이용한 소형 추력기 플룸 거동에 관한 연구)

  • Lee, Kyun-Ho;Lee, Sung-Nam
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.37 no.9
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    • pp.906-915
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    • 2009
  • To study the plume effects in the vacuum area, the Direct Simulation Monte Carlo(DSMC) method is usually adopted because the plume field usually contains the entire range of flow regime from the near-continuum in the vicinity of nozzle exit through transitional state to free molecular at far field region from the nozzle. The objective of this study is to investigate the behaviors of a small monopropellant thruster plume in the vacuum area numerically using DSMC method. To deduce accurate results efficiently, the preconditioned scheme is introduced to calculate continuum flow fields inside thruster to predict nozzle exit properties used for inlet conditions of DSMC method. By combining these two methods, the vacuum flow characteristics of plume such as strong nonequilibrium near nozzle exit, large back flow area, etc, can be investigated.

A Test of the Rank Conditions in the Simultaneous Equation Models (연립방정식 모형의 계수조건 검정법 제안)

  • So, Sun-Ha;Park, You-Sung;Lee, Dong-Hee
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.115-125
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    • 2009
  • Simultaneous equation models, which are widely used in business and economic areas, generally consist of endogenous variables determined within models and exogenous variables externally determined and in the simultaneous equations model framework there are rank and order conditions for the model identification and the existence of unique solutions. By contrast, their estimating results have less efficiencies and furthermore do not exist, since the most estimating procedures are performed under the assumptions for rank and order conditions. We propose the new statistical test for sufficiency of the rank condition under the order condition, and show the asymptotic properties for the test. The Monte Carlo simulation studies are achieved in order to evaluate its power and to suggest the baseline for satisfying the rank conditions.

Control of Plasma Characteristic to Suppress Production of HSRS in SiH4/H2 Discharge for Growth of a-Si: H Using Global and PIC-MCC Simulation

  • Won, Im-Hui;Gwon, Hyeong-Cheol;Hong, Yong-Jun;Lee, Jae-Gu
    • Proceedings of the Korean Vacuum Society Conference
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    • 2011.08a
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    • pp.312-312
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    • 2011
  • In SiH4/H2 discharge for growth process of hydrogenated amorphous silicon (a-Si:H), silane polymers, produced by SiH2 + Sin-1H2n ${\rightarrow}$ SinH2n+2, have no reactivity on the film-growing surface. However, under the SiH2 rich condition, high silane reactive species (HSRS) can be produced by electron collision to silane polymers. HSRS, having relatively strong reactivity on the surface, can react with dangling bond and form Si-H2 networks which have a close correlation with photo-induced degradation of a-Si:H thin film solar cell [1]. To find contributions of suggested several external plasma conditions (pressure, frequency and ratio of mixture gas) [2,3] to suppressing productions of HSRS, some plasma characteristics are studied by numerical methods. For this study, a zero-dimensional global model for SiH4/H2 discharge and a one-dimensional particle-in-cell Monte-Carlo-collision model (PIC-MCC) for pure SiH4 discharge have been developed. Densities of important reactive species of SiH4/H2 discharge are observed by means of the global model, dealing 30 species and 136 reactions, and electron energy probability functions (EEPFs) of pure SiH4 discharge are obtained from the PIC-MCC model, containing 5 charged species and 15 reactions. Using global model, SiH2/SiH3 values were calculated when pressure and driving frequency vary from 0.1 Torr to 10 Torr, from 13.56 MHz to 60 MHz respectively and when the portion of hydrogen changes. Due to the limitation of global model, frequency effects can be explained by PIC-MCC model. Through PIC-MCC model for pure SiH4, EEPFs are obtained in the specific range responsible for forming SiH2 and SiH3: from 8.75 eV to 9.47 eV [4]. Through densities of reactive species and EEPFs, polymerization reactions and production of HSRS are discussed.

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Evaluation of Probabilistic Fracture Mechanics for Reactor Pressure Vessel under SBLOCA (소규모 냉각재 상실사고하의 원자로 압력용기에 대한 확률론적 파괴역학 평가)

  • Kim, Jong Wook;Lee, Gyu Mahn;Kim, Tae Wan
    • Transactions of the Korean Society of Pressure Vessels and Piping
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    • v.4 no.2
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    • pp.13-19
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    • 2008
  • In order to predict a remaining life of a plant, it is necessary to select the components that are critical to the plant life. The remaining life of those components shall be evaluated by considering the aging effect of materials used as well as numerous factors. However, when evaluating reliability of nuclear structural components, some problems are quite formidable because of lack of information such as operating history, material property change and uncertainty in damage models. Accordingly, if structural integrity and safety are evaluated by the deterministic fracture mechanics approach, it is expected that the results obtained are too conservative to perform a rational evaluation of plant life. The probabilistic fracture mechanics approaches are regarded as appropriate methods to rationally evaluate the plant life since they can consider various uncertainties such as sizes and shapes of cracks and degradation of material strength due to the aging effects. The objective of this study is to evaluate the structural integrity for a reactor pressure vessel under the small break loss of coolant accident by applying the deterministic and probabilistic fracture mechanics. The deterministic fracture mechanics analysis was performed using the three dimensional finite element model. The probabilistic integrity analysis was based on the Monte Carlo simulation. The selected random variables are the neutron fluence on the vessel inside surface, the content of copper, nickel, and phosphorus in the reactor pressure vessel material, and initial RTNDT.

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