• Title/Summary/Keyword: posterior probability

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Optimal Multi-Model Ensemble Model Development Using Hierarchical Bayesian Model Based (Hierarchical Bayesian Model을 이용한 GCMs 의 최적 Multi-Model Ensemble 모형 구축)

  • Kwon, Hyun-Han;Min, Young-Mi;Hameed, Saji N.
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1147-1151
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    • 2009
  • In this study, we address the problem of producing probability forecasts of summer seasonal rainfall, on the basis of Hindcast experiments from a ensemble of GCMs(cwb, gcps, gdaps, metri, msc_gem, msc_gm2, msc_gm3, msc_sef and ncep). An advanced Hierarchical Bayesian weighting scheme is developed and used to combine nine GCMs seasonal hindcast ensembles. Hindcast period is 23 years from 1981 to 2003. The simplest approach for combining GCM forecasts is to weight each model equally, and this approach is referred to as pooled ensemble. This study proposes a more complex approach which weights the models spatially and seasonally based on past model performance for rainfall. The Bayesian approach to multi-model combination of GCMs determines the relative weights of each GCM with climatology as the prior. The weights are chosen to maximize the likelihood score of the posterior probabilities. The individual GCM ensembles, simple poolings of three and six models, and the optimally combined multimodel ensemble are compared.

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FEASIBILITY MAPPING OF GROUND WATER YIELD CHARACTERISTICS USING WEIGHT OF EVIDENCE TECHNIQUE: A CASE STUDY

  • Heo, Seon-Hee;Lee, Ki-Won
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.430-433
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    • 2005
  • In this study, weight of evidence(WOE) technique based on the bayesian method was applied to estimate the groundwater yield characteristics in the Pocheon area in Kyungki-do. The ground water preservation depends on many hydrogeologic factors that include hydrologic data, landuse data, topographic data, geological map and other natural materials, even with man-made things. All these data can be digitally collected and managed by GIS database. In the applied technique of WOE, The prior probabilities were estimated as the factors that affect the yield on lineament, geology, drainage pattern or river system density, landuse and soil. We calculated the value of the Weight W+, W- of each factor and estimated the contrast value of it. Results by the ground water yield characteristic calculations were presented in the form of posterior probability map to the consideration of in-situ samples. It is concluded that this technique is regarded as one of the effective technique for the feasibility mapping related to detection of groundwater bearing zones and its spatial pattern.

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Protein Secondary Structure Prediction using Multiple Neural Network Likelihood Models

  • Kim, Seong-Gon;Kim, Yong-Gi
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.10 no.4
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    • pp.314-318
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    • 2010
  • Predicting Alpha-helicies, Beta-sheets and Turns of a proteins secondary structure is a complex non-linear task that has been approached by several techniques such as Neural Networks, Genetic Algorithms, Decision Trees and other statistical or heuristic methods. This project introduces a new machine learning method by combining Bayesian Inference with offline trained Multilayered Perceptron (MLP) models as the likelihood for secondary structure prediction of proteins. With varying window sizes of neighboring amino acid information, the information is extracted and passed back and forth between the Neural Net and the Bayesian Inference process until the posterior probability of the secondary structure converges.

Harmonics Analysis of Railroad Systems using Markov Chain (Markov Chain을 이용한 철도계통의 고조파 분석)

  • Song, Hak-Seon;Lee, Seung-Hyuk;Kim, Jin-O;Kim, Hyung-Chul
    • Proceedings of the KIEE Conference
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    • 2005.11b
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    • pp.230-233
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    • 2005
  • This paper proposes power qualify assessment using Markov Chain applied to Ergodic theorem. The Ergodic theorem introduces the state of aperiodic, recurrent, and non-null. The proposed method using Markov Chain presents very well generated harmonic characteristics according to the traction's operation of electric railway system. In case of infinite iteration, the characteristic of Markov Chain that converges on limiting probability Is able to expected harmonic currents posterior transient state. TDD(Total Demand Distortion) is also analyzed in expected current of each harmonic. The TDD for power quality assesment is calculated using Markov Chain theory in the Inceon international airport IAT power system.

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A Bayesian Approach to Detecting Outliers Using Variance-Inflation Model

  • Lee, Sangjeen;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.805-814
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    • 2001
  • The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for outliers problem and also analyze it in linear regression model using a Bayesian approach with the variance-inflation model. We will use Geweke's(1996) ideas which is based on the data augmentation method for detecting outliers in linear regression model. The advantage of the proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability The sampling based approach can be used to allow the complicated Bayesian computation. Finally, our proposed methodology is applied to a simulated and a real data.

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Confidence Intervals for a Proportion in Finite Population Sampling

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • v.16 no.3
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    • pp.501-509
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    • 2009
  • Recently the interval estimation of binomial proportions is revisited in various literatures. This is mainly due to the erratic behavior of the coverage probability of the well-known Wald confidence interval. Various alternatives have been proposed. Among them, the Agresti-Coull confidence interval, the Wilson confidence interval and the Bayes confidence interval resulting from the noninformative Jefferys prior were recommended by Brown et al. (2001). However, unlike the binomial distribution case, little is known about the properties of the confidence intervals in finite population sampling. In this note, the property of confidence intervals is investigated in anile population sampling.

Evolution Strategies Based Particle Filters for Simultaneous State and Parameter Estimation of Nonlinear Stochastic Models

  • Uosaki, K.;Hatanaka, T.
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.1765-1770
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    • 2005
  • Recently, particle filters have attracted attentions for nonlinear state estimation. In this approaches, a posterior probability distribution of the state variable is evaluated based on observations in simulation using so-called importance sampling. We proposed a new filter, Evolution Strategies based particle (ESP) filter to circumvent degeneracy phenomena in the importance weights, which deteriorates the filter performance, and apply it to simultaneous state and parameter estimation of nonlinear state space models. Results of numerical simulation studies illustrate the applicability of this approach.

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Bias Reduction in Election Poll Analysis -Measurement Bias of Responses- (선거예측에서 편의의 감소 -거짓응답을 중심으로-)

  • 박용치
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2000.11a
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    • pp.21-39
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    • 2000
  • Researchers in sample surveys have long recognized that what people say they are going to and what they do are not always the same, to say the least. Naturally this inconsistency distorts the survey results, especially in election poll surveys in Korea. How can one cope with this measurement bias\ulcorner This paper suggests two ideas: election poll tree and using posterior probability. By using two ideas the inconsistency of the poll survey results could be improved much or less.

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Noninformative Priors for Fieller-Creasy Problem using Unbalanced Data

  • Kim, Dal-Ho;Lee, Woo-Dong;Kang, Sang-Gil
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.71-84
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    • 2005
  • The Fieller-Creasy problem involves statistical inference about the ratio of two independent normal means. It is difficult problem from either a frequentist or a likelihood perspective. As an alternatives, a Bayesian analysis with noninformative priors may provide a solution to this problem. In this paper, we extend the results of Yin and Ghosh (2001) to unbalanced sample case. We find various noninformative priors such as first and second order matching priors, reference and Jeffreys' priors. The posterior propriety under the proposed noninformative priors will be given. Using real data, we provide illustrative examples. Through simulation study, we compute the frequentist coverage probabilities for probability matching and reference priors. Some simulation results will be given.

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Three-dimensional object recognition using efficient indexing:Part I-bayesian indexing (효율적인 인덱싱 기법을 이용한 3차원 물체 인식:Part I-Bayesian 인덱싱)

  • 이준호
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.10
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    • pp.67-75
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    • 1997
  • A design for a system to perform rapid recognition of three dimensional objects is presented, focusing on efficient indexing. In order to retrieve the best matched models without exploring all possible object matches, we have employed a bayesian framework. A decision-theoretic measure of the discriminatory power of a feature for a model object is defined in terms of posterior probability. Detectability of a featrue defined as a function of the feature itselt, viewpoint, sensor charcteristics, nd the feature detection algorithm(s) is also considered in the computation of discribminatory power. In order to speed up the indexing or selection of correct objects, we generate and verify the object hypotheses for rfeatures detected in a scene in the order of the discriminatory power of these features for model objects.

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