• Title/Summary/Keyword: posterior probability

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Spatial Analysis for Mean Annual Precipitation Based On Neural Networks (신경망 기법을 이용한 연평균 강우량의 공간 해석)

  • Sin, Hyeon-Seok;Park, Mu-Jong
    • Journal of Korea Water Resources Association
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    • v.32 no.1
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    • pp.3-13
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    • 1999
  • In this study, an alternative spatial analysis method against conventional methods such as Thiessen method, Inverse Distance method, and Kriging method, named Spatial-Analysis Neural-Network (SANN) is presented. It is based on neural network modeling and provides a nonparametric mean estimator and also estimators of high order statistics such as standard deviation and skewness. In addition, it provides a decision-making tool including an estimator of posterior probability that a spatial variable at a given point will belong to various classes representing the severity of the problem of interest and a Bayesian classifier to define the boundaries of subregions belonging to the classes. In this paper, the SANN is implemented to be used for analyzing a mean annual precipitation filed and classifying the field into dry, normal, and wet subregions. For an example, the whole area of South Korea with 39 precipitation sites is applied. Then, several useful results related with the spatial variability of mean annual precipitation on South Korea were obtained such as interpolated field, standard deviation field, and probability maps. In addition, the whole South Korea was classified with dry, normal, and wet regions.

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Color Image Segmentation Based on Morphological Operation and a Gaussian Mixture Model (모폴로지 연산과 가우시안 혼합 모형에 기반한 컬러 영상 분할)

  • Lee Myung-Eun;Park Soon-Young;Cho Wan-Hyun
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.43 no.3 s.309
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    • pp.84-91
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    • 2006
  • In this paper, we present a new segmentation algorithm for color images based on mathematical morphology and a Gaussian mixture model(GMM). We use the morphological operations to determine the number of components in a mixture model and to detect their modes of each mixture component. Next, we have adopted the GMM to represent the probability distribution of color feature vectors and used the deterministic annealing expectation maximization (DAEM) algorithm to estimate the parameters of the GMM that represents the multi-colored objects statistically. Finally, we segment the color image by using posterior probability of each pixel computed from the GMM. The experimental results show that the morphological operation is efficient to determine a number of components and initial modes of each component in the mixture model. And also it shows that the proposed DAEM provides a global optimal solution for the parameter estimation in the mixture model and the natural color images are segmented efficiently by using the GMM with parameters estimated by morphological operations and the DAEM algorithm.

Uncertainty and Updating of Long-Term Prediction of Prestress in Prestressed Concrete Bridges (프리스트레스트 콘크리트 교량의 프리스트레스 장기 예측의 불확실성 및 업데이팅)

  • 양인환
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.17 no.3
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    • pp.251-259
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    • 2004
  • The prediction accuracy of prestress plays an important role in the quality of maintenance and the decision on rehabilitation of infrastructure such as prestressed concrete bridges. In this paper, the Bayesian statistical method that uses in-situ measurement data for reducing the uncertainties or updating long-term prediction of prestress is presented. For Bayesian analysis, prior probability distribution is developed to represent the uncertainties of creep and shrinkage of concrete and likelihood function is derived and used with data acquired in site. Posterior probability distribution is then obtained by combining prior distribution and likelihood function. The numerical results of this study indicate that more accurate long-term prediction of prestress forces due to creep and shrink age is possible.

Point Set Denoising Using a Variational Bayesian Method (변분 베이지안 방법을 이용한 점집합의 오차제거)

  • Yoon, Min-Cheol;Ivrissimtzis, Ioannis;Lee, Seung-Yong
    • Journal of KIISE:Computing Practices and Letters
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    • v.14 no.5
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    • pp.527-531
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    • 2008
  • For statistical modeling, the model parameters are usually estimated by maximizing a probability measure, such as the likelihood or the posterior. In contrast, a variational Bayesian method treats the parameters of a model as probability distributions and computes optimal distributions for them rather than values. It has been shown that this approach effectively avoids the overfitting problem, which is common with other parameter optimization methods. This paper applies a variational Bayesian technique to surface fitting for height field data. Then, we propose point cloud denoising based on the basic surface fitting technique. Validation experiments and further tests with scan data verify the robustness of the proposed method.

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.

Analysis of Saccharomyces Cell Cycle Expression Data using Bayesian Validation of Fuzzy Clustering (퍼지 클러스터링의 베이지안 검증 방법을 이용한 발아효모 세포주기 발현 데이타의 분석)

  • Yoo Si-Ho;Won Hong-Hee;Cho Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.31 no.12
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    • pp.1591-1601
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    • 2004
  • Clustering, a technique for the analysis of the genes, organizes the patterns into groups by the similarity of the dataset and has been used for identifying the functions of the genes in the cluster or analyzing the functions of unknown gones. Since the genes usually belong to multiple functional families, fuzzy clustering methods are more appropriate than the conventional hard clustering methods which assign a sample to a group. In this paper, a Bayesian validation method is proposed to evaluate the fuzzy partitions effectively. Bayesian validation method is a probability-based approach, selecting a fuzzy partition with the largest posterior probability given the dataset. At first, the proposed Bayesian validation method is compared to the 4 representative conventional fuzzy cluster validity measures in 4 well-known datasets where foray c-means algorithm is used. Then, we have analyzed the results of Saccharomyces cell cycle expression data evaluated by the proposed method.

Markov Chain Monte Carlo Simulation to Estimate Material Properties of a Layered Half-space (층상 반무한 지반의 물성치 추정을 위한 마르코프 연쇄 몬테카를로 모사 기법)

  • Jin Ho Lee;Hieu Van Nguyen;Se Hyeok Lee
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.36 no.3
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    • pp.203-211
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    • 2023
  • A Markov chain Monte Carlo (MCMC) simulation is proposed for probabilistic full waveform inversion (FWI) in a layered half-space. Dynamic responses on the half-space surface are estimated using the thin-layer method when a harmonic vertical force is applied. Subsequently, a posterior probability distribution function and the corresponding objective function are formulated to minimize the difference between estimations and observed data as well as that of model parameters from prior information. Based on the gradient of the objective function, a proposal distribution and an acceptance probability for MCMC samples are proposed. The proposed MCMC simulation is applied to several layered half-space examples. It is demonstrated that the proposed MCMC simulation for probabilistic FWI can estimate probabilistic material properties such as the shear-wave velocities of a layered half-space.

Uncertainty Assessment of Single Event Rainfall-Runoff Model Using Bayesian Model (Bayesian 모형을 이용한 단일사상 강우-유출 모형의 불확실성 분석)

  • Kwon, Hyun-Han;Kim, Jang-Gyeong;Lee, Jong-Seok;Na, Bong-Kil
    • Journal of Korea Water Resources Association
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    • v.45 no.5
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    • pp.505-516
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    • 2012
  • The study applies a hydrologic simulation model, HEC-1 developed by Hydrologic Engineering Center to Daecheong dam watershed for modeling hourly inflows of Daecheong dam. Although the HEC-1 model provides an automatic optimization technique for some of the parameters, the built-in optimization model is not sufficient in estimating reliable parameters. In particular, the optimization model often fails to estimate the parameters when a large number of parameters exist. In this regard, a main objective of this study is to develop Bayesian Markov Chain Monte Carlo simulation based HEC-1 model (BHEC-1). The Clark IUH method for transformation of precipitation excess to runoff and the soil conservation service runoff curve method for abstractions were used in Bayesian Monte Carlo simulation. Simulations of runoff at the Daecheong station in the HEC-1 model under Bayesian optimization scheme allow the posterior probability distributions of the hydrograph thus providing uncertainties in rainfall-runoff process. The proposed model showed a powerful performance in terms of estimating model parameters and deriving full uncertainties so that the model can be applied to various hydrologic problems such as frequency curve derivation, dam risk analysis and climate change study.

A Comparison of Artificial Neural Networks and Statistical Pattern Recognition Methods for Rotation Machine Condition Classification (회전기계 고장 진단에 적용한 인공 신경회로망과 통계적 패턴 인식 기법의 비교 연구)

  • Kim, Chang-Gu;Park, Kwang-Ho;Kee, Chang-Doo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.12
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    • pp.119-125
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    • 1999
  • This paper gives an overview of the various approaches to designing statistical pattern recognition scheme based on Bayes discrimination rule and the artificial neural networks for rotating machine condition classification. Concerning to Bayes discrimination rule, this paper contains the linear discrimination rule applied to classification into several multivariate normal distributions with common covariance matrices, the quadratic discrimination rule under different covariance matrices. Also we discribes k-nearest neighbor method to directly estimate a posterior probability of each class. Five features are extracted in time domain vibration signals. Employing these five features, statistical pattern classifier and neural networks have been established to detect defects on rotating machine. Four different cases of rotation machine were observed. The effects of k number and neural networks structures on monitoring performance have also been investigated. For the comparison of diagnosis performance of these two method, their recognition success rates are calculated form the test data. The result of experiment which classifies the rotating machine conditions using each method presents that the neural networks shows the highest recognition rate.

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Aircraft Classification with Fusion of HRRP and JEM Based on the Confidence of a Classifier (구분기 신뢰도에 기반한 HRRP 및 JEM 융합 항공기 식별)

  • Kim, Si-Ho;Lee, Sang-In;Chae, Dae-Young
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.28 no.3
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    • pp.217-224
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    • 2017
  • In this paper, we propose a fusion classification method combining HRRP and JEM classifier with complementary properties for the classification of aircraft. The fusion method is based on the confidence of a classifier for a classification result to improve performance compared with single classifier in various situations. The confidence is defined as the posterior probability estimated from the classification performance of a classifier and it depends on the aspect angle and the certainty for a classification result. Through the classification test using simulation data, we can verify that the proposed fusion method shows good performance by fusing the classifiers effectively.