• 한국신뢰성학회지:신뢰성응용연구
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• 제3권2호
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• pp.117-125
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• 2003

In sampling survey, prior-information about population has been generally ignored to estimate parameters. But if there is some believable prior-information about population, it is very useful to get more efficiency estimators by using the prior-information. This paper shows how to estimate the parameter, to evaluate the variance of the estimator, and to un-biasness of the estimator by using multiple stratification with prior-information about survey population. The proposed method is illustrated with a set of hypothetical data. The results show that the proposed estimator is very efficiency and strongly recommendable.

• 한국통신학회논문지
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• 제19권8호
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• pp.1446-1452
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• 1994

본 논문은 일반적으로 채택하고 있는 소자(device)의 수명분포인 와이블(Weibull) 분포를 적용하여 소자의 가속(accelerated) 수명 테스트에서 얻은 데이터, 즉 소자의 고정 시간을 이용하여 소자의 수명을 예측(prediction)하는데 필요한 보수(parameter)들을 추정 하는데 베이지안(Bayesian) 추정법을 이용하였다. 베이지안 추정법에서 모수를 추정하기 위해서는 사전정보가 있어야 하는데 본 논문에서는 사전정보 없이 현재의 정보만을 이용하여 모수를 추정하는 방법을 제안하였다. 스트레스가 온도인 경우, Arrhenius 모델을 적용하여 소자의 정상동작 상태에서의 수명을 예측 하는데 선형 추정을 하였다.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.685-699
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• 2006

Commercial banks and other related areas have developed internal models to better quantify their financial risks. Since an appropriate credit risk model plays a very important role in the risk management at financial institutions, it needs more accurate model which forecasts the credit losses, and statistical inference on that model is required. In this paper, we propose a new method for estimating a default rate. It is a Bayesian approach using the power prior which allows for incorporating of historical data to estimate the default rate. Inference on current data could be more reliable if there exist similar data based on previous studies. Ibrahim and Chen (2000) utilize these data to characterize the power prior. It allows for incorporating of historical data to estimate the parameters in the models. We demonstrate our methodologies with a real data set regarding SOHO data and also perform a simulation study.

• 산업경영시스템학회지
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• 제28권3호
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• pp.26-35
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• 2005

This paper is intended to compare the hazard rate estimations from Bayesian approach and maximum likelihood estimate(MLE) method. Hazard rate frequently involves unknown parameters and it is common that those parameters are estimated from observed data by using MLE method. Such estimated parameters are appropriate as long as there are sufficient data. Due to various reasons, however, we frequently cannot obtain sufficient data so that the result of MLE method may be unreliable. In order to resolve such a problem we need to rely on the judgement about the unknown parameters. We do this by adopting the Bayesian approach. The first one is to use a predictive distribution and the second one is a method called Bayesian estimate. In addition, in the Bayesian approach, the prior distribution has a critical effect on the result of analysis, so we introduce the method using computerized-simulation to elicit an effective prior distribution. For the simplicity, we use exponential and gamma distributions as a likelihood distribution and its natural conjugate prior distribution, respectively. Finally, numerical examples are given to illustrate the potential benefits of the Bayesian approach.

• 한국지하수토양환경학회지:지하수토양환경
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• 제25권4호
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• pp.87-97
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• 2020

In this study, the applicability of the geostatistical evolution strategy as an inverse analysis method of estimating hydraulic properties of small-scale basin was tested. The geostatistical evolution strategy is a type of data assimilation method that can effectively estimate aquifer hydraulic conductivity by combining a global optimization model of the evolution strategy and a local optimization model of the ensemble Kalman filtering. In the applicability test, the geometry, hydraulic boundary conditions, and the distribution of groundwater monitoring wells of Hanlim-Eup were employed. On the other hand, a synthetic hydraulic conductivity distribution was generated and used as the reference property for ease of estimation quality assessment. In the estimations, two different cases were tested where, in Case I, both groundwater levels and hydraulic conductivity measurements were assumed to be available, and only the groundwater levels were available, in Case II. In both cases, the reference and estimated hydraulic conductivity fields were found to show reasonable similarity, even though the prior information for estimation was not accurate. The ability to estimate hydraulic conductivity without accurate prior information suggests that this method can be used effectively to estimate mathematical properties in real-world cases, many of which little prior information is available for the aquifer conditions.

• 응용통계연구
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• 제6권1호
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• pp.173-181
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• 1993

각 성분 문제에서, 표본의 크기가 상이한 경우 Dirichlet process prior에 대한 경험적 베이 즈에 대한 분포함수의 추정문제를 연구하였다. 특히, 위의 경험적 베이즈 문제에 사용할 수 있도록 Zehnwirth의 $\alpha(R)$을 수정하였다.

• 한국전산구조공학회논문집
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• 제29권2호
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• pp.115-122
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• 2016

기존 건축물의 구조 안전성평가와 보수 보강 시에는 해당 건축물의 상태를 정확히 알기 위해 현장 또는 실험실에서의 실험을 수행하는 경우가 많고 최초설계 단계와 다르게 시공된 건축물의 실제 상태 등을 구조해석 모델에 반영하게 된다. 이 경우, 각종 실험값을 전통적인 통계학적 방법은 구조기술자가 지닌 경험과 지식은 구조모델링 및 해석에서 아무런 가치를 더 할 수가 없다. 본 논문은 현장 및 실험실에서 얻은 단순한 실험값을 구조기술자의 축적된 경험과 지식을 변수로 활용하여 보다 유효하게 구조해석 모델에 필요한 데이터로 개선하는 방법으로서 통계학적인 베이스 경신법을 이용한 안전성평가 방법에 대해 살펴보았다. 구조기술자의 적절한 판단이 변수로서 포함되면 적은 개수의 샘플 수로도 비교적 정확한 값의 최종 예측값을 산정할 수 있어 전통적인 통계학적 접근에 비해 보다 실제값에 근접한 예측값을 구할 수 있는 것을 확인하였다.

• Journal of Electrical Engineering and Technology
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• 제10권5호
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• pp.2179-2188
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• 2015

Recently, many researches have been done to solve the challenging problem of Blind Source Separation (BSS) problems in the underdetermined cases, and the “Two-step” method is widely used, which estimates the mixing matrix first and then extracts the sources. To estimate the mixing matrix, conventional algorithms such as Single-Source-Points (SSPs) detection only exploits the sparsity of original signals. This paper proposes a new underdetermined mixing matrix estimation method for time-delayed mixtures based on the receiver prior exploitation. The prior information is extracted from the specific structure of the complex-valued mixing matrix, which is used to derive a special criterion to determine the SSPs. Moreover, after selecting the SSPs, Agglomerative Hierarchical Clustering (AHC) is used to automaticly cluster, suppress, and estimate all the elements of mixing matrix. Finally, a convex-model based subspace method is applied for signal separation. Simulation results show that the proposed algorithm can estimate the mixing matrix and extract the original source signals with higher accuracy especially in low SNR environments, and does not need the number of sources before hand, which is more reliable in the real non-cooperative environment.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.163-178
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• 2001

We consider the experimental design problem of selecting values of design variables x for observation of a response y that depends on x and on model parameters $\theta$. The form of the dependence may be quite general, including all linear and nonlinear modeling situations. The goal of the design selection is to efficiently estimate functions of $\theta$. Three new criteria for selecting design points x are presented. The criteria generalized the usual Bayesian optimal design criteria to situations n which the prior distribution for $\theta$ amy be uncertain. We assume that there are several possible prior distributions,. The new criteria are applied to the nonlinear problem of designing to estimate the turning point of a quadratic equation. We give both analytic and computational results illustrating the robustness of the optimal designs based on the new criteria.

• 지구물리
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• 제4권3호
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• pp.175-182
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• 2001

본 논문에서는 의료영상의 응용분야로서 방출전산화단증 영상에 사용되는 베이지안 방법을 위한 Gibbs 사전정보의 평활 파라미터를 결정하는 문제를 다룬다. 특히, 광역 하이퍼파라미터(평활 파라미터)가 해외 편향과 분산의 균형을 조절하는 단순 평활사전정보(일명 멤브레인)를 연구 대상으로 한다. 본 논문에서 사용된 방법은 관측된 훈련데이터에 MI. 방법을 적용한 하이퍼파라미터 추정법에 기반을 두며, 이러한 접근방법에 대한 동기에 대하여도 논한다. 멤브레인 사전정보를 위한 평활 파라미터의 경우 단순한 ML 추정법을 적용하여도 파라미터가 쉽게 추정될 수 있음을 보인다.