• Communications for Statistical Applications and Methods
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• v.11 no.1
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• pp.49-58
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• 2004

In this talk we proposed an asymptotic test for dimensionality in the latent variable model for probabilistic principal component analysis with missing values at random. Proposed algorithm is a sequential likelihood ratio test for an appropriate Normal latent variable model for the principal component analysis. Modified EM-algorithm is used to find MLE for the model parameters. Results from simulations and real data sets give us promising evidences that the proposed method is useful in finding necessary number of components in the principal component analysis with missing values at random.

• Communications for Statistical Applications and Methods
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• v.24 no.1
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• pp.67-80
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• 2017

Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.849-861
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• 2021

This paper aims to introduce the basic concept of probabilistic record linkage and its statistical framework, and describe the specific process and principle of performing it using a real example from Statistics Korea. First, we briefly describe the deterministic record linkage and compare it with probabilistic record linkage. We introduce the Fellegi-Sunter model framework for record linkage and the related paprameters: m-probability, u-probability, matched weight and decision rule. Finally, we show the detailed process of record linkage under Fellegi-Sunter model framework and evaluate the record linkage results, using sample data from the registered-based census and Population and Housing Census survey in Statistics Korea.

• The Journal of Engineering Geology
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• v.32 no.3
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• pp.327-338
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• 2022

This study aims to empirically and statistically predict soil depths across areas affected by landslides. Using soil depth measurements from a landslide area in Korea, two sets of soil depths are calculated using a Z-model based on terrain elevation and a probabilistic statistical model. Both sets of calculation results are applied to derive landslide risk using the saturated infiltration depth ratio of the soil layer. This facilitates analysis of the infiltration of rainfall into soil layers for a rainfall event. In comparison with the probabilistic statistical model, the Z-model yields soil depths that are closer to measured values in the study area. Landslide risk assessment in the study area based on soil depth predictions from the two models shows that the percentage of first-grade landslide risk assessed using soil depths from the probabilistic statistical model is 2.5 times that calculated using soil depths from the Z-model. This shows that soil depths directly affect landslide risk assessment; therefore, the acquisition and application of local soil depth data are crucial to landslide risk analysis.

• Steel and Composite Structures
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• v.21 no.1
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• pp.93-107
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• 2016

Seismic fragility analysis is a probabilistic decision-making framework which is widely implemented for evaluating vulnerability of a building under earthquake loading. It requires ingredient named probabilistic model and commonly developed using statistics requiring collecting data in large quantities. Preparation of such a data-base is often costly and time-consuming. Therefore, in this paper, by developing generic seismic drift demand model for regular-multi-story steel moment resisting frames is tried to present a novel application of the probabilistic decision-making analysis to practical purposes. To this end, a demand model which is a linear function of intensity measure in logarithmic space is developed to predict overall maximum inter-story drift. Next, the model is coupled with a set of regression-based equations which are capable of directly estimating unknown statistical characteristics of the model parameters.To explicitly address uncertainties arise from randomness and lack of knowledge, the Bayesian regression inference is employed, when these relations are developed. The developed demand model is then employed in a Seismic Fragility Analysis (SFA) for two designed building. The accuracy of the results is also assessed by comparison with the results directly obtained from Incremental Dynamic analysis.

• Proceedings of the Korean Geotechical Society Conference
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• 2005.03a
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• pp.185-190
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• 2005

In this study, a probabilistic prediction model for debris flow occurrence was developed using a logistic regression analysis. The model can be applicable to metamorphic rocks and granite area. In order to develop the prediction model, detailed field survey and laboratory soil tests were conducted both in the northern and the southern Gyeonggi province and in Sangju, Gyeongbuk province, Korea. The six landslide triggering factors were selected by a logistic regression analysis as well as several basic statistical analyses. The six factors consist of two topographic factors and four geological and geotechnical factors. The model assigns a weight value to each selected factor. The verification results reveal that the model has 86.5% of prediction accuracy. Therefore, it is possible to predict landslide occurrence in a probabilistic and quantitative manner.

• Journal of the Korean Society for Precision Engineering
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• v.21 no.12
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• pp.109-118
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• 2004

Life cycle assessment (LCA) usually involves some uncertainty. These uncertainties are generally divided in two categories such lack of data and data inaccuracy in life cycle inventory (LCI). This paper explo.es a methodology on dealing with uncertainty due to lack of data in LCI. In order to treat uncertainty of LCI data, a model for data uncertainty is proposed. The model works with probabilistic curves as inputs and with Monte Carlo Simulation techniques to propagate uncertainty. The probabilistic curves were derived from the results of survey in expert network and Monte Carlo Simulation was performed using the derived probabilistic curves. The results of Monte Carlo Simulation were verified by statistical test. The proposed approach should serve as a guide to improve data quality and deal with uncertainty of LCI data in LCA projects.

• Smart Structures and Systems
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• v.20 no.2
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• pp.207-217
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• 2017

Because of the inevitable uncertainties such as structural parameters, external excitations and measurement noises, the effects of uncertainties should be taken into consideration in structural damage detection. In this paper, two probabilistic structural damage detection approaches are proposed to account for the underlying uncertainties in structural parameters and external excitation. The first approach adopts the statistical moment-based structural damage detection (SMBDD) algorithm together with the sensitivity analysis of the damage vector to the uncertain parameters. The approach takes the advantage of the strength SMBDD, so it is robust to measurement noise. However, it requests the number of measured responses is not less than that of unknown structural parameters. To reduce the number of measurements requested by the SMBDD algorithm, another probabilistic structural damage detection approach is proposed. It is based on the integration of structural damage detection using temporal moments in each time segment of measured response time history with the sensitivity analysis of the damage vector to the uncertain parameters. In both approaches, probability distribution of damage vector is estimated from those of uncertain parameters based on stochastic finite element model updating and probabilistic propagation. By comparing the two probability distribution characteristics for the undamaged and damaged models, probability of damage existence and damage extent at structural element level can be detected. Some numerical examples are used to demonstrate the performances of the two proposed approaches, respectively.

• Journal of the Korean Statistical Society
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• v.26 no.4
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• pp.521-530
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• 1997

The new Laplace autoregressive model of order 2-NLAR92) studied by Dewald and Lewis (1985) is extended to the p-th order model-NLAR(p). A necessary and sufficient condition for the existence of an innovation sequence and a stationary ergodic NLAR(p) model is obtained. It is shown that the distribution of the innovation sequence is given by the probabilistic mixture of independent Laplace distributions and a degenrate distribution.

• Advances in concrete construction
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• v.9 no.4
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• pp.337-343
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• 2020

In the present study, by employing fragility analysis, the seismic vulnerability of a concrete girder bridge, one of the most common existing structural bridge systems, has been performed. To this end, drift demand model as a fundamental ingredient of any probabilistic decision-making analyses is initially developed in terms of the two most common intensity measures, i.e., PGA and Sa (T₁). Developing a probabilistic demand model requires a reliable database that is established in this paper by performing incremental dynamic analysis (IDA) under a set of 20 ground motion records. Next, by employing Bayesian statistical inference drift demand models are developed based on pre-collapse data obtained from IDA. Then, the accuracy and reasonability of the developed models are investigated by plotting diagnosis graphs. This graphical analysis demonstrates probabilistic demand model developed in terms of PGA is more reliable. Afterward, fragility curves according to PGA based-demand model are developed.