• 제목/요약/키워드: sampler model

검색결과 163건 처리시간 0.031초

On a Bayesian Estimation of Multivariate Regression Models with Constrained Coefficient Matrix

  • Kim, Hea-Jung
    • 품질경영학회지
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    • 제26권4호
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    • pp.151-165
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    • 1998
  • Consider the linear multivariate regression model $Y=X_1B_1+X_2B_2+U$, where Vec(U)~N(0, $\sum \bigotimes I_N$). This paper is concerned with Bayes infreence of the model when it is suspected that the elements of $B_2$ are constrained in the form of intervals. The use of the Gibbs sampler as a method for calculating Bayesian marginal posterior desnities of the parameters under a generalized conjugate prior is developed. It is shown that the a, pp.oach is straightforward to specify distributionally and to implement computationally, with output readily adopted for required inference summaries. The method developed is a, pp.ied to a real problem.

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포아송-로그정규분포 모형에 관한 연구 (A Study on Poisson-lognormal Model)

  • 김용철
    • 응용통계연구
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    • 제13권1호
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    • pp.189-196
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    • 2000
  • 포아송 분포에서 일반적으로 공액 사전 분포를 이용하여 사후확률의 수학적 계산이 간편하도록 한다. 그러나 모수 집합의 제한적 조건 때문에 비공액 사전 분포를 이용할 수 도 있다. 비공액 사전분포의 사용은 사후분포의 형태가 일상적인 분포집합의 형태를 갖지 않으므로 모형의 가정에 따라서 복잡한 구조를 갖을 수 도 있다. 특히 포아송-로그정규분포 모형에서의 모수 추정문제를 몬테 칼로방법을 이용하여 추정하고자 할 때 필요한 완전한 조건부 분포의 형태는 잘 알려진 분포의 형태를 갖지 않는다. 본 논문에서는 계층적 구조를 갖는 포아송-로그정규분포 모형에 대하여 고찰하고 추정에 있어서 잠재적 변수를 활용하여 필요한 난수발생이 쉽도록 하는 방법에 대하여 알아보았다.

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가상스프링 모델의 안정성 영역에 대한 가상질량의 영향에 대한 연구 (A study on the stability boundary of a virtual spring model with a virtual mass)

  • 이경노
    • 융복합기술연구소 논문집
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    • 제6권2호
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    • pp.15-20
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    • 2016
  • This paper presents the effects of a virtual mass on the stability boundary of a virtual spring in the haptic system. A haptic system consists of a haptic device, a sampler, a virtual rigid body and zero-order-hold. The virtual rigid body is modeled as a virtual spring and a virtual mass. According to the virtual mass and the sampling time, the stability boundary of the virtual spring is analyzed through the simulation. As the virtual mass increases, the value of the virtual spring to guarantee the stability gradually increases and then decreases after reaching the maximum value. These simulation results show that the addition of the virtual mass enables to expand the stability boundary of the virtual spring.

Bayesian Parameter Estimation using the MCMC method for the Mean Change Model of Multivariate Normal Random Variates

  • Oh, Mi-Ra;Kim, Eoi-Lyoung;Sim, Jung-Wook;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • 제11권1호
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    • pp.79-91
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    • 2004
  • In this thesis, Bayesian parameter estimation procedure is discussed for the mean change model of multivariate normal random variates under the assumption of noninformative priors for all the parameters. Parameters are estimated by Gibbs sampling method. In Gibbs sampler, the change point parameter is generated by Metropolis-Hastings algorithm. We apply our methodology to numerical data to examine it.

Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • 제23권6호
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    • pp.1241-1247
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    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

혼성 반사면의 반사 특성 추출 및 형상 복구(II) (Shape recovery and extraction the reflection properties of hybrid reflectance surface(II))

  • 김태은;최종수
    • 전자공학회논문지S
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    • 제34S권6호
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    • pp.21-29
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    • 1997
  • In this paper, we propose a new approach for recovering 3-D shape and extracting the reflectance properties of surface from intensity images. Photometric stereo method(PSM) is genrally based on the direct illumination. In this paper, the reflectance function is derived by interoduceing the indirect diffuse illumination in PSM and then applied to hybrid reflectance model which consists of two components; the lambertian and the specular reflectance. Under the hybrid reflectance model and the indirect diffuse illumination circumstance, the reflectance properties of sample surface can be extracting by normal sampler and then 3-D shape of an object can be recovered based on extracting reflectance properties. This method is rapid because of using the reference table and simplifies the restriction condition about the reflectance function existing in prior studies. Th erecovery efficiency in our method is better than that in prior studies. Also, this method is applied to various types of surfaces by defining general reflectance function.

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통계분석을 이용한 경산 지역의 초미세먼지(PM2.5) 농도 특성 파악 (Characteristics of PM2.5 in Gyeongsan Using Statistical Analysis)

  • 이개초;황인조
    • 한국대기환경학회지
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    • 제31권6호
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    • pp.520-529
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    • 2015
  • The ambient $PM_{2.5}$ samples were collected by $PM_{2.5}$ sampler from September 2010 to December 2012 at Daegu University, Gyeongsan. A total of 260 samples were collected and 27 species were analyzed by inductively coupled plasma, ion chromatography, and thermal optical reflectance methods. Factor analysis identified four sources such as biomass burning source/secondary aerosol source, soil source, industry source, and incinerator source/mobile source. Also, backward trajectories were calculated using HYSPLIT 4 (Hybrid single-particle lagrangian integrated trajectory) model and PSCF (Potential source contribution function) model was applied to identify the possible source locations of carbonaceous species and water soluble ions species. PSCF results showed that the possible source locations of most chemical constituents measured in Gyeongsan were the industrial areas in the eastern coast of China, northeast regions of China, the Gobi Desert, and east sea of Korea.

A New Small Signal Modeling of Average Current Mode Control

  • Jung, Young-Seok;Kang, Jeong-Il;Youn, Myung-Joong
    • 전력전자학회:학술대회논문집
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    • 전력전자학회 1998년도 Proceedings ICPE 98 1998 International Conference on Power Electronics
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    • pp.609-614
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    • 1998
  • A new small signal modeling of an average current mode control is proposed. In order to analyze the characteristics of the control scheme, the discrete and continuous time small signal models are derived. The derivation are mainly come from the analysis of the sampling effect presented in the current control loop. By the mathematical interpretation of practical sampler representing the sampling effect of a current control loop, the small signal models of an average current mode control can be easily derived. The instability of the current control loop, which gives rise to the subharmonic oscillation, can be identified by the proposed models. To show the usefulness of the proposed models, the simulation and experiment are carried out. The results show that the predicted results by the proposed model are much better agreed with the measured ones than that of the conventional model, even though the high gain of the compensation network of a current control loop is employed.

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반복조사에서 소지역자료 베이지안 분석 (Hierachical Bayes Estimation of Small Area Means in Repeated Survey)

  • 김달호;김남희
    • 응용통계연구
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    • 제15권1호
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    • pp.119-128
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    • 2002
  • Rao와 Yu(1994)는 소지역 추정(small area estimation) 문제를 해결하기 위한 방법으로 추정 시점과 인접지역 정보 등 보조정보와 과걱의 표본조사 결과를 모두 이용하는 모형과 그 모형으로 부터 경험적최량선형비편향추정량(Empirical Best Unbiased Predictor)을 제안하였다. 본 논문에서는 Rao와 Yu의 모형에서 미지의 모수에 대한 사전확률분포를 가정한 계층적 베이즈 추정량을 제안하고, 이를 미국의 주별 4인가족 소득추정문제에 적용하여 그 효율을 미국의 Census Bureau에서 사용하고 있는 경험적 베이즈추정량 및 이전에 제안된 다른 추정량들과 비교하였다.

대기 분진의 무기 화학적 조성 분석과 Chemical Mass Balance에 의한 오염원 기여도 산출 (Characterization of Inorganic Chemicals in Total Suspended Particulates and a Source Apportionment by Chemical Mass Balance Model)

  • 서영화;구자공
    • 한국대기환경학회지
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    • 제8권2호
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    • pp.112-120
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    • 1992
  • Twenty four metal, nonmetal elements and 4 major anions in total suspended particulates (TSP) collected at two sites in Daejon city from october to december in 1991 by a Hi-vol sampler were thoroughly analyzed by Inductively Coupled Plasma/ Atomic Emission Spectrometry (ICP/AES) and Ion Chromatography (IC). These analyzed data were used to perform a receptor modeling using the Chemical Mass Balance (CMB) for the source apportionment of TSP sample. Approximately 60% TSP weight in industrial complex area was influenced by potential industrial sources and 25% was by heating fuels and automobile emissions, whereas a half of TSP in residential area was influenced by surrounding environment and more than 35% of TSP was influenced by heating fuels. The CMB model provided source apportionment results reasonably and scientifically with a minor limitation.

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