• Journal of the Korean Statistical Society
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• 제31권1호
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• pp.63-75
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• 2002

Most attempts at Bayesian analysis of neural networks involve hierarchical modeling. We believe that similar results can be obtained with simpler models that require less computational effort, as long as appropriate restrictions are placed on parameters in order to ensure propriety of posterior distributions. In particular, we adopt a model first introduced by Lee (1999) that utilizes an improper prior for all parameters. Straightforward Gibbs sampling is possible, with the exception of the bias parameters, which are embedded in nonlinear sigmoidal functions. In addition to the problems posed by nonlinearity, direct sampling from the posterior distributions of the bias parameters is compounded due to the duplication of hidden nodes, which is a source of multimodality. In this regard, we focus on sampling from the marginal posterior distribution of the bias parameters with Markov chain Monte Carlo methods that combine traditional Metropolis sampling with a slice sampler described by Neal (1997, 2001). The methods are illustrated with data examples that are largely confined to the analysis of nonparametric regression models.

• 전자공학회논문지S
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• 제35S권10호
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• pp.85-93
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• 1998

선형 시스템의 출력 조절 문제에 있어서, 출력 조절가능성은 일반적으로 보존되지 않는다. 따라서, 연속시간 선형시스템에 대해 설계된 아날로그 조절기를 샘플링하여 구현한 디지털 출력조절기는, 샘플링 시간에 대해 1차 근사적인 근사 샘플치 조절기에 불과하다. 그런데, 주어진 시스템의 내재적 구조를 잘 이용하면, 샘플링 시간에 대해 개선된 근사 샘플치 출력 조절기 설계가 가능하다. 본 논문은 샘플링 시간에 대해 더 개선된 근사 샘플치 출력 조절기를 설계하기 위한 시스템의 구조를 연구하였다.

• 한국안전학회지
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• 제11권2호
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• pp.89-95
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• 1996

To predict the service life of an organic vapor respirator cartridge, the breakthrough curve of respirator was simulated using a fixed-bed adsorption model and compared with that of sampling tube. And the effects of bed porosity, length to diameter ratio and flow rate of the sampling tube were studied. The life time of respirator cartridge was increased with the decrease of particle size and bed porosity. And the breakthrough time of sampling tube was affected by the flow rate, however not by the length to diameter ratio. The 10% breakthrough time of the sampling tube was corresponded with that of cartridge.

• 한국시뮬레이션학회논문지
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• 제8권3호
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• pp.77-89
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• 1999

Simulating rare events, such as probability of cell loss in ATM networks, machine failure in highly reliable systems, requires huge simulation efforts due to the low chance of occurrence. Importance Sampling (IS) has been applied to accelerate the occurrence of rare events. However, it has a drawback of effective biasing scheme to make the estimator of IS unbiased. Adaptive Importance Sampling (AIS) employs an estimated sampling distribution of IS to the system of interest during the course of simulation. We propose Nonparametric Adaptive Importance Sampling (NAIS) technique which is nonparametrical version of AIS. We test NAIS to estimate a probability of rare event in M/M/1 queueing model. Comparing with classical Monte Carlo simulation, the computational efficiency and variance reductions gained via NAIS are substantial. A possible extension of NAIS regarding with random number generation is also discussed.

• Nuclear Engineering and Technology
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• 제55권11호
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• pp.4228-4237
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• 2023

The Improved Deterministic Truncation of Monte Carlo (iDTMC) is a powerful acceleration and variance reduction scheme in the Monte Carlo analysis. The concept of the iDTMC method and correlated sampling-based real variance estimation are briefly introduced. Moreover, the application of the iterative scheme to the correlated sampling is discussed. The iDTMC method is utilized in a 3-dimensional small modular reactor (SMR) model problem. The real variances of burnup-dependent criticality and power distribution are evaluated and compared with the ones obtained from 30 independent iDTMC calculations. The impact of the inactive cycles on the correlated sampling is also evaluated to investigate the consistency of the correlated sample scheme. In addition, numerical performances and sensitivity analysis on the real variance estimation are performed in view of the figure of merit of the iDTMC method. The numerical results show that the correlated sampling accurately estimates the real variances with high computational efficiencies.

• Journal of the Korean Data and Information Science Society
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• 제14권1호
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• pp.1-9
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• 2003

In this paper we discuss Bayesian computation and model selection for Littlewood-Verrall model using Gibbs sampling. A numerical example with a simulated data is given.

• Communications for Statistical Applications and Methods
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• 제11권1호
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• pp.1-12
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• 2004

In this paper, Yates' end corrections method is centralized to estimate the mean of a population which has a linear trend in the case of k (the reciprocal of the sampling fraction) even. The efficiency of the resultant method is compared with that of existing methods.

• 응용통계연구
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• 제6권1호
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• pp.145-162
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• 1993

본 논문에서는 반복적 계속 표본조사에서 일부의 표본을 교체하는 2회 계속조사의 표본 추 출법들을 요약하고 앞 조사시기의 관찰값을 확률측도로 이용한 RHC(Rao-Hartley-Cochran) 유형의 불균등 확률추출법을 제안하였다. 제안된 추출법과 기존의 확률추출법의 비교를 위 하여 둘째 조사시기의 모평균 추정량과 그의 분산을 유도하였으며, 제안된 추출법의 상대 효율은 이론적인 측면과 수치적 시뮬레이션 방법으로 비교 분석되었다. 시뮬레이션 비교를 위하여 한 특별한 시계열 모형을 가정하고 이를 사용하여 인위적인 모집단을 생성하였으며 이 모집단에서 각 추출법에 해당되는 표본을 컴퓨터로 추출하여 각각의 추정치를 계산하여 비교한 결과에서 RHC 유형의 새로 제안된 추출법의 분산과 편차가 일반적으로 적음을 보 였다.

• 한국수산과학회지
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• 제54권1호
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• pp.80-89
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• 2021

In Korea, marine fish landed at ports are randomly sampled on a periodic basis (e.g., daily or weekly), and body sizes (e.g., lengths and weights) of those sampled fish are measured. The motivation for our study is whether or not such measurements reflect the size distribution, especially the length distribution of fish landed (= a population), because such length measurements are key data for a length-based assessment model. The current sampling method is to sample fish landed at ports by body size group (e.g., very small, small, medium, large, very large), using the sampling weights as the number of boxes by body size group. In this study, we showed that length composition data about fish sampled by the current method did not represent the length frequency distribution of the fish landed, and suggested that an alternative sampling method should be applied of using the sampling weights as the number of fish landed by body size group. We also introduced a method for determining an appropriate sample size.

• 대한수학회보
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• 제59권2호
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• pp.285-301
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• 2022

In this paper, we mainly study the random sampling and reconstruction of signals living in the subspace V^p(𝚽, 𝚲) of L^p(ℝ^d), which is generated by a family of molecules 𝚽 located on a relatively separated subset 𝚲 ⊂ ℝ^d. The space V^p(𝚽, 𝚲) is used to model signals with finite rate of innovation, such as stream of pulses in GPS applications, cellular radio and ultra wide-band communication. The sampling set is independently and randomly drawn from a general probability distribution over ℝ^d. Under some proper conditions for the generators 𝚽 = {𝜙_λ : λ ∈ 𝚲} and the probability density function 𝜌, we first approximate V^p(𝚽, 𝚲) by a finite dimensional subspace V^p_N (𝚽, 𝚲) on any bounded domains. Then, we prove that the random sampling stability holds with high probability for all signals in V^p(𝚽, 𝚲) whose energy concentrate on a cube when the sampling size is large enough. Finally, a reconstruction algorithm based on random samples is given for signals in V^p_N (𝚽, 𝚲).