• Proceedings of the Korean Statistical Society Conference
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• 2002.05a
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• pp.73-78
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• 2002

In this paper we develop a method for constructing a Bayesian HPD (highest probability density) interval of a ratio of two multivariate normal generalized variances. The method gives a way of comparing two multivariate populations in terms of their dispersion or spread, because the generalized variance is a scalar measure of the overall multivariate scatter. Fully parametric frequentist approaches for the interval is intractable and thus a Bayesian HPD(highest probability densith) interval is pursued using a variant of weighted Monte Carlo (WMC) sampling based approach introduced by Chen and Shao(1999). Necessary theory involved in the method and computation is provided.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2005.11a
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• pp.205-208
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• 2005

We have fuzzy hypotheses testing from Bayesian statistics with ideas from fuzzy sets theory to generalize Bayesian methods both for samples of fuzzy data and for prior distributions with non-precise parameters. Appling the principle of agreement index, the posterior odds ratio in the favor of hypotheses $H_0$ is equal to product of the fuzzy odds ratio and the fuzzy likelihood ratio. If the Posterior odds ratio exceeds the grade judgement, we accept the hypothesis $H_0$ for the degree.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.507-518
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• 2017

Volatility plays a crucial role in theory and applications of asset pricing, optimal portfolio allocation, and risk management. This paper proposes a combined model of autoregressive moving average (ARFIMA), generalized autoregressive conditional heteroscedasticity (GRACH), and skewed-t error distribution to accommodate important features of volatility data; long memory, heteroscedasticity, and asymmetric error distribution. A fully Bayesian approach is proposed to estimate the parameters of the model simultaneously, which yields parameter estimates satisfying necessary constraints in the model. The approach can be easily implemented using a free and user-friendly software JAGS to generate Markov chain Monte Carlo samples from the joint posterior distribution of the parameters. The method is illustrated by using a daily volatility index from Chicago Board Options Exchange (CBOE). JAGS codes for model specification is provided in the Appendix.

• Proceedings of the KSRS Conference
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• 2005.10a
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• pp.713-716
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• 2005

In this paper, in order to identify and recognize attack patterns, we propose a Bayesian classification using frequent patterns. In theory, Bayesian classifiers guarantee the minimum error rate compared to all other classifiers. However, in practice this is not always the case owing to inaccuracies in the unrealistic assumption{ class conditional independence) made for its use. Our method addresses the problem of attribute dependence by discovering frequent patterns. It generates frequent patterns using an efficient FP-growth approach. Since the volume of patterns produced can be large, we propose a pruning technique for selection only interesting patterns. Also, this method estimates the probability of a new case using different product approximations, where each product approximation assumes different independence of the attributes. Our experiments show that the proposed classifier achieves higher accuracy and is more efficient than other classifiers.

• Nuclear Engineering and Technology
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• v.46 no.1
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• pp.11-26
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• 2014

The analyses carried out within the Seismic Probabilistic Risk Assessments (SPRAs) of Nuclear Power Plants (NPPs) are affected by significant aleatory and epistemic uncertainties. These uncertainties have to be represented and quantified coherently with the data, information and knowledge available, to provide reasonable assurance that related decisions can be taken robustly and with confidence. The amount of data, information and knowledge available for seismic risk assessment is typically limited, so that the analysis must strongly rely on expert judgments. In this paper, a Dempster-Shafer Theory (DST) framework for handling uncertainties in NPP SPRAs is proposed and applied to an example case study. The main contributions of this paper are two: (i) applying the complete DST framework to SPRA models, showing how to build the Dempster-Shafer structures of the uncertainty parameters based on industry generic data, and (ii) embedding Bayesian updating based on plant specific data into the framework. The results of the application to a case study show that the approach is feasible and effective in (i) describing and jointly propagating aleatory and epistemic uncertainties in SPRA models and (ii) providing 'conservative' bounds on the safety quantities of interest (i.e. Core Damage Frequency, CDF) that reflect the (limited) state of knowledge of the experts about the system of interest.

• Journal of the Korean Geotechnical Society
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• v.26 no.7
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• pp.161-170
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• 2010

For the development of load and resistance factor design, reliability analysis is required to calibrate resistance factors in the framework of reliability theory. The distribution of measured-to-predicted pile resistance ratio was obrained based on only the results of load tests conducted to failure for the assessment of uncertainty regarding pile resistance and used in the conventional reliability analysis. In other words, successful pile load test (piles resisted twice their design loads without failure) results were discarded, and therefore, were not reflected in the reliability analysis. In this paper, a new systematic method based on Bayesian theory is used to update reliability indices of driven steel pipe piles by adding more proof pile load test results, even not conducted to failure, to the prior distribution of pile resistance ratio. Fifty seven static pile load tests performed to failure in Korea were compiled for the construction of prior distribution of pile resistance ratio. The empirical method proposed by Meyerhof is used to calculate the predicted pile resistance. Reliability analyses were performed using the updated distribution of pile resistance ratio. The challenge of this study is that the distribution updates of pile resistance ratio are possible using the load test results even not conducted to failure, and that Bayesian updates are most effective when limited data are available for reliability analysis.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.49 no.1
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• pp.53-58
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• 2012

With a game-theoretic view, p-persistence slotted ALOHA is structured as a non-cooperative game, in which a Nash equilibrium is sought to provide a value for the probability of attempting to deliver a packet. An expression of Nash equilibrium necessarily includes the number of active outer stations, which is hardly available in many practical applications. In this paper, we thus propose a Bayesian scheme of predicting the number of active outer stations prior to deciding whether to attempt to deliver a packet or not. Despite only requiring the minimal information that an outer station is genetically able to acquire by itself, the Bayesian scheme demonstrates the competitive predicting performance against a method which depends on heavy information.

• Genomics & Informatics
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• v.20 no.1
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• pp.8.1-8.14
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• 2022

Despite the success of recent genome-wide association studies investigating longitudinal traits, a large fraction of overall heritability remains unexplained. This suggests that some of the missing heritability may be accounted for by gene-gene and gene-time/environment interactions. In this paper, we develop a Bayesian variable selection method for longitudinal genetic data based on mixed models. The method jointly models the main effects and interactions of all candidate genetic variants and non-genetic factors and has higher statistical power than previous approaches. To account for the within-subject dependence structure, we propose a grid-based approach that models only one fixed-dimensional covariance matrix, which is thus applicable to data where subjects have different numbers of time points. We provide the theoretical basis of our Bayesian method and then illustrate its performance using data from the 1000 Genome Project with various simulation settings. Several simulation studies show that our multivariate method increases the statistical power compared to the corresponding univariate method and can detect gene-time/ environment interactions well. We further evaluate our method with different numbers of individuals, variants, and causal variants, as well as different trait-heritability, and conclude that our method performs reasonably well with various simulation settings.

• Korean Journal of Logic
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• v.8 no.1
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• pp.47-67
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• 2005

Bayesian networks have been used in studying and simulating causal inferences by using the probability function distributed over the variables consisting of inquiry space. The focus of the debates concerning Bayesian networks is the causal Markov condition that constrains the probabilistic independence between all the variables which are not in the causal relations. Cartwright, a strong critic about the Bayesian network theory, argues that the causal Markov condition cannot hold in indeterministic systems, so it cannot be a valid principle for causal inferences. The purpose of the paper is to explore whether her argument on the causal Markov condition is valid. Mainly, I shall argue that it is possible for upholders of the causal Markov condition to respond properly the criticism of Cartwright through the continuous causal model that permits the infinite sequence of causal events.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.36 no.3B
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• pp.248-253
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• 2011

Collision avoidance algorithm of vessels have been studied to avoid collision and grounding of a vessel due to human error. In this paper, We propose a collision avoidance algorithm using bayesian estimation theory for safety sailing and reduced risk of collision accident. We calculate collision risk for efficient collision avoidance using bayesian algorithm and determined the safest and most effective collision risk is predicted by using re-planned with re-evaluated collision risk in the future(t=t'). Others ship position is assumed to be informed from AIS. Experimental results show that we estimate the safest and most effective collision risk.