• Journal of the Korea Society for Simulation
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• v.33 no.1
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• pp.19-26
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• 2024

The phase-type, PH, distribution is defined as the time to absorption into a terminal state in a continuous-time Markov chain. As the PH distribution includes family of exponential distributions, it has been widely used in stochastic models. Since the PH distribution is represented and generated by an initial probability vector and a generator matrix which is called the Markovian representation, we need to find a vector and a matrix that are consistent with given set of moments if we want simulate a PH distribution. In this paper, we propose an approach to simulate a PH distribution based on distribution function which can be obtained directly from moments. For the simulation of PH distribution of order 2, closed-form formula and streamlined procedures are given based on the Jordan decomposition and the minimal Laplace transform which is computationally more efficient than the moment matching methods for the Markovian representation. Our approach can be used more effectively than the Markovian representation in generating higher order PH distribution in queueing network simulation.

• Journal of the Korean Data and Information Science Society
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• v.20 no.6
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• pp.1093-1101
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• 2009

Quantile regression has become a more widely used technique to describe the distribution of a response variable given a set of explanatory variables. This paper proposes a novel modelfor quantile regression using doubly penalized kernel machine with support vector machine iteratively reweighted least squares (SVM-IRWLS). To make inference about the shape of a population distribution, the widely popularregression, would be inadequate, if the distribution is not approximately Gaussian. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.975-989
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• 2014

Lasso (Tibshirani, 1996) and Elastic Net (Zou and Hastie, 2005) have been widely used in various fields for simultaneous variable selection and coefficient estimation. Bayesian methods using a conditional Laplace and a double Pareto prior specification have been discussed in the form of hierarchical specification. Full conditional posterior distributions with each priors have been derived. We compare the performance of Bayesian lassos with Laplace prior and the performance with double Pareto prior using simulations. We also apply the proposed Bayesian hierarchical models to real data sets to predict the collapse of governments in Asia.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.27 no.6A
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• pp.524-532
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• 2002

This paper reports that the Lambert W function applies to a non-iterative design of minimum mean square-error scalar quantizers for a Laplacian source. Specifically, it considers a non-iterative design algorithm for optimum quantizers for a Laplacian source; it finds that the solution of the recursive nonlinear equation in the non-iterative design is elegantly expressed in term of the principal branch of the Lambert W function in a closed form; and it proves that the non-iterative algorithm applies only to exponential or Laplacian sources. The contribution of the paper is in the reduction of the time needed for the design and the increased accuracy in resulting quantization points and thresholds, because the algorithm is non-iterative and the Lambert W function can be evaluated as accurately as desired. Also, numerical results show how optimal quantization distortion converges monotonically to the Panter-Dite constant and help derive an approximation formula for the key parameters of optimum quantizers.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.796-800
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• 2009

토목구조물 및 사면의 붕괴는 집중호우가 내리는 경우 많이 발생하고 있으며, 특히 사면에서는 붕괴까지의 변형이 급속히 진행되어 이를 사전에 예방하기는 매우 어려운 현실이다. 침투 및 배수과정에서의 사면 붕괴는 강우침투로 인한 지반의 물리적 특성변화가 직접적으로 사면의 안전계수 변화에 영향을 주는 것으로 판단되며, 이때 발생하는 물리적 특성변화로는 침투시 사면 내 지반의 단위 중량은 증가하여 전단응력의 증가 및 전단강도 감소현상이 발생하며, 이와 반대로 사면 내 배수로 인하여 전단응력의 감소 및 전단강도의 증가현상이 발생한다. 따라서 본 연구에서는 강우침투로 발생하는 지반의 포화도 변화를 지반 내 투수계수의 함수로 설명하여 강우로 인한 지반의 침투 및 배수과정을 규명하고자 한다. 일반적으로 지반 내 지하수의 침투과정은 라플라스 공식을 적용한다. 그러나 라플라스 공식은 정상 상태(Steady State)일 경우에만 사용할 수 있고, 강우 등으로 인한 지하수의 수두 변화가 발생한 비정상 상태(Unsteady State)의 경우에는 부적합하므로 사면과 옹벽 등의 토질구조물에서는 안전성 변화를 계산할 수 없다. 이를 위해 사면 내 지반의 침투 및 배수과정을 투수계수의 함수로 나타내어, 강우의 침투과정을 Fourier Series, 변수분리법 및 섭동함수를 사용하여 식으로 유도함으로서 강우에 의한 지반의 침투 및 배수과정에 따른 사면 내 지하수의 분포를 예측한다. 침투과정 해석을 위하여 지표에서 포화대까지의 깊이 10m의 모델사면 및 지표부터 포화대까지의 포화도는 직선으로 비례한다는 가정을 적용한다. 먼저 푸리에 급수를 이용, 시간에 따른 온도를 열전달에 관하여 편미분하여 발생하는 열확산계수를 투수계수로 변환함에 따라 지하수의 시간과 수직방향거리에 대한 지반의 포화도를 산정한다. 변수분리법은 산정된 포화도에 지반의 초기조건과 경계조건를 고려하기 위해 적용하며, 변수분리법에 의해 산정된 지하수 분포를 섭동함수법으로 과도 및 정상상태로 분류한다. 본 연구의 수행으로 인해 얻어진 결과를 요약하면 다음과 같다. 첫째, Fourier Series와 변수분리법, 섭동함수를 이용하여 강우에 의한 지반의 포화도 변화를 수식적으로 나타낼 수 있으며 둘째, 지반에서의 강우침투과정을 식으로 표현함으로서, 깊이별 시간에 따른 포화도의 영역이 상부로부터 하부로 전이되는 과정을 알 수 있다. 셋째, 푸리에 급수를 이용한 지반의 침투계산으로 강우로 인한 지반의 포화영역 및 불포화영역을 명확히 구분할 수 있으며, 각 깊이별 포화도를 계산하여 각 구간에서 불포화구간의 전단강도에 대한 보다 정확한 계산이 가능하리라 판단된다.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.13 no.1
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• pp.37-49
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• 2000

This paper is for the first essential study on the development of unified finite element formulations for solving problems related to the dynamics/thermoelastics behavior of solids. In the first part of formulations, the finite element method is based on the introduction of a new quantity defined as heat displacement, which allows the heat conduction equations to be written in a form equivalent to the equation of motion, and the equations of coupled thermoelasticity to be written in a unified form. The equations obtained are used to express a variational formulation which, together with the concept of generalized coordinates, yields a set of differential equations with the time as an independent variable. Using the Laplace transform, the resulting finite element equations are described in the transform domain. In the second, the Laplace transform is applied to both the equation of heat conduction derived in the first part and the equations of motions and their corresponding boundary conditions, which is referred to the transformed equation. Selections of interpolation functions dependent on only the space variable and an application of the weighted residual method to the coupled equation result in the necessary finite element matrices in the transformed domain. Finally, to prove the validity of two approaches, a comparison with one finite element equation and the other is made term by term.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.16 no.1
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• pp.95-104
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• 2003

This paper deals with the analytic and FEM analyses of sloshing frequency response of incompressible, invicid and irrotational flow in two dimensional rectangular tank. We use Laplace equation based on potential theory as governing equation. For small amplitude sloshing motion, the linearized free surface condition was applied and the analytic solution as obtained by the separation of variables. To simulate the effect of the energy dissipation due to viscous damping, artificial viscous coefficient is introduced and the divergence of response at resonance frequencies may be avoided by this coefficient. This problem was solved by FEM using 9-node elements in order to predict the maximum amplitude of sloshing response. Numerical results of free surface height, fluid pressure and fluid force show good agreement with those by analytic solution. After verifying the test FEM program, we analyze the frequency response characteristics of sloshing to the fluid height.

• Proceedings of the KSME Conference
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• 2001.06b
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• pp.590-595
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• 2001

To improve the modeling accuracy for the finite element method, this paper proposes a method to make a combined use of finite elements and exact dynamic elements. Exact interpolation functions for a Timoshenko beam element are derived and compared with interpolation functions of the finite element method (FEM). The exact interpolation functions are tested with the Laplace variable varied. The exact interpolation functions are used to gain more accurate mode shape functions for the finite element method. This paper also presents a combined use of finite elements and exact dynamic elements in design problems. A Timoshenko frame with tapered sections is tested to demonstrate the design procedure with the proposed method.

• Composites Research
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• v.13 no.3
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• pp.9-20
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• 2000

Free vibration characteristics of a cantilevered laminated composite beam with multiple non-propagating transverse open cracks are investigated. In the present analysis a special ply-angle distribution referred to as asymmetric stiffness configuration inducing the elastic coupling between chord-wise bending and extension is considered. The multiple open cracks are modelled as equivalent rotational springs whose spring constants are calculated based on the fracture mechanics of composite material structures. Governing equations of a composite beam with open cracks are derived via Hamilton's Principle and Timoshenko beam theory encompassing transverse shear and rotary inertia effect is adopted. The effects of various parameters such as the ply angle, fiber volume fraction, crack numbers, crack positions and crack depthes on the free vibration characteristics of the beam with multiple cracks are highlighted. The numerical results show that the existence of the multiple cracks in an anisotropic composite beam affects the free vibration characteristics in a more complex fashion compared with the beam with a single crack.

• The Korean Journal of Applied Statistics
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• v.30 no.6
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• pp.957-981
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• 2017

A generalized linear mixed model is an extension of a generalized linear model that allows random effect as well as provides flexibility in developing a suitable model when observations are correlated or when there are other underlying phenomena that contribute to resulting variability. We describe maximum likelihood estimation methods for logistic regression models that include random effects - the Laplace approximation, Gauss-Hermite quadrature, adaptive Gauss-Hermite quadrature, and pseudo-likelihood. Applications are provided with social science problems by analyzing the effect of mental health and life satisfaction on volunteer activities from Korean welfare panel data; in addition, we observe that the inclusion of random effects in the model leads to improved analyses with more reasonable inferences.