• Geophysics and Geophysical Exploration
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• v.25 no.4
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• pp.252-265
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• 2022

Subsurface velocity is critical for the accurate resolution geological structures. The estimation of acoustic impedance is also critical, as it provides key information regarding the reservoir properties. Therefore, researchers have developed various inversion approaches for the estimation of reservoir properties. The Markov chain Monte Carlo method, which is a stochastic method, has advantages over the deterministic method, as the stochastic method enables us to attenuate the local minima problem and quantify the uncertainty of inversion results. Therefore, the Markov chain Monte Carlo inversion method has been applied to various kinds of geophysical inversion problems. However, studies on the Markov chain Monte Carlo inversion are still very few compared with deterministic approaches. In this study, we reviewed various types of reversible jump Markov chain Monte Carlo applications and explained the key concept of each application. Furthermore, we discussed future applications of the stochastic method.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.649-659
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• 2013

We use a Markov chain model to analyze the Korean Baseball League. We derive the distributions of the number of runs scored and the number of batters that complete their turn at bat in a baseball game using the time inhomogeneous Markov chain. The model is tested with real data produced from the 2011 Korean Baseball League.

• KIISE Transactions on Computing Practices
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• v.21 no.1
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• pp.94-99
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• 2015

With the recent machine learning paradigm of using nonparametric Bayesian statistics and statistical inference based on random sampling, the Dirichlet distribution finds many uses in a variety of graphical models. It is a multivariate generalization of the gamma distribution and is defined on a continuous (K-1)-simplex. This paper presents a sampling method for a Dirichlet distribution for the problem of dividing an integer X into a sequence of K integers which sum to X. The target samples in our problem are all positive integer vectors when multiplied by a given X. They must be sampled from the correspondingly gridded simplex. In this paper we develop a Markov Chain Monte Carlo (MCMC) proposal distribution for the neighborhood grid points on the simplex and then present the complete algorithm based on the Metropolis-Hastings algorithm. The proposed algorithm can be used for the Markov model, HMM, and Semi-Markov model for accurate state-duration modeling. It can also be used for the Gamma-Dirichlet HMM to model q the global-local duration distributions.

• 한국해양학회지
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• v.22 no.2
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• pp.57-62
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• 1987

The Markov chain properties of the sea surface temperature (SST) anomalies, namely, the dependency of the monthly SST anomaly on that of the previous month, are studied based on the SST data for 28years(1957-1984) at 5 stations in the southeastern coast of Korea. Wi classified the monthly SST anomalies at each station into the low, the normal and the high state, and computed transition probabilities between SST anomalies of two successive months The standard deviation of SST anomalies at each station is used as a reference for the classification of SST anomalies into 3states. The transition probability of the normal state to remain in the same state is about 0.8. The transition probability of the high or the low states to remain in the same state is about one half. The SST anomalies have almost no probability to transit from the high (the low) state to the low (the high) state. Statistical tests show that the Markov chain properties of SST anomalies are stationary in tine and homogeneous in space. The multi-step Markov chain analysis shows that the 'memory' of the SST anomalies at the coastal stations remains about 3 months.

• Journal of KIISE
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• v.42 no.6
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• pp.748-754
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• 2015

This paper proposes a sequential state estimation model consisting of continuous and discrete variables, as a way of generalizing all discrete-state factorial HMM, and gives a design of gait motion model based on the idea. The discrete state variable implements a Markov chain that models the gait dynamics, and for each state of the Markov chain, we created a Gaussian process over the space of the continuous variable. The Markov chain controls the switching among Gaussian processes, each of which models the rotation or various views of a gait state. Then a particle filter-based algorithm is presented to give an approximate filtering solution. Given an input vector sequence presented over time, this finds a trajectory that follows a Gaussian process and occasionally switches to another dynamically. Experimental results show that the proposed model can provide a very intuitive interpretation of video-based gait into a sequence of poses and a sequence of posture states.

• Journal of the Korean Data and Information Science Society
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• v.20 no.2
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• pp.411-423
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• 2009

In the current paper, by extending Verall (1990)'s work, we propose a new Bayesian model for analyzing run-off triangle data. While Verall's (1990) work only account for the calendar year and evolvement time effects, our model further accounts for the "absolute time" effects. We also suggest a Markov Chain Monte Carlo method that can be used for estimating the proposed model. We apply our proposed method to analyzing three empirical examples. The results demonstrate that our method significantly reduces prediction error when compared with the existing methods.

• The Journal of the Acoustical Society of Korea
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• v.34 no.3
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• pp.240-246
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• 2015

In this paper, speech enhancement using nonnegative matrix factorization with temporal continuity has been addressed. Speech and noise signals are modeled as Possion distributions, and basis vectors and gain vectors of NMF are modeled as Gamma distributions. Temporal continuity of the gain vector is known to be critical to the quality of enhanced speech signals. In this paper, temporal continiuty is implemented by adopting Gamma-Markov chain priors for noise gain vectors during the separation phase. Simulation results show that the Gamma-Markov chain models temporal continuity of noise signals and track changes in noise effectively.

• Journal of the Korean Society of Marine Environment & Safety
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• v.17 no.4
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• pp.331-337
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• 2011

We described for the production of cloud-free satellite sea surface temperature(SST) data around Northeast Asian using NOAA AVHRR(Advanced Very High Resolution Radiometer) SST data during 1990-2005. As a result of Markov model, it was found that the value of Markov coefficient in the strong current region such as Kuroshio region showed smaller than that in the weak current. The variations of average SST and regional difference of seasonal day-to-day SST in spring and fall were larger than those in summer and winter. In particular, the distribution of the regional difference appeared large in the vicinity of continental in spring and fall. The difference of seasonal day-to-day SST was also small in Kuroshio region and southern part of East Sea due to the heat advection by warm currents.

• Proceedings of the Korea Information Processing Society Conference
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• 2012.04a
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• pp.864-867
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• 2012

사람들이 휴대용 위치정보 수집 장비나 혹은 스마트폰을 사용하면서 사람의 이동 정보인 위치정보들을 모으는 일이 가능해 졌다. 이러한 위치정보들을 가지고 본 논문에서는 사람의 이동 모델을 나타내고자 하였다. 이동 정보들은 머물러 있는(Stay)상태와 이동하는(Moving) 상태로 나눌 수 있는데 이러한 상태 중 머물러 있는 상태가 군집화가 되어 연쇄 모델속의 하나의 상태(State)로 나타나 질 수 있다. 물론 이동 정보들을 통해 연쇄모델 속 각 상태간의 전이 확률 또한 계산 할 수 있다. 이러한 일련의 과정을 본 논문에서는 기대치 최대화 기반 군집화 과정을 통해 연속시간 연쇄 모델의 형태로 인간의 이동성을 표현하였다. 또한 이러한 모델에서 대표 군집(macro)과 그 부속 군집(micro)을 표현할 수 있었고 이러한 모습은 대표적인 큰 군집 속의 작은 군집의 형태로 나타나게 된다.

• Journal of the Economic Geographical Society of Korea
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• v.22 no.3
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• pp.351-365
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• 2019

This study aims to predict the changes in population distribution in Korea by considering spatio-temporal characteristics of major migration reasons. For the purpose, we analyze the spatio-temporal characteristics of each major migration reason(such as job, family, housing, and education) and estimate the transition probability, respectively. By appling Markov chain model processes with the ChapmanKolmogorov equation based on the transition probability, we predict the changes in the population distribution for the next six years. As the results, we found that there were differences of population changes by regions, while there were geographic movements into metropolitan areas and cities in general. The methodologies and the results presented in this study can be utilized for the provision of customized planning policies. In the long run, it can be used as a basis for planning and enforcing regionally tailored policies that strengthen inflow factors and improve outflow factors based on the trends of population inflow and outflow by region by movement factors as well as identify the patterns of population inflow and outflow in each region and predict future population volatility.