• 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.

• 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.

• 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 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.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.36 no.3
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• pp.203-211
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• 2023

A Markov chain Monte Carlo (MCMC) simulation is proposed for probabilistic full waveform inversion (FWI) in a layered half-space. Dynamic responses on the half-space surface are estimated using the thin-layer method when a harmonic vertical force is applied. Subsequently, a posterior probability distribution function and the corresponding objective function are formulated to minimize the difference between estimations and observed data as well as that of model parameters from prior information. Based on the gradient of the objective function, a proposal distribution and an acceptance probability for MCMC samples are proposed. The proposed MCMC simulation is applied to several layered half-space examples. It is demonstrated that the proposed MCMC simulation for probabilistic FWI can estimate probabilistic material properties such as the shear-wave velocities of a layered half-space.

• Proceedings of the Korea Institutes of Information Security and Cryptology Conference
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• 1991.11a
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• pp.105-133
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• 1991

본 논문에서는 임의의 이진 난수발생기의 source가 $BMS_{p}$ 이거나 M-memory를 갖는 마르코프연쇄로 모델화 되었을 경우에 비트당 entropy와 관련이 있는 새로운 randomness에 관한 통계적 검정법을 제안한다. 기존에 알려진 이진 난수발생기의 randomness검정법이 0또는 1의 분포의 편향성(bias)이나 연속된 비트간의 상관성(correlation)중의 한 종류만의 non-randomness를 추적해낼 수 있는 반면에 새로운 검정법은 위의 두가지 검정을 통과하였을 때 암호학적으로 중요한 측도인 비트당 entropy 를 측정하여 암호학적인 약점을 검정할 수 있다. 또한 대칭(비밀키) 암호시스템의 통계적 결점을 바탕으로 하여 키를 찾는 공격자의 최적 전략( optimal strategy)문제를 분석하여 이 최적 전략이 이진 수열의 비트당 entropy와 밀접한 관계가 있음을 보이고 이 비트당 entropy와 관련이 있는 새로운 통계량을 도입하여 이진 난수 발생기의 source의 이진수열이 다음 3가지 경우, 즉, i.i.d. symmetric인 경우, $BMS_{p}$ 인 경우, M-memory를 갖는 마르코프연쇄인 경우의 각각에 대하여 특성을 조사하고 새로운 통계량의 평균과 분산을 구한다. 이때 구한 새로운 통계량은 잘 알려진 중심 극한 정리에 의하여 근사적으로 정규분포를 따르므로 위의 평균과 분산을 이용하여 스트림 암호시스템에서 구성요소로 많이 사용되는 몇 몇 간단한 이진 난수 발생기에 적용하여 통계적 검정을 실시함으로써 entropy 관점의 검정법이 새로운 randomness 검정법으로 타당함을 보인다.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.43 no.4
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• pp.421-431
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• 2023

Sewer deterioration models can offer important information on prediction of future condition of the asset to decision makers in their implementing sewer pipe networks management program. In this study, Markov chain model was used to estimate sewer deterioration trend based on the historical structural condition assessment data obtained by CCTV inspection. The data used in this study were limited to Hume pipe with diameter of 450 mm and 600 mm in three sub-catchment areas in city A, which were collected by CCTV inspection projects performed in 1998-1999 and 2010-2011. As a result, it was found that sewers in sub-catchment area EM have deteriorated faster than those in other two sub-catchments. Various main defects were to generate in 29% of 450 mm sewers and 38% of 600 mm in 35 years after the installation, while serious failure in 62% of 450 mm sewers and 74% of 600 mm in 100 years after the installation in sub-catchment area EM. In sub-catchment area SN, main defects were to generate in 26% of 450 mm sewers and 35% of 600 mm in 35 years after the installation, while in sub-catchment area HK main defects were to generate in 27% of 450 mm sewers and 37% of 600 mm in 35 years after the installation. Larger sewer pipes of 600 mm were found to deteriorate faster than smaller sewer pipes of 450 mm by about 12 years. Assuming that the percentage of main defects generation could be set as 40% to estimate the life expectancy of the sewers, it was estimated as 60 years in sub-catchment area SN, 42 years in sub-catchment area EM, 59 years in sub-catchment area HK for 450 mm sewer pipes, respectively. For 600 mm sewer pipes, on the other hand, it was estimated as 43 years, 34 years, 39 years in sub-catchment areas SN, EM, and HK, respectively.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.20 no.7
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• pp.2159-2166
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• 1996

The stochastic properties of variation in fatigue crack growth are important in reliability and stability of structures. In this study,the stochastic model for the variation of fatigue crack growth rate was proposed in consideration of nonhomogeneity of materials. For this model, experiments were ocnducted on 7075-T6 aluminum alloy under the constant stress intensity factor range. The variation of fatigue crack growth rate was expressed by random variables Z and r based on the variation of material coefficients C and m in the paris-Erodogan's equation. The distribution of fatigue life with respect to the stress intensity factor range was evaluated by the stochastic Markov chain model based on the Paris-Erdogan's equation. The merit of proposed model is that only a small number of test are required to determine this this function, and fatigue crack growth life is easily predicted at the given stress intensity factor range.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.20 no.4
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• pp.1241-1250
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• 1996

The characteristics of fatigue cumulative damage and fatigue life of 8-harness satin woven CFRP composites with a circular hole under constant amplitude and 2-level block loading are estimated by Stochastic Makov chain model. It is found in this study that the fatigue damage accumulation behavior is very random and the fatigue damage is accumulated as two regions under constant amplitude fatigue loading. In constant amplitude fatigue loading the predicted mean number of cycles to a specified damage state by Markov chain model shows a good agreement with the test result. The predicted distribution of the fatigue cumulative damage by Markov chain model is similar to the test result. The fatigue life predictions under 2-level block loading by Markov chain model revised are good fitted to the test result more than by 2-parameter Weibull distribution function using percent failure rule.

• Journal of the Korea institute for structural maintenance and inspection
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• v.16 no.5
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• pp.29-39
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• 2012

The main objective is to predict the future degradation and maintenance budget for a suspension bridge system. Bayesian inference is applied to find the posterior probability density function of the source parameters (damage indices and serviceability), given ten years of maintenance data. The posterior distribution of the parameters is sampled using a Markov chain Monte Carlo method. The simulated risk prediction for decreased serviceability conditions are posterior distributions based on prior distribution and likelihood of data updated from annual maintenance tasks. Compared with conventional linear prediction model, the proposed quadratic model provides highly improved convergence and closeness to measured data in terms of serviceability, risky factors, and maintenance budget for bridge components, which allows forecasting a future performance and financial management of complex infrastructures based on the proposed quadratic stochastic regression model.