• Proceedings of the Korea Information Processing Society Conference
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• 2020.11a
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• pp.751-754
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• 2020

본 논문은 지수를 추종하기 위해 유전 알고리즘에 몬테카를로 샘플링을 추가한 방법을 제안한다. 몬테카를로 샘플링을 통해 효율적으로 축소된 탐색공간을 탐험하는 유전 알고리즘은 최적의 종목들을 선택한다. 제안된 방법을 KOSPI200 지수 추종에 대하여 실험하였다. 제안된 방법이 몬테카를로 샘플링을 사용하지 않는 유전 알고리즘에 비해 지수 추종 오차가 더 낮고 더 빠르게 수렴하는 것을 보여주었다.

• Journal of KIISE
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• v.43 no.8
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• pp.835-840
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• 2016

Monte Carlo ray tracing has been widely used for simulating a diverse set of photo-realistic effects. However, this technique typically produces noise when insufficient numbers of samples are used. As the number of samples allocated per pixel is increased, the rendered images converge. However, this approach of generating sufficient numbers of samples, requires prohibitive rendering time. To solve this problem, image filtering can be applied to rendered images, by filtering the noisy image rendered using low sample counts and acquiring smoothed images, instead of naively generating additional rays. In this paper, we proposed a Stein's Unbiased Risk Estimator (SURE) based $\grave{A}$-Trous wavelet to filter the noise in rendered images in a near-interactive rate. Based on SURE, we can estimate filtering errors associated with $\grave{A}$-Trous wavelet, and identify wavelet coefficients reducing filtering errors. Our approach showed improvement, up to 6:1, over the original $\grave{A}$-Trous filter on various regions in the image, while maintaining a minor computational overhead. We have integrated our propsed filtering method with the recent interactive ray tracing system, Embree, and demonstrated its benefits.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.22 no.1
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• pp.104-112
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• 2008

This paper presents the computer program for station reliability assessment. The developed program is based on Monte-Carlo simulation using system state transition sampling, which has the merit of rapid assessment compared to state duration sampling. One of the contributions of this paper is introduction of exclusiveness among events, which makes non-exponential probabilistic distribution be utilized in modeling repair time. The developed program is applied to well-blown sample system, and its assessment results are listed in this paper to show the reliability of the program.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.34 no.2
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• pp.77-84
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• 2021

A sampling-based approach was devised as a nuclear seismic probabilistic risk assessment (SPRA) method to account for the partially correlated relationships between components. However, since this method is based on sampling, there is a limitation that a large number of samples must be extracted to estimate the results accurately. Thus, in this study, we suggest an effective approach to improve the existing sampling method. The main features of this approach are as follows. In place of the existing Monte Carlo sampling (MCS) approach, the Latin hypercube sampling (LHS) method that enables effective sampling in multiple dimensions is introduced to the SPRA method. In addition, the degree of segmentation of the seismic intensity is determined with respect to the final seismic risk result. By applying the suggested approach to an actual nuclear power plant as an example, the accuracy of the results were observed to be almost similar to those of the existing method, but the efficiency was increased by a factor of two in terms of the total number of samples extracted. In addition, it was confirmed that the LHS-based method improves the accuracy of the solution in a small sampling region.

• Journal of the Korean Association of Geographic Information Studies
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• v.23 no.4
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• pp.16-41
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• 2020

Geospatial input setting to represent the reality of spatial distribution or quantitative property within model has become a major interest in earth system simulation. Many studies showed the variation of grid resolution could lead to drastic changes of spatial model results because of insufficient surface property estimations. Hence, in this paper, the authors proposed Monte Carlo Integration (MCI) to apply spatial probability (SP) in a spatial-sampling framework using a three-dimensional point cloud (3DPC) to keep the optimized spatial distribution and area/volume property of buildings in urban area. Three different decision rule based building identification results were compared : SP threshold, cell size, and 3DPC density. Results shows the identified building area property tend to increase according to the spatial sampling grid area enlargement. Hence, areal building property manipulation in the sampling frameworks by using decision rules is strongly recommended to increase reliability of geospatial modeling and analysis results. Proposed method will support the modeling needs to keep quantitative building properties in both finer and coarser grids.

• Journal of Korea Game Society
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• v.16 no.4
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• pp.79-86
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• 2016

Monte-Carlo Tree Search(MCTS) is a best-first tree search algorithm and has been successfully applied to various games, especially to the game of Go. We evaluate the performance of MCTS playing against each other in the game of Tic-Tac-Toe. It reveals that the first player always has an overwhelming advantage to the second player; and we try to find out the reason why the first player is superior to the second player in spite of the fact that the best game result should be a draw. Since MCTS is a statistical algorithm based on the repeated random sampling, it cannot adequately tackle an urgent problem that needs a strategy, especially for the second player. For this, we propose a strategic MCTS(S-MCTS) and show that the S-MCTS player never loses a Tic-Tac-Toe game.

• Journal of the Korea institute for structural maintenance and inspection
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• v.19 no.6
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• pp.72-79
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• 2015

An efficient and practical reliability evaluation method is proposed for the coastal structures in this paper. It is capable of evaluating reliability of real complicated coastal structures considering uncertainties in various sources of design parameters, such as wave and current loads, resistance-related design variables including Young's modulus and compressive strength of the reinforced concrete, soil parameters, and boundary conditions. It is developed by intelligently integrating the Latin Hypercube sampling (LHS), Monte Carlo simulation (MCS) and the finite element method (FEM). The LHS-based MCS is used to significantly reduce the computational effort by limiting the number of simulation cycles required for the reliability evaluation. The applicability and efficiency of the proposed method were verified using a caisson-type breakwater structure in the numerical example.

• The Korean Journal of Applied Statistics
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• v.35 no.1
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• pp.131-146
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• 2022

Logit models are commonly used to predicting and classifying categorical response variables. Most Bayesian approaches to logit models are implemented based on the Metropolis-Hastings algorithm. However, the algorithm has disadvantages of slow convergence and difficulty in ensuring adequacy for the proposal distribution. Therefore, we use auxiliary mixture sampler proposed by Frühwirth-Schnatter and Frühwirth (2007) to estimate logit models. This method introduces two sequences of auxiliary latent variables to make logit models satisfy normality and linearity. As a result, the method leads that logit model can be easily implemented by Gibbs sampling. We applied the proposed method to diabetes data from the Community Health Survey (2020) of the Korea Disease Control and Prevention Agency and compared performance with Metropolis-Hastings algorithm. In addition, we showed that the logit model using auxiliary mixture sampling has a great classification performance comparable to that of the machine learning models.

• The Journal of Engineering Geology
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• v.20 no.4
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• pp.437-447
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• 2010

A probabilistic analysis of slope stability is an appropriate solution in dealing with uncertainty in problems related to engineering geology. In this study, a Monte Carlo simulation was performed to evaluate the performance function that is Barton's equation. A large number of randomly generated values were obtained for random variables, and the performance function was calculated repeatedly using randomly generated values. A previous study provided information of slope geometry and the random characteristics of random variables such as JRC and JCS. The present approach was adopted to analyze two failed slopes. The probabilities of failure were evaluated for each slope, and sensitivity analysis was performed to assess the influence of each random variable on the probability of failure. The analysis results were then compared with the results of a deterministic analysis, indicating that the probabilistic analysis yielded reliable results.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.35 no.4
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• pp.393-400
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• 2011

In this study, a procedure for the inverse estimation of the fatigue life parameters of springs which utilize the field fatigue life test data is proposed to replace real test with the FEA on fatigue life prediction. The Bayesian approach is employed, in which the posterior distributions of the parameters are determined conditional on the accumulated life data that are routinely obtained from the regular tests. In order to obtain the accurate samples from the distributions, the Markov chain Monte Carlo (MCMC) technique is employed. The distributions of the parameters are used in the FEA for predicting the fatigue life in the form of a predictive interval. The results show that the actual fatigue life data are found well within the posterior predictive distributions.