• 제목/요약/키워드: Bayes Factors

검색결과 107건 처리시간 0.019초

신뢰도에 근거한 말뚝의 지지력 평가 (Reliability Based Pile Bearing Capacity Evaluation)

  • 이인모;조국환;이정학
    • 한국지반공학회지:지반
    • /
    • 제11권1호
    • /
    • pp.9-22
    • /
    • 1995
  • 본 연구의 목적은 신뢰도해석에 근거한 말뚝의 여러가지 지지력 예측방법들의 안전율을 제시하는데 있다. 각 지지력 결정방법들은 여러가지 불착실성을 포함하고 있으며, 이러한 오차를 고려하기 위해 말뚝재하시험에 의해 측정된 지지력과 예측된 지지력과의 비를 분포함수로 표현할 수 있다. 이 분포함수를 이용하여 파괴확률이 10-3이하가 될 수 있는 말뚝지지력의 안전율을 산정할 수 있다. Bayes' 이론의 적용은 정역학적 지지력 공식을 Prior Distribution으로 가정하고 동역학적 지지력 공식 및 WEAP, PDA를 이용해 산정된 지지력의 분포를 Likelihood Distribution으로 가정하여 적용함으로써 많은 불확실성을 줄일 수 있게 된다. 본 연구결과에서 보면 동역학적 지지력 공식의 안전율은 대략 7.4 정도로 S.P.T.를 이용해 산정된 지지력과 함께 불확실성이 크며, 파동방정식을 이용한 지지력 결정방법인 PDA에 의해 산정된 지지력의 안전율은 약 2.7정도로 가장 신뢰도가 높음을 알 수 있다. 또한 Bayes' 이론을 적용하여 본 결과 안전율을 줄일 수 있었으며 말뚝의 지지력 산정시 이의 응용은 최적설계의 관점에서 많은 도움을 줄 수 있을 것이다.

  • PDF

베이즈 이론을 활용한 적정 하천설계빈도 결정 (Determination of the Optimal Return Period for River Design using Bayes Theory)

  • 류재희;이진영;김지은;김태웅
    • 대한토목학회논문집
    • /
    • 제38권6호
    • /
    • pp.793-800
    • /
    • 2018
  • 본 연구는 최근 빈번히 발생하는 홍수재해에 대비하고 안정적인 치수대책 수립을 위하여 공학적 판단에 근거한 하천의 적정 설계빈도 결정방안을 제시하였다. 지방하천의 설계빈도는 하천의 중요도 및 지역특성에 따라 최소 50년부터 최대 200년까지 설정되고 있으나, 적용범위가 넓어 하천의 지형적, 치수적 특성을 제대로 반영하지 못하는 실정이다. 본 연구에서는 지방하천의 적정 설계빈도를 결정하기 위하여 7개의 평가인자(시가화 침수면적, 유역면적, 형상계수, 하도경사, 수계 및 하천차수, 배수영향구간, 이상강우 발생빈도)에 대하여 베이즈 이론을 적용하여 가중치를 산정하였다. 또한, 기후변화를 고려한 홍수피해잠재능을 산정하였고, 시군구별 잠재능을 구분하여 적정 설계빈도를 결정하였다. 충청남도 382개 지방하천에 대하여 현행 설계빈도의 적정성을 평가하였다. 382개의 현행 하천설계빈도보다 상향되는 하천은 65개 하천으로 상대적으로 시가화 침수면적이 크게 산정되고 홍수피해잠재능이 큰 지역의 하천이며, 하향되는 하천은 169개로 분석되었다.

머신러닝을 활용한 대학생 중도탈락 위험군의 예측모델 비교 연구 : N대학 사례를 중심으로 (A Comparative Study of Prediction Models for College Student Dropout Risk Using Machine Learning: Focusing on the case of N university)

  • 김소현;조성현
    • 대한통합의학회지
    • /
    • 제12권2호
    • /
    • pp.155-166
    • /
    • 2024
  • Purpose : This study aims to identify key factors for predicting dropout risk at the university level and to provide a foundation for policy development aimed at dropout prevention. This study explores the optimal machine learning algorithm by comparing the performance of various algorithms using data on college students' dropout risks. Methods : We collected data on factors influencing dropout risk and propensity were collected from N University. The collected data were applied to several machine learning algorithms, including random forest, decision tree, artificial neural network, logistic regression, support vector machine (SVM), k-nearest neighbor (k-NN) classification, and Naive Bayes. The performance of these models was compared and evaluated, with a focus on predictive validity and the identification of significant dropout factors through the information gain index of machine learning. Results : The binary logistic regression analysis showed that the year of the program, department, grades, and year of entry had a statistically significant effect on the dropout risk. The performance of each machine learning algorithm showed that random forest performed the best. The results showed that the relative importance of the predictor variables was highest for department, age, grade, and residence, in the order of whether or not they matched the school location. Conclusion : Machine learning-based prediction of dropout risk focuses on the early identification of students at risk. The types and causes of dropout crises vary significantly among students. It is important to identify the types and causes of dropout crises so that appropriate actions and support can be taken to remove risk factors and increase protective factors. The relative importance of the factors affecting dropout risk found in this study will help guide educational prescriptions for preventing college student dropout.

Multivariable Bayesian curve-fitting under functional measurement error model

  • Hwang, Jinseub;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • 제27권6호
    • /
    • pp.1645-1651
    • /
    • 2016
  • A lot of data, particularly in the medical field, contain variables that have a measurement error such as blood pressure and body mass index. On the other hand, recently smoothing methods are often used to solve a complex scientific problem. In this paper, we study a Bayesian curve-fitting under functional measurement error model. Especially, we extend our previous model by incorporating covariates free of measurement error. In this paper, we consider penalized splines for non-linear pattern. We employ a hierarchical Bayesian framework based on Markov Chain Monte Carlo methodology for fitting the model and estimating parameters. For application we use the data from the fifth wave (2012) of the Korea National Health and Nutrition Examination Survey data, a national population-based data. To examine the convergence of MCMC sampling, potential scale reduction factors are used and we also confirm a model selection criteria to check the performance.

Effective Computation for Odds Ratio Estimation in Nonparametric Logistic Regression

  • Kim, Young-Ju
    • Communications for Statistical Applications and Methods
    • /
    • 제16권4호
    • /
    • pp.713-722
    • /
    • 2009
  • The estimation of odds ratio and corresponding confidence intervals for case-control data have been done by traditional generalized linear models which assumed that the logarithm of odds ratio is linearly related to risk factors. We adapt a lower-dimensional approximation of Gu and Kim (2002) to provide a faster computation in nonparametric method for the estimation of odds ratio by allowing flexibility of the estimating function and its Bayesian confidence interval under the Bayes model for the lower-dimensional approximations. Simulation studies showed that taking larger samples with the lower-dimensional approximations help to improve the smoothing spline estimates of odds ratio in this settings. The proposed method can be used to analyze case-control data in medical studies.

K개 지수분포의 상등에 관한 베이지안 다중검정 (Bayesian Testing for the Equality of K-Exponential Populations)

  • 문경애;김달호
    • Journal of the Korean Data and Information Science Society
    • /
    • 제12권1호
    • /
    • pp.41-50
    • /
    • 2001
  • 독립이면서 지수분포를 따르는 K개 모집단의 평균차이에 대한 가설 검정방법으로 Beregr와 Perrichi (1996, 1998)가 제안한 내재적 베이즈 요인을 이용한 베이지안 방법을 제안한다. 이 때 모수에 대한 사전분포로는 무정보적 사전분포를 사용한다. 모의실험을 통하여 제안한 검정방법의 유용성을 알아본다.

  • PDF

Noninformative Priors for the Ratio of the Lognormal Means with Equal Variances

  • Lee, Seung-A;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
    • /
    • 제14권3호
    • /
    • pp.633-640
    • /
    • 2007
  • We develop noninformative priors for the ratio of the lognormal means in equal variances case. The Jeffreys' prior and reference priors are derived. We find a first order matching prior and a second order matching prior. It turns out that Jeffreys' prior and all of the reference priors are first order matching priors and in particular, one-at-a-time reference prior is a second order matching prior. One-at-a-time reference prior meets very well the target coverage probabilities. We consider the bioequivalence problem. We calculate the posterior probabilities of the hypotheses and Bayes factors under Jeffreys' prior, reference prior and matching prior using a real-life example.

Non-chemical Risk Assessment for Lifting and Low Back Pain Based on Bayesian Threshold Models

  • Pandalai, Sudha P.;Wheeler, Matthew W.;Lu, Ming-Lun
    • Safety and Health at Work
    • /
    • 제8권2호
    • /
    • pp.206-211
    • /
    • 2017
  • Background: Self-reported low back pain (LBP) has been evaluated in relation to material handling lifting tasks, but little research has focused on relating quantifiable stressors to LBP at the individual level. The National Institute for Occupational Safety and Health (NIOSH) Composite Lifting Index (CLI) has been used to quantify stressors for lifting tasks. A chemical exposure can be readily used as an exposure metric or stressor for chemical risk assessment (RA). Defining and quantifying lifting nonchemical stressors and related adverse responses is more difficult. Stressor-response models appropriate for CLI and LBP associations do not easily fit in common chemical RA modeling techniques (e.g., Benchmark Dose methods), so different approaches were tried. Methods: This work used prospective data from 138 manufacturing workers to consider the linkage of the occupational stressor of material lifting to LBP. The final model used a Bayesian random threshold approach to estimate the probability of an increase in LBP as a threshold step function. Results: Using maximal and mean CLI values, a significant increase in the probability of LBP for values above 1.5 was found. Conclusion: A risk of LBP associated with CLI values > 1.5 existed in this worker population. The relevance for other populations requires further study.

Bayesian forecasting approach for structure response prediction and load effect separation of a revolving auditorium

  • Ma, Zhi;Yun, Chung-Bang;Shen, Yan-Bin;Yu, Feng;Wan, Hua-Ping;Luo, Yao-Zhi
    • Smart Structures and Systems
    • /
    • 제24권4호
    • /
    • pp.507-524
    • /
    • 2019
  • A Bayesian dynamic linear model (BDLM) is presented for a data-driven analysis for response prediction and load effect separation of a revolving auditorium structure, where the main loads are self-weight and dead loads, temperature load, and audience load. Analyses are carried out based on the long-term monitoring data for static strains on several key members of the structure. Three improvements are introduced to the ordinary regression BDLM, which are a classificatory regression term to address the temporary audience load effect, improved inference for the variance of observation noise to be updated continuously, and component discount factors for effective load effect separation. The effects of those improvements are evaluated regarding the root mean square errors, standard deviations, and 95% confidence intervals of the predictions. Bayes factors are used for evaluating the probability distributions of the predictions, which are essential to structural condition assessments, such as outlier identification and reliability analysis. The performance of the present BDLM has been successfully verified based on the simulated data and the real data obtained from the structural health monitoring system installed on the revolving structure.

IMU 원신호 기반의 기계학습을 통한 충격전 낙상방향 분류 (Classification of Fall Direction Before Impact Using Machine Learning Based on IMU Raw Signals)

  • 이현빈;이창준;이정근
    • 센서학회지
    • /
    • 제31권2호
    • /
    • pp.96-101
    • /
    • 2022
  • As the elderly population gradually increases, the risk of fatal fall accidents among the elderly is increasing. One way to cope with a fall accident is to determine the fall direction before impact using a wearable inertial measurement unit (IMU). In this context, a previous study proposed a method of classifying fall directions using a support vector machine with sensor velocity, acceleration, and tilt angle as input parameters. However, in this method, the IMU signals are processed through several processes, including a Kalman filter and the integration of acceleration, which involves a large amount of computation and error factors. Therefore, this paper proposes a machine learning-based method that classifies the fall direction before impact using IMU raw signals rather than processed data. In this study, we investigated the effects of the following two factors on the classification performance: (1) the usage of processed/raw signals and (2) the selection of machine learning techniques. First, as a result of comparing the processed/raw signals, the difference in sensitivities between the two methods was within 5%, indicating an equivalent level of classification performance. Second, as a result of comparing six machine learning techniques, K-nearest neighbor and naive Bayes exhibited excellent performance with a sensitivity of 86.0% and 84.1%, respectively.