• The Korean Journal of Applied Statistics
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• v.11 no.1
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• pp.97-111
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• 1998

This paper suggests a Bayesian method for testing first-order markov correlation among linear regression disturbances. As a Bayesian test criterion, Bayes factor is derived in the form of generalized Savage-Dickey density ratio that is easily estimated by means of posterior simulation via Gibbs sampling scheme. Performance of the Bayesian test is evaluated and examined based upon a Monte Carlo experiment and an empirical data analysis. Efficiency of the posterior simulation is also examined.

• Journal of Korean Society for Quality Management
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• v.34 no.1
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• pp.73-77
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• 2006

In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

• Proceedings of the Korean Society for Quality Management Conference
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• 2006.04a
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• pp.325-329
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• 2006

In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

• Smart Structures and Systems
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• v.8 no.1
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• pp.119-137
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• 2011

A bio-inspired two-mode structural health monitoring (SHM) system based on the Na$\ddot{i}$ve Bayes (NB) classification method is discussed in this paper. To implement the molecular biology based Deoxyribonucleic acid (DNA) array concept in structural health monitoring, which has been demonstrated to be superior in disease detection, two types of array expression data have been proposed for the development of the SHM algorithm. For the micro-vibration mode, a two-tier auto-regression with exogenous (AR-ARX) process is used to extract the expression array from the recorded structural time history while an ARX process is applied for the analysis of the earthquake mode. The health condition of the structure is then determined using the NB classification method. In addition, the union concept in probability is used to improve the accuracy of the system. To verify the performance and reliability of the SHM algorithm, a downscaled eight-storey steel building located at the shaking table of the National Center for Research on Earthquake Engineering (NCREE) was used as the benchmark structure. The structural response from different damage levels and locations was collected and incorporated in the database to aid the structural health monitoring process. Preliminary verification has demonstrated that the structure health condition can be precisely detected by the proposed algorithm. To implement the developed SHM system in a practical application, a SHM prototype consisting of the input sensing module, the transmission module, and the SHM platform was developed. The vibration data were first measured by the deployed sensor, and subsequently the SHM mode corresponding to the desired excitation is chosen automatically to quickly evaluate the health condition of the structure. Test results from the ambient vibration and shaking table test showed that the condition and location of the benchmark structure damage can be successfully detected by the proposed SHM prototype system, and the information is instantaneously transmitted to a remote server to facilitate real-time monitoring. Implementing the bio-inspired two-mode SHM practically has been successfully demonstrated.

• Journal of the Korean Data and Information Science Society
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• v.28 no.2
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• pp.395-406
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• 2017

The purpose of this study is to identify the pattern of daily electricity demand through clustering and classification. The hourly data was collected by KPS (Korea Power Exchange) between 2008 and 2012. The time trend was eliminated for conducting the pattern of daily electricity demand because electricity demand data is times series data. We have considered k-means clustering, Gaussian mixture model clustering, and functional clustering in order to find the optimal clustering method. The classification analysis was conducted to understand the relationship between external factors, day of the week, holiday, and weather. Data was divided into training data and test data. Training data consisted of external factors and clustered number between 2008 and 2011. Test data was daily data of external factors in 2012. Decision tree, random forest, Support vector machine, and Naive Bayes were used. As a result, Gaussian model based clustering and random forest showed the best prediction performance when the number of cluster was 8.

• Journal of Korean Society for Quality Management
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• v.48 no.1
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• pp.215-225
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• 2020

Purpose: The purpose of this study was to show current states of domestic Precision Guided Missile(PGM) by analyzing Live-fire test results using general methods to get the Confidence Levels. Methods: Live-fire test results were used to get Confidence Levels of PGM. The Confidence Levels were derived by two general methods. The first method was Binomial distribution and second was convergence of Hypergeometric distribution and Bayes' rule. Results: The results of this study are as follows; The more Live-fire tests of PGM are performed, the higher Confidence Level of PGM will be estimated. And the number of Live-fire tests are related to a unit price of PGM. This results means that the increase of live-fire test, which is useful data for preparation and evaluation of Development Tests / Operation Tests for PGMs, is only way to enhance the Confidence Levels of each PGMs. Conclusion: This study shows the relationship between the Live-fire tests and Confidence Levels of PGMs and it will be used on Live-fire Test & Evaluation of PGMs for reference.

• The Korean Journal of Applied Statistics
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• v.14 no.2
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• pp.449-462
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• 2001

베이지안 다중 검정방법(multiple hypothesis test)은 여러 통계모형에서 성공적인 결과를 주는 것으로 알려져있다. 일반적으로, 베이지안 가설검정은 고려중인 모형에 대한 사후확률을 계산하여 가장 높은 확률은 갖는 모형을 선택하기 때문에 귀무가설의 기각여부에만 관심을 가지는 고전적인 분산분석 검정과는 달리 좀 더 구체적인 모형을 선택할 수 있는 장점이 있다. 이 논문에서는 독립이면서 로그정규분포를 따르는 K($\geq$3)개 모집단의 모수에 대한 가설 검정방법으로 O’Hagan(1995)이 제안한 부분 베이즈 요인을 이용한 베이지안 방법을 제안한다. 이 때 모수에 대한 사전분포로는 무정보적 사전분포를 사용한다. 제안한 검정 방법의 유용성을 알아보기 위하여 실제 자료의 분석과 모의 실험을 이용하여 고전적인 검정방법과 그 결과를 비교한다.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.909-922
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• 2014

This paper reviews Bayesian inference with inequality constraints. It focuses on ⅰ) comparison of models with various inequality/equality constraints on parameters, ⅱ) multiple tests on equalities of parameters when parameters are under inequality constraints, ⅲ) multiple test on equalities of score parameters in models for contingency tables with ordinal categorical variables.

• Communications for Statistical Applications and Methods
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• v.26 no.2
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• pp.217-238
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• 2019

With the advent of so-called "default" Bayesian hypothesis tests, scientists in applied fields have gained access to a powerful and principled method for testing hypotheses. However, such default tests usually come with a compromise, requiring the analyst to accept a one-size-fits-all approach to hypothesis testing. Further, such tests may not have the flexibility to test problems the scientist really cares about. In this tutorial, I demonstrate a flexible approach to generalizing one specific default test (the JZS t-test) (Rouder et al., Psychonomic Bulletin & Review, 16, 225-237, 2009) that is becoming increasingly popular in the social and behavioral sciences. The approach uses two results, the Savage-Dickey density ratio (Dickey and Lientz, 1980) and the technique of encompassing priors (Klugkist et al., Statistica Neerlandica, 59, 57-69, 2005) in combination with MCMC sampling via an easy-to-use probabilistic modeling package for R called Greta. Through a comprehensive mathematical description of the techniques as well as illustrative examples, the reader is presented with a general, flexible workflow that can be extended to solve problems relevant to his or her own work.

• Asian-Australasian Journal of Animal Sciences
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• v.33 no.10
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• pp.1558-1565
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• 2020

Objective: The objective of this study was to characterize the number of loci affecting growth traits and the distribution of single nucleotide polymorphism (SNP) effects on growth traits, and to understand the genetic architecture for growth traits in Hanwoo (Korean cattle) using genome-wide association study (GWAS), genomic partitioning, and hierarchical Bayesian mixture models. Methods: GWAS: A single-marker regression-based mixed model was used to test the association between SNPs and causal variants. A genotype relationship matrix was fitted as a random effect in this linear mixed model to correct the genetic structure of a sire family. Genomic restricted maximum likelihood and BayesR: A priori information included setting the fixed additive genetic variance to a pre-specified value; the first mixture component was set to zero, the second to 0.0001×σ²_g, the third 0.001×σ²_g, and the fourth to 0.01×σ²_g. BayesR fixed a priori information was not more than 1% of the genetic variance for each of the SNPs affecting the mixed distribution. Results: The GWAS revealed common genomic regions of 2 Mb on bovine chromosome 14 (BTA14) and 3 had a moderate effect that may contain causal variants for body weight at 6, 12, 18, and 24 months. This genomic region explained approximately 10% of the variance against total additive genetic variance and body weight heritability at 12, 18, and 24 months. BayesR identified the exact genomic region containing causal SNPs on BTA14, 3, and 22. However, the genetic variance explained by each chromosome or SNP was estimated to be very small compared to the total additive genetic variance. Causal SNPs for growth trait on BTA14 explained only 0.04% to 0.5% of the genetic variance Conclusion: Segregating mutations have a moderate effect on BTA14, 3, and 19; many other loci with small effects on growth traits at different ages were also identified.