• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.169-173
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• 2008

본 연구는 저수량 지역 빈도분석(regional low flow frequency analysis)을 수행하기 위하여 일반최소자승법(ordinary least squares method)을 이용한 Bayesian 다중회귀분석을 적용하였으며, 불확실성측면에서의 효과를 탐색하기 위하여 Bayesian 다중회귀분석에 의한 추정치와 t 분포를 이용하여 산정한 일반 다중회귀분석의 추정치의 신뢰구간을 비교분석하였다. 각 재현기간별 비교결과를 보면 t 분포를 이용하여 산정된 평균 추정치와 Bayesian 다중회귀분석에 의한 평균 추정치는 크게 다르지 않았다. 그러나 불확실성 측면에서 평가해볼 때 신뢰구간의 상한추정치와 하한추정치의 차이는 Bayesian 다중회귀분석을 사용한 경우가 기존 방법을 사용한 경우보다 훨씬 작은 것으로 나타났으며, 이로부터 저수량(low flow) 지역 빈도분석을 수행하는 경우 Bayesian 다중회귀분석이 일반 회귀분석보다 불확실성을 표현하는데 있어서 우수하다는 결과를 얻을 수 있었다. 또한 낙동강 유역에 2개의 미계측 유역을 선정하고 구축된 Bayesian 다중회귀모형을 적용하여 불확실성을 포함한 미계측 유역에서의 저수량(low flow)을 추정하였으며 이와 같은 방법이 미계측 유역에서의 저수(low flow) 특성을 나타내는 데 있어서 효과적일 수 있음을 입증하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.366-366
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• 2012

확률강우량은 하천설계, 수자원설계 및 계획을 위한 기초자료로 활용되며 최근 이상기후 및 기후변화로 인한 극치강우의 빈도 및 양적 증가로 인한 확률강우량 산정의 불확실성 분석에 대한 관심이 크게 증가하고 있다. 수문빈도 해석에 있어서 대부분 지역이 50년 이하의 수문자료가 이용되고 있으며 수문설계에서 요구되는 50년 이상의 확률강수량 추정시에는 상당한 불확실성을 내포하고 있다. 이러한 점에서 본 연구에서는 자료연수에 따른 Sampling Error와 분포형의 매개변수의 불확실성을 고려한 해석모형을 구축하고자 한다. 빈도해석에서 매개변수를 추정하기 위해서는 일반적으로 모멘트법, 최우도법, 확률가중모멘트법이 이용되고 있으나 사용되는 분포형에 따라서 통계학적으로 불확실성 구간을 정량화하는 과정이 난해할 뿐만 아니라 극치 수문자료가 Thick-Tailed분포의 특성을 가짐에도 불구하고 신뢰구간 산정시 정규분포로 가정하는 등 기존 해석 방법에는 많은 문제점을 내포하고 있다. 본 연구에서는 이러한 매개변수의 불확실성 평가에 있어서 우수한 해석능력을 발휘하는 Bayesian기법을 도입하여 분포형의 매개변수를 추정하고 매개변수 추정과 관련된 불확실성을 평가하고자 한다. 이와 별개로 자료연한에 따른 Sampling Error를 추정하기 위해서 Bootstrapping 기반의 해석모형을 구축하고자 하며 최종적으로 빈도해석시에 나타나는 불확실성을 종합적으로 검토하였다. 빈도해석을 위한 확률분포형으로 GEV(generalized extreme value)분포를 이용하였으며 Gibbs 샘플러를 활용한 Bayesian Markov Chain Monte Carlo 모의를 기본 해석모형으로 활용하였다.

• The Journal of Engineering Research
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• v.2 no.1
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• pp.49-56
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• 1997

In emission computed tomography, statistical reconstruction methods in the context of a Bayesian framework have been a topic of interest over the last decade. This was mainly due to the fact that Bayesian approaches can incorporate a priori information into the reconstruction algorithm. Although these approaches can exhibit good performance, their applications to the clinic is hindered mainly by their high computational cost. On the other hand, the speed and simplicity of the filtered backprojection (FBP) algorithm have led to its widespread use in most clinical applications. In this work, we use spline models, which have been quite useful in Bayesian reconstruction, as regularizers for high-frequency apodization in FBP algorithm and show that the effects of using spline models as priors in Bayesian reconstruction can also be achieved in FBP reconstruction.

• Journal of KIISE:Software and Applications
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• v.29 no.11
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• pp.775-784
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• 2002

Microarray data, obtained from DNA chip technologies, is the measurement of the expression level of thousands of genes in cells or tissues. It is used for gene function prediction or cancer diagnosis based on gene expression patterns. Among diverse methods for data analysis, the Bayesian network represents the relationships among data attributes in the form of a graph structure. This property enables us to discover various relations among genes and the characteristics of the tissue (e.g., the cancer type) through microarray data analysis. However, most of the present microarray data sets are so sparse that it is difficult to apply general analysis methods, including Bayesian networks, directly. In this paper, we harness an efficient structural learning algorithm and data dimensionality reduction in order to analyze microarray data using Bayesian networks. The proposed method was applied to the analysis of real microarray data, i.e., the NC160 data set. And its usefulness was evaluated based on the accuracy of the teamed Bayesian networks on representing the known biological facts.

• Journal of Korea Water Resources Association
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• v.50 no.7
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• pp.467-473
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• 2017

Recently as algae phenomenon has been intensified, the need for additional dam flushing has been raised. To establish the more rational policies concerning the dam flushing, it is necessary to evaluate the dam flushing. This paper attempts to examine households' willingness to pay (WTP) for dam flushing by using a contingent valuation (CV). Especially, unlike other CV studies which used maximum likelihood estimation (MLE), this study employed Bayesian approach. This study surveyed a randomly selected sample of 1,000 households nation-widely, and asked respondents questions in person-to-person interviews about how they would be willing to pay for the additional dam flushing. Respondents overall accepted the contingent market and were willing to contribute a significant amount (1,909.4 won), on average, per household per year. The aggregate value amounts to approximately 35.7 billion won per year.

• The Korean Journal of Applied Statistics
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• v.36 no.4
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• pp.349-360
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• 2023

Dynamic Nelson-Siegel model is widely used in modeling term structure of interest rates for financial products. In this study, we explain dynamic Nelson-Siegel model from the perspective of the state space model and explore Bayesian approaches that can be applied to that model. By applying SOFR term rate data to the Bayesian dynamic Nelson-Siegel model, we confirm the performance and compare it with other competing models such as Vasicek model, dynamic Nelson-Siegel model based on the frequentist approach, and the two-factor Bayesian dynamic Nelson-Siegel model. We also confirm that the Bayesian dynamic Nelson-Siegel model outperformed its competitors on SOFR term rate data based on RMSE.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.42 no.4 s.304
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• pp.39-48
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• 2005

This paper proposes novel texture segmentation method using Bayesian estimation method and neural networks. We use multi-scale wavelet coefficients and the context information of neighboring wavelets coefficients as the input of networks. The output of neural networks is modeled as a posterior probability. The context information is obtained by HMT(Hidden Markov Tree) model. This proposed segmentation method shows better performance than ML(Maximum Likelihood) segmentation using HMT model. And post-processed texture segmentation results as using multi-scale Bayesian image segmentation technique called HMTseg in each segmentation by HMT and the proposed method also show that the proposed method is superior to the method using HMT.

• 대한예방의학회:학술대회논문집
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• 2005.10a
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• pp.300-300
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• 2005

• Journal for History of Mathematics
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• v.13 no.1
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• pp.99-112
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• 2000

In this paper we discuss the teaching methods about statistical inferences. Bayesian methods have the attractive feature that statistical conclusions can be stated using the language of subjective probability. Simple methods of teaching Bayes' rule described, and these methods are illustrated for inference and prediction problems for one proportions. Also, we discuss the advantages and disadvantages of traditional and Bayesian approachs in teaching inference.

• Journal of Korean Society of Water and Wastewater
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• v.23 no.2
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• pp.241-249
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• 2009

It is well known that the trend of water demand in large-size water supply systems has been suddenly changed, and many expansions of water supply facilities become unnecessary. To be cost-effective, thus, politicians as well as many professionals lay stress on the adaptive management of water supply facilities. Failure in adapting to the new trend of demand is sure to be the most critical reason of unnecessary expansions. Hence, we try to develop the model and modeling procedure that do not depend on the old data of demand, and provide engineers with the fast learning process. To forecast water demand of Seoul, the Bayesian parameter estimation was applied, which is a representative method for statistical pattern recognition. It results that we can get a useful time-series model after observing water demand during 6 years, although trend of water demand were suddenly changed.