• Computers and Concrete
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• 제13권5호
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• pp.659-677
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• 2014

A Bayesian response surface updating procedure is applied in order to update the parameters of the covariance function of a random field for concrete properties based on a limited number of available measurements. Formulas as well as a numerical algorithm are presented in order to update the parameters of response surfaces using Markov Chain Monte Carlo simulations. The parameters of the covariance function are often based on some kind of expert judgment due the lack of sufficient measurement data. However, a Bayesian updating technique enables to estimate the parameters of the covariance function more rigorously and with less ambiguity. Prior information can be incorporated in the form of vague or informative priors. The proposed estimation procedure is evaluated through numerical simulations and compared to the commonly used least square method.

• Journal of the Korean Data Analysis Society
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• 제20권6호
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• 로봇학회논문지
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• 제19권2호
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• pp.213-220
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• 2024

Fall detection and prevention technologies play a pivotal role in ensuring the well-being of individuals, particularly those living independently, where falls can result in severe consequences. This paper addresses the challenge of accurate and quick fall detection by proposing a Bayesian probability-based measure applied to surface electromyography (sEMG) signals. The proposed algorithm based on a Bayesian filter that divides the sEMG signal into transient and steady states. The ratio of posterior probabilities, considering the inclusion or exclusion of the transient state, serves as a scale to gauge the dominance of the transient state in the current signal. Experimental results demonstrate that this approach enhances the accuracy and expedites the detection time compared to existing methods. The study suggests broader applications beyond fall detection, anticipating future research in diverse human-robot interface benefiting from the proposed methodology.

• 한국통계학회:학술대회논문집
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• 한국통계학회 2000년도 추계학술발표회 논문집
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• pp.135-140
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• 2000

베이지안 신경망 모형(Bayesian Neural Networks Models)에서 주어진 입력값(input)은 블랙 박스(Black-Box)와 같은 신경망 구조의 각 층(layer)을 거쳐서 출력값(output)으로 계산된다. 새로운 입력 데이터에 대한 예측값은 사후분포(posterior distribution)의 기대값(mean)에 의해 계산된다. 주어진 사전분포(prior distribution)와 학습데이터에 의한 가능도함수(likelihood functions)를 통해 계산되어진 사후분포는 매우 복잡한 구조를 갖게 됨으로서 기대값의 적분계산에 대한 어려움이 발생한다. 이때 확률적 추정에 의한 근사 방법인 몬테칼로 적분을 이용한다. 이러한 방법으로서 Hybrid Monte Carlo 알고리즘은 우수한 결과를 제공하여준다(Neal 1996). 본 논문에서는 Hybrid Monte Carlo 알고리즘과 기존에 많이 사용되고 있는 Gibbs sampling, Metropolis algorithm, 그리고 Slice Sampling등의 몬테칼로 방법들을 비교한다.

• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.617-631
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• 2000

This paper is concerned with suggesting a Bayesian method for variable selection in generalized logit model. It is based on Laplace-Metropolis algorithm intended to propose a simple method for estimating the marginal likelihood of the model. The algorithm then leads to a criterion for the selection of variables. The criterion is to find a subset of variables that maximizes the marginal likelihood of the model and it is seen to be a Bayes rule in a sense that it minimizes the risk of the variable selection under 0-1 loss function. Based upon two examples, the suggested method is illustrated and compared with existing frequentist methods.

• Journal of information and communication convergence engineering
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• 제7권3호
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• pp.383-391
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• 2009

In this paper, blind equalization using a modified Fuzzy C-Means algorithm with Gaussian Weights (MFCM_GW) is attempted to the heavy noise-corrupted channels. The proposed algorithm can deal with both of linear and nonlinear channels, because it searches for the optimal channel output states of a channel instead of estimating the channel parameters in a direct manner. In contrast to the common Euclidean distance in Fuzzy C-Means (FCM), the use of the Bayesian likelihood fitness function and the Gaussian weighted partition matrix is exploited in its search procedure. The selected channel states by MFCM_GW are always close to the optimal set of a channel even the additive white Gaussian noise (AWGN) is heavily corrupted in it. Simulation studies demonstrate that the performance of the proposed method is relatively superior to existing genetic algorithm (GA) and conventional FCM based methods in terms of accuracy and speed.

• Smart Structures and Systems
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• 제15권3호
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• pp.735-749
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• 2015

The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.71.1-71
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• 2001

In this paper, an improved method of environment map building and a region search algorithm for mobile robot are presented. For the environment map building of mobile robot, measurement data of ultrasonic sensors and certainty grid representation is usually used. In this case, inaccuracies due to the uncertainty of ultrasonic data are included in the map. In order to solve this problem, an environment map building method using a Bayesian model was proposed previously[5]. In this study, we present an improved method of probability map building that uses infrared sensors and shift division Gaussian probability distribution with the existing Bayesian update method using ultrasonic sensors. Also, a region search algorithm for ...

• 한국물환경학회지
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• 제36권4호
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• pp.300-313
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• 2020

The Bayesian approach can be used to estimate hydrologic model parameters from the prior expert knowledge about the parameter values and the observed data. The purpose of this study was to compare the performance of the two Bayesian methods, the Metropolis-Hastings (MH) algorithm and the Generalized Likelihood Uncertainty Estimation (GLUE) method. These two methods were applied to the TANK model, a hydrological model comprising 13 parameters, to examine the uncertainty of the parameters of the model. The TANK model comprises a combination of multiple reservoir-type virtual vessels with orifice-type outlets and implements a common major hydrological process using the runoff calculations that convert the rainfall to the flow. As a result of the application to the Nam River A watershed, the two Bayesian methods yielded similar flow simulation results even though the parameter estimates obtained by the two methods were of somewhat different values. Both methods ensure the model's prediction accuracy even when the observed flow data available for parameter estimation is limited. However, the prediction accuracy of the model using the MH algorithm yielded slightly better results than that of the GLUE method. The flow duration curve calculated using the limited observed flow data showed that the marginal reliability is secured from the perspective of practical application.

• 정보처리학회논문지B
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• 제13B권7호
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• pp.653-662
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• 2006

사용자의 상황에 따라 적절한 서비스를 제공하는 컴퓨팅 환경을 구현하려는 유비쿼터스 컴퓨팅에서 사람과 기계간의 효과적인 상호작용과 사용자의 상황 인식을 위해 사용자의 얼굴 표정 기반의 감정 인식이 HCI의 중요한 수단으로 이용되고 있다. 본 연구는 새로운 베이지안 분류기를 이용하여 상황에 민감한 얼굴 표정에서 기본 감정을 강건하게 인식하는 문제를 다룬다. 표정에 기반한 감정 인식은 두 단계로 나뉘는데 본 연구에서는 얼굴 특징 추출 단계는 색상 히스토그램 방법을 기반으로 하고 표정을 이용한 감정 분류 단계에서는 학습과 테스트를 효과적으로 실행하는 새로운 베이지안 학습 알고리즘인 EADF(Extended Assumed-Density Filtering)을 이용한다. 상황에 민감한 베이지안 학습 알고리즘은 사용자 상황이 달라지면 복잡도가 다른 분류기를 적용할 수 있어 더 정확한 감정 인식이 가능하도록 제안되었다. 실험 결과는 표정 분류 정확도가 91% 이상이며 상황이 드러나지 않게 얼굴 표정 데이터를 모델링한 결과 10.8%의 실험 오류율을 보였다.