• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.5-12
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• 2000

Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution and it is shown to be useful in such Bayesian meta-analysis. A general class of skewed elliptical distribution is reviewed and developed. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierarchical selection model and use Markov chain Monte Carlo methods to develop inference for the parameters of interest.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.805-814
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• 2001

The problem of 'outliers', observations which look suspicious in some way, has long been one of the most concern in the statistical structure to experimenters and data analysts. We propose a model for outliers problem and also analyze it in linear regression model using a Bayesian approach with the variance-inflation model. We will use Geweke's(1996) ideas which is based on the data augmentation method for detecting outliers in linear regression model. The advantage of the proposed method is to find a subset of data which is most suspicious in the given model by the posterior probability The sampling based approach can be used to allow the complicated Bayesian computation. Finally, our proposed methodology is applied to a simulated and a real data.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.777-786
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• 2001

The autoregressive models have been used to describe a wade variety of time series. Then the problem of determining the order in the times series model is very important in data analysis. We consider the Bayesian approach for finding the order of autoregressive(AR) error models using the latent variable which is motivated by Tanner and Wong(1987). The latent variables are combined with the coefficient parameters and the sequential steps are proposed to set up the prior of the latent variables. Markov chain Monte Carlo method(Gibbs sampler and Metropolis-Hasting algorithm) is used in order to overcome the difficulties of Bayesian computations. Three examples including AR(3) error model are presented to illustrate our proposed methodology.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.981-996
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• 2003

Bayesian inference is considered for switching mean models with the ARMA errors. We use noninformative improper priors or uniform priors. The fractional Bayes factor of O'Hagan (1995) is used as the Bayesian tool for detecting the existence of a single change or multiple changes and the usual Bayes factor is used for identifying the orders of the ARMA error. Once the model is fully identified, the Gibbs sampler with the Metropolis-Hastings subchains is constructed to estimate parameters. Finally, we perform a simulation study to support theoretical results.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.408-413
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• 2005

A new methodology for discrete non-Gaussian probability density estimation is investigated in this paper based on a dynamic Bayesian network (DBN) and kernel functions. The estimator consists of a DBN in which the transition distribution is represented with kernel functions. The estimator parameters are determined through a recursive learning algorithm according to the maximum likelihood (ML) scheme. A discrete-type Poisson distribution is generated in a simulation experiment to evaluate the proposed method. In addition, an unknown probability density generated by nonlinear transformation of a Poisson random variable is simulated. Computer simulations numerically demonstrate that the method successfully estimates the unknown probability distribution function (PDF).

• Journal of the Korean Institute of Telematics and Electronics C
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• v.34C no.10
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• pp.67-75
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• 1997

A design for a system to perform rapid recognition of three dimensional objects is presented, focusing on efficient indexing. In order to retrieve the best matched models without exploring all possible object matches, we have employed a bayesian framework. A decision-theoretic measure of the discriminatory power of a feature for a model object is defined in terms of posterior probability. Detectability of a featrue defined as a function of the feature itselt, viewpoint, sensor charcteristics, nd the feature detection algorithm(s) is also considered in the computation of discribminatory power. In order to speed up the indexing or selection of correct objects, we generate and verify the object hypotheses for rfeatures detected in a scene in the order of the discriminatory power of these features for model objects.

• The Korean Journal of Applied Statistics
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• v.26 no.4
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• pp.569-579
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• 2013

In the field of single-molecule spectroscopy, it is essential to analyze luminescence Intensity changes that result from a single molecule. With the CdSe/ZnS core-shell structured quantum dot photon emission data Bayesian multiple change-point estimation is done with the gamma prior for Poisson parameters and truncated Poisson distribution for the number of change-points.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• 2009.01a
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• pp.282-285
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• 2009

This paper proposes a flame verification algorithm using motion and spatial persistency. Most previous vision-based methods using color information and temporal variations of pixels produce frequent false alarms due to the use of many heuristic features. To solve these problems, we used a Bayesian Networks. In addition, since the shape of flame changes upwards irregularly due to the airflow caused by wind or burning material, we distinct real flame from moving objects by checking the motion orientation and temporal persistency of flame regions to remove the misclassification. As a result, the use of two verification steps and a Bayesian inference improved the detection performance and reduced the missing rate.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2005.04a
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• pp.363-366
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• 2005

유비쿼터스 컴퓨팅에서 사용자에게 필요한 서비스를 지능적으로 제공하기 위해서는 컨텍스트 정보의 효과적인 필터링이 필요하다. 현재까지 사용되고 있는 필터링 기술은 온라인상에서 사용되는 사용자 정보를 기준으로 서비스를 제공하고 있다. 하지만 휴대용 유$\cdot$무선기기에서 컨텍스트 인식에 기반을 둔 서비스를 제공하기 위해서는 복잡한 필터링과정과 큰 저장 공간이 요구된다. 따라서 본 논문에서는 사용자 주변에 널려 있는 센서를 통해 입력된 컨텍스트 정보들을 효율적으로 필터링하여 사용자에게 필요한 서비스만을 제공하도록 하였다. 이를 위해서 기존의 P2P 모바일 에이전트에서 사용되는 협력적 필터링 기술에 Naive Bayesian 알고리즘을 혼합한 컨텍스트 협력적 필터링 알고리즘을 제안한다.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1385-1389
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• 2010

수자원 계획에 있어서 강우 또는 홍수빈도분석시 주로 사용되는 확률의 개념은 상대빈도에 대한 극한으로 확률을 정의하는 빈도학파적 확률관점에 속하며, 확률모델에서 미지의 매개변수들은 고정된 상수로 간주된다. 따라서 확률은 객관적이고 매개변수들은 고정된 값을 가지기 때문에 이러한 매개변수들에 대한 확률론적 설명은 매우 어렵다. 본 연구에서는 강우빈도해석에서 확률분포의 매개변수에 대한 불확실성을 정량화하기 위하여 베이지안 MCMC 및 Metropolis-Hastings 알고리즘을 이용한 불확실성 평가모델을 구축하였다. 그리고 베이지안 MCMC 및 Metropolis-Hastings 알고리즘의 적용을 통하여 확률강우량 산정시 확률분포의 매개변수에 대한 통계학적 특성 및 불확실성 구간을 정량화하였으며, 이를 바탕으로 홍수위험평가 및 의사결정과정에서 불확실성 및 위험도를 충분히 설명할 수 있는 프레임워크 구성을 위한 기초를 마련할 수 있었다.