• 제목/요약/키워드: Bayesian Algorithm

검색결과 475건 처리시간 0.025초

Application of Bayesian Computational Techniques in Estimation of Posterior Distributional Properties of Lognormal Distribution

  • Begum, Mun-Ni;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.227-237
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    • 2004
  • In this paper we presented a Bayesian inference approach for estimating the location and scale parameters of the lognormal distribution using iterative Gibbs sampling algorithm. We also presented estimation of location parameter by two non iterative methods, importance sampling and weighted bootstrap assuming scale parameter as known. The estimates by non iterative techniques do not depend on the specification of hyper parameters which is optimal from the Bayesian point of view. The estimates obtained by more sophisticated Gibbs sampler vary slightly with the choices of hyper parameters. The objective of this paper is to illustrate these tools in a simpler setup which may be essential in more complicated situations.

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Online Probability Density Estimation of Nonstationary Random Signal using Dynamic Bayesian Networks

  • Cho, Hyun-Cheol;Fadali, M. Sami;Lee, Kwon-Soon
    • International Journal of Control, Automation, and Systems
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    • 제6권1호
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    • pp.109-118
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    • 2008
  • We present two estimators for discrete non-Gaussian and nonstationary probability density estimation based on a dynamic Bayesian network (DBN). The first estimator is for off line computation and consists of a DBN whose transition distribution is represented in terms of kernel functions. The estimator parameters are the weights and shifts of the kernel functions. The parameters are determined through a recursive learning algorithm using maximum likelihood (ML) estimation. The second estimator is a DBN whose parameters form the transition probabilities. We use an asymptotically convergent, recursive, on-line algorithm to update the parameters using observation data. The DBN calculates the state probabilities using the estimated parameters. We provide examples that demonstrate the usefulness and simplicity of the two proposed estimators.

Bayesian estimation for finite population proportions in multinomial data

  • Kwak, Sang-Gyu;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제23권3호
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    • pp.587-593
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    • 2012
  • We study Bayesian estimates for finite population proportions in multinomial problems. To do this, we consider a three-stage hierarchical Bayesian model. For prior, we use Dirichlet density to model each cell probability in each cluster. Our method does not require complicated computation such as Metropolis-Hastings algorithm to draw samples from each density of parameters. We draw samples using Gibbs sampler with grid method. We apply this algorithm to a couple of simulation data under three scenarios and we estimate the finite population proportions using two kinds of approaches We compare results with the point estimates of finite population proportions and their standard deviations. Finally, we check the consistency of computation using differen samples drawn from distinct iterates.

A Bayesian time series model with multiple structural change-points for electricity data

  • Kim, Jaehee
    • Journal of the Korean Data and Information Science Society
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    • 제28권4호
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    • pp.889-898
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    • 2017
  • In this research multiple change-points estimation for South Korean electricity generation data is considered. We analyze the South Korean electricity data via deterministically trending dynamic time series model with multiple structural changes in trends in a Bayesian approach. The number of change-points and the timing are unknown. The goal is to find the best model with the appropriate number of change-points and the length of the segments. A genetic algorithm is implemented to solve this optimization problem with a variable dimension of parameters. We estimate the structural change-points for South Korean electricity generation data and Nile River flow data additionally.

Multi-Sensor Signal based Situation Recognition with Bayesian Networks

  • Kim, Jin-Pyung;Jang, Gyu-Jin;Jung, Jae-Young;Kim, Moon-Hyun
    • Journal of Electrical Engineering and Technology
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    • 제9권3호
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    • pp.1051-1059
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    • 2014
  • In this paper, we propose an intelligent situation recognition model by collecting and analyzing multiple sensor signals. Multiple sensor signals are collected for fixed time window. A training set of collected sensor data for each situation is provided to K2-learning algorithm to generate Bayesian networks representing causal relationship between sensors for the situation. Statistical characteristics of sensor values and topological characteristics of generated graphs are learned for each situation. A neural network is designed to classify the current situation based on the extracted features from collected multiple sensor values. The proposed method is implemented and tested with UCI machine learning repository data.

비선형 상태공간 모델을 위한 Point-Mass Filter 연구 (A Study on the Point-Mass Filter for Nonlinear State-Space Models)

  • 최영권
    • 산업기술연구
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    • 제43권1호
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    • pp.57-62
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    • 2023
  • In this review, we introduce the non-parametric Bayesian filtering algorithm known as the point-mass filter (PMF) and discuss recent studies related to it. PMF realizes Bayesian filtering by placing a deterministic grid on the state space and calculating the probability density at each grid point. PMF is known for its robustness and high accuracy compared to other nonparametric Bayesian filtering algorithms due to its uniform sampling. However, a drawback of PMF is its inherently high computational complexity in the prediction phase. In this review, we aim to understand the principles of the PMF algorithm and the reasons for the high computational complexity, and summarize recent research efforts to overcome this challenge. We hope that this review contributes to encouraging the consideration of PMF applications for various systems.

저압 배선 이상 진단을 위한 지능형 차단 시스템 구축 (Development Intelligent Diagnosis System for Detecting Fault of Transmission Line)

  • 성화창;박진배;주영훈
    • 한국지능시스템학회논문지
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    • 제18권4호
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    • pp.518-523
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    • 2008
  • 본 논문에서는 저압 배선 진단 시스템 개발에서 핵심 파트 중 하나인 지능형 차단 시스템 구축을 목표로 한다. 제안된 진단 시스템은 TFDR (Time-Frequency Domain Reflectometry) 알고리즘을 바탕으로 하여 실제 전압이 흐르는 배선에 대해 이상 거리 측정을 하게 된다. 그리고 배선으로부터 얻은 정보를 바탕으로 배선 이상의 종류를 분석하는 것이 지능형 차단 시스템의 목표이다. 효율적인 분석을 위해, 본 논문에서는 퍼지-베이시안 (Fuzzy-Bayesian) 알고리즘을 바탕으로 하여 시스템을 구성하였다. 실제 저압 배선에서 실험된 데이터를 바탕으로 한 실험을 통해 제안된 기술의 우수성을 입증하고자 한다.

Apriori알고리즘에 의한 연관 단어 지식 베이스에 기반한 가중치가 부여된 베이지만 자동 문서 분류 (Weighted Bayesian Automatic Document Categorization Based on Association Word Knowledge Base by Apriori Algorithm)

  • 고수정;이정현
    • 한국멀티미디어학회논문지
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    • 제4권2호
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    • pp.171-181
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    • 2001
  • 기존의 베이지만 문서 분류를 위한 단어 군집 방법은 많은 시간과 노력을 요구하며, 단어 간의 의미 관계를 정확하게 반영하지 못하는 문제점이 있다. 본 논문에서는 마이닝 기법으로 구축된 연관 단어 지식 베이스를 기반으로 하는 베이지안 문서 분류 방법을 제안한다. 제안된 베이지안 문서 분류 방법은 문서를 분류하기 전에 훈련 문서를 사용하여 가중치가 부여된 연관 단어 지 식 베이스를 구축한다. 그 다음으로, 베이지안 확률을 이용하는 분류자는 구축된 연관 단어 지식 베이스를 기반으로 문서를 클래스별로 분류한다. 제안된 방법의 성능을 평가하기 위해, 상호 정보 계산에 의한 단어 사전을 이유한 가중치가 부여된 베이지안 문서 분류 방법, 가중치가 부여된 베이지안 분류 방법, 기존의 단순 베이지안 분류 방법과 비교하였다. 그 결과, 연관 단어 지식 베이스에 기반한 가중치가 부여된 베이지안 분류 방법이 상호 정보에 의한 단어 사진을 이용하는 가중치가 부여된 베이지안 분류 방법보다는 0.87%, 가중치가 부여된 베이지안 분류 방법보다는 2.77%, 단순 베이지안 방법보다는 5.97% 높은 성능 차이를 보였다.

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나이브 베이지안과 데이터 마이닝을 이용한 FHIDS(Fuzzy Logic based Hybrid Intrusion Detection System) 설계 (A Design of FHIDS(Fuzzy logic based Hybrid Intrusion Detection System) using Naive Bayesian and Data Mining)

  • 이병관;정은희
    • 한국정보전자통신기술학회논문지
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    • 제5권3호
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    • pp.158-163
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    • 2012
  • 본 논문에서 나이브 베이지안 알고리즘, 데이터 마이닝, Fuzzy logic을 이용하여 이상 공격과 오용 공격을 탐지하는 하이브리드 침입탐지시스템인 FHIDS(Fuzzy logic based Hybrid Intrusion Detection System)을 설계하였다. 본 논문에서 설계한 FHIDS의 NB-AAD(Naive Bayesian based Anomaly Attack Detection)기법은 나이브 베이지안 알고리즘을 이용해 이상 공격을 탐지하고, DM-MAD(Data Mining based Misuse Attack Detection)기법은 데이터 마이닝 알고리즘을 이용하여 패킷들의 연관 규칙을 분석하여 새로운 규칙기반 패턴을 생성하거나 변형된 규칙 기반 패턴을 추출함으로써, 새로운 공격이나 변형된 공격을 탐지한다. 그리고 FLD(Fuzzy Logic based Decision)은 NB-AAD과 DM-MAD의 결과를 이용하여 정상인지 공격인지를 판별한다. 즉, FHIDS는 이상과 오용공격을 탐지 가능하며 False Positive 비율을 감소시키고, 변형 공격 탐지율을 개선한 하이브리드 공격탐지시스템이다.

영상처리를 이용한 현미의 온라인 품위판정 알고리즘 (On-line Inspection Algorithm of Brown Rice Using Image Processing)

  • 김태민;노상하
    • Journal of Biosystems Engineering
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    • 제35권2호
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    • pp.138-145
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    • 2010
  • An on-line algorithm that discriminates brown rice kernels on their echelon feeder using color image processing is presented for quality inspection. A rapid color image segmentation algorithm based on Bayesian clustering method was developed by means of the look-up table which was made from the significant clusters selected by experts. A robust estimation method was presented to improve the stability of color clusters. Discriminant analysis of color distributions was employed to distinguish nine types of brown rice kernels. Discrimination accuracies of the on-line discrimination algorithm were ranged from 72% to 85% for the sound, cracked, green-transparent and green-opaque, greater than 93% for colored, red, and unhulled, about 92% for white-opaque and 67% for chalky, respectively.