• Title/Summary/Keyword: Bayesian Posterior Probability

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Analysis of Saccharomyces Cell Cycle Expression Data using Bayesian Validation of Fuzzy Clustering (퍼지 클러스터링의 베이지안 검증 방법을 이용한 발아효모 세포주기 발현 데이타의 분석)

  • Yoo Si-Ho;Won Hong-Hee;Cho Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.31 no.12
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    • pp.1591-1601
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    • 2004
  • Clustering, a technique for the analysis of the genes, organizes the patterns into groups by the similarity of the dataset and has been used for identifying the functions of the genes in the cluster or analyzing the functions of unknown gones. Since the genes usually belong to multiple functional families, fuzzy clustering methods are more appropriate than the conventional hard clustering methods which assign a sample to a group. In this paper, a Bayesian validation method is proposed to evaluate the fuzzy partitions effectively. Bayesian validation method is a probability-based approach, selecting a fuzzy partition with the largest posterior probability given the dataset. At first, the proposed Bayesian validation method is compared to the 4 representative conventional fuzzy cluster validity measures in 4 well-known datasets where foray c-means algorithm is used. Then, we have analyzed the results of Saccharomyces cell cycle expression data evaluated by the proposed method.

The Risk Assessment and Prediction for the Mixed Deterioration in Cable Bridges Using a Stochastic Bayesian Modeling (확률론적 베이지언 모델링에 의한 케이블 교량의 복합열화 리스크 평가 및 예측시스템)

  • Cho, Tae Jun;Lee, Jeong Bae;Kim, Seong Soo
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.16 no.5
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    • pp.29-39
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    • 2012
  • The main objective is to predict the future degradation and maintenance budget for a suspension bridge system. Bayesian inference is applied to find the posterior probability density function of the source parameters (damage indices and serviceability), given ten years of maintenance data. The posterior distribution of the parameters is sampled using a Markov chain Monte Carlo method. The simulated risk prediction for decreased serviceability conditions are posterior distributions based on prior distribution and likelihood of data updated from annual maintenance tasks. Compared with conventional linear prediction model, the proposed quadratic model provides highly improved convergence and closeness to measured data in terms of serviceability, risky factors, and maintenance budget for bridge components, which allows forecasting a future performance and financial management of complex infrastructures based on the proposed quadratic stochastic regression model.

The Weighted Polya Posterior Confidence Interval For the Difference Between Two Independent Proportions (독립표본에서 두 모비율의 차이에 대한 가중 POLYA 사후분포 신뢰구간)

  • Lee Seung-Chun
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.171-181
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    • 2006
  • The Wald confidence interval has been considered as a standard method for the difference of proportions. However, the erratic behavior of the coverage probability of the Wald confidence interval is recognized in various literatures. Various alternatives have been proposed. Among them, Agresti-Caffo confidence interval has gained the reputation because of its simplicity and fairly good performance in terms of coverage probability. It is known however, that the Agresti-Caffo confidence interval is conservative. In this note, a confidence interval is developed using the weighted Polya posterior which was employed to obtain a confidence interval for the binomial proportion in Lee(2005). The resulting confidence interval is simple and effective in various respects such as the closeness of the average coverage probability to the nominal confidence level, the average expected length and the mean absolute error of the coverage probability. Practically it can be used for the interval estimation of the difference of proportions for any sample sizes and parameter values.

Detection and Time Delay Estimation of Unknown Target (미지표적의 식별과 시간지연 차의 추적연구)

  • 염석원
    • Proceedings of the Acoustical Society of Korea Conference
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    • 1998.06c
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    • pp.499-502
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    • 1998
  • 본 논문에서는 한 쌍의 수동소나를 이용하여 미지의 잠항물체의 존재 유무를 확인하고 각 센서에 도달하는 시간지연의 차를 평가하는 Detection과 Tracking 알고리즘을 연구한다. 이 과정에서 이동하는 표적의 속력에 의한 도플러효과를 보상하는 2차원 확률분포 함수를 적용함으로 보다 정확한 결과를 도출한다. 관측신호의 Cross-Correlation과 Bayesian Method를 이용하여 계산한 시간지연과 도플러효과 비의 이차원 Likelihood 함수로부터 사후확률 (Posterior Probability)을 구하여 발견 평가와 추적을 수행한다.

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Mission Reliability Prediction Using Bayesian Approach (베이지안기법에 의한 임무 신뢰도 예측)

  • ;;;Jun, C. H.;Chang, S. Y.;Lim, H. R.
    • Journal of the Korean Operations Research and Management Science Society
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    • v.18 no.1
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    • pp.71-78
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    • 1993
  • A Baysian approach is proposed is estimating the mission failure rates by criticalities. A mission failure which occurs according to a Poisson process with unknown rate is assumed to be classified as one of the criticality levels with an unknown probability. We employ the Gamma prior for the mission failure rate and the Dirichlet prior for the criticality probabilities. Posterior distributions of the mission rates by criticalities and predictive distributions of the time to failure are derived.

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Operational modal analysis of Canton Tower by a fast frequency domain Bayesian method

  • Zhang, Feng-Liang;Ni, Yi-Qing;Ni, Yan-Chun;Wang, You-Wu
    • Smart Structures and Systems
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    • v.17 no.2
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    • pp.209-230
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    • 2016
  • The Canton Tower is a high-rise slender structure with a height of 610 m. A structural health monitoring system has been instrumented on the structure, by which data is continuously monitored. This paper presents an investigation on the identified modal properties of the Canton Tower using ambient vibration data collected during a whole day (24 hours). A recently developed Fast Bayesian FFT method is utilized for operational modal analysis on the basis of the measured acceleration data. The approach views modal identification as an inference problem where probability is used as a measure for the relative plausibility of outcomes given a model of the structure and measured data. Focusing on the first several modes, the modal properties of this supertall slender structure are identified on non-overlapping time windows during the whole day under normal wind speed. With the identified modal parameters and the associated posterior uncertainty, the distribution of the modal parameters in the future is predicted and assessed. By defining the modal root-mean-square value in terms of the power spectral density of modal force identified, the identified natural frequencies and damping ratios versus the vibration amplitude are investigated with the associated posterior uncertainty considered. Meanwhile, the correlations between modal parameters and temperature, modal parameters and wind speed are studied. For comparison purpose, the frequency domain decomposition (FDD) method is also utilized to identify the modal parameters. The identified results obtained by the Bayesian method, the FDD method and a finite element model are compared and discussed.

Bayesian Method Recognition Rates Improvement using HMM Vocabulary Recognition Model Optimization (HMM 어휘 인식 모델 최적화를 이용한 베이시안 기법 인식률 향상)

  • Oh, Sang Yeon
    • Journal of Digital Convergence
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    • v.12 no.7
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    • pp.273-278
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    • 2014
  • In vocabulary recognition using HMM(Hidden Markov Model) by model for the observation of a discrete probability distribution indicates the advantages of low computational complexity, but relatively low recognition rate. Improve them with a HMM model is proposed for the optimization of the Bayesian methods. In this paper is posterior distribution and prior distribution in recognition Gaussian mixtures model provides a model to optimize of the Bayesian methods vocabulary recognition. The result of applying the proposed method, the recognition rate of 97.9% in vocabulary recognition, respectively.

Parameter Optimization and Uncertainty Analysis of the Rainfall-Runoff Model Coupled with Hierarchical Bayesian Inference Scheme (Hierarchical Bayesian 기법을 통한 강우-유출모형 매개변수의 최적화 및 불확실성 분석)

  • Mun, Yeong-Il;Gwon, Hyeon-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1752-1756
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    • 2007
  • 정교한 강우-유출 모의를 위해서는 적절한 매개변수의 추정이 필수적이며, 매개변수 추정 방법은 시행착오(trial and error)에 의한 수동보정법과 최적화방법을 사용한 자동보정법으로 구분할 수 있다. 모형의 매개변수의 수가 많은 경우 수동보정법에 의한 매개변수 추정은 매우 어렵다. 자동 보정법에 사용되는 최적화방법은 Rosenbrock 알고리즘, patten search, 컴플렉스(complex) 방법, Powell 방법 등과 같은 지역최적화 방법과 전역최적화 방법으로 나눌 수 있다. 그러나 기존 방법론들은 매개변수의 최적화를 추적하기 위한 알고리즘이 대부분이며 이들 매개변수에 관련된 불확실성을 평가하는데는 미흡한 단접이 있다. 이러한 점에서 본 연구에서는 강우-유출모형의 매개변수 추정에 있어서 불확실성을 평가할 수 있는 새로운 방법론을 검토하고자 한다. 매개변수와 관련된 불확실성을 평가하기 위한 방법은 여러 가지가 있으나 통계적으로 매우 우수한 능력을 보이는 Hierarchical Bayesian 알고리즘을 Probability-Distributed 강우-유출 모형에 적용하였다. 본 방법론은 최적화와 동시에 각 매개변수에 관련된 사후분포(posterior distribution)의 추정이 가능하므로 모형이 갖는 불확실성을 효과적으로 평가할 수 있다. 따라서, 수자원 관리에 있어서 불확실성을 고려할 수 있으므로 보다 수리수문학적 위험도를 저감할 수 있을 것으로 판단된다.

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Bayesian Rules Based Optimal Defense Strategies for Clustered WSNs

  • Zhou, Weiwei;Yu, Bin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.12
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    • pp.5819-5840
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    • 2018
  • Considering the topology of hierarchical tree structure, each cluster in WSNs is faced with various attacks launched by malicious nodes, which include network eavesdropping, channel interference and data tampering. The existing intrusion detection algorithm does not take into consideration the resource constraints of cluster heads and sensor nodes. Due to application requirements, sensor nodes in WSNs are deployed with approximately uncorrelated security weights. In our study, a novel and versatile intrusion detection system (IDS) for the optimal defense strategy is primarily introduced. Given the flexibility that wireless communication provides, it is unreasonable to expect malicious nodes will demonstrate a fixed behavior over time. Instead, malicious nodes can dynamically update the attack strategy in response to the IDS in each game stage. Thus, a multi-stage intrusion detection game (MIDG) based on Bayesian rules is proposed. In order to formulate the solution of MIDG, an in-depth analysis on the Bayesian equilibrium is performed iteratively. Depending on the MIDG theoretical analysis, the optimal behaviors of rational attackers and defenders are derived and calculated accurately. The numerical experimental results validate the effectiveness and robustness of the proposed scheme.

Uncertainty and Updating of Long-Term Prediction of Prestress in Prestressed Concrete Bridges (프리스트레스트 콘크리트 교량의 프리스트레스 장기 예측의 불확실성 및 업데이팅)

  • 양인환
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.17 no.3
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    • pp.251-259
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    • 2004
  • The prediction accuracy of prestress plays an important role in the quality of maintenance and the decision on rehabilitation of infrastructure such as prestressed concrete bridges. In this paper, the Bayesian statistical method that uses in-situ measurement data for reducing the uncertainties or updating long-term prediction of prestress is presented. For Bayesian analysis, prior probability distribution is developed to represent the uncertainties of creep and shrinkage of concrete and likelihood function is derived and used with data acquired in site. Posterior probability distribution is then obtained by combining prior distribution and likelihood function. The numerical results of this study indicate that more accurate long-term prediction of prestress forces due to creep and shrink age is possible.