• 제목/요약/키워드: Bayesian Procedure

검색결과 174건 처리시간 0.026초

Admissibility of Some Stepwise Bayes Estimators

  • Kim, Byung-Hwee
    • Journal of the Korean Statistical Society
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    • 제16권2호
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    • pp.102-112
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    • 1987
  • This paper treats the problem of estimating an arbitrary parametric function in the case when the parameter and sample spaces are countable and the decision space is arbitrary. Using the notions of a stepwise Bayesian procedure and finite admissibility, a theorem is proved. It shows that under some assumptions, every finitely admissible estimator is unique stepwise Bayes with respect to a finite or countable sequence of mutually orthogonal priors with finite supports. Under an additional assumption, it is shown that the converse is true as well. The first can be also extended to the case when the parameter and sample space are arbitrary, i.e., not necessarily countable, and the underlying probability distributions are discrete.

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Bayesian Estimation Procedure in Multiprocess Discount Generalized Model

  • Joong Kweon Sohn;Sang Gil Kang;Joo Yong Shim
    • Communications for Statistical Applications and Methods
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    • 제4권1호
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    • pp.193-205
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    • 1997
  • The multiprocess dynamic model provides a good framework for the modeling and analysis of the time series that contains outliers and is subject to abrupt changes in pattern. In this paper we consider the multiprocess discount generalized model with parameters having a dependent non-linear structure. This model has nice properties such as insensitivity to outliers and quick reaction to abrupt change of pattern in parameters.

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A Test for Equality Form of Covariance Matrices of Multivariate Normal Populations

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제20권2호
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    • pp.191-201
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    • 1991
  • Given a set of data pxN$_{i}$, matrices X$_{i}$ observed from p-variate normal populations $\prod$$_{i}$~N($\mu$$_{I}$, $\Sigma$$_{i}$) for i=1, …, K, the test for equality form of the covariance matrices is to choose a hypothetical model which best explains the homogeneity/heterogeneity structure across the covariance matrices among the hypothesized class of models. This paper describes a test procedure for selecting the best model. The procedure is based on a synthesis of Bayesian and a cross-validation or sample reuse methodology that makes use of a one-at-a-time schema of observational omissions. Advantages of the test are argued on two grounds, and illustrative examples and simulation results are given.are given.

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공간 예측 모델을 이용한 산사태 재해의 인명 위험평가 (Life Risk Assessment of Landslide Disaster Using Spatial Prediction Model)

  • 장동호
    • 환경영향평가
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    • 제15권6호
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    • pp.373-383
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    • 2006
  • The spatial mapping of risk is very useful data in planning for disaster preparedness. This research presents a methodology for making the landslide life risk map in the Boeun area which had considerable landslide damage following heavy rain in August, 1998. We have developed a three-stage procedure in spatial data analysis not only to estimate the probability of the occurrence of the natural hazardous events but also to evaluate the uncertainty of the estimators of that probability. The three-stage procedure consists of: (i)construction of a hazard prediction map of "future" hazardous events; (ii) validation of prediction results and estimation of the probability of occurrence for each predicted hazard level; and (iii) generation of risk maps with the introduction of human life factors representing assumed or established vulnerability levels by combining the prediction map in the first stage and the estimated probabilities in the second stage with human life data. The significance of the landslide susceptibility map was evaluated by computing a prediction rate curve. It is used that the Bayesian prediction model and the case study results (the landslide susceptibility map and prediction rate curve) can be prepared for prevention of future landslide life risk map. Data from the Bayesian model-based landslide susceptibility map and prediction ratio curves were used together with human rife data to draft future landslide life risk maps. Results reveal that individual pixels had low risks, but the total risk death toll was estimated at 3.14 people. In particular, the dangerous areas involving an estimated 1/100 people were shown to have the highest risk among all research-target areas. Three people were killed in this area when landslides occurred in 1998. Thus, this risk map can deliver factual damage situation prediction to policy decision-makers, and subsequently can be used as useful data in preventing disasters. In particular, drafting of maps on landslide risk in various steps will enable one to forecast the occurrence of disasters.

Application of Pharmacovigilance Methods in Occupational Health Surveillance: Comparison of Seven Disproportionality Metrics

  • Bonneterre, Vincent;Bicout, Dominique Joseph;De Gaudemaris, Regis
    • Safety and Health at Work
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    • 제3권2호
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    • pp.92-100
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    • 2012
  • Objectives: The French National Occupational Diseases Surveillance and Prevention Network (RNV3P) is a French network of occupational disease specialists, which collects, in standardised coded reports, all cases where a physician of any specialty, referred a patient to a university occupational disease centre, to establish the relation between the disease observed and occupational exposures, independently of statutory considerations related to compensation. The objective is to compare the relevance of disproportionality measures, widely used in pharmacovigilance, for the detection of potentially new disease ${\times}$ exposure associations in RNV3P database (by analogy with the detection of potentially new health event ${\times}$ drug associations in the spontaneous reporting databases from pharmacovigilance). Methods: 2001-2009 data from RNV3P are used (81,132 observations leading to 11,627 disease ${\times}$ exposure associations). The structure of RNV3P database is compared with the ones of pharmacovigilance databases. Seven disproportionality metrics are tested and their results, notably in terms of ranking the disease ${\times}$ exposure associations, are compared. Results: RNV3P and pharmacovigilance databases showed similar structure. Frequentist methods (proportional reporting ratio [PRR], reporting odds ratio [ROR]) and a Bayesian one (known as BCPNN for "Bayesian Confidence Propagation Neural Network") show a rather similar behaviour on our data, conversely to other methods (as Poisson). Finally the PRR method was chosen, because more complex methods did not show a greater value with the RNV3P data. Accordingly, a procedure for detecting signals with PRR method, automatic triage for exclusion of associations already known, and then investigating these signals is suggested. Conclusion: This procedure may be seen as a first step of hypothesis generation before launching epidemiological and/or experimental studies.

확률론적 안전성평가를 위한 일반 기기 신뢰도 데이타 베이스 구축 절차와 적용 (Development Procedure of Generic Component Reliability Data Base in PSA and Its Application)

  • 황미정;김길유;임태진;정원대;김태운
    • 한국안전학회지
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    • 제12권4호
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    • pp.241-248
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    • 1997
  • 건설중이거나 기기 이력이 부족한 원자력 발전소에 대한 확률론적 안전성평가에 사용되는 일반 기기 신뢰도 데이타를 기 개발된 일반 데이타 및 발전소 데이타를 취합하여 구한다. 이를 위해 본 논문에서 사용한 계산 Code는 모수적 선험적 베이지안 방법에 근거하여 3단계 베이지안 방법으로 한국 원자력연구소에서 개발한 MPRDP Code이다. 일반 자료원에서 주로 자료를 취합하였으므로 각 문헌들 사이에 존재할 수 있는 종속성을 고려하여 Code에서 처리하였다. 본 논문에서는 결과로 얻어진 기기 신뢰도 자료표의 일부분을 보여준다.

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용접결함의 패턴인식을 위한 디지털 신호처리에 관한 연구 (A Study on the Digital Signal Processing for the Pattern fiecognition of Weld Flaws)

  • 김재열;송찬일;김병현
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 1995년도 추계학술대회 논문집
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    • pp.393-396
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    • 1995
  • In this syudy, the researches classifying the artificial and natural flaws in welding parts are performed using the smart pattern recognition technology. For this purpose the smart signal pattern recognition package including the user defined function was developed and the total procedure including the digital signal processing,feature extraction , feature selection and classifier selection is treated by bulk. Specially it is composed with and discussed using the statistical classifier such as the linear disciminant function classifier, the empirical Bayesian classifier. Also, the smart pattern recognition technology is applied to classification problem of natural flaw(i.e multiple classification problem-crack,lack of penetration,lack of fusion,porosity,and slag inclusion, the planar and volumetric flaw classification problem). According to this results, if appropriately learned the neural network classifier is better than ststistical classifier in the classification problem of natural flaw. And it is possible to acquire the recognition rate of 80% above through it is different a little according to domain extracting the feature and the classifier.

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베이지안 기법을 이용한 중성화에 노출된 콘크리트 구조물의 내구성 예측 (Durability Prediction for Concrete Structures Exposed to Carbonation Using a Bayesian Approach)

  • 정현준;김규선;주민관;이상철
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2009년도 춘계 학술대회 제21권1호
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    • pp.275-276
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    • 2009
  • 본 논문에서는 중성화에 노출된 콘크리트 구조불의 내구성을 예측하기 위한 새로운 접근 방법을 제시한다. 이 예측 방법은, 새로운 계측 데이터 있을 때 베이스 이론에 근거하여 지속적으로 업데이팅 을 할 수 있다. 모델 매개변수의 확률론적인 특성이 고려된다. 염해 해석 모델의 절차는 라틴 하이퍼 큐브 샘플 추출법으로 간단하게 정리되고 이를 통해 얻는 표본으로 결정된다. 이러한 새로운 방법은 중요한 콘크리트 구조물을 설계하기에 아주 유용하고 모니터링을 통한 실 콘크리트 구조물의 잔존수명을 예측 할 수 있다.

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Rapid seismic vulnerability assessment by new regression-based demand and collapse models for steel moment frames

  • Kia, M.;Banazadeh, M.;Bayat, M.
    • Earthquakes and Structures
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    • 제14권3호
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    • pp.203-214
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    • 2018
  • Predictive demand and collapse fragility functions are two essential components of the probabilistic seismic demand analysis that are commonly developed based on statistics with enormous, costly and time consuming data gathering. Although this approach might be justified for research purposes, it is not appealing for practical applications because of its computational cost. Thus, in this paper, Bayesian regression-based demand and collapse models are proposed to eliminate the need of time-consuming analyses. The demand model developed in the form of linear equation predicts overall maximum inter-story drift of the lowto mid-rise regular steel moment resisting frames (SMRFs), while the collapse model mathematically expressed by lognormal cumulative distribution function provides collapse occurrence probability for a given spectral acceleration at the fundamental period of the structure. Next, as an application, the proposed demand and collapse functions are implemented in a seismic fragility analysis to develop fragility and consequently seismic demand curves of three example buildings. The accuracy provided by utilization of the proposed models, with considering computation reduction, are compared with those directly obtained from Incremental Dynamic analysis, which is a computer-intensive procedure.

표적탐지성능을 이용한 다중상태 소나의 효과도 분석 (The Effectiveness Analysis of Multistatic Sonar Network Via Detection Peformance)

  • 장재훈;구본화;홍우영;김인익;고한석
    • 한국군사과학기술학회지
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    • 제9권1호
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    • pp.24-32
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    • 2006
  • This paper is to analyze the effectiveness of multistatic sonar network based on detection performance. The multistatic sonar network is a distributed detection system that places a source and multi-receivers apart. So it needs a detection technique that relates to decision rule and optimization of sonar system to improve the detection performance. For this we propose a data fusion procedure using Bayesian decision and optimal sensor arrangement by optimizing a bistatic sonar. Also, to analyze the detection performance effectively, we propose the environmental model that simulates a propagation loss and target strength suitable for multistatic sonar networks in real surroundings. The effectiveness analysis on the multistatic sonar network confirms itself as a promising tool for effective allocation of detection resources in multistatic sonar system.