• Journal of the Korean Operations Research and Management Science Society
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• v.19 no.3
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• pp.111-129
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• 1994

In this study, we develope a revised model as well as application of decision problem under ambiguity based on the subjectively weighted linear utility medel. Bayes'rule is used when there are ambiguous probabilities on a decision problem and test information is available. A procedure for assessing the ambiguity aversion function is also presented. Decision problem of chemical corporation is used for an illustration of the application of the subjectively weighted linear utility model using Bayesian approach. We present the optimal decisiond using newly developed model. We also perform the sensitivity analysis to assure ourselves about the conclusion we obtianed on degree of ambiguity aversion due to characterize parameter of subjectively weighted linear utility model.

• Communications for Statistical Applications and Methods
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• v.7 no.2
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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 Aerospace System Engineering
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• v.10 no.1
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• pp.8-14
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• 2016

The optimal estimation of a bearing only target tracking problem be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Recently, a nonlinear filtering algorithm using a direct quadrature method of moments in which the associated Fokker-Planck equation can be propagated efficiently and accurately was proposed. Although this approach has demonstrated its promising in the field of nonlinear filtering in several examples, the "degeneracy" phenomenon, similar to that which exists in a typical particle filter, occasionally appears because only the weights are updated in the modified Bayesian rule in this algorithm. Therefore, in this paper to enhance the performance, a more stable measurement update process based upon the update equation in the Extended Kalman filters and a more accurate initialization and re-sampling strategy for weight and abscissas are proposed. Simulations are used to show the effectiveness of the proposed filter and the obtained results are promising.

• 전기의세계
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• v.39 no.8
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• pp.7-12
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• 1990

전문가 시스템에 있어서의 불확실성 정보의 표현 및 처리를 담당하는 주요 추론모델중 Bayesian모델, Certainty Factor 모델 그리고 Dempster-Shafer 모델의 기본이론을 살펴보고자 한다. 이외의 주요 추론 방법으로서 Fuzzy추론 모델이 있는데 이는 판단 지식에 대한 주관적 불확실성과 "매우", "많이" 등의 자연어가 포함하고 있는 불분명성을 체계적이고 효과적으로 다룰 수 있는 Fuzzy Set 이론에 근거한 방법으로서, 불확실성 또는 불명료성을 0에서부터 1 사이의 값을 갖는 membership degree로 표시하며 이를 "MIN"과 "MAX" 함수를 이용한 합성 추론 규칙(Composition Rule of Inference)를 적용하여 처리한다. Fuzzy 추론 모델은 자연어를 포함하는 전문가의 지식 처리에 매우 적합하여 앞으로 그 응용이 높이 기대되는 방법이다. 이외에 Bayesian 모델을 변형 응용한 PROSPECTOR의 Likelyhood Ratio 모델, 정량적 방법인 Theory of Endorsement 모델 등 여러 방법이 있다. 그러나 어느 모델이 더 일반성을 갖고 더 좋은 방법인가 하는 문제에 대하여는 아직 많은 연구가 요구된다. 따라서 이러한 모델들의 전문가 시스템 적용에 있어서는 각 모델의 장단점을 고려하여 주어진 문제 영역에 적합한 모델을 선택하는 것이 바람직하다. 현재 불확실성 처리에 있어서 각 문제에 따른 경험적인 처리에 의존하는 전력 계통 분야의 적용에 있어서도 이러한 실인간 전문가의 추론방법에 근접된 반성을 갖는 불확실성 추론 방버 도입이 요구된다.가의 추론방법에 근접된 반성을 갖는 불확실성 추론 방버 도입이 요구된다.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.689-699
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• 2013

This paper studies the partial credibility application method by assuming the empirical prior or noninformative prior informations in auto insurnace business where intensive rating segmentation is expanded because of premium competition. Expanding of rating factor segmetation brings the increase of pricing cells, as a result, the number of cells for partial credibility application will increase correspondingly. This study is trying to suggest more accurate estimation method by considering the Bayesian framework. By using empirically well-known or noninformative information, inducing the proper posterior distribution and applying the Bayes estimate which is minimizing the error loss into the credibility method, we will show the advantage of Bayesian inference by comparison with current approaches. The comparison is implemented with square root rule which is a widely accepted method in insurance business. The convergence level towarding to the true risk will be compared among various approaches. This study introduces the alternative way of redcuing the error to the auto insurance business fields in need of various methods because of more segmentations.

• Journal of the Korea Society of Computer and Information
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• v.21 no.9
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• pp.19-25
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• 2016

This paper is to recognize and play tab chords from guitar musical sheets. The musical chord area of an input image is segmented by changing the image in saturation and applying the Grabcut algorithm. Based on a template matching, our approach detects tab starting sections on a segmented musical area. The virtual block method is introduced to search blanks over chord lines and extract tab fret segments, which doesn't cause the computation loss to remove tab lines. In the experimental tests, the prototype based classification outperforms Bayesian method and the nearest neighbor rule with the whole set of training data and its performance is similar to that of the support vector machine. The experimental result shows that the prediction rate is about 99.0% and the number of selected prototypes is below 3.0%.

• Communications for Statistical Applications and Methods
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• v.28 no.4
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• pp.315-327
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• 2021

The Spatial Autoregressive (SAR) models have drawn considerable attention in recent econometrics literature because of their capability to model the spatial spill overs in a feasible way. While considering the Bayesian analysis of these models, one may face the problem of lack of robustness with respect to underlying prior assumptions. The generalized Bayes estimators provide a viable alternative to incorporate prior belief and are more robust with respect to underlying prior assumptions. The present paper considers the SAR model with a set of linear restrictions binding the regression coefficients and derives restricted generalized Bayes estimator for the coefficients vector. The minimaxity of the restricted generalized Bayes estimator has been established. Using a simulation study, it has been demonstrated that the estimator dominates the restricted least squares as well as restricted Stein rule estimators.

• Journal of the Institute of Electronics Engineers of Korea SD
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• v.40 no.12
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• pp.39-45
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• 2003

Design verification of VHDL models is getting difficult and has become a critical and time-consuming process in hardware design. Recent]y the methods using Bayesian estimation and stopping rule have been introduced to verify behavioral models and to reduce clock cycles. This paper presents two strategies to reduce clock cycles when using stopping rule in a VHDL model verification. The first method is that a semi-random variable is defined and the data that stay in the range of semi-random variable are skipped when stopping rule is running. The second one is to keep the old values of parameters when phases of stopping rule are changed. 12 VHDL models are examined to observe the effectiveness of strategies, and the simulation results show that more than about 25% of clock cycles is reduced by using the two proposed strategies with 0.6% losses of branch coverage rate.

• Proceedings of the Korean Nuclear Society Conference
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• 1998.05a
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• pp.273-278
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• 1998

Belief network(or Bayesian network) based on Bayes' rule in probabilistic theory can be applied to the reasoning of diagnostic systems. This paper describes the basic theory of concept and feasibility of using the network for diagnosis of nuclear power plants. An example shows that the probabilities of root causes of a failure are calculated from the measured or believed evidences.

• Journal of KIISE:Computing Practices and Letters
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• v.11 no.1
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• pp.81-91
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• 2005

Today, mobile phones have become an essential item for man-to-man communication. As more people use mobile phones, various services based on mobile phone networks and high-end devices have been developed. In addition, with the growth of the concept of ubiquitous computing, there are many ongoing studies on novel and useful services in smartphone. In this paper, for personalized service in smartphone we propose an intelligent agent that uses user modeling based on bayesian network and rule based service selection mechanism. It infers the user's status such as his current affect, how he is busy, and how someone is familiar with him from personal information and communication history using bayesian network and Provides appropriate services on the basis of the inferred information. We apply it to some realistic situation to confirm the usefulness our proposed agent.