• Title/Summary/Keyword: Bayesian methodology

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An Application of Markov Chain and Bayesian Network for Dynamic System Reliability Assessment (동적 시스템의 신뢰도 평가를 위한 마코프체인과 베이지안망의 적용에 관한 연구)

  • Ahn, Suneung;Koo, Jungmo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.11a
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    • pp.346-349
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    • 2003
  • This paper is intended to assess a system reliability that is changed as time passes. The proposed methodology consists of two steps: (1) predicting probabilities that each component fails at specific time by using a Markov Chain model and (2) calculating reliability of the whole system via Bayesian network. The proposed methodology includes extended Bayesian network model reflecting the case that components are mutually dependent.

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A review of tree-based Bayesian methods

  • Linero, Antonio R.
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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    • pp.543-559
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    • 2017
  • Tree-based regression and classification ensembles form a standard part of the data-science toolkit. Many commonly used methods take an algorithmic view, proposing greedy methods for constructing decision trees; examples include the classification and regression trees algorithm, boosted decision trees, and random forests. Recent history has seen a surge of interest in Bayesian techniques for constructing decision tree ensembles, with these methods frequently outperforming their algorithmic counterparts. The goal of this article is to survey the landscape surrounding Bayesian decision tree methods, and to discuss recent modeling and computational developments. We provide connections between Bayesian tree-based methods and existing machine learning techniques, and outline several recent theoretical developments establishing frequentist consistency and rates of convergence for the posterior distribution. The methodology we present is applicable for a wide variety of statistical tasks including regression, classification, modeling of count data, and many others. We illustrate the methodology on both simulated and real datasets.

Bayesian Method in Forecasting of time Series (Bayesian 시계열 예측방법에 관한 소고)

  • 박일근
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.7 no.10
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    • pp.47-51
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    • 1984
  • In many forecasting problem, there is little or no useful historical information available at the time the initial forecast is required, The propose of this paper is study on Bayesian Method in forecasting. I : Introduction. II : Bayesian estimation. III : Constant Model. IV : General time series Models. V : Conclusion. The Bayesian procedure are then used to revise parameter estimates when time series information is available, in this paper we give a general description of the bayesian approach and demonstrate the methodology with several specific cases.

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Productivity management methodology development using Bayesian Approach (베이시안 접근법을 이용한 생산성 관리 방안 제시)

  • Ko, Yong-Ho;Lee, Tae-Hee;Han, Seung-Woo
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2013.05a
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    • pp.21-22
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    • 2013
  • Construction industry has become higher, larger and more complicated. Construction projects demand precise planning and management prior and during actual operation. However, it has been analyzed that the process planning in the construction site has been made by the site engineer experience mostly that usually results in unreliable results. Numerous studies in this field have been conducted trying to solve such problems developing methodologies to suggest quantitative results. It has been analyzed that many studies have focused on limited data only and neglected suggesting an appropriate methodology for changing data applications. Therefore, this study suggests a methodology that effectively manages construction productivity by applying bayesian approach focusing on the high-rise curtain wall operations.

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Radiological Risk Assessment for the Public Under the Loss of Medium and Large Sources Using Bayesian Methodology (베이지안 기법에 의거한 중대형 방사선원의 분실 시 일반인에 대한 방사선 위험도의 평가)

  • Kim, Joo-Yeon;Jang, Han-Ki;Lee, Jai-Ki
    • Journal of Radiation Protection and Research
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    • v.30 no.2
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    • pp.91-97
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    • 2005
  • Bayesian methodology is appropriated for use in PRA because subjective knowledges as well as objective data are applied to assessment. In this study, radiological risk based on Bayesian methodology is assessed for the loss of source in field radiography. The exposure scenario for the lost source presented in U.S. NRC is reconstructed by considering the domestic situation and Bayes theorem is applied to updating of failure probabilities of safety functions. In case of updating of failure probabilities, it shows that 5 % Bayes credible intervals using Jeffreys prior distribution are lower than ones using vague prior distribution. It is noted that Jeffreys prior distribution is appropriated in risk assessment for systems having very low failure probabilities. And, it shows that the mean of the expected annual dose for the public based on Bayesian methodology is higher than the dose based on classical methodology because the means of the updated probabilities are higher than classical probabilities. The database for radiological risk assessment are sparse in domestic. It summarizes that Bayesian methodology can be applied as an useful alternative lot risk assessment and the study on risk assessment will be contributed to risk-informed regulation in the field of radiation safety.

T&E Reliability Analysis of Guided Weapons using Bayesian (베이지안 방법론 기반의 유도무기 시험평가 신뢰도 분석)

  • Kim, MoonKi;Kang, SeokJoong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.19 no.7
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    • pp.1750-1758
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    • 2015
  • This paper provides Bayesian methodology to estimate the reliability for guided weapons which are not continuously operating. The posterior distribution of subsystems and components becomes the next prior distribution. By analyzing the results of the sub-systems and components presented a method for estimating the reliability of the entire guided weapons. Bayesian methodology using existing test data of subsystems may be used to reduce the sample sizes.

Radioactive waste sampling for characterisation - A Bayesian upgrade

  • Pyke, Caroline K.;Hiller, Peter J.;Koma, Yoshikazu;Ohki, Keiichi
    • Nuclear Engineering and Technology
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    • v.54 no.1
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    • pp.414-422
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    • 2022
  • Presented in this paper is a methodology for combining a Bayesian statistical approach with Data Quality Objectives (a structured decision-making method) to provide increased levels of confidence in analytical data when approaching a waste boundary. Development of sampling and analysis plans for the characterisation of radioactive waste often use a simple, one pass statistical approach as underpinning for the sampling schedule. Using a Bayesian statistical approach introduces the concept of Prior information giving an adaptive sample strategy based on previous knowledge. This aligns more closely with the iterative approach demanded of the most commonly used structured decision-making tool in this area (Data Quality Objectives) and the potential to provide a more fully underpinned justification than the more traditional statistical approach. The approach described has been developed in a UK regulatory context but is translated to a waste stream from the Fukushima Daiichi Nuclear Power Station to demonstrate how the methodology can be applied in this context to support decision making regarding the ultimate disposal option for radioactive waste in a more global context.

Bayesian Hypothesis Testing in Multivariate Growth Curve Model.

  • Kim, Hea-Jung;Lee, Seung-Joo
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.81-94
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    • 1996
  • This paper suggests a new criterion for testing the general linear hypothesis about coefficients in multivariate growth curve model. It is developed from a Bayesian point of view using the highest posterior density region methodology. Likelihood ratio test criterion(LRTC) by Khatri(1966) results as an approximate special case. It is shown that under the simple case of vague prior distribution for the multivariate normal parameters a LRTC-like criterion results; but the degrees of freedom are lower, so the suggested test criterion yields more conservative test than is warranted by the classical LRTC, a result analogous to that of Berger and Sellke(1987). Moreover, more general(non-vague) prior distributions will generate a richer class of tests than were previously available.

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Database Development For Efficient Construction Process Management Using Construction Simulation Technique and Bayesian Approach (건설 시뮬레이션과 베이시안 기법을 이용한 공정관리 데이터베이스 구축)

  • Ko, Yong-Ho;Park, Min-Ha;Han, SeungWoo
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2014.11a
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    • pp.94-95
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    • 2014
  • Construction industry has become higher, larger and more complicated. It has been analyzed that the process planning in the construction site has been made by the site engineer experience mostly and some were made based on historical data. However, such plans have been investigated that require numerous revisions during construction which means that the plans made through such methods are not reliable. Numerous studies in this field have been conducted trying to solve such problems developing methodologies to overcome such limitations. It has been analyzed that many studies have focused on suggesting prediction models only that cannot be used for both actual planning prior to construction and process monitoring during construction. Therefore, this study suggests a methodology that effectively manages construction productivity by applying simulation methodology combined with bayesian approach focusing on the high-rise curtain wall operations.

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Bayesian Multiattribute Acceptance Sampling Plans under Curtailed Inspection (베이지안 다특성(多特性) 단축(短縮) 샘플링 검사 방식의 설계)

  • Lee, Jong Seong
    • Journal of Industrial Technology
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    • v.9
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    • pp.51-56
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    • 1989
  • A methodology for determining optimal sampling plans for Bayesian multiattribute curtailed inspection models is proposed, whereby sampling inspection is terminated as soon as the disposition of the inspection lot is determined. An iterative solution procedure is developed for obtaining optimal multiattribute acceptance sampling plans under cuntailed sampling inspection.

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