• Title/Summary/Keyword: Conditional independence

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Temperature effect analysis of a long-span cable-stayed bridge based on extreme strain estimation

  • Yang, Xia;Zhang, Jing;Ren, Wei-Xin
    • Smart Structures and Systems
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    • v.20 no.1
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    • pp.11-22
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    • 2017
  • The long-term effect of ambient temperature on bridge strain is an important and challenging problem. To investigate this issue, one year data of strain and ambient temperature of a long-span cable-stayed bridge is studied in this paper. The measured strain-time history is decomposed into two parts to obtain the strains due to vehicle load and temperature alone. A linear regression model between the temperature and the strain due to temperature is established. It is shown that for every $1^{\circ}C$ increase in temperature, the stress is increased by 0.148 MPa. Furthmore, the extreme value distributions of the strains due to vehicle load, temperature and the combination effect of them during the remaining service period are estimated by the average conditional exceedance rate approach. This approach avoids the problem of declustering of data to ensure independence. The estimated results demonstrate that the 95% quantile of the extreme strain distribution due to temperature is up to $1.488{\times}10^{-4}$ which is 2.38 times larger than that due to vehicle load. The study also indicates that the estimated extreme strain can reflect the long-term effect of temperature on bridge strain state, which has reference significance for the reliability estimation and safety assessment.

Generalized methods of moments in marginal models for longitudinal data with time-dependent covariates

  • Cho, Gyo-Young;Dashnyam, Oyunchimeg
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.877-883
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    • 2013
  • The quadratic inference functions (QIF) method proposed by Qu et al. (2000) and the generalized method of moments (GMM) for marginal regression analysis of longitudinal data with time-dependent covariates proposed by Lai and Small (2007) both are the methods based on generalized method of moment (GMM) introduced by Hansen (1982) and both use generalized estimating equations (GEE). Lai and Small (2007) divided time-dependent covariates into three types such as: Type I, Type II and Type III. In this paper, we compared these methods in the case of Type II and Type III in which full covariates conditional mean assumption (FCCM) is violated and interested in whether they can improve the results of GEE with independence working correlation. We show that in the marginal regression model with Type II time-dependent covariates, GMM Type II of Lai and Small (2007) provides more ecient result than QIF and for the Type III time-dependent covariates, QIF with independence working correlation and GMM Type III methods provide the same results. Our simulation study showed the same results.

BCDR algorithm for network estimation based on pseudo-likelihood with parallelization using GPU (유사가능도 기반의 네트워크 추정 모형에 대한 GPU 병렬화 BCDR 알고리즘)

  • Kim, Byungsoo;Yu, Donghyeon
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.2
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    • pp.381-394
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    • 2016
  • Graphical model represents conditional dependencies between variables as a graph with nodes and edges. It is widely used in various fields including physics, economics, and biology to describe complex association. Conditional dependencies can be estimated from a inverse covariance matrix, where zero off-diagonal elements denote conditional independence of corresponding variables. This paper proposes a efficient BCDR (block coordinate descent with random permutation) algorithm using graphics processing units and random permutation for the CONCORD (convex correlation selection method) based on the BCD (block coordinate descent) algorithm, which estimates a inverse covariance matrix based on pseudo-likelihood. We conduct numerical studies for two network structures to demonstrate the efficiency of the proposed algorithm for the CONCORD in terms of computation times.

Discriminative Training of Stochastic Segment Model Based on HMM Segmentation for Continuous Speech Recognition

  • Chung, Yong-Joo;Un, Chong-Kwan
    • The Journal of the Acoustical Society of Korea
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    • v.15 no.4E
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    • pp.21-27
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    • 1996
  • In this paper, we propose a discriminative training algorithm for the stochastic segment model (SSM) in continuous speech recognition. As the SSM is usually trained by maximum likelihood estimation (MLE), a discriminative training algorithm is required to improve the recognition performance. Since the SSM does not assume the conditional independence of observation sequence as is done in hidden Markov models (HMMs), the search space for decoding an unknown input utterance is increased considerably. To reduce the computational complexity and starch space amount in an iterative training algorithm for discriminative SSMs, a hybrid architecture of SSMs and HMMs is programming using HMMs. Given the segment boundaries, the parameters of the SSM are discriminatively trained by the minimum error classification criterion based on a generalized probabilistic descent (GPD) method. With the discriminative training of the SSM, the word error rate is reduced by 17% compared with the MLE-trained SSM in speaker-independent continuous speech recognition.

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An Effective Management Method of Multi-Agent Using Naive Bayes (네이브 베이즈를 이용한 멀티 에이전트의 효율적인 관리 방법)

  • Hwang Jeong-Sik;Ryu Kyung-Hyun;Chung Hwan-Mook
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2006.05a
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    • pp.275-278
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    • 2006
  • 멀티 에이전트(Multi-Agent)들이 상호 연동하여 공통의 목적을 수행하기 위해서는 에이전트를 관리하는 매니지먼트 에이전트(Management Agent)가 요구되고, 주어진 환경에서 획득한 제한된 지식을 효율적으로 이용하는 방법이 필요하다. 본 논문에서는 네이브 베이즈 이론을 적용하여 각 에이전트의 속성값(Attribute Value)에 따라 매니지먼트 에이전트가 각 에이전트를 효율적으로 관리할 수 있는 NBMA(Naive Bayes Management Agent)를 제안하고 이를 이용한 미팅 참가 결정 에이전트를 제안한다. NBMA는 고유한 속성을 지닌 여러 개의 하위 에이전트와 그들을 관리하는 매니지먼트 에이전트로 구성되어 있으며 매니지먼트 에이전트는 하위 에이전트들의 고유한 속성에 대한 메타지식을 이용하여 관리 하도록 한다. 하위 에이전트간에는 상호 조건부 독립(mutually conditional independence) 가정하에 복수의 속성값을 취하며 이러한 속성값에 따라 매니지먼트 에이전트가 조정과 의사결정을 하도록 한다.

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The Analytic Performance Model of the Superscalar Processor Using Multiple Branch Prediction (독립시행의 정리를 이용하는 수퍼스칼라 프로세서의 다중 분기 예측 성능 모델)

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    • Proceedings of the IEEK Conference
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    • 1999.06a
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    • pp.1009-1012
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    • 1999
  • An analytical performance model that can predict the performance of a superscalar processor employing multiple branch prediction is introduced. The model is based on the conditional independence probability and the basic block size of instructions, with the degree of multiple branch prediction, the fetch rate, and the window size of a superscalar architecture. Trace driven simulation is performed for the subset of SPEC integer benchmarks, and the measured IPCs are compared with the results derived from the model. As the result, our analytic model could predict the performance of the superscalar processor using multiple branch prediction within 6.6 percent on the average.

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Initial Value Selection in Applying an EM Algorithm for Recursive Models of Categorical Variables

  • Jeong, Mi-Sook;Kim, Sung-Ho;Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.25-55
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    • 1998
  • Maximum likelihood estimates (MLEs) for recursive models of categorical variables are discussed under an EM framework. Since MLEs by EM often depend on the choice of the initial values for MLEs, we explore reasonable rules for selecting the initial values for EM. Simulation results strongly support the proposed rules.

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Classification of High Dimensionality Data through Feature Selection Using Markov Blanket

  • Lee, Junghye;Jun, Chi-Hyuck
    • Industrial Engineering and Management Systems
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    • v.14 no.2
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    • pp.210-219
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    • 2015
  • A classification task requires an exponentially growing amount of computation time and number of observations as the variable dimensionality increases. Thus, reducing the dimensionality of the data is essential when the number of observations is limited. Often, dimensionality reduction or feature selection leads to better classification performance than using the whole number of features. In this paper, we study the possibility of utilizing the Markov blanket discovery algorithm as a new feature selection method. The Markov blanket of a target variable is the minimal variable set for explaining the target variable on the basis of conditional independence of all the variables to be connected in a Bayesian network. We apply several Markov blanket discovery algorithms to some high-dimensional categorical and continuous data sets, and compare their classification performance with other feature selection methods using well-known classifiers.

Hierarchical Bayesian Network Learning for Large-scale Data Analysis (대규모 데이터 분석을 위한 계층적 베이지안망 학습)

  • Hwang Kyu-Baek;Kim Byoung-Hee;Zhang Byoung-Tak
    • Proceedings of the Korean Information Science Society Conference
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    • 2005.07b
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    • pp.724-726
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    • 2005
  • 베이지안망(Bayesian network)은 다수의 변수들 사이의 확률적 관계(조건부독립성: conditional independence)를 그래프 구조로 표현하는 모델이다. 이러한 베이지안망은 비감독학습(unsupervised teaming)을 통한 데이터마이닝에 적합하다. 이를 위해 데이터로부터 베이지안망의 구조와 파라미터를 학습하게 된다. 주어진 데이터의 likelihood를 최대로 하는 베이지안망 구조를 찾는 문제는 NP-hard임이 알려져 있으므로, greedy search를 통한 근사해(approximate solution)를 구하는 방법이 주로 이용된다. 하지만 이러한 근사적 학습방법들도 데이터를 구성하는 변수들이 수천 - 수만에 이르는 경우, 방대한 계산량으로 인해 그 적용이 실질적으로 불가능하게 된다. 본 논문에서는 그러한 대규모 데이터에서 학습될 수 있는 계층적 베이지안망(hierarchical Bayesian network) 모델 및 그 학습방법을 제안하고, 그 가능성을 실험을 통해 보인다.

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A new satellite CAS using password-based protocol (패스워드 기반 프로토콜을 이용한 새로운 위성 한정 수신 시스템)

  • Kim, Young-Soo;Sohn, Ki-Wook;Yang, Hyung-Kyu;Won, Dong-Ho
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.12
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    • pp.3597-3605
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    • 1999
  • We introduce a new satellite Conditional Access System(CAS) that a subscriber could watch a pay-TV knowing only his or her identity and password, without using a smart card. For this new system, two password-based protocols are presented which not only share a session key and authenticate each other but also download an authorization key. This system has some merits: First, compared with current systems, it reduces the amount of computations by eliminating the AK-encryption module in SMS(Subscriber Management System) and simplifying the receiver's CW-decryption process. Second, since this system does not need an expensive Card Adaptive Device(CAD), it can reduce costs. finally it provides descrambler independence allowing it to be used through any TV set-top box that includes a descrambler, unlike the current system that a descrambler is linked with a smart card.

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