• Title/Summary/Keyword: Hierarchical Bayesian analysis

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Multi-dimension Categorical Data with Bayesian Network (베이지안 네트워크를 이용한 다차원 범주형 분석)

  • Kim, Yong-Chul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.2
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    • pp.169-174
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    • 2018
  • In general, the methods of the analysis of variance(ANOVA) for the continuous data and the chi-square test for the discrete data are used for statistical analysis of the effect and the association. In multidimensional data, analysis of hierarchical structure is required and statistical linear model is adopted. The structure of the linear model requires the normality of the data. A multidimensional categorical data analysis methods are used for causal relations, interactions, and correlation analysis. In this paper, Bayesian network model using probability distribution is proposed to reduce analysis procedure and analyze interactions and causal relationships in categorical data analysis.

How can the post-war reconstruction project be carried out in a stable manner? - terrorism prediction using a Bayesian hierarchical model (전후 재건사업을 안정적으로 진행하려면? - 베이지안 계층모형을 이용한 테러 예측)

  • Eom, Seunghyun;Jang, Woncheol
    • The Korean Journal of Applied Statistics
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    • v.35 no.5
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    • pp.603-617
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    • 2022
  • Following the September 11, 2001 terrorist attacks, the United States declared war on terror and invaded Afghanistan and Iraq, winning quickly. However, interest in analyzing terrorist activities has developed as a result of a significant amount of time being spent on the post-war stabilization effort, which failed to minimize the number of terrorist activities that occurred later. Based on terrorist data from 2003 to 2010, this study utilized a Bayesian hierarchical model to forecast the terrorist threat in 2011. The model depicts spatiotemporal dependence with predictors such as population and religion by autonomous district. The military commander in charge of the region can utilize the forecast value based on the our model to prevent terrorism by deploying forces efficiently.

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.

Spatial Prediction Based on the Bayesian Kriging with Box-Cox Transformation

  • Choi, Jung-Soon;Park, Man-Sik
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.851-858
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    • 2009
  • In the last decades, there has been much interest in climate variability because its change has dramatic effects on humanity. Especially, the precipitation data are measured over space and their spatial association is so complicated. So we should take into account such a spatial dependency structure while analyzing the data. However, in linear models for analyzing the data, data sets show severely skewed distribution. In the paper, we consider the Box-Cox transformation to satisfy the normal distribution prior to the analysis, and employ a Bayesian hierarchical framework to investigate the spatial patterns. The data set we considered is monthly average precipitation of the third quarter of 2007 obtained from 347 automated monitoring stations in Contiguous South Korea.

Bayesian Nonstationary Flood Frequency Analysis Using Climate Information

  • Moon, Young-Il;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1441-1444
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    • 2007
  • It is now widely acknowledged that climate variability modifies the frequency spectrum of hydrological extreme events. Traditional hydrological frequency analysis methodologies are not devised to account for nonstationarity that arises due to variation in exogenous factors of the causal structure. We use Hierarchical Bayesian Analysis to consider the exogenous factors that can influence on the frequency of extreme floods. The sea surface temperatures, predicted GCM precipitation, climate indices and snow pack are considered as potential predictors of flood risk. The parameters of the model are estimated using a Markov Chain Monte Carlo (MCMC) algorithm. The predictors are compared in terms of the resulting posterior distributions of the parameters associated with estimated flood frequency distributions.

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Bayesian test of homogenity in small areas: A discretization approach

  • Kim, Min Sup;Nandram, Balgobin;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1547-1555
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    • 2017
  • This paper studies Bayesian test of homogeneity in contingency tables made by discretizing a continuous variable. Sometimes when we are considering events of interest in small area setup, we can think of discretization approaches about the continuous variable. If we properly discretize the continuous variable, we can find invisible relationships between areas (groups) and a continuous variable of interest. The proper discretization of the continuous variable can support the alternative hypothesis of the homogeneity test in contingency tables even if the null hypothesis was not rejected through k-sample tests involving one-way ANOVA. In other words, the proportions of variables with a particular level can vary from group to group by the discretization. If we discretize the the continuous variable, it can be treated as an analysis of the contingency table. In this case, the chi-squared test is the most commonly employed method. However, further discretization gives rise to more cells in the table. As a result, the count in the cells becomes smaller and the accuracy of the test becomes lower. To prevent this, we can consider the Bayesian approach and apply it to the setup of the homogeneity test.

Probabilistic assessment on the basis of interval data

  • Thacker, Ben H.;Huyse, Luc J.
    • Structural Engineering and Mechanics
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    • v.25 no.3
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    • pp.331-345
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    • 2007
  • Uncertainties enter a complex analysis from a variety of sources: variability, lack of data, human errors, model simplification and lack of understanding of the underlying physics. However, for many important engineering applications insufficient data are available to justify the choice of a particular probability density function (PDF). Sometimes the only data available are in the form of interval estimates which represent, often conflicting, expert opinion. In this paper we demonstrate that Bayesian estimation techniques can successfully be used in applications where only vague interval measurements are available. The proposed approach is intended to fit within a probabilistic framework, which is established and widely accepted. To circumvent the problem of selecting a specific PDF when only little or vague data are available, a hierarchical model of a continuous family of PDF's is used. The classical Bayesian estimation methods are expanded to make use of imprecise interval data. Each of the expert opinions (interval data) are interpreted as random interval samples of a parent PDF. Consequently, a partial conflict between experts is automatically accounted for through the likelihood function.

A spatiotemporal adjustment of precipitation using radar data and AWS data (레이더와 지상관측소 강우자료를 이용한 시공간 강우 조정 모형)

  • Shin, Tae Sung;Lee, Gyuwon;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.39-47
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    • 2017
  • Precipitation is an important component for hydrological and water control study. In general, AWS data provides more accurate but low dense information for precipitation while radar data gives less accurate but high dense information. The objective of this study is to construct adjusted precipitation field based on hierarchical spatial model combining radar data and AWS data. Here, we consider a Bayesian hierarchical model with spatial structure for hourly accumulated precipitation. In addition, we also consider a redistribution of hourly precipitation to 2.5 minute precipitation. Through real data analysis, it has been shown that the proposed approach provides more reasonable precipitation field.

Hierarchical Bayesian analysis for a forest stand volume (산림재적 추정을 위한 계층적 베이지안 분석)

  • Song, Se Ri;Park, Joowon;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.29-37
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    • 2017
  • It has gradually become important to estimate a forest stand volume utilizing LiDAR data. Recently, various statistical models including a linear regression model has been introduced to estimate a forest stand volume using LiDAR data. One of limitations of the current approaches is in that the accuracy of observed forest stand volume data, which is used as a response variable, is questionable unstable. To overcome this limitation, we consider a spatial structure for a forest stand volume. In this research, we propose a hierarchical model for applying a spatial structure to a forest stand volume. The proposed model is applied to the LiDAR data and the forest stand volume for Bonghwa, Gyeongsangbuk-do.

Improvement of Hydrologic Dam Risk Analysis Model Considering Uncertainty of Hydrologic Analysis Process (수문해석과정의 불확실성을 고려한 수문학적 댐 위험도 해석 기법 개선)

  • Na, Bong-Kil;Kim, Jin-Young;Kwon, Hyun-Han;Lim, Jeong-Yeul
    • Journal of Korea Water Resources Association
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    • v.47 no.10
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    • pp.853-865
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    • 2014
  • Hydrologic dam risk analysis depends on complex hydrologic analyses in that probabilistic relationship need to be established to quantify various uncertainties associated modeling process and inputs. However, the systematic approaches to uncertainty analysis for hydrologic risk analysis have not been addressed yet. In this paper, two major innovations are introduced to address this situation. The first is the use of a Hierarchical Bayesian model based regional frequency analysis to better convey uncertainties associated with the parameters of probability density function to the dam risk analysis. The second is the use of Bayesian model coupled HEC-1 rainfall-runoff model to estimate posterior distributions of the model parameters. A reservoir routing analysis with the existing operation rule was performed to convert the inflow scenarios into water surface level scenarios. Performance functions for dam risk model was finally employed to estimate hydrologic dam risk analysis. An application to the Dam in South Korea illustrates how the proposed approach can lead to potentially reliable estimates of dam safety, and an assessment of their sensitivity to the initial water surface level.