• Communications for Statistical Applications and Methods
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• v.13 no.1
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• pp.39-47
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• 2006

The Bayesian approach to multiple testing procedure for one sample testing problem proposed by Scott and Berger (2003) is extended to two-sample comparison problem in microarray experiments. The prior distribution of each gene's mean for one sample is given conditionally on the corresponding gene's mean for the other sample. Posterior distributions of interesting parameters are derived and estimated based on an importance sampling method. A simulated example is given for illustration.

• Journal of the Korean Statistical Society
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• v.32 no.4
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• pp.359-371
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• 2003

We consider the probability that the total population of a stable Jackson network reaches a given large value. By using the fluid limit of the reversed network, we derive new upper and lower bounds on this probability, which are sharper than those in Glasserman and Kou (1995). In particular, the improved lower bound is useful for analyzing the performance of an importance sampling estimator for the overflow probability in Jackson tandem networks. Bounds on the expected time to overflow are also obtained.

• Journal of the Korean Statistical Society
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• v.26 no.4
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• pp.493-505
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• 1997

The analysis of binary data appears to many areas such as statistics, biometrics and econometrics. In many cases, data are often collected in which some observations are incomplete. Assume that the missing covariates are missing at random and the responses are completely observed. A method to Bayesian analysis of the binary regression model with incomplete data is presented. In particular, the desired marginal posterior moments of regression parameter are obtained using Meterpolis algorithm (Metropolis et al. 1953) within Gibbs sampler (Gelfand and Smith, 1990). Also, we compare logit model with probit model using Bayes factor which is approximated by importance sampling method. One example is presented.

• Computational Structural Engineering
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• v.11 no.4
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• pp.309-320
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• 1998

중요표본추출기법중에서도 층화표본추출법을 이용한 적응적 중요표본추출기법이 일반적으로 가장 합리적인 것으로 알려져 있다. 그러나 확률장 유한요소모형문제와 같이 기본 확률변수의 규모가 큰 경우에는 층화표본추출법에서 요구되는 기본적인 표본점의 규모가 급증하여 효율성이 떨어지게 된다. 본 연구에서는 이러한 한계성을 극복하기 위하여 층화표본추출에서 기본확률변수를 사용하는 대신에 기본확률변수들의 함수이며 새로운 확률변수인 응답값을 이용하는 방법을 개발하였다. 여기에서 응답값은 일반적인 함수형태로 표시되지 않으며, 한 번의 응답계산에 많은 계산량이 소요되므로 이러한 문제점을 해결하기 위하여 응답면식을 이용한 층화표본추출법을 개발하였다. 개발된 기법에서는 기본확률변수의 모의발생규모는 기본의 기본확률변수를 이용한 층화표본추출법에서 보다 증가하지만 매우 많은 계산량을 요구하는 실제응답해석규모는 응답면식을 이용함으로써 획기적으로 감소되었다. 특히 본 기법은 기본확률변수의 규모가 크고 대상한계상태의 파괴확률이 낮을수록 기존의 방법과 비교해 효율성이 증대되는 것으로 분석되었다.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.38C no.10
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• pp.852-857
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• 2013

In this paper we propose a design algorithm for nonbinary LDPC (low-density parity-check) codes with low error-floors. The proposed algorithm determines the nonbinary values of the nonzero entries in the parity-check matrix in order to maximize the binary minimum distance of the designed nonbinary LDPC codes. We verify the performance of the designed nonbinary LDPC codes in the error-floor region by Monte Carlo simulation and importance sampling over BPSK (binary phase-shift keying) modulation.

• Journal of the Korean Society of Manufacturing Process Engineers
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• v.19 no.12
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• pp.70-79
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• 2020

This paper describes a comparative study of characteristics of probabilistic design using various reliability analysis methods in the structure design of an automatic salt collector. The thickness sizing variables of the main structural member were considered to be random variables, including the uncertainty of corrosion, which would be an inevitable hazard in the work environment of the automatic salt collector. Probabilistic performance functions were selected from the strength performances of the automatic salt collector structure. First-order reliability method, second-order reliability method, mean value reliability method, and adaptive importance sampling method were applied during the reliability analyses. The probabilistic design performances such as reliability probability and numerical costs based on the reliability analysis methods were compared to the Monte Carlo simulation results. The adaptive importance sampling method showed the most rational results for the probabilistic structure design of the automatic salt collector.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.559-564
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• 2003

Recently, particle filters have attracted attentions for nonlinear state estimation. They evaluate a posterior probability distribution of the state variable based on observations in simulation using so-called importance sampling. However, degeneracy phenomena in the importance weights deteriorate the filter performance. A new filter, Evolution Strategies Based Particle Filter, is proposed to circumvent this difficulty and to improve the performance. Numerical simulation results illustrate the applicability of the proposed idea.

• 제어로봇시스템학회:학술대회논문집
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• 2005.06a
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• pp.1765-1770
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• 2005

Recently, particle filters have attracted attentions for nonlinear state estimation. In this approaches, a posterior probability distribution of the state variable is evaluated based on observations in simulation using so-called importance sampling. We proposed a new filter, Evolution Strategies based particle (ESP) filter to circumvent degeneracy phenomena in the importance weights, which deteriorates the filter performance, and apply it to simultaneous state and parameter estimation of nonlinear state space models. Results of numerical simulation studies illustrate the applicability of this approach.

• Journal of Genetic Medicine
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• v.11 no.2
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• pp.43-48
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• 2014

Chorionic villus sampling has gained importance as a tool for early cytogenetic diagnosis with a shift toward first trimester screening. First trimester screening using nuchal translucency and biomarkers is effective for screening. Chorionic villus sampling generally is performed at 10-12 weeks by either the transcervical or transabdominal approach. There are two methods of analysis; the direct method and the culture method. While the direct method may prevent maternal cell contamination, the culture method may be more representative of the true fetal karyotype. There is a concern for mosaicism which occurs in approximately 1% of cases, and mosaic results require genetic counseling and follow-up amniocentesis or fetal blood sampling. In terms of complications, procedure-related pregnancy loss rates may be the same as those for amniocentesis when undertaken in experienced centers. When the procedure is performed after 9 weeks gestation, the risk of limb reduction is not greater than the risk in the general population. At present, chorionic villus sampling is the gold standard method for early fetal karyotyping; however, we anticipate that improvements in noninvasive prenatal testing methods, such as cell free fetal DNA testing, will reduce the need for invasive procedures in the near future.

• Economic and Environmental Geology
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• v.52 no.2
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• pp.199-212
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• 2019

In the machine learning techniques, the sampling strategy of the training data affects a performance of the prediction model such as generalizing ability as well as prediction accuracy. Especially, in landslide susceptibility analysis, the data sampling procedure is the essential step for setting the training data because the number of non-landslide points is much bigger than the number of landslide points. However, the previous researches did not consider the various sampling methods for the training data. That is, the previous studies selected the training data randomly. Therefore, in this study the authors proposed several different sampling methods and assessed the effect of the sampling strategies of the training data in landslide susceptibility analysis. For that, total six different scenarios were set up based on the sampling strategies of landslide points and non-landslide points. Then Random Forest technique was trained on the basis of six different scenarios and the attribute importance for each input variable was evaluated. Subsequently, the landslide susceptibility maps were produced using the input variables and their attribute importances. In the analysis results, the AUC values of the landslide susceptibility maps, obtained from six different sampling strategies, showed high prediction rates, ranges from 70 % to 80 %. It means that the Random Forest technique shows appropriate predictive performance and the attribute importance for the input variables obtained from Random Forest can be used as the weight of landslide conditioning factors in the susceptibility analysis. In addition, the analysis results obtained using specific sampling strategies for training data show higher prediction accuracy than the analysis results using the previous random sampling method.