• The Journal of Korea Robotics Society
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• v.7 no.2
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• pp.113-119
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• 2012

In this paper we propose the method that detects moving objects in autonomous navigation vehicle using LRF sensor data. Object detection and tracking methods are widely used in research area like safe-driving, safe-navigation of the autonomous vehicle. The proposed method consists of three steps: data segmentation, mobility classification and object tracking. In order to make the raw LRF sensor data to be useful, Occupancy grid is generated and the raw data is segmented according to its appearance. For classifying whether the object is moving or static, trajectory patterns are analysed. As the last step, Markov chain Monte Carlo (MCMC) method is used for tracking the object. Experimental results indicate that the proposed method can accurately detect moving objects.

• Proceedings of the Korean Information Science Society Conference
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• 2007.06c
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• pp.263-266
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• 2007

This paper discusses the Bayesian statistical inference. This paper discusses the Bayesian inference, MCMC (Markov Chain Monte Carlo) integration, MCMC method, Metropolis-Hastings algorithm, Gibbs sampling, Maximum likelihood estimation, Expectation Maximization algorithm, missing data processing, and BMA (Bayesian Model Averaging). The Bayesian statistical inference is used to process a large amount of data in the areas of biology, medicine, bioengineering, science and engineering, and general data analysis and processing, and provides the important method to draw the optimal inference result. Lastly, this paper discusses the method of principal component analysis. The PCA method is also used for data analysis and inference.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.36 no.3
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• pp.203-211
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• 2023

A Markov chain Monte Carlo (MCMC) simulation is proposed for probabilistic full waveform inversion (FWI) in a layered half-space. Dynamic responses on the half-space surface are estimated using the thin-layer method when a harmonic vertical force is applied. Subsequently, a posterior probability distribution function and the corresponding objective function are formulated to minimize the difference between estimations and observed data as well as that of model parameters from prior information. Based on the gradient of the objective function, a proposal distribution and an acceptance probability for MCMC samples are proposed. The proposed MCMC simulation is applied to several layered half-space examples. It is demonstrated that the proposed MCMC simulation for probabilistic FWI can estimate probabilistic material properties such as the shear-wave velocities of a layered half-space.

• Journal of the Korean Society of Safety
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• v.32 no.3
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• pp.54-59
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• 2017

This paper presents an efficient finite analysis model and a simulation-based reliability analysis method for stowage device system failure of a container crane with respect to lateral load. A quasi-static analysis model is introduced to simulate the nonlinear resistance characteristics and failure of tie-down and stowage pin, which are the main structural stowage devices of a crane. As a reliability analysis method, a subset simulation method is applied considering the uncertainties of later load and mechanical characteristic parameters of stowage devices. An efficient Markov chain Monte Carlo (MCMC) method is applied to sample random variables. Analysis result shows that the proposed model is able to estimate the probability of failure of crane system effectively which cannot be calculated practically by crude Monte Carlo simulation method.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.40 no.10
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• pp.895-900
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• 2016

Remaining useful life (RUL) estimation of the Li-ion battery has gained great interest because it is necessary for quality assurance, operation planning, and determination of the exchange period. This paper presents the RUL estimation of an Li-ion battery for an energy storage system using exponential function for the degradation model and Markov Chain Monte Carlo (MCMC) approach for parameter estimation. The MCMC approach is dependent upon information such as model initial parameters and input setting parameters which highly affect the estimation result. To overcome this difficulty, this paper offers a guideline for model initial parameters based on the regression result, and MCMC input parameters derived by comparisons with a thorough search of theoretical results.

• ETRI Journal
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• v.45 no.3
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• pp.394-403
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• 2023

Direct tracking problem of moving noncircular sources for multiple arrays is investigated in this study. Here, we propose an improved unscented particle filter (I-UPF) direct tracking method, which combines system proportional symmetry unscented particle filter and Markov Chain Monte Carlo (MCMC) algorithm. Noncircular sources can extend the dimension of sources matrix, and the direct tracking accuracy is improved. This method uses multiple arrays to receive sources. Firstly, set up a direct tracking model through consecutive time and Doppler information. Subsequently, based on the improved unscented particle filter algorithm, the proposed tracking model is to improve the direct tracking accuracy and reduce computational complexity. Simulation results show that the proposed improved unscented particle filter algorithm for noncircular sources has enhanced tracking accuracy than Markov Chain Monte Carlo unscented particle filter algorithm, Markov Chain Monte Carlo extended Kalman particle filter, and two-step tracking method.

• Smart Structures and Systems
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• v.15 no.3
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• pp.735-749
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• 2015

The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

• Structural Engineering and Mechanics
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• v.63 no.1
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• pp.47-53
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• 2017

The fundamental goal of this study is to minimize the uncertainty of the median fragility curve and to assess the structural vulnerability under earthquake excitation. Bayesian Inference with Markov Chain Monte Carlo (MCMC) simulation has been presented for efficient collapse response assessment of the independent intake water tower. The intake tower is significantly used as a diversion type of the hydropower station for maintaining power plant, reservoir and spillway tunnel. Therefore, the seismic fragility assessment of the intake tower is a pivotal component for estimating total system risk of the reservoir. In this investigation, an asymmetrical independent slender reinforced concrete structure is considered. The Bayesian Inference method provides the flexibility to integrate the prior information of collapse response data with the numerical analysis results. The preliminary information of risk data can be obtained from various sources like experiments, existing studies, and simplified linear dynamic analysis or nonlinear static analysis. The conventional lognormal model is used for plotting the fragility curve using the data from time history simulation and nonlinear static pushover analysis respectively. The Bayesian Inference approach is applied for integrating the data from both analyses with the help of MCMC simulation. The method achieves meaningful improvement of uncertainty associated with the fragility curve, and provides significant statistical and computational efficiency.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.127-127
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• 2021

In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

• KIISE Transactions on Computing Practices
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• v.21 no.1
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• pp.94-99
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• 2015

With the recent machine learning paradigm of using nonparametric Bayesian statistics and statistical inference based on random sampling, the Dirichlet distribution finds many uses in a variety of graphical models. It is a multivariate generalization of the gamma distribution and is defined on a continuous (K-1)-simplex. This paper presents a sampling method for a Dirichlet distribution for the problem of dividing an integer X into a sequence of K integers which sum to X. The target samples in our problem are all positive integer vectors when multiplied by a given X. They must be sampled from the correspondingly gridded simplex. In this paper we develop a Markov Chain Monte Carlo (MCMC) proposal distribution for the neighborhood grid points on the simplex and then present the complete algorithm based on the Metropolis-Hastings algorithm. The proposed algorithm can be used for the Markov model, HMM, and Semi-Markov model for accurate state-duration modeling. It can also be used for the Gamma-Dirichlet HMM to model q the global-local duration distributions.