• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1133-1146
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• 2016

Counts or averages over arbitrary regions are often analyzed using conditionally autoregressive (CAR) models. The spatial neighborhoods within CAR model are generally formed using only the inter-distance or boundaries between the sub-regions. Kyung and Ghosh (2009) proposed a new class of models to accommodate spatial variations that may depend on directions, using different weights given to neighbors in different directions. The proposed model, directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Bayesian inference method is discussed based on efficient Markov chain Monte Carlo (MCMC) sampling of the posterior distributions of the parameters. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.298-298
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• 2016

최근 기후변화의 영향으로 시간에 따라 자료 및 통계적 특성이 변하는 비정상성이 다양한 수문자료에서 관측됨에 따라 비정상성 빈도해석에 대한 연구가 활발히 진행되고 있다. 비정상성 빈도해석에 사용되는 비정상성 확률 모형은 기존의 매개변수를 시간에 따라 변하는 공변량이 포함된 함수의 형태로 나타내기 때문에, 정상성 확률 모형에 비해 매개변수의 개수가 많으며 복잡한 형태를 가지게 된다. 따라서 본 연구에서는 비정상성 고려 시 모형이 복잡해짐에 따라 매개변수 및 확률 수문량의 불확실성이 어떻게 변하는지 알아보고자 하였다. 베이지안 방법은 매개변수 추정 및 확률 수문량의 산정 뿐 아니라 이에 대한 불확실성을 정량화할 수 있는 방법 중 하나이다. 따라서 베이지안 방법에서 매개변수 추정에 주로 쓰이는 Monte Carlo Markov Chain (MCMC) 방법 중 하나인 Metropolis-Hastings 알고리즘을 이용하여 정상성 및 비정상성 GEV모형에 대한 매개변수 및 확률수문량의 사후분포를 산정하였다. 산정된 사후분포의 사후구간을 통해 각 모형의 불확실성을 정량화하였으며, 계산된 불확실성의 비교를 통해 모형의 복잡성이 불확실성에 미치는 영향을 평가하였다.

• Structural Engineering and Mechanics
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• v.69 no.3
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• pp.317-326
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• 2019

This research aims to assess the tight seismic risk curve of the intake tower at Geumgwang reservoir by considering the recorded historical earthquake data in the Korean Peninsula. The seismic fragility, a significant part of risk assessment, is updated by using Bayesian inference to consider the uncertainties and computational efficiency. The reservoir is one of the largest reservoirs in Korea for the supply of agricultural water. The intake tower controls the release of water from the reservoir. The seismic risk assessment of the intake tower plays an important role in the risk management of the reservoir. Site-specific seismic hazard is computed based on the four different seismic source maps of Korea. Probabilistic Seismic Hazard Analysis (PSHA) method is used to estimate the annual exceedance rate of hazard for corresponding Peak Ground Acceleration (PGA). Hazard deaggregation is shown at two customary hazard levels. Multiple dynamic analyses and a nonlinear static pushover analysis are performed for deriving fragility parameters. Thereafter, Bayesian inference with Markov Chain Monte Carlo (MCMC) is used to update the fragility parameters by integrating the results of the analyses. This study proves to reduce the uncertainties associated with fragility and risk curve, and to increase significant statistical and computational efficiency. The range of seismic risk curve of the intake tower is extracted for the reservoir site by considering four different source models and updated fragility function, which can be effectively used for the risk management and mitigation of reservoir.

• Proceedings of the Korea Water Resources Association Conference
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• 2017.05a
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• pp.150-150
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• 2017

기후변화로 인하여 극한 홍수와 극한 가뭄 발생이 증가할 것으로 전망하고 있어 이에 대한 위험이 대두되고 있는 실정이다. 홍수 및 가뭄 수문시계열의 빈도해석시에 일반적으로 활용되는 정상성 빈도해석기법은 수문자료의 정상성을 기반으로 한 빈도해석이 대부분이기 때문에 기후변화 및 수문자료의 비정상성을 반영한 새로운 빈도해석 기법이 요구되고 있는 상황이다. 본 연구에서는 5개의 대표 관측지점(서울, 포항, 추풍령, 여수, 광주)를 선별하고 1976년부터 2015년까지 일강우자료를 활용하여 기상학적 가뭄지수인 SPI(Standardized Precipitation Index)를 산정하였다. 산정한 SPI의 경향성을 Mann-Kendall 분석을 하였으며, 정상성 및 비정상성 빈도해석을 위하여 최적확률분포로 선정된 GEV 분포 적용하였다. 본 연구에서는 가뭄빈도해석을 위하여 SPI를 입력자료로 활용하였으며, 산정된 SPI의 비정상성을 반영한 비정상성 빈도해석의 경우 Bayesian 모형을 기반으로 한 MCMC(Markov Chain Monte Carlo) 모의를 이용하여 극치분포의 사후분포 매개변수를 추정하였다. 추정 값을 바탕으로 하여 가뭄의 관측소별 빈도해석을 실시하였고 재현기간별-지속기간별 가뭄심도를 추정하여 관측소별 가뭄심도-지속기간-빈도(SDF,Severity-Duration-Frequency) 곡선을 유도하였다. 본 연구를 통하여 정상성과 비정상성 빈도해석 결과의 비교연구를 수행하였으며 기후변화에 따른 비정상 시계열로 구성된 가뭄빈도해석에 매우 유용하게 적용될 수 있을 것으로 나타났다.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.4
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• pp.665-672
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• 2021

The paper examines the impact of shadow economy and corruption, along with public expenditure, trade openness, foreign direct investment (FDI), inflation, and tax revenue on the economic growth of the BRICS countries. Data were collected from the World Bank, Transparency International, and Heritage Foundation over the 1991-2017 period. The Bayesian linear regression method is used to examine whether shadow economy, corruption and other indicators affect the economic growth of countries studied. This paper applies the normal prior suggested by Lemoine (2019) while the posterior distribution is simulated using Monte Carlo Markov Chain (MCMC) technique through the Gibbs sampling algorithm. The results indicate that public expenditure and trade openness can enhance the BRICS countries' economic growth, with the positive impact probability of 75.69% and 67.11%, respectively. Also, FDI, inflation, and tax revenue positively affect this growth, though the probability of positive effect is ambiguous, ranging from 51.13% to 56.36%. Further, the research's major finding is that shadow economy and control of corruption have a positive effect on the economic growth of the BRICS countries. Nevertheless, the posterior probabilities of these two factors are 62.23% and 65.25%, respectively. This result suggests that their positive effect probability is not high.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.2
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• pp.363-370
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• 2022

The study aims to probe the impact of foreign ownership on Vietnamese listed firms' capital structure. This study employs panel data of 288 non-financial firms listed on the Ho Chi Minh City stock exchange (HOSE) and Ha Noi stock exchange (HNX) in 2015-2019. In this research, we applied a Bayesian linear regression method to provide probabilistic explanations of the model uncertainty and effect of foreign ownership on the capital structure of non-financial listed enterprises in Vietnam. The findings of experimental analysis by Bayesian linear regression method through Markov chain Monte Carlo (MCMC) technique combined with Gibbs sampler suggest that foreign ownership has substantial adverse effects on the firms' capital structure. Our findings also indicate that a firm's size, age, and growth opportunities all have a strong positive and significant effect on its debt ratio. We found that the firms' profitability, tangible assets, and liquidity negatively and strongly affect firms' capital structure. Meanwhile, there is a low negative impact of dividends and inflation on the debt ratio. This research has ramifications for business managers since it improves a company's financial resources by developing a strong capital structure and considering foreign investment as a source of funding.

• The Bulletin of The Korean Astronomical Society
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• v.46 no.1
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• pp.32.3-33
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• 2021

We present H I gas kinematics and star formation activities of NGC 6822, a dwarf galaxy located in the Local Volume at a distance of ~ 490 kpc. We perform profile decomposition of the line-of-sight velocity profiles of the high-resolution (42.4" × 12" spatial; 1.6 km/s spectral) H I data cube taken with the Australia Telescope Compact Array (ATCA). For this, we use a new tool, the so-called BAYGAUD (BAYesian GAUssian Decompositor) which is based on Bayesian Markov Chain Monte Carlo (MCMC) techniques, allowing us to decompose a line-of-sight velocity profile into an optimal number of Gaussian components in a quantitative manner. We classify the decomposed H I gas components of NGC 6822 into bulk-narrow, bulk-broad, and non_bulk with respect to their velocity and velocity dispersion. We correlate their gas surface densities with the surface star formation rates derived using both GALEX far-ultraviolet and WISE 22 micron data to examine the impact of gas turbulence caused by stellar feedback on the Kennicutt-Schmidt (K-S) law. The bulk-narrow component that resides within r25 is likely to follow the linear extension of the Kennicutt-Schmidt (K-S) law for molecular hydrogen (H2) at the low gas surface density regime where H I is not saturated.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.123-123
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• 2020

The present study is aimed to correcting radar-based mean areal precipitation forecasts to improve urban flood predictions and uncertainty analysis of water levels contributed at each stage in the process. For this reason, a long short-term memory (LSTM) network is used to reproduce three-hour mean areal precipitation (MAP) forecasts from the quantitative precipitation forecasts (QPFs) of the McGill Algorithm for Precipitation nowcasting by Lagrangian Extrapolation (MAPLE). The Gangnam urban catchment located in Seoul, South Korea, was selected as a case study for the purpose. A database was established based on 24 heavy rainfall events, 22 grid points from the MAPLE system and the observed MAP values estimated from five ground rain gauges of KMA Automatic Weather System. The corrected MAP forecasts were input into the developed coupled 1D/2D model to predict water levels and relevant inundation areas. The results indicate the viability of the proposed framework for generating three-hour MAP forecasts and urban flooding predictions. For the analysis uncertainty contributions of the source related to the process, the Bayesian Markov Chain Monte Carlo (MCMC) using delayed rejection and adaptive metropolis algorithm is applied. For this purpose, the uncertainty contributions of the stages such as QPE input, QPF MAP source LSTM-corrected source, and MAP input and the coupled model is discussed.

• The Bulletin of The Korean Astronomical Society
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• v.44 no.2
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• pp.75.4-75.4
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• 2019

We present a quantitative analysis of the relationship between the gas dynamics and star formation history of DDO 210 which is an irregular dwarf galaxy in the local Universe. We perform profile analysis of an high-resolution neutral hydrogen (HI) data cube of the galaxy taken with the large Very Large Array (VLA) survey, LITTLE THINGS using newly developed algorithm based on a Bayesian Markov Chain Monte Carlo (MCMC) technique. The complex HI structure and kinematics of the galaxy are decomposed into multiple kinematic components in a quantitative way like 1) bulk motions which are most likely to follow the underlying circular rotation of the disk, 2) non-circular motions deviating from the bulk motions, and 3) kinematically cold and warm components with narrower and wider velocity dispersion. The decomposed kinematic components are then spatially correlated with the distribution of stellar populations obtained from the color-magnitude diagram (CMD) fitting method. The cold and warm gas components show negative and positive correlations between their velocity dispersions and the surface star formation rates of the populations with ages of < 40 Myr and 100~400 Myr, respectively. The cold gas is most likely to be associated with the young stellar populations. Then the stellar feedback of the young populations could influence the warm gas. The age difference between the populations which show the correlations indicates the time delay of the stellar feedback.

• The Bulletin of The Korean Astronomical Society
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• v.45 no.1
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• pp.48.4-49
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• 2020

We reconstruct the expansion history of the universe using type Ia supernovae (SN Ia) in a manner independent of any cosmological model assumptions. To do so, we implement a nonparametric iterative smoothing method on the Joint Light-curve Analysis (JLA) data while exploring the SN Ia light-curve hyperparameter space by Markov Chain Monte Carlo (MCMC) sampling. We test to see how the posteriors of these hyperparameters depend on cosmology, whether using different dark energy models or reconstructions shift these posteriors. Our constraints on the SN Ia light-curve hyperparameters from our model-independent analysis are very consistent with the constraints from using different parameterizations of the equation of state of dark energy, namely the flat ΛCDM cosmology, the Chevallier-Polarski-Linder model, and the Phenomenologically Emergent Dark Energy (PEDE) model. This implies that the distance moduli constructed from the JLA data are mostly independent of the cosmological models. We also studied that the possibility the light-curve parameters evolve with redshift and our results show consistency with no evolution. The reconstructed expansion history of the universe and dark energy properties also seem to be in good agreement with the expectations of the standard ΛCDM model. However, our results also indicate that the data still allow for considerable flexibility in the expansion history of the universe. This work is published in ApJ.