• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.521-528
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• 2014

A stochastic Gompertz diffusion model for tumor growth is a topic of active interest as cancer is a leading cause of death in Korea. The direct maximum likelihood estimation of stochastic differential equations would be possible based on the continuous path likelihood on condition that a continuous sample path of the process is recorded over the interval. This likelihood is useful in providing a basis for the so-called continuous record or infill likelihood function and infill asymptotic. In practice, we do not have fully continuous data except a few special cases. As a result, the exact ML method is not applicable. In this paper we proposed a method of parameter estimation of stochastic Gompertz differential equation via Markov chain Monte Carlo methods that is applicable for several data structures. We compared a Markov transition data structure with a data structure that have an initial point.

• Communications for Statistical Applications and Methods
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• v.21 no.2
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• pp.135-145
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• 2014

The present study surveys Bayesian modeling structure for inferences about transition probabilities of Markov chain. The motivation of the study came from the data that shows transitional behaviors of emotionally disturbed children undergoing residential treatment program. Dirichlet distribution was used as prior for the multinomial distribution. The analysis with real data was implemented in WinBUGS programming environment. The performance of the model was compared to that of alternative approaches.

• Journal of the Korean Institute of Intelligent Systems
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• v.18 no.2
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• pp.243-250
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• 2008

This paper proposes a system which extracts necessary information from call-for-paper (CFP) documents using a hidden Markov model (HMM). Even though a CFP does not follow a strict form, there is, in general, a relatively-fixed sequence of information within most CFPs. Therefore, a hiden Markov model is adopted to analyze CFPs which has an advantage of processing consecutive data. However, when CFPs are intuitively modeled with a hidden Markov model, a problem arises that the boundaries of the information are not recognized accurately. In order to solve this problem, this paper proposes a two-phrase hidden Markov model. In the first step, the P-HMM (Phrase hidden Markov model) which models a document with phrases recognizes CFP documents locally. Then, the D-HMM (Document hidden Markov model) grasps the overall structure and information flow of the document. The experiments over 400 CFP documents grathered on Web result in 0.49 of F-score. This performance implies 0.15 of F-measure improvement over the HMM which is intuitively modeled.

• 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.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.7
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• pp.2568-2584
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• 2015

Spectral clustering has become one of the most popular clustering approaches in recent years. Similarity graph constructed on the data is one of the key factors that influence the performance of spectral clustering. However, the similarity graphs constructed by existing methods usually contain some unreliable edges. To construct reliable similarity graph for spectral clustering, an efficient method based on Markov random walk (MRW) is proposed in this paper. In the proposed method, theMRW model is defined on the raw k-NN graph and the neighbors of each sample are determined by the probability of the MRW. Since the high order transition probabilities carry complex relationships among data, the neighbors in the graph determined by our proposed method are more reliable than those of the existing methods. Experiments are performed on the synthetic and real-world datasets for performance evaluation and comparison. The results show that the graph obtained by our proposed method reflects the structure of the data better than those of the state-of-the-art methods and can effectively improve the performance of spectral clustering.

• Proceedings of the IEEK Conference
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• summer
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• pp.259-262
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• 2004

In most of the character recognition systems, the method of template matching or statistical method using hidden Markov model is used to extract and recognize feature shapes. In this paper, we used modified chain-code which has 8-directions but 4-codes, and made the chain-code of hand-written character, after that, converted it into transition chain-code by applying to HMM(Hidden Markov Model). The transition chain code by HMM is analyzed as signal flow graph by Mason's theory which is generally used to calculate forward gain at automatic control system. If the specific forward gain and feedback gain is properly set, the forward gain of transition chain-code using Mason's theory can be distinguished depending on each object for recognition. This data of the gain is reorganized as tree structure, hence making it possible to distinguish different hand-written characters. With this method, $91\%$ recognition rate was acquired.

• Journal of the Institute of Convergence Signal Processing
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• v.8 no.4
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• pp.244-248
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• 2007

In this paper, we propose a novel self-networking and replaceable structure method for the ubiquitous multimedia. As the contents in the ubiquitous multimedia should be realistic and continuously updated in the real-time manner, an efficient scheme of a self-networking and replaceable structure is necessary. In the proposed method, the contents itself connects to the server or corresponding devices and updates itself autonomously. Also, we can reduce the total amount of data transmission comparing to the cases where the whole contents should be downloaded. A Markov chain model is introduced for the proposed structure in order to perform the throughput analysis. The whole mechanism is implemented in the wireless handset and also, various applications of the scheme are discussed.

• Water for future
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• v.21 no.1
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• pp.77-86
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• 1988

The main objective of this paper is to study the application of runs to the analysis of hydrologic data. The stochastic structure of annual hydrologic data is investigated using the statistical properties of run-length for various truncation levels. Observed relative frequencies of run-length at each station are copared with the calculated and approched to the calculated. Also, it can be shown to estimate the durations of wet and dry years by the probabilities of run-length for a given truncation level. Annual precipitation data were obtained from the stations where have relatively long records, and stream flow data were generated by Markov model. The results of hypothesis test with run-lengths show independence of annual hydrologic series and Markov model can be applied to generate annual stream flow at Hyunpung, Waekwan and Gyuam.

• Journal of Electrical Engineering and Technology
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• v.7 no.1
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• pp.109-114
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• 2012

In this paper, we utilize training strategy of hidden Markov model (HMM) to use in versatile issues such as classification of time-series sequential data such as electric transient disturbance problem in power system. For this, an automatic means of optimizing HMMs would be highly desirable, but it raises important issues: model interpretation and complexity control. With this in mind, we explore the possibility of using genetic algorithm (GA) and harmony search (HS) algorithm for optimizing the HMM. GA is flexible to allow incorporating other methods, such as Baum-Welch, within their cycle. Furthermore, operators that alter the structure of HMMs can be designed to simple structures. HS algorithm with parameter-setting free technique is proper for optimizing the parameters of HMM. HS algorithm is flexible so as to allow the elimination of requiring tedious parameter assigning efforts. In this paper, a sequential data analysis simulation is illustrated, and the optimized-HMMs are evaluated. The optimized HMM was capable of classifying a sequential data set for testing compared with the normal HMM.

• Korean Journal of Remote Sensing
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• v.15 no.2
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• pp.147-158
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• 1999

Remote sensing technique has offered better understanding of our environment for the decades by providing useful level of information on the landcover. In many applications using the remotely sensed data, digital image processing methodology has been usefully employed to characterize the features in the data and develop the models. Random field models, especially Markov Random Field (MRF) models exploiting spatial relationships, are successfully utilized in many problems such as texture modeling, region labeling and so on. Usually, remotely sensed imagery are very large in nature and the data increase greatly in the problem requiring temporal data over time period. The time required to process increasing larger images is not linear. In this study, the methodology to reduce the computational cost is investigated in the utilization of the Markov Random Field. For this, multiresolution framework is explored which provides convenient and efficient structures for the transition between the local and global features. The computational requirements for parameter estimation of the MRF model also become excessive as image size increases. A Bayesian approach is investigated as an alternative estimation method to reduce the computational burden in estimation of the parameters of large images.