• Proceedings of the Computational Structural Engineering Institute Conference
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• 2010.04a
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• pp.620-623
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• 2010

구조요소의 설계에서 유한요소해석은 매우 효과적인 방법이며 정확한 해석 기술을 요구한다. 그러나 제조 공정이나 환경에 따라 달라지는 재료 물성이나 불확실성을 내포하는 피로 물성을 확정적인 값으로 이용하는 등 입력 변수의 부정확한 정보로 인해 유한요소해석 결과를 신뢰하지 못하는 경우가 자주 발생한다. 실제 시험을 통해 설계의 결과를 예측하는 것은 경제적인 측면과 시간소요 면에서 한계가 따르기에 신뢰할 수 있는 유한요소해석 방법이 요구된다. 본 연구에서는 고주기의 피로 해석을 위해 유한요소해석을 이용하여 스프링의 응력-수명(S-N) 파라미터를 역 추정하고 수명을 예측해 보았다. 이를 위해 실제 산업현장에서 쓰이는 자동차 서스펜션 코일 스프링을 예제로 사용하였다. 시험 모델에 대해 불확실성을 고려한 베이지안 접근법을 이용하여 입력변수의 파라미터를 역 추정하였으며, 마코프체인몬테카를로(Markov Chain Monte Carlo) 기법을 이용하여 얻어진 피로 물성 파라미터의 샘플 데이터를 이용해서 유한요소해석을 실시하고 신뢰수준 내에서 새로운 구조요소의 피로수명을 예측하였다.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.23 no.6
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• pp.641-649
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• 2010

Estimation of uncertain parameters is required in many engineering problems which involve probabilistic structural analysis as well as prognosis of existing structures. In this case, Bayesian framework is often employed, which is to represent the uncertainty of parameters in terms of probability distributions conditional on the provided data. The resulting form of distribution, however, is not amenable to the practical application due to its complex nature making the standard probability functions useless. In this study, Markov chain Monte Carlo (MCMC) method is proposed to overcome this difficulty, which is a modern computational technique for the efficient and straightforward estimation of parameters. Three case studies that implement the estimation are presented to illustrate the concept. The first one is an inverse estimation, in which the unknown input parameters are inversely estimated based on a finite number of measured response data. The next one is a metamodel uncertainty problem that arises when the original response function is approximated by a metamodel using a finite set of response values. The last one is a prognostics problem, in which the unknown parameters of the degradation model are estimated based on the monitored data.

• Proceedings of the Korean Association for Survey Research Conference
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• 2006.06a
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• pp.131-159
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• 2006

This paper consider multinomial group testing which is concerned with classification each of N given units into one of k disjoint categories. In this paper, we propose exact Bayesian, approximate Bayesian, bootstrap methods for estimating individual category proportions using the multinomial group testing model proposed by Bar-Lev et al (2005). By the comparison of Mcan Squre Error (MSE), it is shown that the exact Bayesian method has a bettor efficiency and consistency than maximum likelihood method. We suggest an approximate Bayesian approach using Markov Chain Monte Carlo (MCMC) for posterior computation. We derive exact credible intervals based on the exact Bayesian estimators and present confidence intervals using the bootstrap and MCMC. These intervals arc shown to often have better coverage properties and similar mean lengths to maximum likelihood method already available. Furthermore the proposed models are illustrated using data from a HIV blooding test study throughout California, 2000.

• The Journal of the Acoustical Society of Korea
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• v.16 no.2
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• pp.49-57
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• 1997

In this paper, we propose the stochastic pronunciation lexicon model for large vocabulary continuous speech recognition system. We can regard stochastic lexicon as HMM. This HMM is a stochastic finite state automata consisting of a Markov chain of subword states and each subword state in the baseform has a probability distribution of subword units. In this method, an acoustic representation of a word can be derived automatically from sample sentence utterances and subword unit models. Additionally, the stochastic lexicon is further optimized to the subword model and recognizer. From the experimental result on 3000 word continuous speech recognition, the proposed method reduces word error rate by 23.6% and sentence error rate by 10% compare to methods based on standard phonetic representations of words.

• Journal of Korean Institute of Industrial Engineers
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• v.29 no.4
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• pp.312-320
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• 2003

Recently there is a growing interest in mobile cellular network providing multimedia service. However, the link bandwidth of mobile cellular network is not sufficient enough to provide satisfactory services to users. To overcome this problem, an adaptive framework has been proposed. In this study, we propose a new method of estimating DPR(Degradation Period Ratio) in an adaptive multimedia network where the bandwidth of ongoing call can be dynamically adjusted during its lifetime. DPR is a QoS(Quality of Service) parameter which represents the ratio of allocated bandwidth below a pre-defined target to the whole service time of a call. We improve estimation method of DPR using DTMC(Discrete Time Markov Chain) model by calculate mean degradation period, degradation probability more precisely than in existing studies. Under Threshold CAC(Call Admission Control) algorithm, we present analytically how to guarantee QoS to users and illustrate the method by numerical examples. The proposed method is expected to be used as one of CAC schemes in guaranteeing predefined QoS level of DPR.

• Journal of Communications and Networks
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• v.14 no.5
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• pp.578-587
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• 2012

One of the key elements in the emerging, packet-based long term evolution (LTE) cellular systems is the deployment of multiple femtocells for the improvement of coverage and data rate. However, arbitrary overlaps in the coverage of these femtocells make the handover operation more complex and challenging. As the existing handover strategy of LTE systems considers only carrier to interference plus noise ratio (CINR), it often suffers from resource constraints in the target femtocell, thereby leading to handover failure. In this paper, we propose a new efficient, multi-objective handover solution for LTE cellular systems. The proposed solution considers multiple parameters like signal strength and available bandwidth in the selection of the optimal target cell. This results in a significant increase in the handover success rate, thereby reducing the blocking of handover and new sessions. The overall handover process is modeled and analyzed by a three-dimensional Markov chain. The analytical results for the major performance metrics closely resemble the simulation results. The simulation results show that the proposed multi-objective handover offers considerable improvement in the session blocking rates, session queuing delay, handover latency, and goodput during handover.

• The KIPS Transactions:PartB
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• v.18B no.1
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• pp.11-20
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• 2011

Pictorial Structures is known as an effective method that recognizes and tracks human poses. In this paper, the upper body pose is also tracked by PS and a particle filter(PF). PF is one of dynamic programming methods. But Markov chain-based dynamic motion model which is used in dynamic programming methods such as PF, couldn't predict effectively the highly articulated upper body motions. Therefore PF often fails to track upper body pose. In this paper we propose the key pose-based proposal distribution for proper particle prediction based on the similarities between key poses and an upper body silhouette. In the experimental results we confirmed our 70.51% improved performance comparing with a conventional method.

• 한국방재학회:학술대회논문집
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• 2008.02a
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• pp.723-726
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• 2008

It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established, uncertainty analysis, therefore, are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an expected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.377-387
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• 1998

A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced latent variables that indicates with component of the Superposition model. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Metropolis algorithms along with Gibbs steps are proposed to preform the Bayesian inference of such models. for model determination, we explored the Pre-quential conditional predictive Ordinate(PCPO) criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions, we consider in this paper Superposition of Musa-Okumoto and Erlang(2) models. A numerical example with simulated dataset is given.

• Communications for Statistical Applications and Methods
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• v.27 no.2
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• pp.189-199
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• 2020

This paper studies a Bayesian ordered multiple linear regression model with skew normal error. It is reasonable that the kind of inherent information available in an applied regression requires some constraints on the coefficients to be estimated. In addition, the assumption of normality of the errors is sometimes not appropriate in the real data. Therefore, to explain such situations more flexibly, we use the skew-normal distribution given by Sahu et al. (The Canadian Journal of Statistics, 31, 129-150, 2003) for error-terms including normal distribution. For Bayesian methodology, the Markov chain Monte Carlo method is employed to resolve complicated integration problems. Also, under the improper priors, the propriety of the associated posterior density is shown. Our Bayesian proposed model is applied to NZAPB's apple data. For model comparison between the skew normal error model and the normal error model, we use the Bayes factor and deviance information criterion given by Spiegelhalter et al. (Journal of the Royal Statistical Society Series B (Statistical Methodology), 64, 583-639, 2002). We also consider the problem of detecting an influential point concerning skewness using Bayes factors. Finally, concluding remarks are discussed.