• 한국지구물리탐사학회:학술대회논문집
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• 한국지구물리탐사학회 2003년도 Proceedings of the international symposium on the fusion technology
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• pp.340-343
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• 2003

This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 1993년도 봄 학술발표회논문집
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• pp.109-116
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• 1993

구조물의 신뢰도를 평가하는 방법을 살펴보고 각각의 장,단점을 비교한다. 각 방법의 정확성을 평가하는 기준으로 Crude Monte Carlo(CMC)방법을 택하여, Importance Sampling(IS)방법, 그리고 Directional Sampling(DS)방법을 살펴 보고, 1차 근사방법은 현재 많이 사용되고 있는 Rackwitz-Fiessler(RF)방법, Chen과 Lind가 제안한 3-parameter방법(CL), Hohenbichler가 제안한 Rosenblatt 변환방법(RT)을, 그리고 2차 근사방법은 Breitung이 제안한 곡률적합 포물선 (Curvature Fitted Paraboloid,CFP)공식과 Kiureghian이 제안한 점적합 포물선(Point Fitted Paraboloid,PFP)공식, 그리고 Log-Likelihood function을 이용하여 원변수공간에서 파괴확률을 구하는 2차 근사공식(LLF)을 비교한다. 그리고 한계상태식이 불명확할 때 효율적으로 사용할 수 있는 반웅웅답법(Response surface method, RSM)을 살펴본다. 각 방법의 효율성 특히 적용 가능성을 예제를 통해 해석한 결과 추출법의 경우는 DS 방법이, 그리고 근사방법에서는 RSM 방법이 효율적임을 알 수 있었다.

• Journal of the Korean Data and Information Science Society
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• 제10권1호
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• pp.119-133
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• 1999

마코브체인 몬테칼로 방법을 소프트웨어 신뢰모형에 이용하였다. 베이지안 추론에서 조건부 분포를 가지고 사후분포를 결정하는데 있어서의 계산 문제를 고찰하였다. 특히 레코드값을 통계량을 갖고서 혼합과정과 중첩과정에 대하여 깁스샘플링 알고리즘과 메트로폴리스 알고리즘을 활용하여 베이지안 계산과 모형 선택을 제시하고 모의실험자료를 이용하여 수치적 인 계산을 시행하고 그 결과를 비교하였다.

• JSTS:Journal of Semiconductor Technology and Science
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• 제15권3호
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• pp.374-380
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• 2015

As semiconductor devices are being scaled down, random variation becomes a critical issue, especially in the case of static random access memory (SRAM). Thus, there is an urgent need for statistical methodologies to analyze the impact of random variations on the SRAM. In this paper, we propose a novel sampling method based on the concept of a confidence ellipse. Results show that the proposed method estimates the SRAM margin metrics in high-sigma regimes more efficiently than the standard Monte Carlo (MC) method.

• Korean Journal of Hydrosciences
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• 제5권
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• pp.45-55
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• 1994

A new method to estimate the mean areal precipitation using kriging is developed. Urlike the conventional approach, points for double and quadruple numerical integrations in the kriging equation are selected randomly, given the boundary of area of interest. This feature eliminates the conventional approach's necessity of dividing the area into subareas and calculating the center of each subarea, which in turn makes the developed method more powerful in the case of complex boundaries. The algorithm to select random points within an arbitrary boundary, based on the theory of complex variables, is described. The results of Monte Carlo simulation showed that the error associated with estimation using randomly selected points is inversely proportional to the square root of the number of sampling points.

• 한국안전학회지
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• 제36권2호
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• pp.32-38
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• 2021

This paper suggests an approach to evaluate the reliability of an intelligent power module with information deficiency of prior distribution and the characteristics of censored data through Bayesian statistics. This approach used a prior distribution of Bayesian statistics using the lifetime information provided by the manufacturer and compared and evaluated diffuse prior (vague prior) distributions. To overcome the computational complexity of Bayesian posterior distribution, it was computed with Gibbs sampling in the Monte Carlo simulation method. As a result, the standard deviation of the prior distribution developed using simple information was smaller than that of the posterior distribution calculated with the diffuse prior. In addition, it showed excellent error characteristics on RMSE compared with the Kaplan-Meier method.

• Smart Structures and Systems
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• 제17권4호
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• pp.611-629
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• 2016

This study presents a new approach of surrogate modeling for time-consuming finite element analysis. A surrogate model is widely used to reduce the computational cost under an iterative computational analysis. Although a variety of the methods have been widely investigated, there are still difficulties in surrogate modeling from a practical point of view: (1) How to derive optimal design of experiments (i.e., the number of training samples and their locations); and (2) diagnostics of the surrogate model. To overcome these difficulties, we propose a sequential surrogate modeling based on Gaussian process model (GPM) with self-adaptive sampling. The proposed approach not only enables further sampling to make GPM more accurate, but also evaluates the model adequacy within a sequential framework. The applicability of the proposed approach is first demonstrated by using mathematical test functions. Then, it is applied as a substitute of the iterative finite element analysis to Monte Carlo simulation for a response uncertainty analysis under correlated input uncertainties. In all numerical studies, it is successful to build GPM automatically with the minimal user intervention. The proposed approach can be customized for the various response surfaces and help a less experienced user save his/her efforts.

• Structural Engineering and Mechanics
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• 제84권3호
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• pp.323-335
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• 2022

The main idea of the framework is to seamlessly combine a reasonably accurate and fast surrogate model with the importance sampling strategy. Developing a surrogate model for predicting structures' dynamic responses is challenging because it involves high-dimensional inputs and outputs. For this purpose, a novel surrogate model based on cutting-edge deep learning architectures specialized for capturing temporal relationships within time-series data, namely Long-Short term memory layer and Transformer layer, is designed. After being properly trained, the surrogate model could be utilized in place of the finite element method to evaluate structures' responses without requiring any specialized software. On the other hand, the importance sampling is adopted to reduce the number of calculations required when computing the failure probability by drawing more relevant samples near critical areas. Thanks to the portability of the trained surrogate model, one can integrate the latter with the Importance sampling in a straightforward fashion, forming an efficient framework called TTIS, which represents double advantages: less number of calculations is needed, and the computational time of each calculation is significantly reduced. The proposed approach's applicability and efficiency are demonstrated through three examples with increasing complexity, involving a 1D beam, a 2D frame, and a 3D building structure. The results show that compared to the conventional Monte Carlo simulation, the proposed method can provide highly similar reliability results with a reduction of up to four orders of magnitudes in time complexity.

• 한국산림과학회지
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• 제98권2호
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• pp.133-141
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• 2009

This study was conducted to support for determining an efficient sampling design for forest resources assessments in South Korea with respect to statistical efficiency. For this objective, different systematic sampling designs were simulated and compared based on an artificial forest population that had been built from field sample data and satellite data in Yang-Pyeong County, Korea. Using the k-NN technique, two thematic maps (growing stock and forest cover type per pixel unit) across the test area were generated; field data (n=191) and Landsat ETM+ were used as source data. Four sampling designs (systematic sampling, systematic sampling for post-stratification, systematic cluster sampling, and stratified systematic sampling) were employed as optimum sampling design candidates. In order to compute error variance, the Monte Carlo simulation was used (k=1,000). Then, sampling error and relative efficiency were compared. When the objective of an inventory was to obtain estimations for the entire population, systematic cluster sampling was superior to the other sampling designs. If its objective is to obtain estimations for each sub-population, post-stratification gave a better estimation. In order to successfully perform this procedure, it requires clear definitions of strata of interest per field observation unit for efficient stratification.

• 한국지진공학회논문집
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• 제9권3호
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• pp.1-8
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• 2005

본 연구는 지진으로 인하여 발생한 건물의 피해액을 보다 객관적으로 예측 평가할 수 있는 ACM(Advanced Component Method) 개발 방법에 관한 것이다. ACM은 지금까지의 재래식 손실 평가방법에 사용된 구조 기술자들의 주관적인 관점과 전문가적 견해에서 탈피하여, 지진의 크기에 따른 구조형식이 각기 다른 건물들의 내진 성글 평가 기술에 바탕을 둔 지진 손실 평가 방법이다. 그 과정을 살펴보면 먼저 선별된 전형적인 건축 구조물에 대하여 비선형 정적 내진 해석인 pushover 해석을 실행하여 그들의 건물 능력도와 각 부재의 비선형 응답을 계산한다. 지진하중은 ADRS(Acceleration-Displacement Response Spectrum)의 응답 가속도와 응답 변위의 형태로 표현하여 이를 건물 능력도와 함께 능력 스펙트럼법(Capacity Spectrum Method) 기법을 이용하여 건물의 내진 성능점을 찾는다. 또한 전체 건물을 주요 구조체인 기둥, 보, 슬래브 등과 비구조체인 비내력 벽판, 외벽 장식용 요소 등을 각각 분리하여 건물 각 부재들의 지진 응답 변위에 따른 피해율을 산출한다. 이들 각 부재들의 피해는 그 부재들의 특성에 따른 적절한 보수보강기법과 그에 따른 비용산정 모델을 이용하여 각 부재의 금전적인 피해액으로 전환한다. 마지막으로 Monte Carlo기법을 이용하여 지금까지 얻은 건물의 응답과 각 부재들의 지진에 따른 피해율, 그리고 그 부재들의 비용산정 모델을 종합하여 전체 건물의 최종의 피해율을 얻는다. 특히, 현존하는 건물에 사용된 재료와 설계 가정 하중의 가변성에 따른 건물 거동에 대한 불확실성 등을 고려하기 위하여 Latin Hypercube 추출 기법을 사용하며, 마지막으로 본 연구의 사례평가를 위하여 과거 일어났던 지진 피해정보와 손실 자료들을 바탕으로 ACM방법과 재래식 방법을 이용한 건물 손실 평가 방법을 비교 분석하였다.