• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.135-150
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• 1999

Latin hypercube sampling(LHS) introduced by McKay et al. (1979) is a widely used method for Monte Carlo integration. Stratified Latin hypercube sampling(SLHS) proposed by Choi and Lee(1993) improves LHS by combining it with stratified sampling. In this article it is shown that SLHS yields an asymptotically more accurate than both stratified sampling and LHS.

• Journal of the Korea Convergence Society
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• v.12 no.12
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• pp.59-64
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• 2021

This paper deals with the performance analysis of the jamming effect of cross-eye when the difference between the real amplitude ratio and the nominal amplitude ratio due to mechanical defects is modeled as a random variable with a normal distribution. We propose how to evaluate mean square difference (MSD) obtained using a numerical integration-based approach. The MSD obtained by the proposed method is closer to non-approximated Monte-Carlo simulation-based MSD than the analytic MSD calculated using the first-order Taylor approximation and the second-order Taylor approximation. It is shown that, based on the numerical integration, the effect of amplitude ratio perturbation on the cross-eye jamming performance can be evaluated without going through the computationally intensive Monte-Carlo method.

• Journal of Digital Convergence
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• v.19 no.12
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• pp.339-345
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• 2021

In this paper, estimation angle performance analysis of amplitude-comparison monopulse radar under additive noise effect is dealt with. When uncorrelated white noises are added to the squinted beams, the angle estimation performance is analyzed through the mean square error(MSE). The numerical integration-based mean square error result completely overlaps the Monte Carlo-based mean square error result, which corresponds to 99.8% of the Monte Carlo-based mean square error result. In addition, the mean square error analysis method based on numerical integration has a much faster operation time than the mean square error method based on Monte Carlo. the angle estimation performance of the amplitude comparison monopulse radar can be efficiently analyzed in various noise environments through the proposed numerical integration-based mean square error method.

• Journal of the Korean Association of Geographic Information Studies
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• v.23 no.4
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• pp.16-41
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• 2020

Geospatial input setting to represent the reality of spatial distribution or quantitative property within model has become a major interest in earth system simulation. Many studies showed the variation of grid resolution could lead to drastic changes of spatial model results because of insufficient surface property estimations. Hence, in this paper, the authors proposed Monte Carlo Integration (MCI) to apply spatial probability (SP) in a spatial-sampling framework using a three-dimensional point cloud (3DPC) to keep the optimized spatial distribution and area/volume property of buildings in urban area. Three different decision rule based building identification results were compared : SP threshold, cell size, and 3DPC density. Results shows the identified building area property tend to increase according to the spatial sampling grid area enlargement. Hence, areal building property manipulation in the sampling frameworks by using decision rules is strongly recommended to increase reliability of geospatial modeling and analysis results. Proposed method will support the modeling needs to keep quantitative building properties in both finer and coarser grids.

• Structural Engineering and Mechanics
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• v.9 no.6
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• pp.557-568
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• 2000

As time-variant reliability approaches become increasingly used for service life prediction of the aging infrastructure, the demand for computer solution methods continues to increase. Effcient computer techniques have become well established for the reliability analysis of structural systems. Thus far, however, this is largely limited to time-invariant reliability problems. Therefore, the requirements for time-variant reliability prediction of deteriorating structural systems under time-variant loads have remained incomplete. This study presents a computer program for $\underline{REL}$iability of $\underline{T}$ime-Variant $\underline{SYS}$tems, RELTSYS. This program uses a combined technique of adaptive importance sampling, numerical integration, and fault tree analysis to compute time-variant reliabilities of individual components and systems. Time-invariant quantities are generated using Monte Carlo simulation, whereas time-variant quantities are evaluated using numerical integration. Load distribution and post-failure redistribution are considered using fault tree analysis. The strengths and limitations of RELTSYS are presented via a numerical example.

• 한국디지털정책학회:학술대회논문집
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• 2006.06a
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• pp.87-109
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• 2006

The purpose of this paper is to examine the present performance evaluation methods and to make Monte Carlo Simulation Model for the IT-based Government innovation project. It is suggested the proper ways in applying of Monte Carlo Simulation Model by integration of present evaluation methods. It develops the theoretical framework for this paper, examining the existing literature on proposing an approach to the key concepts of the economic impact analysis methods. It examines the actual conditions of performance evaluation focusing on the It-based Government Innovation project. It considers how the simulation model is applied to the performance management in the public innovation project focusing on the framework, process and procedure of performance management.

• Journal of the Korean Institute of Telematics and Electronics
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• v.22 no.5
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• pp.102-109
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• 1985

A new yield maximization procedure by investigating method of the multidimensional Monte Carlo integration is presented. And then maximum yield is obtained by the new modified weight selection algorithm applied to objective function of MOSFET NAND GATE Also this yield maximization procedure can be applied to nonconvex objective function.

• Bulletin of the Korean Mathematical Society
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• v.59 no.2
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• pp.507-528
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• 2022

We propose a path integral method to construct a time stepwise local volatility for the stock index market under Dupire's model. Our method is focused on the pricing with the Monte Carlo Method (MCM). We solve the problem of randomness of MCM by applying numerical integration. We reconstruct this task as a matrix equation. Our method provides the analytic Jacobian and Hessian required by the nonlinear optimization solver, resulting in stable and fast calculations.

• 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.

• Progress in Medical Physics
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• v.22 no.4
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• pp.190-197
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• 2011

Currently, the dose distribution calculation used by commercial treatment planning systems (TPSs) for high-dose rate (HDR) brachytherapy is derived from point and line source approximation method recommended by AAPM Task Group 43 (TG-43). However, the study of Monte Carlo (MC) simulation is required in order to assess the accuracy of dose calculation around three-dimensional Ir-192 source. In this study, geometry factor was calculated using segmented sources integration method by dividing microSelectron HDR Ir-192 source into smaller parts. The Monte Carlo code (MCNPX 2.5.0) was used to calculate the dose rate $\dot{D}(r,\theta)$ at a point ($r,\theta$) away from a HDR Ir-192 source in spherical water phantom with 30 cm diameter. Finally, anisotropy function and radial dose function were calculated from obtained results. The obtained geometry factor was compared with that calculated from line source approximation. Similarly, obtained anisotropy function and radial dose function were compared with those derived from MCPT results by Williamson. The geometry factor calculated from segmented sources integration method and line source approximation was within 0.2% for $r{\geq}0.5$ cm and 1.33% for r=0.1 cm, respectively. The relative-root mean square error (R-RMSE) of anisotropy function obtained by this study and Williamson was 2.33% for r=0.25 cm and within 1% for r>0.5 cm, respectively. The R-RMSE of radial dose function was 0.46% at radial distance from 0.1 to 14.0 cm. The geometry factor acquired from segmented sources integration method and line source approximation was in good agreement for $r{\geq}0.1$ cm. However, application of segmented sources integration method seems to be valid, since this method using three-dimensional Ir-192 source provides more realistic geometry factor. The anisotropy function and radial dose function estimated from MCNPX in this study and MCPT by Williamson are in good agreement within uncertainty of Monte Carlo codes except at radial distance of r=0.25 cm. It is expected that Monte Carlo code used in this study could be applied to other sources utilized for brachytherapy.