• Transactions of the Korean Society of Mechanical Engineers A
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• v.30 no.9 s.252
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• pp.1116-1123
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• 2006

In this study, the effective method for reliability estimation is proposed using tow-staged kriging metamodel and genetic algorithm. Kriging metamodel can be determined by appropriate sampling range and the number of sampling points. The first kriging metamodel is made based on the proposed sampling points. The advanced f'=rst order reliability method is applied to the first kriging metamodel to determine the reliability and most probable failure point(MPFP) approximately. Then, the second kriging metamodel is constructed using additional sampling points near the MPFP. These points are selected using genetic algorithm that have the maximum mean squared error. The Monte-Carlo simulation is applied to the second kriging metamodel to estimate the reliability. The proposed method is applied to numerical examples and the results are almost equal to the reference reliability.

• Structural Engineering and Mechanics
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• v.5 no.2
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• pp.115-126
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• 1997

Importance sampling methods have been developed with the aim of reducing the computational costs inherent in Monte Carlo methods. This study proposes a new algorithm called the adaptive kernel method which combines and modifies some of the concepts from adaptive sampling and the simple kernel method to evaluate the structural reliability of time variant problems. The essence of the resulting algorithm is to select an appropriate starting point from which the importance sampling density can be generated efficiently. Numerical results show that the method is unbiased and substantially increases the efficiency over other methods.

• KIISE Transactions on Computing Practices
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• v.21 no.1
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• pp.94-99
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• 2015

With the recent machine learning paradigm of using nonparametric Bayesian statistics and statistical inference based on random sampling, the Dirichlet distribution finds many uses in a variety of graphical models. It is a multivariate generalization of the gamma distribution and is defined on a continuous (K-1)-simplex. This paper presents a sampling method for a Dirichlet distribution for the problem of dividing an integer X into a sequence of K integers which sum to X. The target samples in our problem are all positive integer vectors when multiplied by a given X. They must be sampled from the correspondingly gridded simplex. In this paper we develop a Markov Chain Monte Carlo (MCMC) proposal distribution for the neighborhood grid points on the simplex and then present the complete algorithm based on the Metropolis-Hastings algorithm. The proposed algorithm can be used for the Markov model, HMM, and Semi-Markov model for accurate state-duration modeling. It can also be used for the Gamma-Dirichlet HMM to model q the global-local duration distributions.

• Survey Research
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• v.7 no.2
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• pp.39-52
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• 2006

Most of Korean survey institutions adopt quota sampling for telephone surveys based on region, gender and age-band. In weekdays, it is well blown that there exist substantial differences in day time in-house rate by individual's socio-demographic attributes. So, quota sampling may induce systematic respondent selection bias. To solve the problem, we propose "time-balanced quota sampling" in which interviewer's call time-band is added as an quota variable. Furthermore, we propose "time-balanced quasi-quota sampling" which is derived by partially relaxing evening time quotas in time-balanced quota sampling. We compare the conventional and the newly proposed quota sampling schemes by drawing Monte Carlo samples from the hypothetical population for which the Korea 2004 time use survey data is assumed.

• Journal of Korea Water Resources Association
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• v.38 no.4 s.153
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• pp.281-292
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• 2005

The water balance analysis for the long-term water resources plan is a simple calculation that compares water demands with possible water supplies. For a watershed being considered the reports on the performance of the water balance analysis, however, have shown inconsistent results and thus have not earned credibility due to the uncertainty of the data acquired and models used. In this research, uncertainties in the water scarcity estimate were assessed through probability representation based on the Monte Carlo simulation using Latin Hypercube Sampling (LHS). The natural flow, municipal demand, industrial demand, agricultural demand, and return flow rate were selected as representative input variables for the water balance analysis, and their distributions were set based on the linear regression and the entropy theory. The statistical properties of the output variable samples were analyzed in comparison with a deterministic estimate of the water scarcity of an existing study. Application of LHS to three sub-basins of the Geum river basin showed the deterministic estimate could be overestimated or underestimated. The sensitivity analysis as well as the uncertainty analysis found that the return flow rate of the agricultural water is the most uncertain but is rarely sensitive to the output of the water balance analysis.

• Smart Structures and Systems
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• v.26 no.2
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• pp.175-184
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• 2020

Conventional Monte Carlo simulation-based methods for seismic risk assessment of water networks often require excessive computational time costs due to the hydraulic analysis. In this study, an Artificial Neural Network-based surrogate model was proposed to efficiently evaluate the flow-based system reliability of water distribution networks. The surrogate model was constructed with appropriate training parameters through trial-and-error procedures. Furthermore, a deep neural network with hidden layers and neurons was composed for the high-dimensional network. For network training, the input of the neural network was defined as the damage states of the k-dimensional network facilities, and the output was defined as the network system performance. To generate training data, random sampling was performed between earthquake magnitudes of 5.0 and 7.5, and hydraulic analyses were conducted to evaluate network performance. For a hydraulic simulation, EPANET-based MATLAB code was developed, and a pressure-driven analysis approach was adopted to represent an unsteady-state network. To demonstrate the constructed surrogate model, the actual water distribution network of A-city, South Korea, was adopted, and the network map was reconstructed from the geographic information system data. The surrogate model was able to predict network performance within a 3% relative error at trained epicenters in drastically reduced time. In addition, the accuracy of the surrogate model was estimated to within 3% relative error (5% for network performance lower than 0.2) at different epicenters to verify the robustness of the epicenter location. Therefore, it is concluded that ANN-based surrogate model can be utilized as an alternative model for efficient seismic risk assessment to within 5% of relative error.

• Journal of Korea Game Society
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• v.16 no.4
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• pp.79-86
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• 2016

Monte-Carlo Tree Search(MCTS) is a best-first tree search algorithm and has been successfully applied to various games, especially to the game of Go. We evaluate the performance of MCTS playing against each other in the game of Tic-Tac-Toe. It reveals that the first player always has an overwhelming advantage to the second player; and we try to find out the reason why the first player is superior to the second player in spite of the fact that the best game result should be a draw. Since MCTS is a statistical algorithm based on the repeated random sampling, it cannot adequately tackle an urgent problem that needs a strategy, especially for the second player. For this, we propose a strategic MCTS(S-MCTS) and show that the S-MCTS player never loses a Tic-Tac-Toe game.

• Nuclear Engineering and Technology
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• v.49 no.4
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• pp.710-720
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• 2017

In Korea, many nuclear power plants operate at a single site based on geographical characteristics, but the population density near the sites is higher than that in other countries. Thus, multiunit accidents are a more important consideration than in other countries and should be addressed appropriately. Currently, there are many issues related to a multiunit probabilistic safety assessment (PSA). One of them is the quantification of a multiunit PSA model. A traditional PSA uses a Boolean manipulation of the fault tree in terms of the minimal cut set. However, such methods have some limitations when rare event approximations cannot be used effectively or a very small truncation limit should be applied to identify accident sequence combinations for a multiunit site. In particular, it is well known that seismic risk in terms of core damage frequency can be overestimated because there are many events that have a high failure probability. In this study, we propose a quantification method based on a Monte Carlo approach for a multiunit PSA model. This method can consider all possible accident sequence combinations in a multiunit site and calculate a more exact value for events that have a high failure probability. An example model for six identical units at a site was also developed and quantified to confirm the applicability of the proposed method.

• Journal of the Korean Statistical Society
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• v.30 no.3
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• pp.435-451
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• 2001

We describe a hierarchical bayesian model to analyze multinomial nonignorable nonresponse data. Using a Dirichlet and beta prior to model the cell probabilities, We develop a complete hierarchical bayesian analysis for multinomial proportions without making any algebraic approximation. Inference is sampling based and Markove chain Monte Carlo methods are used to perform the computations. We apply our method to the dta on body mass index(BMI) and show the model works reasonably well.

• Journal of the Korean Data and Information Science Society
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• v.14 no.2
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• pp.247-255
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• 2003

Hypothesis testing for the equality of two distributions were considered. Nonparametric kernel density estimates were used for testing equality of distributions. Cross-validatory choice of bandwidth was used in the kernel density estimation. Sampling distribution of considered test statistic were developed by resampling method, called the bootstrap. Small sample Monte Carlo simulation were conducted. Empirical power of considered tests were compared for variety distributions.