• 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.

• Proceedings of the Korean Society of Medical Physics Conference
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• 2004.11a
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• pp.43-46
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• 2004

The commissioning of a treatment planning system of model-based dose calculation algorithm requires a lot of parameters to be selected to fit measured data, in which process physical insights for the parameters are often forgotten. We present the photon beam commissioning of Pinnacle$^3$ with the help of Monte Carlo (MC) simulation and evaluate the parameters Pinnacle$^3$ demands. Even though the MC calculation produces reasonable values for the commissioning, the thorough physical basis of the Pinnacles$^3$'s commissioning process is needed to use the MC derived parameters directly.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.54 no.1
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• pp.29-33
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• 2005

Energy distribution function for electrons in $SF_6$-Ar mixtures gas by MCS-BEq algorithm has been analysed over the E/N range $30{\sim}300$[Td] by a two term Boltana equation and by a Monte Carlo Simulation using a set of electron cross sections determined by other, authors, experimentally the electron swarm parameters for 0.2[%} and 0.5[%] $SF_6$-Ar mixtures were measured by time-of-flight(TOF) method. The result show that the deduced electron drift velocities, the electron ionization or attachment coefficients, longitudinal and transverse diffusion coefficients and mean energy agree reasonably well with theoretical for a rang of E/N values. The results obtained from Booltemann equation method and Monte Carlo simulation have been compared with present and previously obtained data and respective set of electron collision cross sections of the molecules.

• 전기의세계
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• v.24 no.5
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• pp.72-80
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• 1975

In this paper an application of the Monte Carlo method to optimum circuit design is discussed. T. Tsuda and T. Kiyono's algorithm based on the Monte Carlo method for solving multiple simul-taneous nonlinear equations is generalized to apply it to finding solutions of the constrained nonlinear optimization problem. The generalized algorithm derived here is directly applied to economical circuit design. In the cirsuit design, the object function is a cost function which is related to the cost of each circuit component. The constraint is the variance of the total system expressed by the variances of each circuit component. The design is to be determined so that the circuit has specified drift reliability with minimum cost. A practical example of economical circuit design and a general nonlinear function minimization is presented with food results.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.55 no.12
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• pp.536-543
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• 2006

This paper uses Monte Carlo technique, which is one of probabilistic methods of estimating the economical quantity of electric power generation in consideration of voltage stability in the aspect of power generation companies. In the power exchange system in Korea, when power generation companies participate in tenders for power generation capacity at the power exchange, they need to determine their power supply capacity considering the stability of electric power system. Thus, we purposed to propose an algorithm for estimating economical power generation capacity in theaspect of power generation companies, through which we can estimate the margin for voltage stability through P-V curve analysis by capacity according to the change of power generation capacity in a simulated system and to conduct Monte Carlo simulation in consideration of the margin

• Journal of Information Processing Systems
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• v.15 no.1
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• pp.34-46
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• 2019

A method for detecting foreign substances in mould based on scatter grams was presented to protect moulds automatically during moulding production. This paper proposes a wavelet transform foreign detection method based on Monte Carlo analysis mechanism to identify foreign objects in the tube. We use the Monte Carlo method to evaluate the image, and obtain the width of the confidence interval by the deviation statistical gray histogram to divide the image type. In order to stabilize the performance of the algorithm, the high-frequency image and the low-frequency image are respectively drawn. By analyzing the position distribution of the pixel gray in the two images, the suspected foreign object region is obtained. The experiments demonstrate the effectiveness of our approach by evaluating the labeled data.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.65-85
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• 2024

The tail probability of a function of a multivariate random variable is not easy to estimate by the crude Monte Carlo simulation. When the occurrence of the function value over a threshold is rare, the accurate estimation of the corresponding probability requires a huge number of samples. When the explicit form of the cumulative distribution function of each component of the variable is known, the inverse transform likelihood ratio method is directly applicable scheme to estimate the tail probability efficiently. The method is a type of the importance sampling and its efficiency depends on the selection of the importance sampling distribution. When the cumulative distribution of the multivariate random variable is represented by a copula and its marginal distributions, we develop an iterative algorithm to find the optimal importance sampling distribution, and show the convergence of the algorithm. The performance of the proposed scheme is compared with the crude Monte Carlo simulation numerically.

• The Korean Journal of Applied Statistics
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• v.25 no.1
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• pp.183-196
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• 2012

The inference for incomplete data such as missing data, truncated distribution and censored data is a phenomenon that occurs frequently in statistics. To solve this problem, Expectation Maximization(EM), Monte Carlo Expectation Maximization(MCEM) and Stochastic Expectation Maximization(SEM) algorithm have been used for a long time; however, they generally assume known distributions. In this paper, we propose the Metropolis-Hastings Expectation Maximization(MHEM) algorithm for unknown distributions. The performance of our proposed algorithm has been investigated on simulated and real dataset, KOSPI 200.

• Nuclear Engineering and Technology
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• v.52 no.11
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• pp.2667-2677
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• 2020

A domain decomposition (DD) scheme for GPU-based Monte Carlo (MC) calculation which is essential for whole-core depletion is introduced within the framework of the modified history-based tracking algorithm. Since GPU-offloaded MC calculations suffer from limited memory capacity, employing DDMC is inevitable for the simulation of depleted cores which require large storage to save hundreds of newly generated isotopes. First, an automated domain decomposition algorithm named wheel clustering is devised such that each subdomain contains nearly the same number of fuel assemblies. Second, an innerouter iteration algorithm allowing overlapped computation and communication is introduced which enables boundary neutron transactions during the tracking of interior neutrons. Third, a bank update scheme which is to include the boundary sources in a way to be adequate to the peculiar data structures of the GPU-based neutron tracking algorithm is presented. The verification and demonstration of the DDMC method are done for 3D full-core problems: APR1400 fresh core and a mock-up depleted core. It is confirmed that the DDMC method performs comparably with the standard MC method, and that the domain decomposition scheme is essential to carry out full 3D MC depletion calculations with limited GPU memory capacities.

• Structural Engineering and Mechanics
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• v.21 no.5
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• pp.507-518
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• 2005

In the shear-lag analysis of structures deterministic procedure is insufficient to provide complete information. Probabilistic analysis is a holistic approach for analyzing shear-lag effects considering uncertainties in structural parameters. This paper proposes an efficient and accurate algorithm to analyze shear-lag effects of structures with parameter uncertainties. The proposed algorithm integrated the advantages of the response surface method (RSM), finite element method (FEM) and Monte Carlo simulation (MCS). Uncertainties in the structural parameters can be taken into account in this algorithm. The algorithm is verified using independently generated finite element data. The proposed algorithm is then used to analyze the shear-lag effects of a simply supported beam with parameter uncertainties. The results show that the proposed algorithm based on the central composite design is the most promising one in view of its accuracy and efficiency. Finally, a parametric study was conducted to investigate the effect of each of the random variables on the statistical moment of structural stress response.