• 제목/요약/키워드: Posterior Probability

검색결과 224건 처리시간 0.029초

The Unified Framework for AUC Maximizer

  • Jun, Jong-Jun;Kim, Yong-Dai;Han, Sang-Tae;Kang, Hyun-Cheol;Choi, Ho-Sik
    • Communications for Statistical Applications and Methods
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    • 제16권6호
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    • pp.1005-1012
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    • 2009
  • The area under the curve(AUC) is commonly used as a measure of the receiver operating characteristic(ROC) curve which displays the performance of a set of binary classifiers for all feasible ratios of the costs associated with true positive rate(TPR) and false positive rate(FPR). In the bipartite ranking problem where one has to compare two different observations and decide which one is "better", the AUC measures the quantity that ranking score of a randomly chosen sample in one class is larger than that of a randomly chosen sample in the other class and hence, the function which maximizes an AUC of bipartite ranking problem is different to the function which maximizes (minimizes) accuracy (misclassification error rate) of binary classification problem. In this paper, we develop a way to construct the unified framework for AUC maximizer including support vector machines based on maximizing large margin and logistic regression based on estimating posterior probability. Moreover, we develop an efficient algorithm for the proposed unified framework. Numerical results show that the propose unified framework can treat various methodologies successfully.

Hierarchical Bayesian 기법을 통한 강우-유출모형 매개변수의 최적화 및 불확실성 분석 (Parameter Optimization and Uncertainty Analysis of the Rainfall-Runoff Model Coupled with Hierarchical Bayesian Inference Scheme)

  • 문영일;권현한
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2007년도 학술발표회 논문집
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    • pp.1752-1756
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    • 2007
  • 정교한 강우-유출 모의를 위해서는 적절한 매개변수의 추정이 필수적이며, 매개변수 추정 방법은 시행착오(trial and error)에 의한 수동보정법과 최적화방법을 사용한 자동보정법으로 구분할 수 있다. 모형의 매개변수의 수가 많은 경우 수동보정법에 의한 매개변수 추정은 매우 어렵다. 자동 보정법에 사용되는 최적화방법은 Rosenbrock 알고리즘, patten search, 컴플렉스(complex) 방법, Powell 방법 등과 같은 지역최적화 방법과 전역최적화 방법으로 나눌 수 있다. 그러나 기존 방법론들은 매개변수의 최적화를 추적하기 위한 알고리즘이 대부분이며 이들 매개변수에 관련된 불확실성을 평가하는데는 미흡한 단접이 있다. 이러한 점에서 본 연구에서는 강우-유출모형의 매개변수 추정에 있어서 불확실성을 평가할 수 있는 새로운 방법론을 검토하고자 한다. 매개변수와 관련된 불확실성을 평가하기 위한 방법은 여러 가지가 있으나 통계적으로 매우 우수한 능력을 보이는 Hierarchical Bayesian 알고리즘을 Probability-Distributed 강우-유출 모형에 적용하였다. 본 방법론은 최적화와 동시에 각 매개변수에 관련된 사후분포(posterior distribution)의 추정이 가능하므로 모형이 갖는 불확실성을 효과적으로 평가할 수 있다. 따라서, 수자원 관리에 있어서 불확실성을 고려할 수 있으므로 보다 수리수문학적 위험도를 저감할 수 있을 것으로 판단된다.

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신경회로망과 다중스케일 Bayesian 영상 분할 기법을 이용한 결 분할 (Texture segmentation using Neural Networks and multi-scale Bayesian image segmentation technique)

  • 김태형;엄일규;김유신
    • 대한전자공학회논문지SP
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    • 제42권4호
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    • pp.39-48
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    • 2005
  • 본 논문에서는 Bayesian 추정법과 신경회로망을 이용한 새로운 결 분할 방법을 제안한다 신경회로망의 입력으로는 다중스케일을 가지는 웨이블릿 계수와 인접한 이웃 웨이블릿 계수들의 문맥정보를 사용하고, 신경회로망의 출력을 사후 확률로 모델링한다. 문맥정보는 HMT(Hidden Markov Tree) 모델을 이용하여 구한다. 제안 방법은 HMT를 이용한 ML(Maximum Likelihood) 분할 보다 더 우수한 결과를 보여준다. 또한 HMT를 이용한 결 분할 방법과 제안 방법을 이용한 결 분할 각각에 HMTseg라고 불리는 다중 스케일 Bayesian 영상 분할 기술을 이용하여 후처리를 행한 결 분할 또한 제안 방법이 우수함을 보여준다.

신경망을 이용한 우리나라의 시공 간적 가뭄의 해석 (Spatial-Temporal Frough Analysis of South Korea Based On Neural Networks)

  • 신현석
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 1998년도 학술발표회 논문집
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    • pp.7-13
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    • 1998
  • 본 연구에서는 공간적으로 분포되어 있는 연강우량 자료를 이용한 지역 기상학 적인 가뭄을 정의하고 해석하는 모형을 제시한다. 비선형, 비매변수법에 기초한 공간 해석 신경망 (Spatial Analysis Neural Network:SANN)모형을 이용하여, 각 년에 대하여 공간의 임의 점에 서 의 극심, 심, 경심, 및 비 가뭄 확률을 전 대상 지역에 대하여 산출을 통하여 가뭄확률도를 작성 하며, Bayesian 가뭄 심도 지수 (BDSI)를 통하여 전 대상 지역을 가장 적절하게 극심, 심, 경심, 미 가뭄 지역으로 분류하는 방법을 제시한다. 또한, 각 년의 대표적인 가뭄의 형태를 제시 하여 줄 수 있는 지역 가뭄확률과 지역 가뭄 확률 지수를 소개한다. 이 모든 시공간의 가뭄 해석의 방법 은 실제로 우리나라(남한) 전역에 대하여 실시하여, 과거 1967년부터 1996년 까지 의 공간적이고 시간적인 가뭄의 발생 현황과 그 특징을 조사한다. 이는 우리나라 장기 수자원 개발 및 유역 관 리를 더욱 정량적인 가뭄정보에 의해 수행하게하여 줄 수 있을 것이다.

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Bayesian Rules Based Optimal Defense Strategies for Clustered WSNs

  • Zhou, Weiwei;Yu, Bin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권12호
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    • pp.5819-5840
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    • 2018
  • Considering the topology of hierarchical tree structure, each cluster in WSNs is faced with various attacks launched by malicious nodes, which include network eavesdropping, channel interference and data tampering. The existing intrusion detection algorithm does not take into consideration the resource constraints of cluster heads and sensor nodes. Due to application requirements, sensor nodes in WSNs are deployed with approximately uncorrelated security weights. In our study, a novel and versatile intrusion detection system (IDS) for the optimal defense strategy is primarily introduced. Given the flexibility that wireless communication provides, it is unreasonable to expect malicious nodes will demonstrate a fixed behavior over time. Instead, malicious nodes can dynamically update the attack strategy in response to the IDS in each game stage. Thus, a multi-stage intrusion detection game (MIDG) based on Bayesian rules is proposed. In order to formulate the solution of MIDG, an in-depth analysis on the Bayesian equilibrium is performed iteratively. Depending on the MIDG theoretical analysis, the optimal behaviors of rational attackers and defenders are derived and calculated accurately. The numerical experimental results validate the effectiveness and robustness of the proposed scheme.

Delayed rupture of a posttraumatic retromaxillary pseudoaneurysm causing massive bleeding: a case report

  • Hwang, Jae Ha;Kim, Woo Hyeong;Choi, Jun Ho;Kim, Kwang Seog;Lee, Sam Yong
    • 대한두개안면성형외과학회지
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    • 제22권3호
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    • pp.168-172
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    • 2021
  • Posttraumatic pseudoaneurysm of the face is caused by blunt, penetrating, or surgical trauma. Although its incidence is low, pseudoaneurysm rupture can cause a life-threatening, massive hemorrhage. A 48-year-old man visited our emergency center due to a fall-down accident. Three-dimensional computed tomography (CT) showed a comminuted zygomaticomaxillary complex fracture of the left face. After open reduction and internal fixation, the surgical wound healed without any complications. However, the patient was readmitted 10 days after surgery due to pus-like discharge from the wound. Contrast-enhanced CT to find the abscess unexpectedly revealed a pseudoaneurysm in the left retromaxillary area. Massive oral bleeding occurred on the night of re-hospitalization and emergency surgery was done. The bleeding site was identified as a pseudo-aneurysmal rupture of the posterior superior alveolar artery in the retromaxillary area. Hemostasis was achieved by packing Vaseline gauze in the maxillary sinus using an endoscope. Delayed rupture and massive bleeding of posttraumatic retromaxillary pseudoaneurysm after a zygomaticomaxillary fracture is a low-probability, but high-impact event. Therefore, additional contrast-enhanced CT should be considered to evaluate the possibility of a posttraumatic pseudoaneurysm in cases of severe comminuted zygomaticomaxillary fracture.

A novel Metropolis-within-Gibbs sampler for Bayesian model updating using modal data based on dynamic reduction

  • Ayan Das;Raj Purohit Kiran;Sahil Bansal
    • Structural Engineering and Mechanics
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    • 제87권1호
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    • pp.1-18
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    • 2023
  • The paper presents a Bayesian Finite element (FE) model updating methodology by utilizing modal data. The dynamic condensation technique is adopted in this work to reduce the full system model to a smaller model version such that the degrees of freedom (DOFs) in the reduced model correspond to the observed DOFs, which facilitates the model updating procedure without any mode-matching. The present work considers both the MPV and the covariance matrix of the modal parameters as the modal data. Besides, the modal data identified from multiple setups is considered for the model updating procedure, keeping in view of the realistic scenario of inability of limited number of sensors to measure the response of all the interested DOFs of a large structure. A relationship is established between the modal data and structural parameters based on the eigensystem equation through the introduction of additional uncertain parameters in the form of modal frequencies and partial mode shapes. A novel sampling strategy known as the Metropolis-within-Gibbs (MWG) sampler is proposed to sample from the posterior Probability Density Function (PDF). The effectiveness of the proposed approach is demonstrated by considering both simulated and experimental examples.

Recurrent Neural Network Modeling of Etch Tool Data: a Preliminary for Fault Inference via Bayesian Networks

  • Nawaz, Javeria;Arshad, Muhammad Zeeshan;Park, Jin-Su;Shin, Sung-Won;Hong, Sang-Jeen
    • 한국진공학회:학술대회논문집
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    • 한국진공학회 2012년도 제42회 동계 정기 학술대회 초록집
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    • pp.239-240
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    • 2012
  • With advancements in semiconductor device technologies, manufacturing processes are getting more complex and it became more difficult to maintain tighter process control. As the number of processing step increased for fabricating complex chip structure, potential fault inducing factors are prevail and their allowable margins are continuously reduced. Therefore, one of the key to success in semiconductor manufacturing is highly accurate and fast fault detection and classification at each stage to reduce any undesired variation and identify the cause of the fault. Sensors in the equipment are used to monitor the state of the process. The idea is that whenever there is a fault in the process, it appears as some variation in the output from any of the sensors monitoring the process. These sensors may refer to information about pressure, RF power or gas flow and etc. in the equipment. By relating the data from these sensors to the process condition, any abnormality in the process can be identified, but it still holds some degree of certainty. Our hypothesis in this research is to capture the features of equipment condition data from healthy process library. We can use the health data as a reference for upcoming processes and this is made possible by mathematically modeling of the acquired data. In this work we demonstrate the use of recurrent neural network (RNN) has been used. RNN is a dynamic neural network that makes the output as a function of previous inputs. In our case we have etch equipment tool set data, consisting of 22 parameters and 9 runs. This data was first synchronized using the Dynamic Time Warping (DTW) algorithm. The synchronized data from the sensors in the form of time series is then provided to RNN which trains and restructures itself according to the input and then predicts a value, one step ahead in time, which depends on the past values of data. Eight runs of process data were used to train the network, while in order to check the performance of the network, one run was used as a test input. Next, a mean squared error based probability generating function was used to assign probability of fault in each parameter by comparing the predicted and actual values of the data. In the future we will make use of the Bayesian Networks to classify the detected faults. Bayesian Networks use directed acyclic graphs that relate different parameters through their conditional dependencies in order to find inference among them. The relationships between parameters from the data will be used to generate the structure of Bayesian Network and then posterior probability of different faults will be calculated using inference algorithms.

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지화학자료를 이용한 금${\cdot}$은 광산의 배태 예상지역 추정-베이시안 지구통계학과 의사나무 결정기법의 활용 (Prediction of the Gold-silver Deposits from Geochemical Maps - Applications to the Bayesian Geostatistics and Decision Tree Techniques)

  • 황상기;이평구
    • 자원환경지질
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    • 제38권6호
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    • pp.663-673
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    • 2005
  • 지화학 자료의 공간적 분포와 금은광산의 공간적 분포사이의 상관관계를 조사하였다. 활용된 자료는 한국자원연구소에서 발간된 지화학도 중 21개 원소에 대한 도면과, 현재까지 파악된 광산의 위치도면 및 1:100만 지질도이다. 지화학도는 250m 등간격의 격자형 화소로 제작된 도면 중 통계분석을 위하여 1km 간격의 자료를 추출하여 분석하였으며, 광산위치의 지화학 자료 역시 250m 간격의 화소에서 추출하여 분석을 수행하였다. 광산과 지화학자료의 공간적인 상관분석은 베이시안 중첩법과 의사결정나무 기법을 활용하였디. 베이시안 통계기법은 각 지화학도에 분포하는 원소의 화소값을 올림차순으로 정열한 후 자료의 개수가 자기 5, 25, 50, 75, 95, $100\%$에 해당하는 등급을 나누어 모든 지화학도를 6개의 등급을 갖는 도면으로 재분류 하였다. 자 등급에 속한 광산의 개수를 대상으로 광산이 발생할 확률이 계산되었으며, 이 확률을 취합하여 최종 사후확률이 계산되었으며, 사후확률로 광산이 배태될 예측 도면이 작성되었다. 금/은, 동, 철, 납/아연, 텅스텐광산 및 광산이 존재하지 않는 위치에 해당하는 지화학 자료와 암상을 기준으로 의사결정나무를 학습시키고, 학습된 결과를 전체 자료에 적용하여 예측도면을 작성하였다. 광산이 존재하지 않은 지역을 추출하기 위하여 지화학도의 화소를 1km간격으로 추출한 후 이들 중 광산과 750m이내에 있는 자료는 제외시키는 알고리듬을 활용하였다. 예측결과 베이시안 방법에 의한 광산의 위치 예측이 의사결정나무에 의한 예측보다 상대적으로 정확함이 확인되었다. 그러나 두 방법 모두 공히 기존의 광산위치를 적절히 예측하고 있어서 지화학 자료는 광산의 위치와 밀접한 관계를 갖고 있음이 확인되었다.

Survival Analysis for White Non-Hispanic Female Breast Cancer Patients

  • Khan, Hafiz Mohammad Rafiqullah;Saxena, Anshul;Gabbidon, Kemesha;Stewart, Tiffanie Shauna-Jeanne;Bhatt, Chintan
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권9호
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    • pp.4049-4054
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    • 2014
  • Background: Race and ethnicity are significant factors in predicting survival time of breast cancer patients. In this study, we applied advanced statistical methods to predict the survival of White non-Hispanic female breast cancer patients, who were diagnosed between the years 1973 and 2009 in the United States (U.S.). Materials and Methods: Demographic data from the Surveillance Epidemiology and End Results (SEER) database were used for the purpose of this study. Nine states were randomly selected from 12 U.S. cancer registries. A stratified random sampling method was used to select 2,000 female breast cancer patients from these nine states. We compared four types of advanced statistical probability models to identify the best-fit model for the White non-Hispanic female breast cancer survival data. Three model building criterion were used to measure and compare goodness of fit of the models. These include Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC). In addition, we used a novel Bayesian method and the Markov Chain Monte Carlo technique to determine the posterior density function of the parameters. After evaluating the model parameters, we selected the model having the lowest DIC value. Using this Bayesian method, we derived the predictive survival density for future survival time and its related inferences. Results: The analytical sample of White non-Hispanic women included 2,000 breast cancer cases from the SEER database (1973-2009). The majority of cases were married (55.2%), the mean age of diagnosis was 63.61 years (SD = 14.24) and the mean survival time was 84 months (SD = 35.01). After comparing the four statistical models, results suggested that the exponentiated Weibull model (DIC= 19818.220) was a better fit for White non-Hispanic females' breast cancer survival data. This model predicted the survival times (in months) for White non-Hispanic women after implementation of precise estimates of the model parameters. Conclusions: By using modern model building criteria, we determined that the data best fit the exponentiated Weibull model. We incorporated precise estimates of the parameter into the predictive model and evaluated the survival inference for the White non-Hispanic female population. This method of analysis will assist researchers in making scientific and clinical conclusions when assessing survival time of breast cancer patients.