• 제목/요약/키워드: Prior Probability

검색결과 287건 처리시간 0.024초

An objective Bayesian analysis for multiple step stress accelerated life tests

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제20권3호
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    • pp.601-614
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    • 2009
  • This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

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Improvement of Self Organizing Maps using Gap Statistic and Probability Distribution

  • Jun, Sung-Hae
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제8권2호
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    • pp.116-120
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    • 2008
  • Clustering is a method for unsupervised learning. General clustering tools have been depended on statistical methods and machine learning algorithms. One of the popular clustering algorithms based on machine learning is the self organizing map(SOM). SOM is a neural networks model for clustering. SOM and extended SOM have been used in diverse classification and clustering fields such as data mining. But, SOM has had a problem determining optimal number of clusters. In this paper, we propose an improvement of SOM using gap statistic and probability distribution. The gap statistic was introduced to estimate the number of clusters in a dataset. We use gap statistic for settling the problem of SOM. Also, in our research, weights of feature nodes are updated by probability distribution. After complete updating according to prior and posterior distributions, the weights of SOM have probability distributions for optima clustering. To verify improved performance of our work, we make experiments compared with other learning algorithms using simulation data sets.

신규 개발하는 소모성 발사체의 베이지안 신뢰도 추정 (Bayesian Reliability Estimation of a New Expendable Launch Vehicle)

  • 홍혜진;김경미
    • 품질경영학회지
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    • 제42권2호
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    • pp.199-208
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    • 2014
  • Purpose: This paper explains how to obtain the Bayes estimates of the whole launch vehicle and of a vehicle stage, respectively, for a newly developed expendable launch vehicle. Methods: We determine the parameters of the beta prior distribution using the upper bound of the 60% Clopper-Pearson confidence interval of failure probability which is calculated from previous launch data considering the experience of the developer. Results: Probability that a launch vehicle developed from an inexperienced developer succeeds in the first launch is obtained by about one third, which is much smaller than that estimated from the previous research. Conclusion: The proposed approach provides a more conservative estimate than the previous noninformative prior, which is more reasonable especially for the initial reliability of a new vehicle which is developed by an inexperienced developer.

Independent Testing in Marshall and Olkin's Bivariate Exponential Model Using Fractional Bayes Factor Under Bivariate Type I Censorship

  • Cho, Kil-Ho;Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1391-1396
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    • 2008
  • In this paper, we consider two components system which the lifetimes have Marshall and Olkin's bivariate exponential model with bivariate type I censored data. We propose a Bayesian independent test procedure for above model using fractional Bayes factor method by O'Hagan based on improper prior distributions. And we compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure.

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베이즈 법칙의 활용을 위한 엑셀 매크로 (Excel macro for applying Bayes' rule)

  • 김재현;백호유
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1183-1197
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    • 2011
  • 베이즈 법칙에서는 사전확률과 우도가 주어지고 어떤 실험결과가 일어났을 때 사후확률을 계산한다. 이러한 사후확률의 계산 문제를 엑셀 매크로를 이용하여 쉽게 계산할 수 있다. 또한 일련의 독립적이고 연속적인 실험결과에 따르는 사후확률도 편리하게 계산할 수 있다. 특히, 엑셀 매크로를 작성하면 작업창에서 반복된 계산의 입력과 출력이 쉽게 이루어진다. 본 논문에서는 베이즈 법칙의 활용을 위해서 엑셀 매크로를 작성하고 그것의 사용 예를 들었다.

인증농산물의 구매편향성에 관한 연구 - 두부를 사례로 - (The Effects of Consumer Beliefs for Food Certifications on Purchasing Intention Biases for the Certified Agricultural Products - A Case Analysis based on Tofu -)

  • 박정아;장영수
    • 한국식품영양학회지
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    • 제29권6호
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    • pp.952-961
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    • 2016
  • The objective of this study is to examine the effects of consumer beliefs regarding three food certifications on their behavioral intention and the behavioral intention biases to purchase (purchasing intention biases) certified agricultural products as predicted by a subjective probability model. The food certifications used for this study are 'Organic food', 'Traceability system of food products,' and 'Hazard Analysis Critical Control Point (HACCP)'. Tofu (bean curd) was selected as being representative of agricultural food products, for the purposes of this study. In 2016, we surveyed 243 consumers regarding the strength of their belief regarding their prior beliefs relative to each certification, as well as the strength of their intention to purchase certified tofu based on their belief strengths for this study. The study resulted in the following findings: Firstly, consumers hold more than two different prior beliefs for each of the three certifications included in this study. Consumers' prior beliefs regarding these certifications have an impact on their consideration as to whether they plan to buy those certified agricultural products. Secondly, consumers try to persuade themselves to ensure that their particular belief about the product's certification could lead to a purchasing decision regarding that agricultural product.

확률강우량의 공간분포추정에 있어서 Bayesian 기법을 이용한 공간통계모델의 매개변수 불확실성 해석 (Uncertainty Analysis of Parameters of Spatial Statistical Model Using Bayesian Method for Estimating Spatial Distribution of Probability Rainfall)

  • 서영민;박기범;김성원
    • 한국환경과학회지
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    • 제20권12호
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    • pp.1541-1551
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    • 2011
  • This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.

A long-term tunnel settlement prediction model based on BO-GPBE with SHM data

  • Yang Ding;Yu-Jun Wei;Pei-Sen Xi;Peng-Peng Ang;Zhen Han
    • Smart Structures and Systems
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    • 제33권1호
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    • pp.17-26
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    • 2024
  • The new metro crossing the existing metro will cause the settlement or floating of the existing structures, which will have safety problems for the operation of the existing metro and the construction of the new metro. Therefore, it is necessary to monitor and predict the settlement of the existing metro caused by the construction of the new metro in real time. Considering the complexity and uncertainty of metro settlement, a Gaussian Prior Bayesian Emulator (GPBE) probability prediction model based on Bayesian optimization (BO) is proposed, that is, BO-GPBE. Firstly, the settlement monitoring data are analyzed to get the influence of the new metro on the settlement of the existing metro. Then, five different acquisition functions, that is, expected improvement (EI), expected improvement per second (EIPS), expected improvement per second plus (EIPSP), lower confidence bound (LCB), probability of improvement (PI) are selected to construct BO model, and then BO-GPBE model is established. Finally, three years settlement monitoring data were collected by structural health monitoring (SHM) system installed on Nanjing Metro Line 10 are employed to demonstrate the effectiveness of BO-GPBE for forecasting the settlement.

엑셀 매크로기능을 이용한 베이즈 정리 교육도구 개발 (Development of Bayes' rule education tool with Excel Macro)

  • 최현석;하정철
    • Journal of the Korean Data and Information Science Society
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    • 제23권5호
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    • pp.905-912
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    • 2012
  • 본 논문에서는 엑셀매크로로 베이즈 정리 교육도구를 개발하여 사용의 예를 소개한다. 주어진 어느 한 사건이 발생했을 때 그 사건이 특정조건하에서 발생되었는지 여부에 관심이 있다. 이런 경우의 확률계산에 사용할 수 있는 것이 베이즈 정리이다. 베이즈 정리는 새롭게 얻어진 부가적인 정보를 기초로 통계적 의사결정을 하는데 매우 유용한 정리이다. 베이즈 정리를 중간과정과 설명을 통해 학습자 스스로 효율적으로 학습할 수 있도록 개발한 교육도구를 소개한다. 조건부확률, 곱셈법칙, 전확률 공식, 사전확률, 사후확률 등에 대한 설명과 활용 예를 단계적 학습을 통해 이해할 수 있도록 하였다. 결과가 나오기까지의 과정을 단계적인 개념설명과 그림으로 표현하여 단계적, 시각적인 학습이 되도록 하였다. 한 화면상에서 계산과정과 결과를 나타내도록 하기 위하여 분할 2개와 3개에 대하여 엑셀 자체에서 제공되는 분석기능과 비주얼베이직으로 작성된 프로그램을 연결하여 명령단추를 누르면 매크로가 실행되게 하였다.

베이지안 기법을 적용한 우주발사체의 발사 성공률 추정에 관한 연구 (A Study on the Estimation of Launch Success Probability for Space Launch Vehicles Using Bayesian Method)

  • 유승우;김인걸
    • 한국항공우주학회지
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    • 제48권7호
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    • pp.537-546
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    • 2020
  • 우주발사체 개발과정에서 설계와 프로세스의 성능지표로 활용되는 신뢰도는 발사 성공률로 유효성이 확인되고, 반복된 발사를 통해 수집된 데이터는 신뢰도 관리를 위하여 피드백 되어야 한다. 본 논문에서는 전 세계 우주발사체의 발사 이력을 조사하여 발사체 모델이나 발사 운용을 통한 기술 성숙도에 따른 발사 성공률을 비교 분석하였고, 사전정보를 반영한 사전확률분포에 발사를 통해 관측된 데이터를 업데이트하는 베이지안 기법을 적용하여 다음 발사에서 예상되는 성공률을 추정하였다. 여러 유형의 사전확률분포를 사용하여 추정한 발사 성공률과 전통적인 통계 기법을 통해 산출한 성공률을 비교 분석하여 적절한 사전분포를 설정하는 방안을 검토하였고, 베이지안 기법을 적용하여 미래의 발사 성공률을 예측하기 위해 고려할 사항들을 제시하였다.