• Journal of the Korean Statistical Society
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• 제19권2호
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• pp.128-138
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• 1990

In this paper we study the properties of nonparametric tests for testing the null hypothesis of no changes against one sided and two sideds alternatives in scale parameter at unknown point. We first propose two types of nonparametric tests based on linear rank statistics and rank-like statistics, respectively. For these statistics, we drive the asymptotic distributions under the null and contiguous alternatives. The main theoreticla tools used for derivation are the stochastic process representation of the test staistic and the Brownian bridge approximation. We evaluate the Pitman efficiencies of the test for the contiguous alternatives, and also compute empirical power by Monte Carlo simulation.

• 한국정밀공학회지
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• 제21권9호
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• pp.127-134
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• 2004

It is difficult to have the existing structural optimization using coupled field analysis from CFD to structure analysis when the structure is influenced of fluid. Therefore in an initial model of this study after doing parameter design from the background of shape using topology optimization. and it is making a approximation formula using by the CFD-structure coupled-field analysis and design of experiment. By using this result, we conducted multi-objective optimization. We could confirm efficiency of stochastic method applicable in the scene of structure reliability design to be needed multi-objective optimization. And we presented a way of design that could overcome the time and space restriction in structural design such as the butterfly valve with the less experiment.

• 대한기계학회:학술대회논문집
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• 대한기계학회 2008년도 추계학술대회A
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• pp.1314-1319
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• 2008

Fatigue reliability problems are nowadays actively considered in the design of mechanical components. Recently, Dimension Reduction Method using Kriging approximation (KDRM) was proposed by the authors to efficiently calculate statistical moments of the response function. This method, which is more tractable for its sensitivity-free nature and providing the response PDF in a few number of analyses, is adopted in this study for the reliability analysis. Before applying this method to the practical fatigue problems, accuracies are studied in terms of parameters of the KDRM through a number of numerical examples, from which best set of parameters are suggested. In the fatigue reliability problems, good number of experimental data are necessary to get the statistical distribution of the S-N parameters. The information, however, are not always available due to the limited expense and time. In this case, a family of curves with prediction interval, called P-S-N curve, is constructed from regression analysis. Using the KDRM, once a set of responses are available at the sample points at the mean, all the reliability analyses for each P-S-N curve can be efficiently studied without additional response evaluations. The method is applied to a spring design problem as an illustration of practical applications, in which reliability-based design optimization (RBDO) is conducted by employing stochastic response surface method which includes probabilistic constraints in itself. Resulting information is of great practical value and will be very helpful for making trade-off decision during the fatigue design.

• 전기전자학회논문지
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• 제5권1호
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• pp.1-7
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• 2001

본 논문에서 역 방향 링크 채널에 대해 비 선형 등화기를 이용하여 CDMA 셀룰라 시스템을 연구하였다. 일반적으로 무선 통신에서 불확실한 채널 특성 때문에 Observable 들의 확률분포는 유한 세트의 파라미터로 규정될 수 없다. 대신에 training 샘플에 기반을 둔 Quantile과 Vector Quantizer를 사용함으로서 유한 수의 disjoint된 영역으로 m차 샘플 공간으로 분할하였다. 제안된 알고리듬은 RMSA 알고리즘에 의해 예측된 Quantile와 조건부 분할 모멘트에 따른 regression function의 부분적인 근사에 근간을 두고 있다. 본 논문의 등화기와 검출기는 잡음 분포의 Variation에 민감하지 않다는 관점에서 상당히 강한 특성을 보여 준다. 주요 아이디어는 Robust equalizer와 Robust partition detector가 어떤 환경의 무선 채널 하에서도 partition되지 않은 Observation space의 일반적인 등화기 보다 Observation의 등 확률로 분할된 부 공간에서 더 낳은 성능을 보여 준다. 또한 이런 개념을 CDMA 시스템에 적용하여 BER 성능을 분석하였다.

• 한국임상약학회지
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• 제23권2호
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• pp.137-141
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• 2013

Purpose: This study compared the performance of new NONMEM estimation methods using a population analysis dataset collected from a clinical study that consisted of 40 individuals and 567 observations after a single oral dose of glimepiride. Method: The NONMEM 7.2 estimation methods tested were first-order conditional estimation with interaction (FOCEI), importance sampling (IMP), importance sampling assisted by mode a posteriori (IMPMAP), iterative two stage (ITS), stochastic approximation expectation-maximization (SAEM), and Markov chain Monte Carlo Bayesian (BAYES) using a two-compartment open model. Results: The parameters estimated by IMP, IMPMAP, ITS, SAEM, and BAYES were similar to those estimated using FOCEI, and the objective function value (OFV) for diagnosing the model criteria was significantly decreased in FOCEI, IMPMAP, SAEM, and BAYES in comparison with IMP. Parameter precision in terms of the estimated standard error was estimated precisely with FOCEI, IMP, IMPMAP, and BAYES. The run time for the model analysis was shortest with BAYES. Conclusion: In conclusion, the new estimation methods in NONMEM 7.2 performed similarly in terms of parameter estimation, but the results in terms of parameter precision and model run times using BAYES were most suitable for analyzing this dataset.

• 조명전기설비학회논문지
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• 제18권2호
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• pp.23-28
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• 2004

전기 임피던스 단층촬영법(electrical impedance tomography, EIT)은 미지의 내부 저항률 분포를 갖는 물체 주위에 특수하게 제작된 전극을 여러 개 배치하고 적절하게 설계된 전류를 주입하여 이에 따른 인가전압을 물체 경계에서 측정한 후 이를 근거로 EIT의 영상복원 알고리즘에서 물체 내부의 미지의 저항률 분포를 재구성하는 기술이다. 전기 임피던스 단층촬영법의 영상복원 과정은 비선형 방정식으로 기술되며, 그 해석적인 해를 구하기가 매우 어려우므로 수치적인 방법으로 근사해를 구한다. 본 논문에서는 EIT 영상복원 방법으로 동시 인자변환 확률적 근사화(simultaneous perturbation stochastic approximation, SPSA) 방법을 제안한다. SPSA 방법을 이용한 EIT 영상복원의 성능을 컴퓨터시뮬레이션을 통해 살펴보고 기존의 mNR 방법에 의해 얻어진 결과와 비교 분석하도록 한다.

• 대한수학회보
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• 제48권4호
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• pp.791-812
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• 2011

This is a survey on American options. An American option allows its owner the privilege of early exercise, whereas a European option can be exercised only at expiration. Because of this early exercise privilege American option pricing involves an optimal stopping problem; the price of an American option is given as a free boundary value problem associated with a Black-Scholes type partial differential equation. Up until now there is no simple closed-form solution to the problem, but there have been a variety of approaches which contribute to the understanding of the properties of the price and the early exercise boundary. These approaches typically provide numerical or approximate analytic methods to find the price and the boundary. Topics included in this survey are early approaches(trees, finite difference schemes, and quasi-analytic methods), an analytic method of lines and randomization, a homotopy method, analytic approximation of early exercise boundaries, Monte Carlo methods, and relatively recent topics such as model uncertainty, backward stochastic differential equations, and real options. We also provide open problems whose answers are expected to contribute to American option pricing.

• International Journal of Vascular Biomedical Engineering
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• 제3권1호
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• pp.23-29
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• 2005

We developed a three dimensional cardiac tissue model based on human cardiac cell and mono-domain approximation for action potential propagation. The human myocyte model proposed by ten Tusscher et al. (TNNP model) (2004) for cell electrophysiology and a mono-domain method for electric wave propagation are used to simulate the cardiac tissue propagation mechanism using a finite element method. To delineate non-homogeneity across cardiac tissue layer, we used three types of cardiac cell models. Ansiotropic effect of action potential propagation is also considered in this study. In this 3D anisotropic cardiac tissue with three cell layers, we generated a reentrant wave using S1-S2 protocol. Computational results showed that the reentrant wave was affected by the anisotropic properties of the cells. To test the reentrant wave under pathological state, we simulated a hypertopic model with non-excitable fibroblasts in stochastic manner. Compared with normal tissue, the hypertropic tissue result showed another center of reentrant wave, indicating that the wave pattern can be more easily changed from regular with a concentric focus to irregular multi-focused reentrant waves in case of patients with hypertrophy.

• Structural Engineering and Mechanics
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• 제18권5호
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• pp.591-607
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• 2004

The substance of the use of the derived non-linear creep constitutive equations under variable stress levels (see first part of the paper, Kmet 2004) is explained and the strategy of their application is outlined using the results of one-step creep tests of the steel spiral strand rope as an example. In order to investigate the creep strain increments of cables an experimental set-up was originally designed and a series of tests were carried out. Attention is turned to the individual main steps in the production and application procedure, i.e., to the one-step creep tests, definition of loading history, determination of the kernel functions, selection and definition of constitutive equation and to the comparison of the resulting values considering the product and the additive forms of the approximation of the kernel functions. To this purpose, the parametrical study is performed and the results are presented. The constitutive equations of non-linear creep of cable under variable stress history offer a strong tool for the real simulation of stochastic variable load history and prediction of realistic time-dependent response (current deflection and stress configuration) of structures with cable elements. By means of suitable stress combination and its gradual repeating various loads and times effects can be modelled.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.494-494
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• 2000

This paper demonstrates that the largest Lyapunov exponent $\lambda$ of recurrent neural networks can be controlled by a gradient method. The method minimizes a square error $e_{\lambda}=(\lambda-\lambda^{obj})^2$ where $\lambda^{obj}$ is desired exponent. The $\lambda$ can be given as a function of the network parameters P such as connection weights and thresholds of neurons' activation. Then changes of parameters to minimize the error are given by calculating their gradients $\partial\lambda/\partialP$. In a previous paper, we derived a control method of $\lambda$via a direct calculation of $\partial\lambda/\partialP$ with a gradient collection through time. This method however is computationally expensive for large-scale recurrent networks and the control is unstable for recurrent networks with chaotic dynamics. Our new method proposed in this paper is based on a stochastic relation between the complexity $\lambda$ and parameters P of the networks configuration under a restriction. Then the new method allows us to approximate the gradient collection in a fashion without time evolution. This approximation requires only $O(N^2)$ run time while our previous method needs $O(N^{5}T)$ run time for networks with N neurons and T evolution. Simulation results show that the new method can realize a "stable" control for larege-scale networks with chaotic dynamics.