• 한국수자원학회논문집
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• 제41권9호
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• pp.943-958
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• 2008

본 연구는 수위-유량 관계곡선식의 매개변수 추정을 수행하기 위하여 Bayesian 회귀분석을 적용하였다. 또한 불확실성측면에서의 효과를 탐색하기 위하여 Bayesian 회귀분석에 의한 추정치와 t 분포를 이용하여 산정한 일반 최소자승법(ordinary least square, OLS)에 의한 회귀분석의 추정치를 각각 산정하여 산정결과의 신뢰구간을 비교분석 하였다. 등분산케이스의 통계적 실험결과 t 분포를 이용하여 산정된 평균 추정치와 Bayesian 회귀분석에 의한 평균 추정치는 크게 다르지 않았으나, 비등분산 케이스의 경우에는 Bayesian 회귀분석이 참값에 가까운 추정치를 산정함을 알 수 있었다. 또한 불확실성 측면에서 평가해 볼 때 신뢰구간의 상한추정치와 하한추정치의 차이는 Bayesian 회귀분석을 사용한 경우가 기존 방법을 사용한 경우보다 작은 것으로 나타났으며, 이로부터 수위-유량 관계곡선식의 매개변수를 추정하는 경우 Bayesian 회귀분석이 일반 회귀분석보다 불확실성을 표현하는데 있어서 우수하다는 결과를 얻을 수 있었다. 적용된 두 가지의 추정방법은 비등분산성을 고려한 통계적 실험을 통하여 장점과 단점이 비교되었으며, 안양천 유역의 5개 지점으로부터 얻어진 유량측정성과를 이용하여 적용성을 알아보았다. 현장 적용결과는 참값을 알지 못하므로 정량적 우수성은 평가할 수 없었으나, 기존에 사용되는 불확실성 산정방법보다 Bayesian 회귀 분석 불확실성은 감소시켜 나타냄을 알 수 있었다.

• 한국수자원학회논문집
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• 제41권3호
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• pp.325-340
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• 2008

본 연구는 저수량 지역 빈도분석(regional low flow frequency analysis)을 수행하기 위하여 일반최소자승법(ordinary least squares method)을 이용한 Bayesian 다중회귀분석을 적용하였으며, 불확실성측면에서의 효과를 탐색하기 위하여 Bayesian 다중회귀분석에 의한 추정치와 t 분포를 이용하여 산정한 일반 다중회귀분석의 추정치의 신뢰구간을 비교분석하였다. 각 재현기간별 비교결과를 보면 t 분포를 이용하여 산정된 평균 추정치와 Bayesian 다중회귀분석에 의한 평균 추정치는 크게 다르지 않았다. 그러나 불확실성 측면에서 평가해볼 때 신뢰구간의 상한추정치와 하한추정치의 차이는 Bayesian 다중회귀분석을 사용한 경우가 기존 방법을 사용한 경우보다 훨씬 작은 것으로 나타났으며, 이로부터 저수량(low flow) 지역 빈도분석을 수행하는 경우 Bayesian 다중회귀분석이 일반 회귀분석보다 불확실성을 표현하는데 있어서 우수하다는 결과를 얻을 수 있었다. 또한 낙동강 유역에 2개의 미계측 유역을 선정하고 구축된 Bayesian 다중회귀모형을 적용하여 불확실성을 포함한 미계측 유역에서의 저수량(low flow)을 추정하였으며 이와 같은 방법이 미계측 유역에서의 저수(low flow) 특성을 나타내는 데 있어서 효과적일 수 있음을 입증하였다.

• Communications for Statistical Applications and Methods
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• 제13권1호
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• pp.141-150
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• 2006

Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.

• Communications for Statistical Applications and Methods
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• 제19권6호
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• pp.885-898
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• 2012

In this paper, we consider Bayesian approaches to partially linear models, in which a regression function is represented by a semiparametric additive form of a parametric linear regression function and a nonparametric regression function. We make a comparative study on the performance of widely used Bayesian partially linear models in terms of empirical analysis. Specifically, we deal with three Bayesian methods to estimate the nonparametric regression function, one method using Fourier series representation, the other method based on Gaussian process regression approach, and the third method based on the smoothness of the function and differencing. We compare the numerical performance of three methods by the root mean squared error(RMSE). For empirical analysis, we consider synthetic data with simulation studies and real data application by fitting each of them with three Bayesian methods and comparing the RMSEs.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제6권4호
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• pp.277-281
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• 2006

Cyber counseling, one of the most compatible type of consultation for the information society, enables people to reveal their mental agonies and private problems anonymously, since it does not require face-to-face interview between a counsellor and a client. However, there are few cyber counseling centers which provide high quality and trustworthy service, although the number of cyber counseling center has highly increased. Therefore, this paper is intended to enable an appropriate consultation for each client by analyzing client propensity using Bayesian variable selection. Bayesian variable selection is superior to stepwise regression analysis method in finding out a regression model. Stepwise regression analysis method, which has been generally used to analyze individual propensity in linear regression model, is not efficient since it is hard to select a proper model for its own defects. In this paper, based on the case database of current cyber counseling centers in the web, we will analyze clients' propensities using Bayesian variable selection to enable individually target counseling and to activate cyber counseling programs.

• Smart Structures and Systems
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• 제15권2호
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• pp.395-408
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• 2015

This study aims to propose a Bayesian approach to consider changes in temperature and vehicle weight as environmental and operational factors for vibration-based long-term bridge health monitoring. The Bayesian approach consists of three steps: step 1 is to identify damage-sensitive features from coefficients of the auto-regressive model utilizing bridge accelerations; step 2 is to perform a regression analysis of the damage-sensitive features to consider environmental and operational changes by means of the Bayesian regression; and step 3 is to make a decision on the bridge health condition based on residuals, differences between the observed and predicted damage-sensitive features, utilizing 95% confidence interval and the Bayesian hypothesis testing. Feasibility of the proposed approach is examined utilizing monitoring data on an in-service bridge recorded over a one-year period. Observations through the study demonstrated that the Bayesian regression considering environmental and operational changes led to more accurate results than that without considering environmental and operational changes. The Bayesian hypothesis testing utilizing data from the healthy bridge, the damage probability of the bridge was judged as no damage.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.241-253
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• 2015

In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.543-559
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• 2017

Tree-based regression and classification ensembles form a standard part of the data-science toolkit. Many commonly used methods take an algorithmic view, proposing greedy methods for constructing decision trees; examples include the classification and regression trees algorithm, boosted decision trees, and random forests. Recent history has seen a surge of interest in Bayesian techniques for constructing decision tree ensembles, with these methods frequently outperforming their algorithmic counterparts. The goal of this article is to survey the landscape surrounding Bayesian decision tree methods, and to discuss recent modeling and computational developments. We provide connections between Bayesian tree-based methods and existing machine learning techniques, and outline several recent theoretical developments establishing frequentist consistency and rates of convergence for the posterior distribution. The methodology we present is applicable for a wide variety of statistical tasks including regression, classification, modeling of count data, and many others. We illustrate the methodology on both simulated and real datasets.

• Communications for Statistical Applications and Methods
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• 제22권4호
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• pp.349-359
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• 2015

We study a semiparametric Bayesian approach to small area estimation under a nested error linear regression model with area level covariate subject to measurement error. Consideration is given to radial basis functions for the regression spline and knots on a grid of equally spaced sample quantiles of covariate with measurement errors in the nested error linear regression model setup. We conduct a hierarchical Bayesian structural measurement error model for small areas and prove the propriety of the joint posterior based on a given hierarchical Bayesian framework since some priors are defined non-informative improper priors that uses Markov Chain Monte Carlo methods to fit it. Our methodology is illustrated using numerical examples to compare possible models based on model adequacy criteria; in addition, analysis is conducted based on real data.

• 한국철도학회논문집
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• 제19권4호
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• pp.547-554
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• 2016

본 연구는 궤도 틀림을 관리하기 위한 궤도 품질 지수(TQI)의 진전율 추정에 관한 것이다. 이와 관련한 기존 연구 대부분은 시간에 따른 TQI 값의 선형 회귀분석을 통해 구해진 기울기를 기준으로 상수 진전율을 제시하는 데 그치고 있다. 본 연구는 과거 데이터 혹은 전문가의 식견으로부터 도출되는 파라미터의 사전 분포를 효과적으로 반영할 수 있으며, 파라미터값의 확률 분포를 유도해 낼 수 있는 베이지안 방법론에 기초한 진전율 추정 모델을 제안하고, 기존의 전통적인 회귀분석 모형과의 비교 연구를 통해, 베이지안 방법론의 활용 가능성을 검토해 보았다.