• Title/Summary/Keyword: conditional probability distribution

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Automatic Construction of Hierarchical Bayesian Networks for Topic Inference of Conversational Agent (대화형 에이전트의 주제 추론을 위한 계층적 베이지안 네트워크의 자동 생성)

  • Lim, Sung-Soo;Cho, Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.33 no.10
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    • pp.877-885
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    • 2006
  • Recently it is proposed that the Bayesian networks used as conversational agent for topic inference is useful but the Bayesian networks require much time to model, and the Bayesian networks also have to be modified when the scripts, the database for conversation, are added or modified and this hinders the scalability of the agent. This paper presents a method to improve the scalability of the agent by constructing the Bayesian network from scripts automatically. The proposed method is to model the structure of Bayesian networks hierarchically and to utilize Noisy-OR gate to form the conditional probability distribution table (CPT). Experimental results with ten subjects confirm the usefulness of the proposed method.

Asymptotic Inference on the Odds Ratio via Saddlepoint Method (안부점근사를 이용한 승산비에 대한 점근적 추론)

  • Na, Jong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.29-36
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    • 1999
  • We propose a new method of asymptotic inference on the odds ratio (or cross-product ratio) in $2{\times}2$ contingency table. Saddlepoint approximations to the conditional tail probability we used in this procedure. We assess the accuracy of the suggested method by comparing with the exact one. To obtain the exact values, we need very complicated calculations containing the cumulative probabilities of non-central hypergeometric distribution. The suggested method in this paper is very accurate even for small or moderate sample sizes as well as simple and easy to use. Example with a real data is also considered.

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Probabilistic Assessment of Seepage Stability of Soil Foundation under Water Retaining Structures by Fragility Curves (취약도 곡선에 의한 수리구조물 하부 지반의 확률론적 침투 안정성 평가)

  • Cho, Sung-Eun
    • Journal of the Korean Geotechnical Society
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    • v.37 no.10
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    • pp.41-54
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    • 2021
  • In this study, probabilistic steady seepage behavior of soil foundation beneath water retaining structures according to the location of cutoffs was studied. A Monte Carlo Simulation based on the random finite element method that considers the uncertainty and spatial variability of soil permeability was performed to evaluate the probabilistic seepage behavior. Fragility curves were developed by calculating the failure probability conditional on the occurrence of a given water level from the probability distribution obtained from Monte Carlo simulations. The fragility curve was prepared for the flow quantities such as flow rate through foundation soil, uplift force on the base of structure, and exit gradient in downstream to examine the reliability of the water retaining structure and the foundation soil. From the fragility curves, the effect of the location of cutoff wall on the reliability of water retaining structure and foundation soil according to the rise in water level was studied.

Influence of Joint Distribution of Wave Heights and Periods on Reliability Analysis of Wave Run-up (처오름의 신뢰성 해석에 대한 파고_주기결합분포의 영향)

  • Lee Cheol-Eung
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.17 no.3
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    • pp.178-187
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    • 2005
  • A reliability analysis model f3r studying the influence of joint distribution of wave heights and periods on wave un-up is presented in this paper. From the definition of failure mode related to wave run-up, a reliability function may be formulated which can be considered uncertainties of water level. In particular, the reliability analysis model can be directly taken into account statistical properties and distributions of wave periods by considering wave period in the reliability function to be a random variable. Also, variations of wave height distribution conditioned to mean wave periods can be taken into account correctly. By comparison of results of additional reliability analysis using extreme distributions with those resulted from joint distribution of wave height and periods, it is found that probabilities of failure evaluated by the latter is larger than those by the former. Although the freeboard of sloped-breakwater structures can be determined by extreme distribution based on the long-term measurements, it may be necessary to investigate additionally into wave run-up by using the present reliability analysis model formulated to consider joint distribution of a single storm event. In addition, it may be found that the effect of spectral bandwidth parameter on reliability index may be little, but the effect of wave height distribution conditioned to mean wave periods is straightforward. Therefore, it may be confirmed that effects of wave periods on the probability of failure of wave run-up may be taken into account through the conditional distribution of wave heights. Finally, the probabilities of failure with respect to freeboard of sloped-breakwater structures can be estimated by which the rational determination of crest level of sloped-breakwater structures may be possible.

The working experience of internal control personnel and crash risk

  • RYU, Hae-Young;CHAE, Soo-Joon
    • The Journal of Industrial Distribution & Business
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    • v.10 no.12
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    • pp.35-42
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    • 2019
  • Purpose : This study examines The impact of human resource investment in internal control on stock price crash risk. Effective internal control ensures that information provided is complete and accurate, financial statements are reliable. By overseeing management, internal control systems can reduce agency costs between management and outside parties. In Korea, firms have to disclose information about internal control systems. The working experience of human resources in internal control systems is also provided for interested parties. If a firm hires more experienced internal control personnel, it can better facilitate the disclosure of information. Prior studies reported that information asymmetry between managers and investors increases future stock price crash risk. Therefore, the longer working experience internal control personnel have, the lower probability stock crashes have. Research design, data and methodology : This study analyzed the association between the working experience of internal control personnel and crash risk using regression analysis on KOSPI listed companies for fiscal years 2016 through 2017. The sample consists of 1,034 firm-years of non-financial firms whose fiscal year end on December 31. Career spanning data of internal control personnel was collected from internal control reports. The professionalism(IC_EXP) was measured as the logarithm of the average working experience of internal control personnel in months. Negative conditional skewness(NSKEW) and down-to-up volatility (DUVOL) are used to measure firm-specific crash risk. Both measures are based on firm-specific weekly returns derived from the expanded market model. Results : We find that work experience in internal control environment is negatively related to stock price crashes. Specifically, skewness(NSKEW) and volatility (DUVOL) are reduced when firms have longer tenure of human resources in internal control division. The results imply that firms with experienced internal control personnel are less likely to experience stock price crashes. Conclusions : Stock price crashes occur when investors realize that stock prices have been inflated due to information asymmetry. There is a learning effect when internal control processes are done repetitively. Thus, firms with more experienced internal control personnel could manage their internal control more effectively. The results of this study suggest that firms could decrease information asymmetry by investing in human resources for their internal control system.

Reynolds Shear Stress Distribution in Turbulent Channel Flows (난류 채널 유동 내부의 레이놀즈 전단 응력 분포)

  • Kim, Kyoung-Youn
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.36 no.8
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    • pp.829-837
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    • 2012
  • Direct numerical simulations were carried out for turbulent channel flows with $Re_{\tau}$ = 180, 395 and 590 to investigate the turbulent flow structure related to the Reynolds shear stress. By examining the probability density function, the second quadrant (Q2) events with the largest contribution to the mean Reynolds shear stress were identified. The change in the inclination angle of Q2 events varies with wall units in $y^+<50$ and with the channel half height in y/h > 0.5. Conditionally averaged flow fields for the Q2 event show that the flow structures associated with Reynolds shear stress are a quasi-streamwise vortex in the buffer layer and a hairpin-shaped vortex in the outer layer. Three-dimensional visualization of the distribution of high Reynolds shear stress reveals that the organization of hairpin vortices in the outer layer having a size of 1.5~3 h is associated with large-scale motions with high Reynolds shear stress in the outer layer.

Fragility Assessment of Agricultural Facilities Subjected to Volcanic Ash Fall Hazards (농업시설물에 대한 화산재 취약도 평가)

  • Ham, Hee Jung;Choi, Seung Hun;Lee, Sungsu;Kim, Ho-Jeong
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.27 no.6
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    • pp.493-500
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    • 2014
  • This paper presents findings from the assessment of the volcanic ash fragility for multi-hazard resisting vinyl greenhouse and livestock shed among the agricultural facilities. The volcanic ash fragility was evaluated by using a combination of the FOSM (first-order second-moment) method, available statistics of volcanic load, facility specifications, and building code. In this study, the evaluated volcanic ash fragilities represent the conditional probability of failure of the agricultural facilities over the full range of volcanic ash loads. For the evaluation, 6 types(ie., 2 single span, 2 tree crop, and 2 double span types) of multi-hazard resisting vinyl greenhouses and 3 types(ie., standard, coast, and mountain types) of livestock sheds are considered. All volcanic ash fragilities estimated in this study were fitted by using parameters of the GEV(generalized extreme value) distribution function, and the obtained parameters were complied into a database to be used in future. The volcanic ash fragilities obtained in this study are planning to be used to evaluate risk by volcanic ash when Mt. Baekdu erupts.

Probabilistic Analysis of Independent Storm Events: 2. Return Periods of Storm Events (독립호우사상의 확률론적 해석 : 2. 호우사상의 재현기간)

  • Yoo, Chul-Sang;Park, Min-Kyu
    • Journal of the Korean Society of Hazard Mitigation
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    • v.11 no.2
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    • pp.137-146
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    • 2011
  • In this study, annual maximum storm events are evaluated by applying the bivariate extremal distribution. Rainfall quantiles of probabilistic storm event are calculated using OR case joint return period, AND case joint return period and interval conditional joint return period. The difference between each of three joint return periods was explained by the quadrant which shows probability calculation concept in the bivariate frequency analysis. Rainfall quantiles under AND case joint return periods are similar to rainfall depths in the univariate frequency analysis. The probabilistic storm events overcome the primary limitation of conventional univariate frequency analysis. The application of these storm event analysis provides a simple, statistically efficient means of characterizing frequency of extreme storm event.

Efficient Correlation Channel Modeling for Transform Domain Wyner-Ziv Video Coding (Transform Domain Wyner-Ziv 비디오 부호를 위한 효과적인 상관 채널 모델링)

  • Oh, Ji-Eun;Jung, Chun-Sung;Kim, Dong-Yoon;Park, Hyun-Wook;Ha, Jeong-Seok
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.47 no.3
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    • pp.23-31
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    • 2010
  • The increasing demands on low-power, and low-complexity video encoder have been motivating extensive research activities on distributed video coding (DVC) in which the encoder compresses frames without utilizing inter-frame statistical correlation. In DVC encoder, contrary to the conventional video encoder, an error control code compresses the video frames by representing the frames in the form of syndrome bits. In the meantime, the DVC decoder generates side information which is modeled as a noisy version of the original video frames, and a decoder of the error-control code corrects the errors in the side information with the syndrome bits. The noisy observation, i.e., the side information can be understood as the output of a virtual channel corresponding to the orignal video frames, and the conditional probability of the virtual channel model is assumed to follow a Laplacian distribution. Thus, performance improvement of DVC systems depends on performances of the error-control code and the optimal reconstruction step in the DVC decoder. In turn, the performances of two constituent blocks are directly related to a better estimation of the parameter of the correlation channel. In this paper, we propose an algorithm to estimate the parameter of the correlation channel and also a low-complexity version of the proposed algorithm. In particular, the proposed algorithm minimizes squared-error of the Laplacian probability distribution and the empirical observations. Finally, we show that the conventional algorithm can be improved by adopting a confidential window. The proposed algorithm results in PSNR gain up to 1.8 dB and 1.1 dB on Mother and Foreman video sequences, respectively.

An Analysis of Statistics Chapter of the Grade 7's Current Textbook in View of the Distribution Concepts (중학교 1학년 통계단원에 나타난 분포개념에 관한 분석)

  • Lee, Young-Ha;Choi, Ji-An
    • Journal of Educational Research in Mathematics
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    • v.18 no.3
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    • pp.407-434
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    • 2008
  • This research is to analyze the descriptions in the statistic chapter of the grade 7's current textbooks. The analysis is based on the distribution concepts suggested by Nam(2007). Thus we assumed that the goal of this statistic chapter is to establish concepts on the distributions and to learn ways of communication and comparison through distributional presentations. What we learned and wanted to suggest through the study is the followings. 1) Students are to learn what the distribution is and what are not. 2) Every kinds of presentational form of distributions is to given its own right to learn so that students are more encouraged to learn them and use them more adequately. 3) Density histogram is to be introduced to extend student's experiences viewing an area as 3 relative frequency, which is later to be progressed into a probability density. 4) Comparison of two distributions, especially through frequency polygons, is to be an hot issue among educational stakeholder whether to include or not. It is very important when stochastic correlations be learned, because it is nothing but a comparison between conditional distributions. 5) Statistical literacy is also an important issue for student's daily life. Especially the process ahead of the data collection must be introduced so that students acknowledge the importance of accurate and object-oriented data.

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