• 제목/요약/키워드: conditional probability model

검색결과 126건 처리시간 0.02초

혼합 조건부 종추출모형을 이용한 여름철 한국지역 극한기온의 위치별 밀도함수 추정 (Density estimation of summer extreme temperature over South Korea using mixtures of conditional autoregressive species sampling model)

  • 조성일;이재용
    • Journal of the Korean Data and Information Science Society
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    • 제27권5호
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    • pp.1155-1168
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    • 2016
  • 기상 자료의 경우 한 지역의 기후가 인접지역의 기후와 비슷한 양상을 띄고 각 지역의 확률 밀도 함수 (probability density function)가 잘 알려진 확률 모형을 따르지 않는다는 것이 알려져 있다. 본 논문에서는 이러한 특성을 고려하여 이상 기후 현상이 뚜렷히 나타나는 여름철 평균 극한 기온(extreme temperature)의 확률 밀도 함수를 추정하고자 한다. 이를 위하여 공간적 상관관계 (spatial correlation)를 고려하는 비모수 베이지안 (nonparametric Bayesian) 모형인 조건부 자기회귀 종추출 혼합모형 (mixtures of conditional autoregression species sampling model)을 이용하였다. 자료는 이스트앵글리아 대학교 (University of East Anglia)에서 제공하는 전 지구의 최대 기온과 최소 기온자료 중 우리나라에 해당하는 지역의 자료를 사용하였다.

Analysis of Nested Case-Control Study Designs: Revisiting the Inverse Probability Weighting Method

  • Kim, Ryung S.
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.455-466
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    • 2013
  • In nested case-control studies, the most common way to make inference under a proportional hazards model is the conditional logistic approach of Thomas (1977). Inclusion probability methods are more efficient than the conditional logistic approach of Thomas; however, the epidemiology research community has not accepted the methods as a replacement of the Thomas' method. This paper promotes the inverse probability weighting method originally proposed by Samuelsen (1997) in combination with an approximate jackknife standard error that can be easily computed using existing software. Simulation studies demonstrate that this approach yields valid type 1 errors and greater powers than the conditional logistic approach in nested case-control designs across various sample sizes and magnitudes of the hazard ratios. A generalization of the method is also made to incorporate additional matching and the stratified Cox model. The proposed method is illustrated with data from a cohort of children with Wilm's tumor to study the association between histological signatures and relapses.

조건부 확률과 퍼지수를 이용한 전자상거래 검색 에이전트 모델 (Electronic Commerce Navigation Agent Model using Conditional Probability and Fuzzy Number)

  • 김명순;원성현;정환묵
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2001년도 춘계학술대회 학술발표 논문집
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    • pp.219-223
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    • 2001
  • In this paper, we proposed the intelligent navigation agent model for successive electronic commerce management. For allowing intelligence, we used conditional probability and trapezoidal fuzzy number. Our goal of study is make an intelligent automatic navigation agent model.

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Quantitative Frameworks for Multivalent Macromolecular Interactions in Biological Linear Lattice Systems

  • Choi, Jaejun;Kim, Ryeonghyeon;Koh, Junseock
    • Molecules and Cells
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    • 제45권7호
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    • pp.444-453
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    • 2022
  • Multivalent macromolecular interactions underlie dynamic regulation of diverse biological processes in ever-changing cellular states. These interactions often involve binding of multiple proteins to a linear lattice including intrinsically disordered proteins and the chromosomal DNA with many repeating recognition motifs. Quantitative understanding of such multivalent interactions on a linear lattice is crucial for exploring their unique regulatory potentials in the cellular processes. In this review, the distinctive molecular features of the linear lattice system are first discussed with a particular focus on the overlapping nature of potential protein binding sites within a lattice. Then, we introduce two general quantitative frameworks, combinatorial and conditional probability models, dealing with the overlap problem and relating the binding parameters to the experimentally measurable properties of the linear lattice-protein interactions. To this end, we present two specific examples where the quantitative models have been applied and further extended to provide biological insights into specific cellular processes. In the first case, the conditional probability model was extended to highlight the significant impact of nonspecific binding of transcription factors to the chromosomal DNA on gene-specific transcriptional activities. The second case presents the recently developed combinatorial models to unravel the complex organization of target protein binding sites within an intrinsically disordered region (IDR) of a nucleoporin. In particular, these models have suggested a unique function of IDRs as a molecular switch coupling distinct cellular processes. The quantitative models reviewed here are envisioned to further advance for dissection and functional studies of more complex systems including phase-separated biomolecular condensates.

모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘 (Real-Time Motion Estimation Algorithm for Mobile Surveillance Robot)

  • 한철훈;심귀보
    • 한국지능시스템학회논문지
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    • 제19권3호
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    • pp.311-316
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    • 2009
  • 본 논문에서는 파티클 필터(Particle Filter)를 사용한 모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘을 제안한다. 파티클 필터는 몬테카를로(Monte Carlo) 샘플링 방법을 기반으로 사전분포확률(Prior distribution probability)와 사후분포확률(Posterior distribution probability)을 가지는 베이지안 조건 확률 모델(Bayesian conditional probabilities model)을 사용하는 방법이다. 그러나 대부분의 파티클 필터에서는 초기 확률밀도(Prior probability density)를 임의로 정의하여 사용하지만, 본 논문에서는 Sum of Absolute Difference (SAD)를 이용하여 초기 확률밀도를 구하고, 이를 파티클 필터에 적용하여 모바일 감시 로봇 환경에서 임의로 움직이는 물체를 강인하게 실시간으로 추정하고 추적하는 시스템을 구현하였다.

상황 전파 네트워크를 이용한 확률기반 상황생성 모델 (Probability-Based Context-Generation Model with Situation Propagation Network)

  • 천성표;김성신
    • 로봇학회논문지
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    • 제4권1호
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    • pp.56-61
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    • 2009
  • A probability-based data generation is a typical context-generation method that is a not only simple and strong data generation method but also easy to update generation conditions. However, the probability-based context-generation method has been found its natural-born ambiguousness and confliction problems in generated context data. In order to compensate for the disadvantages of the probabilistic random data generation method, a situation propagation network is proposed in this paper. The situation propagating network is designed to update parameters of probability functions are included in probability-based data generation model. The proposed probability-based context-generation model generates two kinds of contexts: one is related to independent contexts, and the other is related to conditional contexts. The results of the proposed model are compared with the results of the probabilitybased model with respect to performance, reduction of ambiguity, and confliction.

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퍼지-조건부확률을 이용한 전자상거래 검색 에이전트 모델에 관한 연구 (A Study on Electronic Commerce Navigation Agent Model Using Fuzzy-Conditional Probability)

  • 김명순
    • 한국컴퓨터정보학회논문지
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    • 제9권2호
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    • pp.1-6
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    • 2004
  • 기존의 전자상거래시스템 검색 에이전트들은 고객이 상품 검색을 위해 사용할 수 있는 질의어에 대해 매우 제한적으로 동작해왔다. 본 논문은 고객이 전자상거래시스템에 접속하여 자신이 원하는 상품을 검색하기 위해 상품명을 제시했을 때, 해당 고객을 포함한 기존의 고객들의 프로파일 중 고객의 구매 행위에 결정적으로 영향을 미칠 수 있는 요소를 선행사건, 구매 성향과 관계된 요소를 후행사건으로 규정하여 고객에 대한 상품 적합도를 계산하고 적합도가 높은 상품 위주로 자동적으로 검색하여 고객에게 제시할 수 있는 퍼지-조건부 확률을 이용한 전자상거래 검색 에이전트를 제시한다.

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Forecasting volatility via conditional autoregressive value at risk model based on support vector quantile regression

  • Shim, Joo-Yong;Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제22권3호
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    • pp.589-596
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    • 2011
  • The conditional autoregressive value at risk (CAViaR) model is useful for risk management, which does not require the assumption that the conditional distribution does not vary over time but the volatility does. But it does not provide volatility forecasts, which are needed for several important applications such as option pricing and portfolio management. For a variety of probability distributions, it is known that there is a constant relationship between the standard deviation and the distance between symmetric quantiles in the tails of the distribution. This inspires us to use a support vector quantile regression (SVQR) for volatility forecasts with the distance between CAViaR forecasts of symmetric quantiles. Simulated example and real example are provided to indicate the usefulness of proposed forecasting method for volatility.

CMC model에 의한 near-extinction methane/air turbulent jet diffusion flame의 수치적 모사 (Numerical Study on Methane/Air Turbulent Jet Diffusion Flames Near-Extinction Using Conditional Moment Closure Model)

  • 강승탁;김승현;허강일
    • 한국연소학회:학술대회논문집
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    • 한국연소학회 2002년도 제25회 KOSCI SYMPOSIUM 논문집
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    • pp.11-17
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    • 2002
  • The first-order conditional moment closure (CMC) model is applied to $CH_4$/Air turbulent jet diffusion flames(Sandia Flame D, E and F). The flow and mixing fields are calculated by fast chemistry assumption and a beta function pdf for mixture fraction. Reacting scalar fields are calculated by elliptic CMC formulation. The results for Flame D show reasonable agreement with the measured conditional mean temperature and mass fractions of major species, although with discrepancy on the fuel rich side. The discrepancy tends to increase as the level of local extinction increases. Second-order CMC may be needed for better prediction of these near-extinction flames.

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Identification of flexible vehicle parameters on bridge using particle filter method

  • Talukdar, S.;Lalthlamuana, R.
    • Structural Engineering and Mechanics
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    • 제57권1호
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    • pp.21-43
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    • 2016
  • A conditional probability based approach known as Particle Filter Method (PFM) is a powerful tool for system parameter identification. In this paper, PFM has been applied to identify the vehicle parameters based on response statistics of the bridge. The flexibility of vehicle model has been considered in the formulation of bridge-vehicle interaction dynamics. The random unevenness of bridge has been idealized as non homogeneous random process in space. The simulated response has been contaminated with artificial noise to reflect the field condition. The performance of the identification system has been examined for various measurement location, vehicle velocity, bridge surface roughness factor, noise level and assumption of prior probability density. Identified vehicle parameters are found reasonably accurate and reconstructed interactive force time history with identified parameters closely matches with the simulated results. The study also reveals that crude assumption of prior probability density function does not end up with an incorrect estimate of parameters except requiring longer time for the iterative process to converge.