• Title/Summary/Keyword: conditional sampling

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Important measure analysis of uncertainty parameters in bridge probabilistic seismic demands

  • Song, Shuai;Wu, Yuan H.;Wang, Shuai;Lei, Hong G.
    • Earthquakes and Structures
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    • v.22 no.2
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    • pp.157-168
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    • 2022
  • A moment-independent importance measure analysis approach was introduced to quantify the effects of structural uncertainty parameters on probabilistic seismic demands of simply supported girder bridges. Based on the probability distributions of main uncertainty parameters in bridges, conditional and unconditional bridge samples were constructed with Monte-Carlo sampling and analyzed in the OpenSees platform with a series of real seismic ground motion records. Conditional and unconditional probability density functions were developed using kernel density estimation with the results of nonlinear time history analysis of the bridge samples. Moment-independent importance measures of these uncertainty parameters were derived by numerical integrations with the conditional and unconditional probability density functions, and the uncertainty parameters were ranked in descending order of their importance. Different from Tornado diagram approach, the impacts of uncertainty parameters on the whole probability distributions of bridge seismic demands and the interactions of uncertainty parameters were considered simultaneously in the importance measure analysis approach. Results show that the interaction of uncertainty parameters had significant impacts on the seismic demand of components, and in some cases, it changed the most significant parameters for piers, bearings and abutments.

Experimental Analysis of Equilibrization in Binary Classification for Non-Image Imbalanced Data Using Wasserstein GAN

  • Wang, Zhi-Yong;Kang, Dae-Ki
    • International Journal of Internet, Broadcasting and Communication
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    • v.11 no.4
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    • pp.37-42
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    • 2019
  • In this paper, we explore the details of three classic data augmentation methods and two generative model based oversampling methods. The three classic data augmentation methods are random sampling (RANDOM), Synthetic Minority Over-sampling Technique (SMOTE), and Adaptive Synthetic Sampling (ADASYN). The two generative model based oversampling methods are Conditional Generative Adversarial Network (CGAN) and Wasserstein Generative Adversarial Network (WGAN). In imbalanced data, the whole instances are divided into majority class and minority class, where majority class occupies most of the instances in the training set and minority class only includes a few instances. Generative models have their own advantages when they are used to generate more plausible samples referring to the distribution of the minority class. We also adopt CGAN to compare the data augmentation performance with other methods. The experimental results show that WGAN-based oversampling technique is more stable than other approaches (RANDOM, SMOTE, ADASYN and CGAN) even with the very limited training datasets. However, when the imbalanced ratio is too small, generative model based approaches cannot achieve satisfying performance than the conventional data augmentation techniques. These results suggest us one of future research directions.

A Study on the Equivalent Static Wind Load Estimation of Large Span Roofs (대스팬 지붕구조물의 등가정적 풍하중 산정에 관한 연구)

  • Lee, Myung-Ho;Kim, Ji-Young;Kim, Dae-Young;Kim, Sang-Dae
    • Journal of Korean Association for Spatial Structures
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    • v.6 no.1 s.19
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    • pp.83-90
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    • 2006
  • The GF(Gust Factor) method is usually used as a method to evaluate equivalent static wind loads for general structures. The GF method is performed on the assumption that the shape of the equivalent static wind load profile is typically similar to that of mean wind loads. The shape of fluctuating wind loads could be quite different with that of the mean wind loads in case of large-span structures. So, the effect of higher modes as well as first mode must be considered to evaluate the wind loads. In this study, the ACS (Advanced Conditional Sampling) method is suggested to evaluate of equivalent static wind loads after investigating about GF and LRC method. The An method ran derive effective static wind loads by combining wind pressures and inertia forces of a structure chosen at a maximum load effect. The maximum load effect is assessed with the time history analysis using pressure data measured in wind tunnel tests. Equivalent static wind loads evaluated using ACS, GF, and LRC methods are compared to verify the effectiveness of ACS method.

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A Stratified and Two Sample Stratified Conditional Unrelated Question Model (층화 및 층화 이표본 조건부 무관질문모형)

  • Lee, Gi-Sung
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2883-2893
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    • 2018
  • We suggest a stratified conditional unrelated question randomized response model to more efficiently estimate a sensitive character A when the population is composed of several strata. In that model, only the respondents who answered "yes" through randomization device which was consisted of a less sensitive character B and a question forcing to answer "yes" respond to our suggested model and we deal with two allocation problems of proportional allocation and optimal one. We expand the suggested model into two sample stratified conditional unrelated question model to cover the case of unknowing unrelated character and deduce minimal variance through optimal sample size of stratum h. Finally, we show that the suggested model is more efficiency than stratified unrelated models and the stratified Carr et al.'s model (1982) under some given conditions, and show numerically that the smaller the values ${\pi}_{h2}$ and ${\pi}_{hy}$, the more efficiency the fit of the model.

Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

A BAYESIAN APPROACH FOR A DECOMPOSITION MODEL OF SOFTWARE RELIABILITY GROWTH USING A RECORD VALUE STATISTICS

  • Choi, Ki-Heon;Kim, Hee-Cheul
    • Journal of applied mathematics & informatics
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    • v.8 no.1
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    • pp.243-252
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    • 2001
  • The points of failure of a decomposition process are defined to be the union of the points of failure from two component point processes for software reliability systems. Because sampling from the likelihood function of the decomposition model is difficulty, Gibbs Sampler can be applied in a straightforward manner. A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For model determination, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. A numerical example with a simulated data set is given.

Bayesian Methods for Generalized Linear Models

  • Paul E. Green;Kim, Dae-Hak
    • Communications for Statistical Applications and Methods
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    • v.6 no.2
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    • pp.523-532
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    • 1999
  • Generalized linear models have various applications for data arising from many kinds of statistical studies. Although the response variable is generally assumed to be generated from a wide class of probability distributions we focus on count data that are most often analyzed using binomial models for proportions or poisson models for rates. The methods and results presented here also apply to many other categorical data models in general due to the relationship between multinomial and poisson sampling. The novelty of the approach suggested here is that all conditional distribution s can be specified directly so that staraightforward Gibbs sampling is possible. The prior distribution consists of two stages. We rely on a normal nonconjugate prior at the first stage and a vague prior for hyperparameters at the second stage. The methods are demonstrated with an illustrative example using data collected by Rosenkranz and raftery(1994) concerning the number of hospital admissions due to back pain in Washington state.

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Estimation of Logistic Regression for Two-Stage Case-Control Data (2단계 사례-대조자료를 위한 로지스틱 회귀모형의 추론)

  • 신미영;신은순
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.237-245
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    • 2000
  • In this paper we consider a logistic regression model based on two-stage case-control sampling and study the Weighted Exogeneous Sampling Maximum Likelihood(WESML) method to get an asymptotically normal estimates of the parameters in a logistic regression model. A numerical example is carried out to demonstrate the differences between the Conditional Maximum Likelihood(CML) estimates and the WESML estimates for two-stage case-control data.

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Approximation for the coherent structures in the planar jet flow (평면 제트류 응집구조의 근사적 표현에 관한 연구)

  • 이찬희;이상환
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.19 no.3
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    • pp.751-762
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    • 1995
  • The snapshot method is introduced to approximate the coherent structures of planar jet flow. The numerical simulation of instantaneous flow field is analyzed by SIMPLE algorithm. An ensemble of realizations is collected using a sampling condition that corresponds to the passage of a large scale vortex at positions 4 and 6 diameters downstream from the nozzle. With snapshot mothod we could treat the data efficiently and approximate coherent structures inhered in the planar jet flow successfully 94% of total turbulent kinetic energy with 10 terms of Karhunen-Loeve expansions. Finally, In accordance with the recent trend to try to explain and model turbulence phenomena with the existence of coherent structures, in the present study, we express the underlying coherent structures of planar jet flow in the minimum number of modes by calculating Karhunen-Loeve expansions in order to improve to understanding of jet flow and to make the information storage and management in computers easier.