• Title/Summary/Keyword: probability distributions

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Categorical Data Clustering Analysis Using Association-based Dissimilarity (연관성 기반 비유사성을 활용한 범주형 자료 군집분석)

  • Lee, Changki;Jung, Uk
    • Journal of Korean Society for Quality Management
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    • v.47 no.2
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    • pp.271-281
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    • 2019
  • Purpose: The purpose of this study is to suggest a more efficient distance measure taking into account the relationship between categorical variables for categorical data cluster analysis. Methods: In this study, the association-based dissimilarity was employed to calculate the distance between two categorical data observations and the distance obtained from the association-based dissimilarity was applied to the PAM cluster algorithms to verify its effectiveness. The strength of association between two different categorical variables can be calculated using a mixture of dissimilarities between the conditional probability distributions of other categorical variables, given these two categorical values. In particular, this method is suitable for datasets whose categorical variables are highly correlated. Results: The simulation results using several real life data showed that the proposed distance which considered relationships among the categorical variables generally yielded better clustering performance than the Hamming distance. In addition, as the number of correlated variables was increasing, the difference in the performance of the two clustering methods based on different distance measures became statistically more significant. Conclusion: This study revealed that the adoption of the relationship between categorical variables using our proposed method positively affected the results of cluster analysis.

Application of Economic Risk Measures for a Comparative Evaluation of Less and More Mature Nuclear Reactor Technologies

  • Andrianov, A.A.;Andrianova, O.N.;Kuptsov, I.S.;Svetlichny, L.I.;Utianskaya, T.V.
    • Journal of Nuclear Fuel Cycle and Waste Technology(JNFCWT)
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    • v.16 no.4
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    • pp.431-439
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    • 2018
  • Less mature nuclear reactor technologies are characterized by a greater uncertainty due to insufficient detailed design information, operational data, cost information, etc., but the expected performance characteristics of less mature options are usually more attractive in comparison with more mature ones. The greater uncertainty is, the higher economic risks associated with the project realization will be. Within a comparative evaluation of less and more mature nuclear reactor technologies, it is necessary to apply economic risk measures to balance judgments regarding the economic performance of less and more mature options. Assessments of any risk metrics involve calculating different characteristics of probability distributions of associated economic performance indicators and applying the Monte-Carlo method. This paper considers the applicability of statistical risk measures for different economic performance indicators within a trial case study on a comparative evaluation of less and more mature unspecified LWRs. The presented case study demonstrates the main trends associated with the incorporation of economic risk metrics into a comparative evaluation of less and more mature nuclear reactor technologies.

High-z Universe probed via Lensing by QSOs (HULQ): How many QSO lenses are there?

  • Taak, Yoon Chan;Im, Myungshin
    • The Bulletin of The Korean Astronomical Society
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    • v.44 no.1
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    • pp.77.3-77.3
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    • 2019
  • Aims. The evolution of scaling relations between SMBHs and their host galaxies becomes uncertain at high redshifts. The HULQ project proposes to use gravitational lensing to measure the masses of QSO host galaxies, an otherwise difficult goal. SMBH masses of QSOs are relatively easy to determine using either reverberation mapping or the single-epoch method. These measurements, if made for a substantial number of QSOs at various redshifts, will allow us to study the co-evolution of SMBHs and their host galaxies. To determine the feasibility of this study, we present how to estimate the number of sources lensed by QSO hosts, i.e. the number of deflector QSO host galaxies (hereafter QSO lenses). Method and results. Using SMBH masses measured from SDSS DR14 spectra, and the M_BH - Sigma relation, the Einstein radii are calculated as a function of source redshift, assuming singular isothermal sphere mass distributions. Using QSOs and galaxies as sources, the probability of a QSO host galaxy being a QSO lens is calculated, depending on the limiting magnitude. The expected numbers of QSO lenses are estimated for ongoing and future wide-imaging surveys, and additional factors that may affect these numbers are discussed.

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Unveiling Quenching History of Cluster Galaxies Using Phase-space Analysis

  • Rhee, Jinsu;Smith, Rory;Yi, Sukyoung K.
    • The Bulletin of The Korean Astronomical Society
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    • v.44 no.1
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    • pp.40.1-40.1
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    • 2019
  • We utilize times since infall of cluster galaxies obtained from Yonsei Zoom-in Cluster Simulation (YZiCS), the cosmological hydrodynamic N-body simulations, and star formation rates from the SDSS data release 10 to study how quickly late-type galaxies are quenched in the cluster environments. In particular, we confirm that the distributions of both simulated and observed galaxies in phase-space diagrams are comparable and that each location of phase-space can provide the information of times since infall and star formation rates of cluster galaxies. Then, by limiting the location of phase-space of simulated and observed galaxies, we associate their star formation rates at z ~ 0.08 with times since infall using an abundance matching technique that employs the 10 quantiles of each probability distribution. Using a flexible quenching model covering different quenching scenarios, we find the star formation history of satellite galaxies that best reproduces the obtained relationship between time since infall and star formation rate at z ~ 0.08. Based on the derived star formation history, we constrain the quenching timescale (2 - 7 Gyr) with a clear stellar mass trend and confirm that the refined model is consistent with the "delayed-then-rapid" quenching scenario: the constant delayed phase as ~ 2.3 Gyr and the quenching efficiencies (i.e., e-folding timescale) outside and inside clusters as ~ 2 - 4 Gyr (${\propto}M_*^{-1}$) and 0.5 - 1.5 Gyr (${\propto}M_*^{-2}$), Finally, we suggest: (i) ram-pressure is the main driver of quenching of satellite galaxies for the local Universe, (ii) the quenching trend on stellar mass at z > 0.5 indicates other quenching mechanisms as the main driver.

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Bayesian forecasting approach for structure response prediction and load effect separation of a revolving auditorium

  • Ma, Zhi;Yun, Chung-Bang;Shen, Yan-Bin;Yu, Feng;Wan, Hua-Ping;Luo, Yao-Zhi
    • Smart Structures and Systems
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    • v.24 no.4
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    • pp.507-524
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    • 2019
  • A Bayesian dynamic linear model (BDLM) is presented for a data-driven analysis for response prediction and load effect separation of a revolving auditorium structure, where the main loads are self-weight and dead loads, temperature load, and audience load. Analyses are carried out based on the long-term monitoring data for static strains on several key members of the structure. Three improvements are introduced to the ordinary regression BDLM, which are a classificatory regression term to address the temporary audience load effect, improved inference for the variance of observation noise to be updated continuously, and component discount factors for effective load effect separation. The effects of those improvements are evaluated regarding the root mean square errors, standard deviations, and 95% confidence intervals of the predictions. Bayes factors are used for evaluating the probability distributions of the predictions, which are essential to structural condition assessments, such as outlier identification and reliability analysis. The performance of the present BDLM has been successfully verified based on the simulated data and the real data obtained from the structural health monitoring system installed on the revolving structure.

Multiple-threshold asymmetric volatility models for financial time series (비대칭 금융 시계열을 위한 다중 임계점 변동성 모형)

  • Lee, Hyo Ryoung;Hwang, Sun Young
    • The Korean Journal of Applied Statistics
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    • v.35 no.3
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    • pp.347-356
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    • 2022
  • This article is concerned with asymmetric volatility models for financial time series. A generalization of standard single-threshold volatility model is discussed via multiple-threshold in which we specialize to twothreshold case for ease of presentation. An empirical illustration is made by analyzing S&P500 data from NYSE (New York Stock Exchange). For comparison measures between competing models, parametric bootstrap method is used to generate forecast distributions from which summary statistics of CP (Coverage Probability) and PE (Prediction Error) are obtained. It is demonstrated that our suggestion is useful in the field of asymmetric volatility analysis.

Modeling the Relationship between Expected Gain and Expected Value

  • Won, Eugene J.S.
    • Asia Marketing Journal
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    • v.18 no.3
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    • pp.47-63
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    • 2016
  • Rational choice theory holds that the alternative with largest expected utility in the choice set should always be chosen. However, it is often observed that an alternative with the largest expected utility is not always chosen while the choice task itself being avoided. Such a choice phenomenon cannot be explained by the traditional expected utility maximization principle. The current study posits shows that such a phenomenon can be attributed to the gap between the expected perceived gain (or loss) and the expected perceived value. This study mathematically analyses the relationship between the expectation of an alternative's gains or losses over the reference point and its expected value, when the perceived gains or losses follow continuous probability distributions. The proposed expected value (EV) function can explain the effects of loss aversion and uncertainty on the evaluation of an alternative based on the prospect theory value function. The proposed function reveals why the expected gain of an alternative should exceed some positive threshold in order for the alternative to be chosen. The model also explains why none of the two equally or similarly attractive options is chosen when they are presented together, but either of them is chosen when presented alone. The EV function and EG-EV curve can extract and visualize the core tenets of the prospect theory more clearly than the value function itself.

Special Quantum Steganalysis Algorithm for Quantum Secure Communications Based on Quantum Discriminator

  • Xinzhu Liu;Zhiguo Qu;Xiubo Chen;Xiaojun Wang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.6
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    • pp.1674-1688
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    • 2023
  • The remarkable advancement of quantum steganography offers enhanced security for quantum communications. However, there is a significant concern regarding the potential misuse of this technology. Moreover, the current research on identifying malicious quantum steganography is insufficient. To address this gap in steganalysis research, this paper proposes a specialized quantum steganalysis algorithm. This algorithm utilizes quantum machine learning techniques to detect steganography in general quantum secure communication schemes that are based on pure states. The algorithm presented in this paper consists of two main steps: data preprocessing and automatic discrimination. The data preprocessing step involves extracting and amplifying abnormal signals, followed by the automatic detection of suspicious quantum carriers through training on steganographic and non-steganographic data. The numerical results demonstrate that a larger disparity between the probability distributions of steganographic and non-steganographic data leads to a higher steganographic detection indicator, making the presence of steganography easier to detect. By selecting an appropriate threshold value, the steganography detection rate can exceed 90%.

Comparison of ISO-GUM and Monte Carlo Method for Evaluation of Measurement Uncertainty (몬테카를로 방법과 ISO-GUM 방법의 불확도 평가 결과 비교)

  • Ha, Young-Cheol;Her, Jae-Young;Lee, Seung-Jun;Lee, Kang-Jin
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.38 no.7
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    • pp.647-656
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    • 2014
  • To supplement the ISO-GUM method for the evaluation of measurement uncertainty, a simulation program using the Monte Carlo method (MCM) was developed, and the MCM and GUM methods were compared. The results are as follows: (1) Even under a non-normal probability distribution of the measurand, MCM provides an accurate coverage interval; (2) Even if a probability distribution that emerged from combining a few non-normal distributions looks as normal, there are cases in which the actual distribution is not normal and the non-normality can be determined by the probability distribution of the combined variance; and (3) If type-A standard uncertainties are involved in the evaluation of measurement uncertainty, GUM generally offers an under-valued coverage interval. However, this problem can be solved by the Bayesian evaluation of type-A standard uncertainty. In this case, the effective degree of freedom for the combined variance is not required in the evaluation of expanded uncertainty, and the appropriate coverage factor for 95% level of confidence was determined to be 1.96.

An Experimental Analysis of a Probabilistic DDHV Estimation Model (확률적인 중방향 설계시간 교통량 산정 모형에 관한 실험적 해석)

  • Jo, Jun-Han;Kim, Seong-Ho;No, Jeong-Hyeon
    • Journal of Korean Society of Transportation
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    • v.27 no.2
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    • pp.23-34
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    • 2009
  • This paper is described as an experimental analysis for the probabilistic directional design hour volume estimation. The main objective of this paper is to derive acceptable design rankings, PK factors, and PD factors. In order to determine an appropriate distribution for acceptable design rankings, 12 probability distribution functions were employed. The parameters were estimated based on the method of maximum likelihood. The goodness of fit test was performed with a Kolmogorov-Smirnov test. The Beta General distribution among the probability distributions was selected as an appropriate model for 2 lane roadways. On the other hand, the Weibull distribution is superior for 4 lanes. The method of the inverse cumulative distribution function came up with an acceptable design ranking of design for LOS D. An acceptable design ranking of 2 lanes is 190, while an acceptable design ranking for 4 lanes is 164. The PK factor and PD factor of 2 lanes was elicited for 0.119 (0.100-0.139) and 0.568 (0.545-0.590), respectively. On the other hand, the PK factor and PD factor for 4 lanes was elicited as 0.106 (0.097-0.114) and 0.571 (0.544-0.598), respectively.