• Title/Summary/Keyword: statistical solution

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Bayesian Estimation of State-Space Model Using the Hybrid Monte Carlo within Gibbs Sampler

  • Park, Ilsu
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.203-210
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    • 2003
  • In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

Penalized Likelihood Regression: Fast Computation and Direct Cross-Validation

  • Kim, Young-Ju;Gu, Chong
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.215-219
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    • 2005
  • We consider penalized likelihood regression with exponential family responses. Parallel to recent development in Gaussian regression, the fast computation through asymptotically efficient low-dimensional approximations is explored, yielding algorithm that scales much better than the O($n^3$) algorithm for the exact solution. Also customizations of the direct cross-validation strategy for smoothing parameter selection in various distribution families are explored and evaluated.

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An Explicit Solution for Multivariate Ridge Regression

  • Shin, Min-Woong;Park, Sung H.
    • Journal of the Korean Statistical Society
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    • v.11 no.1
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    • pp.59-68
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    • 1982
  • We propose that, in order to control the inflation and general instability associated with the least squares estimates, we can use the ridge estimator $$ \hat{B}^* = (X'X+kI)^{-1}X'Y : k \leq 0$$ for the regression coefficients B in multivariate regression. Our hope is that by accepting some bias, we can achieve a larger reduction in variance. We show that such a k always exists and we derive the formula obtaining k in multivariate ridge regression.

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Optimization Methodology Integrated Data Mining and Statistical Method (데이터 마이닝과 통계적 기법을 통합한 최적화 기법)

  • Jung, Hey-Jin;Song, Suh-Ill
    • Proceedings of the Korean Society for Quality Management Conference
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    • 2006.11a
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    • pp.205-210
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    • 2006
  • Nowaday manufacture technology and manufacture environment are changing rapidly. By development of computer and enlargement of technique, most of manufacture field are computerized. It is measured automatically do much quality characteristics thereby and great many data happen in a day. corporations is important if have gotten fast information that are useful from wide data to go first in international competition according to these change. Statistical process control(SPC) techniques are used as a problem solution tool at manufacturing process until present. However, this statistical methods is not applied more extensively because have much restrictions in realistic problem. In this paper, wish to develop more realistic and scientific new statistical design techniques doing to integrate data mining(DM) and statistical methods by the alternative to cope these problem. First step selects significant factor using DM techniques from datas of manufacturing process including much factors and second step wish to find optimum of process after get the estimated response function through response surf ace methodology(RSM) that is statistical techniques.

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A Solution for Order Relation Problems in Multiple Indicator Kriging (다분적 지시크리깅에 있어서 순서문제에 관한 연구)

  • 유광호
    • Geotechnical Engineering
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    • v.11 no.3
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    • pp.17-26
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    • 1995
  • Embracing a suggestion by Sullivan(1984) and minimizing the sum of the estimation variances at all thresholds, a rigorous solution to order relatioll problems in multiple indi gator kriging is formulated. By utilizing the particular structure of the resulting optimization problem, a solution algorithm is developed that requires little computational effort beyond the initial indicator kriging. Thus, this proposed solution is computationally efficient, mathematically consistent, and based upon an explicit statistical foundation-unlike many of the ad hoc solutions currently in use.

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Numerical discrepancy between serial and MPI parallel computations

  • Lee, Sang Bong
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.8 no.5
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    • pp.434-441
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    • 2016
  • Numerical simulations of 1D Burgers equation and 2D sloshing problem were carried out to study numerical discrepancy between serial and parallel computations. The numerical domain was decomposed into 2 and 4 subdomains for parallel computations with message passing interface. The numerical solution of Burgers equation disclosed that fully explicit boundary conditions used on subdomains of parallel computation was responsible for the numerical discrepancy of transient solution between serial and parallel computations. Two dimensional sloshing problems in a rectangular domain were solved using OpenFOAM. After a lapse of initial transient time sloshing patterns of water were significantly different in serial and parallel computations although the same numerical conditions were given. Based on the histograms of pressure measured at two points near the wall the statistical characteristics of numerical solution was not affected by the number of subdomains as much as the transient solution was dependent on the number of subdomains.

A Theory of Polymer Adsorption from Solution

  • Lee, Woong-Ki;Pak, Hyung-Suk
    • Bulletin of the Korean Chemical Society
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    • v.8 no.1
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    • pp.19-26
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    • 1987
  • A statistical thermodynamical treatment for polymer adsorption from solution is presented. The canonical partition function for the polymer solution in the presence of a surface or an impermeable interface is formulated on the basis of usual quasi-crystalline lattice model, Bragg-Williams approximation of random mixing, and Pak's simple treatment of liquid. The present theory gives the surface excess ${\Gamma}_{exc}$ and the surface coverage ${\phi}^s_2$ of the polymer as a function of the chain length x, the Flory-Huggins parameter x, the adsorption energy parameter $x_s$, and polymer concentration $v_2$. Present theory is also applicable to the calculation of interfacial tension of polymer solution against water. For the idealized flexible polymer, interfacial tensions according to our theory fit good to the experimental data to the agreeable degrees.

The Effects of a Solution Focused Group Counseling Program on the Peer Relation and School Life Adaption of Elementary school children (해결중심적 집단상담 프로그램이 초등학교 아동의 교우관계 및 학교생활 적응에 미치는 효과)

  • Hong, Sung-Mi
    • The Korean Journal of Elementary Counseling
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    • v.7 no.1
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    • pp.67-90
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    • 2008
  • The purpose of this study was to examine the effects of solution focused group counseling program on peer relationship and school life adaption of elementary school children. The subjects in this study were the 4th graders at S Elementary School in Ansan, Gyeonggi-do. 20 students were selected through the preliminary test of peer relationship and school life adaption, that is to say, each 10 students of experimental group and control group. A solution focused group counseling program was provided by researcher to the experimental group in six sessions once or twice a week, 60 minutes each. but control group was not conducted for any program. In verifying of the program effects in this study, KOREAN SPSS/WIN(version 12.0) is used for statistical analysis. The major findings of this study are as follows: First, solution focused group counseling program has a positive effect on all parts of sub-factors of peer relationship except to union life between friends. Second, solution focused group counseling program has a effect on the school life adaption of elementary and its all parts of sub-factors except to school rules. As noted above, it is proved that solution focused group counseling program has a positive effect to improve parts of sub-factors of peer relationship and school life adaption. Accordingly, it is necessary to feel satisfaction and Qualitative improvement in peer relationship and help school life adaptation of elementary school children through solution focused group counseling program.

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Uncertainty of Total Alkaloids and Reducing Sugar Determination in Flue-cured Tobacco (황색종 담배중 전알카로이드와 환원당 분석에 대한 불확도 측정)

  • 백순옥;장기철;이운철;한상빈
    • Journal of the Korean Society of Tobacco Science
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    • v.23 no.1
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    • pp.45-52
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    • 2001
  • This study was carried out to evaluate the uncertainty in the analysis of total alkaloids and reducing sugar content in flue-cured tobacco. The sources of uncertainty associated with the analysis of total alkaloids and reducing sugar were the weighing of sample, the preparation of extracting solution, the addition of extracting solution into the sample, the preparation of standard solution, the precision of calibration curve for standard solution, the reproducibility of analysis, and the determination of water content in tobacco, etc. For the calculating uncertainties, Type A of uncertainty was evaluated by the statistical analysis of a series of observation, and Type B by the information based on supplier’s catalogue and/or certificated of calibration. It was shown that the main source of uncertainty was caused by the calibration curve of standard solution, the reproducibility of analysis, the volume measurement of 1$m\ell$, and the purity of nicotine reference material in the preparation of standard solution. The uncertainty in the addition of extracting solution, the sample weighing, the volume measurement of 100$m\ell$, and the determination of water content of tobacco contributed relatively little to the overall uncertainty. The expanded uncertainty of total alkaloids and reducing sugar in flue-cured tobacco at 95% level of confidence was $\pm$0.12% and $\pm$0.54%, respectively.

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Application of Statistical Model and Thermodynamic Analysis on Sorption of Heavy Metals by Bentonite (벤토나이트의 중금속 흡착에 대한 통계모델의 적용 및 열역학적 해석)

  • 정찬호;김수진
    • The Journal of Engineering Geology
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    • v.12 no.2
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    • pp.203-214
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    • 2002
  • The statistical model was introduced to satisfy various experimental condition on the sorption of heavy metals (Pb, Cu, Cd, and Zn) by bentonite. The Box-Behnken model designed statistically was applied to determine relative impact among three variables such as pH, HCO$_3$ contents and heavy metal concentrations on the sorption. The SAS program was used to obtain the statistical solution. The statistical surface response analysis indicates that initial concentration of heavy metals and pH have an important effect on the sorption, and bicarbonate is not a serious variable. The sorption capability about heavy metals of bentonite is in the order of Pb>Cu>Zn>Cd. The precipitation as hydroxyl and carbonate complexes of heavy metals was thermodynamically analyzed as major mechanism of sorption under alkaline pHs and high bicarbonate solution. It was found that there is a little difference between the model prediction on the precipitation of heavy metals and the results of batch sorption experiment. The thermodynamic data of the programs have to revise to obtain the best fit condition between the model prediction and the experimental results.