• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.345-353
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• 2007

A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2011.04a
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• pp.328-331
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• 2011

준정적 횡하중을 재하 받는 철근콘크리트 보-기둥 접합부의 전단강도에 대한 주요 영향요인을 Bayesian parameter estimation의 신뢰성 이론 접목을 통해 검토하였다. 이와 같은 연구 scope의 수행을 위해 철근콘크리트 보-기둥의 실험 database가 구축되었다. 실험 database는 일정한 criteria을 적용하여 구축되었으며, 포함된 시편들은 최종적으로 접합부 내의 전단파괴가 지배하는 경우들이다. 포함된 시편들의 상세는 ACI (American Concrete Institute) 352R-02를 기준으로 평가되어졌다. 보-기둥 접합부의 전단강도에 영향 요인을 편중되지 않게 평가하고자, Bayesian parameter estimation의 신뢰성 이론을 적용하였다. Bayesian parameter estimation의 적용을 통해 전단강도에 영향이 적은 변수 (not informative parameter)를 순차적으로 제거 (stepwise removal process)함으로 주요 영향요인의 우선 순위를 확인할 수 있었다. 검토된 8개의 변수들 중에서, 횡하중을 재하 받는 철근콘크리트 보-기둥의 전단강도는 주로 콘크리트 압축강도, in-plane geometry, 종방향 보의 주철근 그리고 접합부 내의 구속철근 순으로 영향을 줌을 알 수 있었다.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.32 no.3
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• pp.99-109
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• 2009

Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.713-723
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• 2013

An objective Bayesian estimation procedure of the two-parameter Pareto distribution is presented under the reference prior and the noninformative prior. Bayesian estimators are obtained by Gibbs sampling. The steps to generate parameters in the Gibbs sampler are from the shape parameter of the gamma distribution and then the scale parameter by the adaptive rejection sampling algorism. A numerical study shows that the proposed objective Bayesian estimation outperforms other estimations in simulated bias and mean squared error.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.355-363
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• 2007

In this paper a Bayesian estimation of the two-parameter kappa distribution was discussed under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape parameter and scale parameter in the Gibbs sampler is implemented using the adaptive rejection Metropolis sampling algorithm of Gilks et al. (1995). A Monte Carlo study showed that the Bayesian estimators proposed outperform other estimators in the sense of mean squared error.

• Smart Structures and Systems
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• v.26 no.6
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• pp.735-751
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• 2020

Identification of structure parameters is crucial in Structural Health Monitoring (SHM) context for activities such as model validation, damage assessment and signal processing of structure response. In this paper, guided waves generated by piezoelectric transducers are used for in-situ and non-destructive structural parameter estimation based on Bayesian approach. As Bayesian approach needs iterative process, which is computationally expensive, this paper proposes a method in which an analytical model is selected and developed in order to decrease computational time and complexity of modeling. An experimental set-up is implemented to estimate three target elastic and geometrical parameters: Young's modulus, Poisson ratio and thickness of aluminum and steel plates. Experimental and simulated data are combined in a Bayesian framework for parameter identification. A significant accuracy is achieved regarding estimation of target parameters with maximum error of 8, 11 and 17 percent respectively. Moreover, the limitation of analytical model concerning boundary reflections is addressed and managed experimentally. Pulse excitation is selected as it can excite the structure in a wide frequency range contrary to conventional tone burst excitation. The results show that the proposed non-destructive method can be used in service for estimation of material and geometrical properties of structure in industrial applications.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.93-107
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• 2002

Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.58 no.2
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• pp.164-171
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• 2009

This paper presents new learning algorithm of dynamic Bayesian networks (DBN) by means of constrained least square (LS) estimation algorithm and gradient descent method. First, we propose constrained LS based parameter estimation for a Markov chain (MC) model given observation data sets. Next, a gradient descent optimization is utilized for online estimation of a hidden Markov model (HMM), which is bi-linearly constructed by adding an observation variable to a MC model. We achieve numerical simulations to prove its reliability and superiority in which a series of non stationary random signal is applied for the DBN models respectively.

• Journal of Digital Convergence
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• v.13 no.1
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• pp.243-248
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• 2015

Recognition model is not defined when you configure a model, Been added to the model after model building awareness, Model a model of the clustering due to lack of recognition models are generated by modeling is causes the degradation of the recognition rate. In order to improve decision tree state tying modeling using parameter estimation of Bayesian method. The parameter estimation method is proposed Bayesian method to navigate through the model from the results of the decision tree based on the tying state according to the maximum probability method to determine the recognition model. According to our experiments on the simulation data generated by adding noise to clean speech, the proposed clustering method error rate reduction of 1.29% compared with baseline model, which is slightly better performance than the existing approach.