• Management Science and Financial Engineering
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• v.12 no.2
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• pp.19-35
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• 2006

We use the hierarchical Bayesian approach to describe the transition probabilities of a binary nonhomogeneous Markov chain. The Markov chain is used for describing the transition behavior of emotionally disturbed children in a treatment program. The effects of covariates on transition probabilities are assessed using a logit link function. To describe the time evolution of transition probabilities, we consider two modeling strategies. The first strategy is based on the concept of exchangeabiligy, whereas the second one is based on a first order Markov property. The deviance information criterion (DIC) measure is used to compare models with two different time dependent structures. The inferences are made using the Markov chain Monte Carlo technique. The developed methodology is applied to some real data.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.2
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• pp.317-320
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• 2022

This paper studies real-time error in the context of monitoring a symmetric binary information source over a delay system. To obtain the average real-time error, the delay system is modeled and analyzed as a discrete time Markov chain with a finite state space. Numerical analysis is performed on various system parameters such as state transition probabilities of information source, transmission times, and transmission frequencies. Given state transition probabilities and transmission times, we investigate the relationship between the transmission frequency and the average real-time error. The results can be used to investigate the relationship between real-time errors and age of information.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.27 no.1
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• pp.135-138
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• 2023

In this paper, we study real-time error in the context of monitoring a binary information source through a delay system. To derive the average real-time error, we model the delay system as a discrete time Geo/D/1/1 queueing model. Using a discrete time three-dimensional Markov chain with finite state space, we analyze the queueing model. We also perform some numerical analysis on various system parameters: state transition probabilities of binary information source; transmission times; and transmission frequencies. When the state changes of the information source are positively correlated and negatively correlated, we investigate the relationship between transmission time and transmission frequency.

• The Korean Journal of Applied Statistics
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• v.33 no.1
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• pp.47-59
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• 2020

In this paper, we present the longitudinal Markov binary regression model with t-link function when its transition order is known or unknown. It is assumed that logit or probit models are considered in binary regression models. Here, t-link function can be used for more flexibility instead of the probit model since the t distribution approaches to normal distribution as the degree of freedom goes to infinity. A Markov regression model is considered because of the longitudinal data of each individual data set. We propose Bayesian method to determine the transition order of Markov regression model. In particular, we use the deviance information criterion (DIC) (Spiegelhalter et al., 2002) of possible models in order to determine the transition order of the Markov binary regression model if the transition order is known; however, we compute and compare their posterior probabilities if unknown. In order to overcome the complicated Bayesian computation, our proposed model is reconstructed by the ideas of Albert and Chib (1993), Kuo and Mallick (1998), and Erkanli et al. (2001). Our proposed method is applied to the simulated data and real data examined by Sommer et al. (1984). Markov chain Monte Carlo methods to determine the optimal model are used assuming that the transition order of the Markov regression model are known or unknown. Gelman and Rubin's method (1992) is also employed to check the convergence of the Metropolis Hastings algorithm.

• The Bulletin of The Korean Astronomical Society
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• v.45 no.1
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• pp.51.3-52
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• 2020

We present the status of the development of a Markov Chain Monte Carlo (MCMC) parameter estimation (PE) pipeline for compact binary coalescences (CBCs) with the Japanese KAGRA gravitational-wave (GW) detector. The pipeline is included in the KAGRA Algorithm Library (KAGALI). Basic functionalities are benchmarked from the LIGO Algorithm Library (LALSuite) but the KAGRA MCMC PE pipeline will provide a simpler, memory-efficient pipeline to estimate physical parameters from gravitational waves emitted from compact binaries consisting of black holes or neutron stars. Applying inspiral-merge-ringdown and inspiral waveforms, we performed simulations of various black hole binaries, we performed the code sanity check and performance test. In this talk, we present the situation of GW observation with the Covid-19 pandemic. In addition to preliminary PE results with the KAGALI MCMC PE pipeline, we discuss how we can optimize a CBC PE pipeline toward the next observation run.

• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.1-9
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• 2007

A three-state Markov logistic regression model is suggested to forecast the probability of tomorrow's precipitation based on the current meteorological situation. The suggested model turns out to be better than Markov regression model in the sense of the mean squared error of forecasting for the rainfall data of Seoul area.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.10
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• pp.4825-4847
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• 2016

In this paper, we focus on the per-flow throughput analysis of IEEE 802.11 multi-hop ad hoc networks. The importance of an accurate saturation throughput model lies in establishing the theoretical foundation for effective protocol performance improvements. We argue that the challenge in modeling the per-flow throughput in IEEE 802.11 multi-hop ad hoc networks lies in the analysis of the freezing process and probability of collisions. We first classify collisions occurring in the whole transmission process into instantaneous collisions and persistent collisions. Then we present a four-dimensional Markov chain model based on the notion of the fixed length channel slot to model the Binary Exponential Backoff (BEB) algorithm performed by a tagged node. We further adopt a continuous time Markov model to analyze the freezing process. Through an iterative way, we derive the per-flow throughput of the network. Finally, we validate the accuracy of our model by comparing the analytical results with that obtained by simulations.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.11 no.7
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• pp.3446-3464
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• 2017

Backoff mechanism serves as one of the key technologies in the MAC-layer of wireless mobile networks. The traditional Binary Exponential Backoff (BEB) mechanism in IEEE 802.11 Distributed Coordination Function (DCF) and other existing backoff mechanisms poses several performance issues. For instance, the Contention Window (CW) oscillations occur frequently; a low delay QoS guarantee cannot be provided for real-time transmission, and services with different priorities are not differentiated. For these problems, we present a novel Multi-Priority service differentiated and Adaptive Backoff (MPAB) algorithm over IEEE 802.11 DCF for wireless mobile networks in this paper. In this algorithm, the backoff stage is chosen adaptively according to the channel status and traffic priority, and the forwarding and receding transition probability between the adjacent backoff stages for different priority traffic can be controlled and adjusted for demands at any time. We further employ the 2-dimensional Markov chain model to analyze the algorithm, and derive the analytical expressions of the saturation throughput and average medium access delay. Both the accuracy of the expressions and the algorithm performance are verified through simulations. The results show that the performance of the MPAB algorithm can offer a higher throughput and lower delay than the BEB algorithm.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.19 no.5
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• pp.805-814
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• 1994

In this paper, we introduce a new method which is available for analyzing the throughput of the packet radio network by using the auxiliary Markov transient matrix with a failure state and a success state. And we consider the effect of symbol error for the network state(X, R) consisted of the number of transmitting PRU X and receiving PRU R. We examine the packet radio network of a continuous time Markov chain model, and the direct sequence binary phase shift keying CDMA radio channel with hard decision Viterbi decoding and bit-by-bit changing spreading code. For the unslotted distributed multi-hop packet radio network, we assume that the packet error due to a symbol error of radio channel has Poisson process, and the time period of an error occurrence is exponentially distributed. Through the throughputs which are found as a function of radio channel parameters, such as the received signal to noise ratio and chips of spreading code per symbol, and of network parameters, such as the number of PRU and offered traffic rate, it is shown that this composite analysis enables us to combine the Markovian packet radio network model with a coded DS/BPSK CDMA radio channel.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.187-194
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• 2014

We consider a Bayesian nonignorable selection model to accommodate the selection bias. Markov chain Monte Carlo methods is known to be very useful to fit the nonignorable selection model. However, sensitivity to prior assumptions on parameters for selection mechanism is a potential problem. To quantify the sensitivity to prior assumption, the deviance information criterion and the conditional predictive ordinate are used to compare the goodness-of-fit under two different prior specifications. It turns out that the 'MLE' prior gives better fit than the 'uniform' prior in viewpoints of goodness-of-fit measures.