Moving groups (MGs) are gravitationally unbound loose stellar associations. There can be many MGs with different ages and at a wide range of distances. In this study, I focus on nearby ($lesssim$100 pc) and young ($lesssim$100 Myr) MGs (NYMGs hereafter). NYMGs are crucial laboratories for studying low-mass stars, and intensive searches for NYMG members have been performed. For the identification of NYMG members, various strategies and methods have been applied.As a result, the reliability of the members in terms of membership is not uniform, which means that a careful membership re-assessment is required. BANYAN II is NYMG membership probability calculation tool based on Bayesian inference and has contributed to NYMG studies. Despite the success of BANYAN II, there are issues in the tool, and I made several improvements over BANYAN II. Focusing on the $beta$-Pic moving group, impacts of models on membership probability were investigated, and improved models were suggested. Expanding this work to all nine major NYMGs, models of these NYMGs were constructed via iterative and self-consistent processes. Using the updated NYMG models, membership of claimed (N$sim$2000) members in the literature were calculated, and 35 per cent members were confirmed as bona fide members. The discrepancy between the results from this study and BANYAN $Sigma$ was discussed. Because mass function using these bona fide members indicates that more lower-mass members should be identified, using Gaia DR2, low mass members are identified. About 2000 new M dwarf and brown dwarf candidate members were identified. Memberships of seventy-six members with rv from Gaia were confirmed, and the additional 20 members were confirmed via spectroscopic observation. Not relying on previous knowledge about the existence of 9 NYMGs, unsupervised machine learning analyses were applied to NYMG members. K-means and Agglomerative Clustering algorithms result in similar trends of grouping. While seven NYMGs--TWA, BPMG, TucHor, Carina, Argus, ABDor, and VCA--were re-discovered, new groups, Columba-S and Columba-ThOr, were newly identified. This analysis can be extended in the near future for a more reliable and objective analysis of NYMGs.