• Journal of Digital Convergence
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• v.13 no.10
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• pp.219-224
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• 2015

This research estimates the Mixture of Normals of households saving rate in Korea. Our sample is MDSS, micro-data in 2014 and Gibbs algorithm is used to estimate the Mixture of Normals. Evidences say some results. First, Gibbs algorithm works very well in estimating the Mixture of Normals. Second, Saving rate data has at least two components, one with mean zero and the other with mean 29.4%. It might be that households would be separated into high saving group and low saving group. Third, analysis of Mixture of Normals cannot answer that question and we find that income level and age cannot explain our results.

• Journal of the Korean Data and Information Science Society
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• v.7 no.2
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• pp.247-256
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• 1996

In this paper, we applied bayesian hierarchical model to analyze the field mice example introduced by Demster et al.(1981). For this example, we use Gibbs sampler method to provide the posterior mean and compared it with LSE(Least Square Estimator) and MLR(Maximum Likelihood estimator with Random effect) via the EM algorithm.

• The Korean Journal of Applied Statistics
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• v.13 no.1
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• pp.81-96
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• 2000

본 논문은 의학분야에서 주로 사용되는 메타분석 중 그룹화 임의효과 모형(grouped random effects model)을 프라빗 연결함수(probit link function)를 이용하여 베이즈적 관점에서 연구하였다. 이때 프라빗 함수를 강요하기 위해 잠재변수를 정의하였고, 사전 분포를 달리한 세가지 모형을 고려하였다. 주어진 세가지 모형들에게서 적합한 모형 선택을 위하여 베이즈 인자(Bayes factor, BF)와 유사베이즈 인자(pseudo-Bayes factor, PsBF)를 이용하였다. 깁스샘플러와 메트로폴리스 알고리즘을 이용하여 베이지안 계산상의 어려움을 해결하였다. 예로써, 새로운 간질약에 대한 효과를 조사하기 위하여 앞에서 제시된 방법으로 해석하였다.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.119-133
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• 1999

A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

• The Korean Journal of Applied Statistics
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• v.14 no.2
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• pp.379-391
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• 2001

본 연구에서는 관심거리가 되고 있는 마코프인쇄 몬테칼로(Markov Chain Monte Carlo, MCMC)방법에 근거한 공간 확률난수 (spatial random variate)생성법과 깁스표본추출법(Gibbs sampling)에 의한 베이지안 분석 방법에 대한 기술적 사항들에 관하여 검토하였다. 먼저 기본적인 확률난수 생성법과 관련된 사항을 살펴보고, 다음으로 조건부명시법(conditional specification)을 이용한 공간 확률난수 생성법을 예를 들어 살펴보기로한다. 다음으로는 이렇게 생성된 공간자료를 분석하기 위하여 깁스표본추출법을 이용한 베이지안 사후분포를 구하는 방법을 살펴보았다.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.505-514
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• 2000

A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For each observed failure epoch, we introduced mixture failure model of Rayleigh and Erlang(2) pattern. This data augmentation approach facilitates specification of the transitional measure in the Markov Chain. Gibbs steps are proposed to perform the Bayesian inference of such models. For model determination, we explored sum of relative error criterion that selects the best model. A numerical example with simulated data set is given.

• Proceedings of the Korea Institute of Convergence Signal Processing
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• 2003.06a
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• pp.66-69
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• 2003

웨이블릿 변환이 소개된 후, 웨이블릿 임계치 기법이 신호의 잡음제거에 중요한 효과를 가져왔다. 그러나 웨이블릿 임계치 잡음제거 기법 역시 불연속점 주위에서 의사깁스 현상을 일으키는 단점을 가지고 있다. 본 논문은 웨이블릿 발자국 흔적(Wavelet Footprints) 알고리즘을 소개한다. 웨이블릿의 시간영역에서의 특이점들에 의해 남겨진 흔적이라는 의미를 가지는 발자국 흔적의 새로운 개념을 도입하여 불연속 주위의 의사 깁스 현상을 개선하고자 한다. 제안된 알고리즘은 더 일반적인 신호들로 확장되어지고, 신호의 잡음제거와 같은 문제에 효과적인 해법을 제시 할 수 있다.

• 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.

• The Transactions of the Korea Information Processing Society
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• v.3 no.6
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• pp.1636-1645
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• 1996

In this paper we proposed a new scheme for conditional two dimensional (2-D)moment-based classification of patterns on the basis of Gibbs random fields which are will suited for representing spatial continuity that is the characteristic of the most images. This implementation contains two parts: feature extraction and pattern classification. First of all, we extract feature vector which consists of conditional 2-D moments on the basis of estimated Gibbs parameter. Note that the extracted feature vectors are invariant under translation, rotation, size of patterns the corresponding template pattern. In order to evaluate the performance of the proposed scheme, classification experiments with training document sets of characters have been carried out on 486 66Mhz PC. Experiments reveal that the proposed scheme has high classification rate over 94%.

• Journal of the Institute of Convergence Signal Processing
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• v.4 no.1
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• pp.27-35
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• 2003

Because of the lack of translation invariance of wavelet basis, traditional wavelet thresholding denoising leads to pseudo-Gibbs phenomena in the vicinity of discontinuities of signal. In this paper, in order to reduce the pseudo-Gibbs phenomena, wavelet coefficients are thresholded and reconstruction algorithm is implemented through minimizing the total variation of denoising signal using subgradient descent algorithm. Most of experiments were performed under the non-real-time and real-time environments. In the case of non-real-time experiments, the algorithm that this paper proposes was found more effective than that of wavelet hard thresholding denoising by 2.794㏈(SNR) based on the signal to noise ratio. And lots of pseudo-Gibbs phenomena was removed visually in the vicinity of discontinuities. In the case of real-time experiments, the number of iteration was restricted to 60 times considering the performance time. It took 0.49 seconds and most of the pseudo-Gibbs phenomena were also removed.