• 한국컴퓨터정보학회논문지
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• 제12권3호
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• pp.123-130
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• 2007

SAR 영상은 스펙클 잡음의 승법(multiplicative) 특성으로 인하여 영상 분석하는데 많은 어려움이 있다. 본 논문에서는 웨이블렛 변환을 사용하여 SAR 영상의 스펙클 잡음을 제거하고자 한다. 이를 위해 잡음영상에 대해 로그를 취해 얻은 가법(additive) 잡음 영상에서 웨이블렛 분해 한 후 잡음 성분을 제거하고 원영상을 얻기 위해 지수형태를 취한다. 웨이블렛 변환에서 임계치 처리는 소프트 임계법을 사용하고 VisuShrink, SureShrink, BayesShrink 그리고 수정된 BayesShrink 방법으로 임계값을 선택한다. 영상실험을 통하여 이들 임계값 선택 방법들 간의 비교는 수정된 BayesShrink 방법이 다른 방법들보다 좋은 영상의 질을 유지하고 있으며 또한 PSNR 면에서 좋은 잡음제거 성능을 갖고 있음을 알 수 있었다.

• 한국컴퓨터정보학회논문지
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• 제26권6호
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• pp.29-35
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• 2021

본 논문에서는 위치 측위의 정확도를 높일 수 있는 방안으로 KNN(K-Nearest Neighbor)과 Local Map Classification 및 Bayes Filter를 융합한 기법을 제안한다. 먼저 이 기법은 Local Map Classification이 실제 지도를 여러 개의 Cluster로 나누고, 다음으로 KNN으로 Cluster들을 분류한다. 그리고 Bayes Filter가 획득한 각 Cluster의 확률을 통하여 Posterior Probability을 계산한다. 이 Posterior Probability으로 로봇이 위치한 Cluster를 검색한다. 성능 평가를 위하여 KNN과 Local Map Classification 및 Bayes Filter을 적용하여서 얻은 위치 측위의 결과를 분석하였다. 분석 결과로 RSSI 신호가 변하더라도 위치 정보는 한 Cluster에 고정되면서 위치 측위의 정확도가 높아진다는 사실을 확인하였다.

• Journal of the Korean Statistical Society
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• 제29권1호
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• pp.123-135
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• 2000

This paper addresses the Bayesian hypotheses testing for the comparison of exponential population under type II censoring. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic, expected and median intrinsic Bayes factors for our problem. The Monte Carlo simulation is used for calculating intrinsic Bayes factors which are compared with P-values of the classical test.

• Journal of the Korean Statistical Society
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• 제30권3호
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• pp.481-498
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• 2001

Empirical Bayes procedure of nonparametric estiamtion of cumulative hazard rates based on censored data is considered using the beta process priors of Hjort(1990). Beta process priors with unknown parameters are used for cumulative hazard rates. Empirical Bayes estimators are suggested and asymptotic optimality is proved. Our result generalizes that of Susarla and Van Ryzin(1978) in the sensor that (i) the cumulative hazard rate induced by a Dirichlet process is a beta process, (ii) our empirical Bayes estimator does not depend on the censoring distribution while that of Susarla and Van Ryzin(1978) does, (iii) a class of estimators of the hyperprameters is suggested in the prior distribution which is assumed known in advance in Susarla and Van Ryzin(1978). This extension makes the proposed empirical Bayes procedure more applicable to real dta sets.

• Communications for Statistical Applications and Methods
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• 제22권6호
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• pp.531-542
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• 2015

In this survey, we use the normal linear model to demonstrate the use of the linear Bayes method. The superiorities of linear Bayes estimator (LBE) over the classical UMVUE and MLE are established in terms of the mean squared error matrix (MSEM) criterion. Compared with the usual Bayes estimator (obtained by the MCMC method) the proposed LBE is simple and easy to use with numerical results presented to illustrate its performance. We also examine the applications of linear Bayes method to some other distributions including two-parameter exponential family, uniform distribution and inverse Gaussian distribution, and finally make some remarks.

• Journal of the Korean Data and Information Science Society
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• 제19권3호
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• pp.995-1006
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• 2008

This article deals with the one-sided hypothesis testing problem in inverse Gaussian distribution. We propose Bayesian hypothesis testing procedures for the one-sided hypotheses of the shape parameter under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor, the median intrinsic Bayes factor and the encompassing intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

• Communications for Statistical Applications and Methods
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• 제21권3호
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• pp.235-243
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• 2014

Constrained Bayesian estimates overcome the over shrinkness toward the mean which usual Bayes and empirical Bayes estimates produce by matching first and second empirical moments; subsequently, a constrained Bayes estimate is recommended to use in case the research objective is to produce a histogram of the estimates considering the location and dispersion. The well-known squared error loss function exclusively emphasizes the precision of estimation and may lead to biased estimators. Thus, the balanced loss function is suggested to reflect both goodness of fit and precision of estimation. In insurance pricing, the accurate location estimates of risk and also dispersion estimates of each risk group should be considered under proper loss function. In this paper, by applying these two ideas, the benefit of the constrained Bayes estimates and balanced loss function will be discussed; in addition, application effectiveness will be proved through an analysis of real insurance accident data.

• International Journal of Reliability and Applications
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• 제16권2호
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• pp.55-79
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• 2015

It is well known that using any additional information in the estimation of unknown parameters with new sample of observations diminishes the sampling units needed and minimizes the risk of new estimators. There are many rational reasons to assure that the existence of additional information in practice and there exists many practical cases in which additional information is available in the form of target value (initial value) about the unknown parameters. This article is described the problem of how the prior initial value about the unknown parameters can be utilized and combined with classical Bayes estimator to get a new combination of Bayes estimator and prior value to improve the properties of the new combination. In this article, two classes of Bayes-shrinkage and preliminary test Bayes-shrinkage estimators are proposed for the scale parameter of exponential distribution. The bias, risk and risk ratio expressions are derived and studied. The performance of the proposed classes of estimators is studied for different choices of constants engaged in the estimators. The comparisons, conclusions and recommendations are demonstrated.

• Journal of the Korean Data and Information Science Society
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• 제27권3호
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• pp.835-844
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• 2016

We develop the testing procedures about the homogeneity of the shape parameters of several inverse Gaussian distributions in our paper. We propose default Bayesian testing procedures for the shape parameters under the reference priors. The Bayes factor based on the proper priors gives the successful results for Bayesian hypothesis testing. For the case of the lack of information, the noninformative priors such as Jereys' prior or the reference prior can be used. Jereys' prior or the reference prior involves the undefined constants in the computation of the Bayes factors. Therefore under the reference priors, we develop the Bayesian testing procedures with the intrinsic Bayes factors and the fractional Bayes factor. Simulation study for the performance of the developed testing procedures is given, and an example for illustration is given.

• Journal of the Korean Data and Information Science Society
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• 제28권1호
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• pp.207-215
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• 2017

In this paper we study pooling effects in Bayesian testing procedures of independence for contingency tables from small areas. In small area estimation setup, we typically use a hierarchical Bayesian model for borrowing strength across small areas. This techniques of borrowing strength in small area estimation is used to construct a Bayes test of independence for contingency tables from small areas. In specific, we consider the methods of direct or indirect pooling in multinomial models through Dirichlet priors. We use the Bayes factor (or equivalently the ratio of the marginal likelihoods) to construct the Bayes test, and the marginal density is obtained by integrating the joint density function over all parameters. The Bayes test is computed by performing a Monte Carlo integration based on the method proposed by Nandram and Kim (2002).