• Title/Summary/Keyword: Bayes Inference

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DEFAULT BAYESIAN INFERENCE OF REGRESSION MODELS WITH ARMA ERRORS UNDER EXACT FULL LIKELIHOODS

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.169-189
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    • 2004
  • Under the assumption of default priors, such as noninformative priors, Bayesian model determination and parameter estimation of regression models with stationary and invertible ARMA errors are developed under exact full likelihoods. The default Bayes factors, the fractional Bayes factor (FBF) of O'Hagan (1995) and the arithmetic intrinsic Bayes factors (AIBF) of Berger and Pericchi (1996a), are used as tools for the selection of the Bayesian model. Bayesian estimates are obtained by running the Metropolis-Hastings subchain in the Gibbs sampler. Finally, the results of numerical studies, designed to check the performance of the theoretical results discussed here, are presented.

Bayes factors for accelerated life testing models

  • Smit, Neill;Raubenheimer, Lizanne
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.513-532
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    • 2022
  • In this paper, the use of Bayes factors and the deviance information criterion for model selection are compared in a Bayesian accelerated life testing setup. In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models. A simulation study is also included, where Bayes factors using the different approximation methods and the deviance information are compared.

Bayesian Inference for Multinomial Group Testing

  • Heo, Tae-Young;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.81-92
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    • 2007
  • This paper consider trinomial group testing concerned with classification of N given units into one of k disjoint categories. In this paper, we propose Bayesian inference for estimating individual category proportions using the trinomial group testing model proposed by Bar-Lev et al. (2005). We compared a relative efficience (RE) based on the mean squared error (MSE) of MLE and Bayes estimators with various prior information. The impact of different prior specifications on the estimates is also investigated using selected prior distribution. The impact of different priors on the Bayes estimates is modest when the sample size and group size we large.

The Method of Effective Inference Using Rough Set and Fuzzy Naive Bayes Theory (러프집합과 퍼지 네이브 베이스 이론을 이용한 효율적인 추론 방법)

  • Hwang Jeong-Sik;Son Chang-Sik;Chung Hwan-Mook
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2005.11a
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    • pp.117-120
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    • 2005
  • 퍼지 규칙 기반 시스템에서 분류 및 경계를 결정하기 위한 방법으로 퍼지 규칙을 학습하는 다양한 방법들이 제안되고 있다. 그리고 추론 규칙간의 상관성을 고려하여 불필요한 속성을 제거함으로써 좀 더 효율적인 추론 결과를 얻을 수 있다. 따라서 본 논문에서는 퍼지 규칙 기반 시스템에서 각 규칙에 따른 결정 테이블를 작성하고 러프집합을 이용하여 불필요한 속성을 제거하였으며 규칙의 확신도에 퍼지 네이브 베이스 이론을 적용한 추론 방법을 제안한다.

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Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1241-1247
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    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

A Model to Infer Users' Behavior Patterns for Personalized Recommendation Service based Context-Awareness (컨텍스트 인식 기반 개인화 추천 서비스를 위한 사용자 행동패턴 추론 모델)

  • Seo, Hyo-Seok;Lee, Sang-Yong
    • Journal of Digital Convergence
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    • v.10 no.2
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    • pp.293-297
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    • 2012
  • In order to provide with personalized recommendation service in context-awareness environment, the collected context data should be analyzed fast and the objective of user should be able to inferred effectively. But, the context collected from the mobile devices is not suitable for applying the existing inference algorithms as they are due to the omission or uncertainty of information and the efficient algorithms are required for mobile environment. In this paper, the behavior pattern was classified using naive bayes classification for minimize the loss caused by the omission or error of information. And pattern matching was used to effectively learn of the users inclination and infer the behavior purpose. The accuracy of the suggested inference model was evaluated by applying to the application recommendation service in the smart phones.

Bayesian Analysis for Multiple Capture-Recapture Models using Reference Priors

  • Younshik;Pongsu
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.165-178
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    • 2000
  • Bayesian methods are considered for the multiple caputure-recapture data. Reference priors are developed for such model and sampling-based approach through Gibbs sampler is used for inference from posterior distributions. Furthermore approximate Bayes factors are obtained for model selection between trap and nontrap response models. Finally one methodology is implemented for a capture-recapture model in generated data and real data.

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Bayesian Inference for the Two-Parameter Exponential Models : Type-II Censored Case

  • Sohn, Joong-Kweon;Kim, Heon-Joo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.313-335
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    • 1995
  • Suppose that we have $k(k \geq 2)$ populations (or systems), say $\pi_1, \cdots, \pi_k$, to be tested. Under the type-II censored testing without replacement we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population. Also we compare the perfomances of the proposed Bayes estimators with another estiamtors under the Jeffrey-type noninformative prior distribution.

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Bayesian Inference for Modified Jelinski-Moranda Model by using Gibbs Sampling (깁스 샘플링을 이용한 변형된 Jelinski-Moranda 모형에 대한 베이지안 추론)

  • 최기헌;주정애
    • Journal of Applied Reliability
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    • v.1 no.2
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    • pp.183-192
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    • 2001
  • Jelinski-Moranda model and modified Jelinski-Moranda model in software reliability are studied and we consider maximum likelihood estimator and Bayes estimates of the number of faults and the fault-detection rate per fault. A gibbs sampling approach is employed to compute the Bayes estimates, future survival function is examined. Model selection based on prequential likelihood of the conditional predictive ordinates. A numerical example with simulated data set is given.

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Introduction to variational Bayes for high-dimensional linear and logistic regression models (고차원 선형 및 로지스틱 회귀모형에 대한 변분 베이즈 방법 소개)

  • Jang, Insong;Lee, Kyoungjae
    • The Korean Journal of Applied Statistics
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    • v.35 no.3
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    • pp.445-455
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    • 2022
  • In this paper, we introduce existing Bayesian methods for high-dimensional sparse regression models and compare their performance in various simulation scenarios. Especially, we focus on the variational Bayes approach proposed by Ray and Szabó (2021), which enables scalable and accurate Bayesian inference. Based on simulated data sets from sparse high-dimensional linear regression models, we compare the variational Bayes approach with other Bayesian and frequentist methods. To check the practical performance of the variational Bayes in logistic regression models, a real data analysis is conducted using leukemia data set.