• Title/Summary/Keyword: Bayes analysis

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Robust Bayes and Empirical Bayes Analysis in Finite Population Sampling with Auxiliary Information

  • Kim, Dal-Ho
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.331-348
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    • 1998
  • In this paper, we have proposed some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean in the presence of auxiliary information. These estimators are compared with the classical ratio estimator and a subjective Bayes estimator utilizing the auxiliary information in terms of "posterior robustness" and "procedure robustness" Also, we have addressed the issue of choice of sampling design from a robust Bayesian viewpoint.

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Hierarchical Bayes Analysis of Longitudinal Poisson Count Data

  • Kim, Dal-Ho;Shin, Im-Hee;Choi, In-Sun
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.227-234
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    • 2002
  • In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

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Robust Bayes and Empirical Bayes Analysis in Finite Population Sampling

  • Dal Ho Kim
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.63-73
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    • 1995
  • We consider some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean. The proposed estimators are compared with the sample mean and subjective Bayes estimators in terms of "posterior robustness" and "procedure robustness".re robustness".uot;.

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Comparison of Sentiment Analysis from Large Twitter Datasets by Naïve Bayes and Natural Language Processing Methods

  • Back, Bong-Hyun;Ha, Il-Kyu
    • Journal of information and communication convergence engineering
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    • v.17 no.4
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    • pp.239-245
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    • 2019
  • Recently, effort to obtain various information from the vast amount of social network services (SNS) big data generated in daily life has expanded. SNS big data comprise sentences classified as unstructured data, which complicates data processing. As the amount of processing increases, a rapid processing technique is required to extract valuable information from SNS big data. We herein propose a system that can extract human sentiment information from vast amounts of SNS unstructured big data using the naïve Bayes algorithm and natural language processing (NLP). Furthermore, we analyze the effectiveness of the proposed method through various experiments. Based on sentiment accuracy analysis, experimental results showed that the machine learning method using the naïve Bayes algorithm afforded a 63.5% accuracy, which was lower than that yielded by the NLP method. However, based on data processing speed analysis, the machine learning method by the naïve Bayes algorithm demonstrated a processing performance that was approximately 5.4 times higher than that by the NLP method.

Bayes Risk Comparison for Non-Life Insurance Risk Estimation (손해보험 위험도 추정에 대한 베이즈 위험 비교 연구)

  • Kim, Myung Joon;Woo, Ho Young;Kim, Yeong-Hwa
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1017-1028
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    • 2014
  • Well-known Bayes and empirical Bayes estimators have a disadvantage in respecting to overshink the parameter estimator error; therefore, a constrained Bayes estimator is suggested by matching the first two moments. Also traditional loss function such as mean square error loss function only considers the precision of estimation and to consider both precision and goodness of fit, balanced loss function is suggested. With these reasons, constrained Bayes estimators under balanced loss function is recommended for non-life insurance pricing.; however, most studies focus on the performance of estimation since Bayes risk of newly suggested estimators such as constrained Bayes and constrained empirical Bayes estimators under specific loss function is difficult to derive. This study compares the Bayes risk of several Bayes estimators under two different loss functions for estimating the risk in the auto insurance business and indicates the effectiveness of the newly suggested Bayes estimators with regards to Bayes risk perspective through auto insurance real data analysis.

Hierarchical Bayes Estimators of the Error Variance in Two-Way ANOVA Models

  • Chang, In Hong;Kim, Byung Hwee
    • Communications for Statistical Applications and Methods
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    • v.9 no.2
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    • pp.315-324
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    • 2002
  • For estimating the error variance under the relative squared error loss in two-way analysis of variance models, we provide a class of hierarchical Bayes estimators and then derive a subclass of the hierarchical Bayes estimators, each member of which dominates the best multiple of the error sum of squares which is known to be minimax. We also identify a subclass of non-minimax hierarchical Bayes estimators.

Development and evaluation of dam inflow prediction method based on Bayesian method (베이지안 기법 기반의 댐 예측유입량 산정기법 개발 및 평가)

  • Kim, Seon-Ho;So, Jae-Min;Kang, Shin-Uk;Bae, Deg-Hyo
    • Journal of Korea Water Resources Association
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    • v.50 no.7
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    • pp.489-502
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    • 2017
  • The objective of this study is to propose and evaluate the BAYES-ESP, which is a dam inflow prediction method based on Ensemble Streamflow Prediction method (ESP) and Bayesian theory. ABCD rainfall-runoff model was used to predict monthly dam inflow. Monthly meteorological data collected from KMA, MOLIT and K-water and dam inflow data collected from K-water were used for the model calibration and verification. To estimate the performance of ABCD model, ESP and BAYES-ESP method, time series analysis and skill score (SS) during 1986~2015 were used. In time series analysis monthly ESP dam inflow prediction values were nearly similar for every years, particularly less accurate in wet and dry years. The proposed BAYES-ESP improved the performance of ESP, especially in wet year. The SS was used for quantitative analysis of monthly mean of observed dam inflows, predicted values from ESP and BAYES-ESP. The results indicated that the SS values of ESP were relatively high in January, February and March but negative values in the other months. It also showed that the BAYES-ESP improved ESP when the values from ESP and observation have a relatively apparent linear relationship. We concluded that the existing ESP method has a limitation to predict dam inflow in Korea due to the seasonality of precipitation pattern and the proposed BAYES-ESP is meaningful for improving dam inflow prediction accuracy of ESP.

Comparison of Estimation Methods in NONMEM 7.2: Application to a Real Clinical Trial Dataset (실제 임상 데이터를 이용한 NONMEM 7.2에 도입된 추정법 비교 연구)

  • Yun, Hwi-Yeol;Chae, Jung-Woo;Kwon, Kwang-Il
    • Korean Journal of Clinical Pharmacy
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    • v.23 no.2
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    • pp.137-141
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    • 2013
  • Purpose: This study compared the performance of new NONMEM estimation methods using a population analysis dataset collected from a clinical study that consisted of 40 individuals and 567 observations after a single oral dose of glimepiride. Method: The NONMEM 7.2 estimation methods tested were first-order conditional estimation with interaction (FOCEI), importance sampling (IMP), importance sampling assisted by mode a posteriori (IMPMAP), iterative two stage (ITS), stochastic approximation expectation-maximization (SAEM), and Markov chain Monte Carlo Bayesian (BAYES) using a two-compartment open model. Results: The parameters estimated by IMP, IMPMAP, ITS, SAEM, and BAYES were similar to those estimated using FOCEI, and the objective function value (OFV) for diagnosing the model criteria was significantly decreased in FOCEI, IMPMAP, SAEM, and BAYES in comparison with IMP. Parameter precision in terms of the estimated standard error was estimated precisely with FOCEI, IMP, IMPMAP, and BAYES. The run time for the model analysis was shortest with BAYES. Conclusion: In conclusion, the new estimation methods in NONMEM 7.2 performed similarly in terms of parameter estimation, but the results in terms of parameter precision and model run times using BAYES were most suitable for analyzing this dataset.

A novel classification approach based on Naïve Bayes for Twitter sentiment analysis

  • Song, Junseok;Kim, Kyung Tae;Lee, Byungjun;Kim, Sangyoung;Youn, Hee Yong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.6
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    • pp.2996-3011
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    • 2017
  • With rapid growth of web technology and dissemination of smart devices, social networking service(SNS) is widely used. As a result, huge amount of data are generated from SNS such as Twitter, and sentiment analysis of SNS data is very important for various applications and services. In the existing sentiment analysis based on the $Na{\ddot{i}}ve$ Bayes algorithm, a same number of attributes is usually employed to estimate the weight of each class. Moreover, uncountable and meaningless attributes are included. This results in decreased accuracy of sentiment analysis. In this paper two methods are proposed to resolve these issues, which reflect the difference of the number of positive words and negative words in calculating the weights, and eliminate insignificant words in the feature selection step using Multinomial $Na{\ddot{i}}ve$ Bayes(MNB) algorithm. Performance comparison demonstrates that the proposed scheme significantly increases the accuracy compared to the existing Multivariate Bernoulli $Na{\ddot{i}}ve$ Bayes(BNB) algorithm and MNB scheme.

Bayesian Model Selection for Inverse Gaussian Populations with Heterogeneity

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.2
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    • pp.621-634
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    • 2008
  • This paper addresses the problem of testing whether the means in several inverse Gaussian populations with heterogeneity are equal. The analysis of reciprocals for the equality of inverse Gaussian means needs the assumption of equal scale parameters. We propose Bayesian model selection procedures for testing equality of the inverse Gaussian means under the noninformative prior without the assumption of equal scale parameters. 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 model selection procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and real data analysis are provided.

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