• Title/Summary/Keyword: Bayes estimate

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Lifetime Assessments on 154 kV Transmission Porcelain Insulators with a Bayesian Approach (베이지안 방법론을 적용한 154 kV 송전용 자기애자의 수명 평가 개발)

  • Choi, In-Hyuk;Kim, Tae-Kyun;Yoon, Yong-Beum;Yi, Junsin;Kim, Seong Wook
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.30 no.9
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    • pp.551-557
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    • 2017
  • It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

A Comparison of Artificial Neural Networks and Statistical Pattern Recognition Methods for Rotation Machine Condition Classification (회전기계 고장 진단에 적용한 인공 신경회로망과 통계적 패턴 인식 기법의 비교 연구)

  • Kim, Chang-Gu;Park, Kwang-Ho;Kee, Chang-Doo
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.12
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    • pp.119-125
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    • 1999
  • This paper gives an overview of the various approaches to designing statistical pattern recognition scheme based on Bayes discrimination rule and the artificial neural networks for rotating machine condition classification. Concerning to Bayes discrimination rule, this paper contains the linear discrimination rule applied to classification into several multivariate normal distributions with common covariance matrices, the quadratic discrimination rule under different covariance matrices. Also we discribes k-nearest neighbor method to directly estimate a posterior probability of each class. Five features are extracted in time domain vibration signals. Employing these five features, statistical pattern classifier and neural networks have been established to detect defects on rotating machine. Four different cases of rotation machine were observed. The effects of k number and neural networks structures on monitoring performance have also been investigated. For the comparison of diagnosis performance of these two method, their recognition success rates are calculated form the test data. The result of experiment which classifies the rotating machine conditions using each method presents that the neural networks shows the highest recognition rate.

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Bayesian Approach to Users' Perspective on Movie Genres

  • Lenskiy, Artem A.;Makita, Eric
    • Journal of information and communication convergence engineering
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    • v.15 no.1
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    • pp.43-48
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    • 2017
  • Movie ratings are crucial for recommendation engines that track the behavior of all users and utilize the information to suggest items the users might like. It is intuitively appealing that information about the viewing preferences in terms of movie genres is sufficient for predicting a genre of an unlabeled movie. In order to predict movie genres, we treat ratings as a feature vector, apply a Bernoulli event model to estimate the likelihood of a movie being assigned a certain genre, and evaluate the posterior probability of the genre of a given movie by using the Bayes rule. The goal of the proposed technique is to efficiently use movie ratings for the task of predicting movie genres. In our approach, we attempted to answer the question: "Given the set of users who watched a movie, is it possible to predict the genre of a movie on the basis of its ratings?" The simulation results with MovieLens 1M data demonstrated the efficiency and accuracy of the proposed technique, achieving an 83.8% prediction rate for exact prediction and 84.8% when including correlated genres.

Bayesian Change Point Analysis for a Sequence of Normal Observations: Application to the Winter Average Temperature in Seoul (정규확률변수 관측치열에 대한 베이지안 변화점 분석 : 서울지역 겨울철 평균기온 자료에의 적용)

  • 김경숙;손영숙
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.281-301
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    • 2004
  • In this paper we consider the change point problem in a sequence of univariate normal observations. We want to know whether there is any change point or not. In case a change point exists, we will identify its change type. Namely, it can be a mean change, a variance change, or both the mean and variance change. The intrinsic Bayes factors of Berger and Pericchi (1996, 1998) are used to find the type of optimal change model. The Gibbs sampling including the Metropolis-Hastings algorithm is used to estimate all the parameters in the change model. These methods are checked via simulation and applied to the winter average temperature data in Seoul.

HGLM and EB Estimation Methods for Disease Mapping (HGLM과 EB 추정법을 이용한 질병지도의 작성)

  • 김영원;조나경
    • The Korean Journal of Applied Statistics
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    • v.17 no.3
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    • pp.431-443
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    • 2004
  • For the purpose of disease mapping, we consider the four small area estimation techniques to estimate the mortality rate of small areas; direct, Empirical estimation with total moment estimator and local moment estimator, Estimation based on hierarchial generalized linear model. The estimators are compared by empirical study based on lung cancer mortality data from 2000 Annual Reports on the Cause of Death Statistics in Gyeongsang-Do and Jeonla-Do published by Korean National Statistical Office. Also he stability and efficiency of these estimators are investigated in terms of mean square deviation as well as variation of estimates.

Analysis of generalized progressive hybrid censored competing risks data

  • Lee, Kyeong-Jun;Lee, Jae-Ik;Park, Chan-Keun
    • Journal of Advanced Marine Engineering and Technology
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    • v.40 no.2
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    • pp.131-137
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    • 2016
  • In reliability analysis, it is quite common for the failure of any individual or item to be attributable to more than one cause. Moreover, observed data are often censored. Recently, progressive hybrid censoring schemes have become quite popular in life-testing problems and reliability analysis. However, a limitation of the progressive hybrid censoring scheme is that it cannot be applied when few failures occur before time T. Therefore, generalized progressive hybrid censoring schemes have been introduced. In this article, we derive the likelihood inference of the unknown parameters under the assumptions that the lifetime distributions of different causes are independent and exponentially distributed. We obtain the maximum likelihood estimators of the unknown parameters in exact forms. Asymptotic confidence intervals are also proposed. Bayes estimates and credible intervals of the unknown parameters are obtained under the assumption of gamma priors on the unknown parameters. Different methods are compared using Monte Carlo simulations. One real data set is analyzed for illustrative purposes.

Accelerating the EM Algorithm through Selective Sampling for Naive Bayes Text Classifier (나이브베이즈 문서분류시스템을 위한 선택적샘플링 기반 EM 가속 알고리즘)

  • Chang Jae-Young;Kim Han-Joon
    • The KIPS Transactions:PartD
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    • v.13D no.3 s.106
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    • pp.369-376
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    • 2006
  • This paper presents a new method of significantly improving conventional Bayesian statistical text classifier by incorporating accelerated EM(Expectation Maximization) algorithm. EM algorithm experiences a slow convergence and performance degrade in its iterative process, especially when real online-textual documents do not follow EM's assumptions. In this study, we propose a new accelerated EM algorithm with uncertainty-based selective sampling, which is simple yet has a fast convergence speed and allow to estimate a more accurate classification model on Naive Bayesian text classifier. Experiments using the popular Reuters-21578 document collection showed that the proposed algorithm effectively improves classification accuracy.

Assessing Estimation Methods of the Expected Crashes using Panel Traffic Crash Data (패널교통사고자료 기반 기대교통사고건수 추정기법 평가)

  • Sin, Gang-Won
    • Journal of Korean Society of Transportation
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    • v.29 no.1
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    • pp.103-111
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    • 2011
  • To evaluate highway safety countermeasures or identify high risk sites, the expected crashes for a site (or segment) have been estimated using the panel crash data. Past studies show that two different methods can be employed to estimate the expected crashes: observed crash based method and empirical Bayes (EB) method. This study conducts a simulation study to analyze how the estimation errors of the two estimates are affected by the different structures of the panel crash data and the presence of the change in safety over time. The results disclose that the estimation errors of the observed crash based estimates (i.e. the mean observed crash and comparative parallel estimate) are always greater than those of the EB estimates regardless of the structure of the panel crash data and the presence of the change in safety over time. Thus, it is highly recommended that the EB method be used in the study of traffic safety to obtain more reliable estimates for the expected crashes. In addition, this study corroborates that the estimation errors of the two estimates decrease as the analysis periods increase if safety does not change over time. Hence, it is also recommended that the 1-year analysis period used for identifying high risk sites in Korea be extended to produce more efficient estimates of the time-constant expected crashes.

Estimation of Failure Rate and Acceleration Factor in Accelerated Life Testing under Type-I Censoring (정시중단 가속수명시험에서 고장률과 가속계수의 추정)

  • Kong, Myung Bock;Park, Il Gwang
    • Journal of Korean Institute of Industrial Engineers
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    • v.29 no.2
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    • pp.145-149
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    • 2003
  • We consider the estimation of failure rate and acceleration factor under type-I censoring without using acceleration model when testing is conducted in only one highly accelerated condition. Failure times of an item are assumed to be exponentially distributed. It is also assumed that the uncertainty about the acceleration factor, the failure time contraction ratio between accelerated condition and use condition, can be modeled by the uniform or gamma prior distribution of appropriate parameters. We respectively use Bayes and maximum likelihood approaches to estimate acceleration factor and failure rate in the use condition. An example is given to show how the method can be applied.

Estimation based on lower record values from exponentiated Pareto distribution

  • Yoon, Sanggyeong;Cho, Youngseuk;Lee, Kyeongjun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.5
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    • pp.1205-1215
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    • 2017
  • In this paper, we aim to estimate two scale-parameters of exponentiated Pareto distribution (EPD) based on lower record values. Record values arise naturally in many real life applications involving data relating to weather, sport, economics and life testing studies. We calculate the Bayesian estimators for the two parameters of EPD based on lower record values. The Bayes estimators of two parameters for the EPD with lower record values under the squared error loss (SEL), linex loss (LL) and entropy loss (EL) functions are provided. Lindley's approximate method is used to compute these estimators. We compare the Bayesian estimators in the sense of the bias and root mean squared estimates (RMSE).