• Title/Summary/Keyword: Bayes factor

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Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

Bayesian Parameter :Estimation and Variable Selection in Random Effects Generalised Linear Models for Count Data

  • Oh, Man-Suk;Park, Tae-Sung
    • Journal of the Korean Statistical Society
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    • v.31 no.1
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    • pp.93-107
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    • 2002
  • Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

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.

Impacts of Pre-signals on Traffic Crashes at 4-leg Signalized Intersections (전방신호기가 교통사고에 미치는 영향 연구)

  • Kim, Byeongeun;Lee, Youngihn
    • International Journal of Highway Engineering
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    • v.15 no.4
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    • pp.135-146
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    • 2013
  • PURPOSES : This study aimed to analyze the impact the operation of pre-signals at 4-leg signalized intersections and present primary environmental factors of roads that need to be considered in the installation of pre-signals. METHODS : Shift of proportions safety effectiveness evaluation method which assesses shifts in proportions of target collision types to determine safety effectiveness was applied to analyze traffic crash by types. Also, Empirical Bayes before/after safety effectiveness evaluation method was adapted to analyze the impact pre-signal installation. Negative binomial regression was conducted to determine SPF(safety performance function). RESULTS : Pre-signals are effective in reducing the number of head on, right angle and sideswipe collisions and both the total number of personal injury crashes and severe crashes. Also, it is deemed that each factor used as an independent variable for the SPF model has strong correlation with the total number of personal injury crashes and severe crashes, and impacts general traffic crashes as a whole. CONCLUSIONS: This study suggests the following should be considered in pre-signal installation on intersections. 1) U-turns allowed in the front and rear 2) A high number of roads that connect to the intersection 3) Many right-turn traffic flows 4) Crosswalks installed in the front and rear 5) Insufficient left-turn lanes compared to left-turn traffic flows or no left-turn-only lane.

A novel nomogram of naïve Bayesian model for prevalence of cardiovascular disease

  • Kang, Eun Jin;Kim, Hyun Ji;Lee, Jea Young
    • Communications for Statistical Applications and Methods
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    • v.25 no.3
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    • pp.297-306
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    • 2018
  • Cardiovascular disease (CVD) is the leading cause of death worldwide and has a high mortality rate after onset; therefore, the CVD management requires the development of treatment plans and the prediction of prevalence rates. In our study, age, income, education level, marriage status, diabetes, and obesity were identified as risk factors for CVD. Using these 6 factors, we proposed a nomogram based on a $na{\ddot{i}}ve$ Bayesian classifier model for CVD. The attributes for each factor were assigned point values between -100 and 100 by Bayes' theorem, and the negative or positive attributes for CVD were represented to the values. Additionally, the prevalence rate can be calculated even in cases with some missing attribute values. A receiver operation characteristic (ROC) curve and calibration plot verified the nomogram. Consequently, when the attribute values for these risk factors are known, the prevalence rate for CVD can be predicted using the proposed nomogram based on a $na{\ddot{i}}ve$ Bayesian classifier model.

A Bayesian cure rate model with dispersion induced by discrete frailty

  • Cancho, Vicente G.;Zavaleta, Katherine E.C.;Macera, Marcia A.C.;Suzuki, Adriano K.;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.471-488
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    • 2018
  • In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

Linear interpolation and Machine Learning Methods for Gas Leakage Prediction Base on Multi-source Data Integration (다중소스 데이터 융합 기반의 가스 누출 예측을 위한 선형 보간 및 머신러닝 기법)

  • Dashdondov, Khongorzul;Jo, Kyuri;Kim, Mi-Hye
    • Journal of the Korea Convergence Society
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    • v.13 no.3
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    • pp.33-41
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    • 2022
  • In this article, we proposed to predict natural gas (NG) leakage levels through feature selection based on a factor analysis (FA) of the integrating the Korean Meteorological Agency data and natural gas leakage data for considering complex factors. The paper has been divided into three modules. First, we filled missing data based on the linear interpolation method on the integrated data set, and selected essential features using FA with OrdinalEncoder (OE)-based normalization. The dataset is labeled by K-means clustering. The final module uses four algorithms, K-nearest neighbors (KNN), decision tree (DT), random forest (RF), Naive Bayes (NB), to predict gas leakage levels. The proposed method is evaluated by the accuracy, area under the ROC curve (AUC), and mean standard error (MSE). The test results indicate that the OrdinalEncoder-Factor analysis (OE-F)-based classification method has improved successfully. Moreover, OE-F-based KNN (OE-F-KNN) showed the best performance by giving 95.20% accuracy, an AUC of 96.13%, and an MSE of 0.031.

Inference for exponentiated Weibull distribution under constant stress partially accelerated life tests with multiple censored

  • Nassr, Said G.;Elharoun, Neema M.
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.131-148
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    • 2019
  • Constant stress partially accelerated life tests are studied according to exponentiated Weibull distribution. Grounded on multiple censoring, the maximum likelihood estimators are determined in connection with unknown distribution parameters and accelerated factor. The confidence intervals of the unknown parameters and acceleration factor are constructed for large sample size. However, it is not possible to obtain the Bayes estimates in plain form, so we apply a Markov chain Monte Carlo method to deal with this issue, which permits us to create a credible interval of the associated parameters. Finally, based on constant stress partially accelerated life tests scheme with exponentiated Weibull distribution under multiple censoring, the illustrative example and the simulation results are used to investigate the maximum likelihood, and Bayesian estimates of the unknown parameters.

Prediction model of peptic ulcer diseases in middle-aged and elderly adults based on machine learning (머신러닝 기반 중노년층의 기능성 위장장애 예측 모델 구현)

  • Lee, Bum Ju
    • The Journal of the Convergence on Culture Technology
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    • v.6 no.4
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    • pp.289-294
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    • 2020
  • Peptic ulcer disease is a gastrointestinal disorder caused by Helicobacter pylori infection and the use of nonsteroid anti-inflammatory drugs. While many studies have been conducted to find the risk factors of peptic ulcers, there are no studies on the suggestion of peptic ulcer prediction models for Koreans. Therefore, the purpose of this study is to implement peptic ulcer prediction model using machine learning based on demographic information, obesity information, blood information, and nutritional information for middle-aged and elderly people. For model building, wrapper-based variable selection method and naive Bayes algorithm were used. The classification accuracy of the female prediction model was the area under the receiver operating characteristics curve (AUC) of 0.712, and males showed an AUC of 0.674, which is lower than that of females. These results can be used for prediction and prevention of peptic ulcers in the middle and elderly people.

Evaluation of Road Safety Audit on Existing Freeway by Empirical Bayes Method (경험적 베이즈 방법에 의한 공용중인 고속도로 교통안전진단사업의 효과평가)

  • Mun, Sung-Ra
    • International Journal of Highway Engineering
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    • v.14 no.2
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    • pp.117-129
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    • 2012
  • Road safety audit is the preventive enhancement strategy for safety. : it gets rid of beforehand the potential factor of a traffic accident in the stage of road planning and design and it evaluates the appropriation for road geometric structure or safety facility to prevent traffic accident in the stage of operation after the construction. Since this strategy is introduced to our country in the early 2000s, various projects have been processed and it was legislated recently. And now, the evaluation of past project for its continuation is needed. Therefore, in this study the evaluation of road safety audit on existing freeway is performed. The spatial extent of this study is Yong-dong line on which the safety treatment was executed in 2005 and 2006. And, the temporal range of this study is each 2-year of before and after from 2005 and 2006. The empirical bayes method of observational evaluation studies is applied to analyze. As a result, there is an effect of improvement on most of treated sections. But there is ineffective or negligible on some sections. Compared with the detail of treatment on each section, the effect of multiple or various treatments is good for that section. On the other hand, the section on which effect doesn't appear is the result of single or unimportant treatments. Throughout these results, the concrete analysis can be performed and the countermeasures designed for the section on which effect doesn't appear. Also it is used as reference to the future plan and direction of road safety audit on existing freeway.