• Journal of Korean Society for Quality Management
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• v.28 no.3
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• pp.1-10
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• 2000

In this paper, we address the Bayesian hypotheses testing for the comparison of Weibull distributions. 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 and median intrinsic Bayes factors for the comparison of Weibull lifetime model and we use these results to analyze real data sets.

• Communications for Statistical Applications and Methods
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• v.15 no.1
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• pp.95-104
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• 2008

This paper addresses issues of robustness in Bayesian optimal design. We may have difficulty applying Bayesian optimal design principles because of the uncertainty of prior distribution. When there are several plausible prior distributions and the efficiency of a design depends on the unknown prior distribution, robustness with respect to misspecification of prior distribution is required. We suggest a new optimal design criterion which has relatively high efficiencies across the class of plausible prior distributions. The criterion is applied to the problem of estimating the turning point of a quadratic regression, and both analytic and numerical results are shown to demonstrate its robustness.

• Communications for Statistical Applications and Methods
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• v.18 no.3
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• pp.295-300
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• 2011

The Bayesian nonparametric estimation of two uniformly stochastically ordered distributions is studied. We propose a restricted Dirichlet Process. Among many types of restriction we consider only uniformly stochastic ordering in this paper since the computation of integrals is relatively easy. An explicit expression of the posterior distribution is given. When square loss function is used the posterior distribution can be obtained by easy integration using some computer program such as Mathematica.

• Journal of the Korean Data and Information Science Society
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• v.17 no.4
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• pp.1413-1425
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• 2006

When X and Y have independent gamma distributions, we develop a Bayesian procedure for testing the equality of two gamma means. The reference prior is derived. Using the derived reference prior, we propose a Bayesian test procedure for the equality of two gamma means using fractional Bayes factor and intrinsic Bayes factor. Simulation study and a real data example are provided.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2001.12a
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• pp.287-290
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• 2001

Bishop이 제안한 generative Topographic Mapping(GTM)은 Kohonen이 제안한 자율 학습 신경망인 Self Organizing Maps(SOM)의 확률적 버전이다. 본 논문에서는 이러한 GTM 모형에 베이지안 추론을 결합하여 작은 오분류율을 가지는 분류 알고리즘인 베이지안 GTM(Bayesian GTM)을 제안한다. 이 방법은 기존의 GTM의 빠른 계산 처리 능력과 베이지안 추론을 이용하여 기존의 분류 알고리즘보다 우수한 결과가 나타남을 실험을 통하여 확인하였다.

• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2001.12a
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• pp.349-352
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• 2001

We propose one properties of Bayesian fuzzy hypotheses testing by revision for prior possibility distribution and posterior possibility distribution using weighted fuzzy hypotheses H$\sub$0/($\theta$) versus H$_1$($\theta$) on $\theta$.

• Journal of Korea Multimedia Society
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• v.8 no.12
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• pp.1565-1571
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• 2005

Images reconstructed with Maximum-Likelihood Expectation-Maximization (MLEM) algorithm have been observed to have checkerboard effects and have noise artifacts near edges as iterations proceed. To compensate this ill-posed nature, numerous penalized maximum-likelihood methods have been proposed. We suggest a simple algorithm of applying edge detecting process to the MLEM and Bayesian Expectation-Maximization (BEM) to reduce the noise artifacts near edges and remove checkerboard effects. We have shown by simulation that this algorithm removes checkerboard effects and improves the clarity of the reconstructed image and has good properties based on root mean square error (RMS).

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2003.11a
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• pp.346-349
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• 2003

This paper is intended to assess a system reliability that is changed as time passes. The proposed methodology consists of two steps: (1) predicting probabilities that each component fails at specific time by using a Markov Chain model and (2) calculating reliability of the whole system via Bayesian network. The proposed methodology includes extended Bayesian network model reflecting the case that components are mutually dependent.

• Journal of the Korean Statistical Society
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• v.34 no.3
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• pp.245-261
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• 2005

The marginal distribution of X is considered when (X, Y) has a truncated bivariate t-distribution. This paper mainly focuses on the marginal nontruncated distribution of X where Y is truncated below at its mean and its observations are not available. Several properties and applications of this distribution, including relationship with Azzalini's skew-normal distribution, are obtained. To circumvent inferential problem arises from adopting the frequentist's approach, a Bayesian method utilizing a data augmentation method is suggested. Illustrative examples demonstrate the performance of the method.

• Communications for Statistical Applications and Methods
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• v.13 no.3
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• pp.621-633
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• 2006

In this paper, we estimate multiple change-points when the data follow the normal distributions in the Bayesian way. Evolutionary Monte Carlo (EMC) algorithm is applied into general Bayesian model with variable-dimension parameters and shows its usefulness and efficiency as a promising tool especially for computational issues. The method is applied to the humidity data of Seoul and the final model is determined based on BIC.