• Title/Summary/Keyword: Bayesian

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A BAYESIAN ANALYSIS FOR PRODUCT OF POWERS OF POISSON RATES

  • KIM HEA-JUNG
    • Journal of the Korean Statistical Society
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    • v.34 no.2
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    • pp.85-98
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    • 2005
  • A Bayesian analysis for the product of different powers of k independent Poisson rates, written ${\theta}$, is developed. This is done by considering a prior for ${\theta}$ that satisfies the differential equation due to Tibshirani and induces a proper posterior distribution. The Gibbs sampling procedure utilizing the rejection method is suggested for the posterior inference of ${\theta}$. The procedure is straightforward to specify distributionally and to implement computationally, with output readily adapted for required inference summaries. A salient feature of the procedure is that it provides a unified method for inferencing ${\theta}$ with any type of powers, and hence it solves all the existing problems (in inferencing ${\theta}$) simultaneously in a completely satisfactory way, at least within the Bayesian framework. In two examples, practical applications of the procedure is described.

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.

Performance Comparison of Naive Bayesian Learning and Centroid-Based Classification for e-Mail Classification (전자메일 분류를 위한 나이브 베이지안 학습과 중심점 기반 분류의 성능 비교)

  • Kim, Kuk-Pyo;Kwon, Young-S.
    • IE interfaces
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    • v.18 no.1
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    • pp.10-21
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    • 2005
  • With the increasing proliferation of World Wide Web, electronic mail systems have become very widely used communication tools. Researches on e-mail classification have been very important in that e-mail classification system is a major engine for e-mail response management systems which mine unstructured e-mail messages and automatically categorize them. In this research we compare the performance of Naive Bayesian learning and Centroid-Based Classification using the different data set of an on-line shopping mall and a credit card company. We analyze which method performs better under which conditions. We compared classification accuracy of them which depends on structure and size of train set and increasing numbers of class. The experimental results indicate that Naive Bayesian learning performs better, while Centroid-Based Classification is more robust in terms of classification accuracy.

A Feasibility Study on Bayesian Inference of Parameters of Weibull Distributions of Failures for Two Non-identical Components in Series System by using Discrete Time Approximation Method (이산 시간 접근 방법을 사용하는 2 개의 직렬계 비동일 부품 고장의 와이블 분포 모수의 베이시안 추정에 대한 타당성 조사)

  • Chung, In-Seung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.33 no.10
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    • pp.1144-1150
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    • 2009
  • This paper investigates the feasibility of the Bayesian discrete time approximation method to estimate the parameters of Weibull distributions of failures for two non-identical components connected in series system. A Bayesian model based on the discrete time approximation method is formulated to infer the Weibull parameters of two non-identical components with the failure data of the virtual tests. The study of this paper comes to a conclusion that the method is feasible only for some special cases under the given constraints on the concerned parameters.

Shear strength prediction for SFRC and UHPC beams using a Bayesian approach

  • Cho, Hae-Chang;Park, Min-Kook;Hwang, Jin-Ha;Kang, Won-Hee;Kim, Kang Su
    • Structural Engineering and Mechanics
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    • v.74 no.4
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    • pp.503-514
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    • 2020
  • This study proposes prediction models for the shear strength of steel fiber reinforced concrete (SFRC) and ultra-high-performance fiber reinforced concrete (UHPC) beams using a Bayesian parameter estimation approach and a collected experimental database. Previous researchers had already proposed shear strength prediction models for SFRC and UHPC beams, but their performances were limited in terms of their prediction accuracies and the applicability to UHPC beams. Therefore, this study adopted a statistical approach based on a collected database to develop prediction models. In the database, 89 and 37 experimental data for SFRC and UHPC beams without stirrups were collected, respectively, and the proposed equations were developed using the Bayesian parameter estimation approach. The proposed models have a simplified form with important parameters, and in comparison to the existing prediction models, provide unbiased high prediction accuracy.

A Bayesian Model-based Clustering with Dissimilarities

  • Oh, Man-Suk;Raftery, Adrian
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.9-14
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    • 2003
  • A Bayesian model-based clustering method is proposed for clustering objects on the basis of dissimilarites. This combines two basic ideas. The first is that tile objects have latent positions in a Euclidean space, and that the observed dissimilarities are measurements of the Euclidean distances with error. The second idea is that the latent positions are generated from a mixture of multivariate normal distributions, each one corresponding to a cluster. We estimate the resulting model in a Bayesian way using Markov chain Monte Carlo. The method carries out multidimensional scaling and model-based clustering simultaneously, and yields good object configurations and good clustering results with reasonable measures of clustering uncertainties. In the examples we studied, the clustering results based on low-dimensional configurations were almost as good as those based on high-dimensional ones. Thus tile method can be used as a tool for dimension reduction when clustering high-dimensional objects, which may be useful especially for visual inspection of clusters. We also propose a Bayesian criterion for choosing the dimension of the object configuration and the number of clusters simultaneously. This is easy to compute and works reasonably well in simulations and real examples.

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Estimation of Defect Clustering Parameter Using Markov Chain Monte Carlo (Markov Chain Monte Carlo를 이용한 반도체 결함 클러스터링 파라미터의 추정)

  • Ha, Chung-Hun;Chang, Jun-Hyun;Kim, Joon-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.3
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    • pp.99-109
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    • 2009
  • Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

Derivation and Uncertainty Analysis of Rating Curve Using Hierarchical Bayesian Model (Hierarchical Bayesian 방법을 이용한 수위-유량 관계 곡선 유도 및 불확실성 분석)

  • Kwon, Hyun-Han;Moon, Young-Il;Choi, Byung-Kyu;Kim, Seok-Min
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.1211-1214
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    • 2008
  • 정확한 유량산정은 수자원 연구에서 기초가 되는 자료를 생산한다는 관점에서 홍수 및 가뭄관리에서 매우 중요한 부분이라 할 수 있다. 국내에서 유량측정의 정확성을 높이고자 진보된 계측기의 개발 및 분석 방법에 관한 연구가 꾸준히 진행되고 있다. 일반적으로 유량을 추정하기 위해서 특정단면에서의 수위를 측정하여 이를 수위-유량 관계곡선을 통해서 유량으로 환산하게 된다. 즉 수위-유량 관계를 측정한 후 이를 회귀분석 방법으로 내삽 및 외삽을 실시하여 유량을 추정하게 된다. 그러나 수위-유량 관계곡선에서 저수위와 고수위를 하나의 곡선식으로 하게 되는 경우 정도가 낮아지게 되므로 많은 경우에 있어서 저수위, 고수위를 각각의 곡선으로 구하여 사용하고 있다. 이러한 경우 정량적으로 변곡점을 구하기보다는 경험적으로 저수위와 고수위를 구분하고 있으며, 수위-유량 관계를 회귀식에 의해서 추정하게 되므로 이에 대한 불확실성 또한 정량화할 필요가 있다. 이러한 관점에서 본 연구에서는 불확실성 분석과 함께, 저수위-고수위를 정량적으로 구분할 수 있는 Hierarchical Bayesian 방법을 도입하여 수위-유량곡선식을 유도하고자 한다.

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Bayesian testing for the homogeneity of the shape parameters of several inverse Gaussian distributions

  • Lee, Woo Dong;Kim, Dal Ho;Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.3
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    • pp.835-844
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    • 2016
  • We develop the testing procedures about the homogeneity of the shape parameters of several inverse Gaussian distributions in our paper. We propose default Bayesian testing procedures for the shape parameters under the reference priors. The Bayes factor based on the proper priors gives the successful results for Bayesian hypothesis testing. For the case of the lack of information, the noninformative priors such as Jereys' prior or the reference prior can be used. Jereys' prior or the reference prior involves the undefined constants in the computation of the Bayes factors. Therefore under the reference priors, we develop the Bayesian testing procedures with the intrinsic Bayes factors and the fractional Bayes factor. Simulation study for the performance of the developed testing procedures is given, and an example for illustration is given.

Data Association and Its Applications to Intelligent Systems: A Review (데이터 연관 문제와 지능시스템에서의 응용: 리뷰)

  • Oh, Song-Hwai
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.49 no.3
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    • pp.1-11
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    • 2012
  • Data association plays an important role in intelligent systems. This paper presents the Bayesian formulation of data association and its applications to intelligent systems. We first describe the Bayesian formulation of data association developed for solving multi-target tracking problems in a cluttered environment. Then we review applications of data association in intelligent systems, including surveillance using wireless sensor networks, identity management for air traffic control, camera network localization, and multi-sensor fusion.