• Title/Summary/Keyword: Bayesian 모형

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Bayesian Analysis and Mapping of Elderly Korean Suicide Rates (베이지안 모형을 활용한 국내 노인 자살률 질병지도)

  • Lee, Jayoun;Kim, Dal Ho
    • The Korean Journal of Applied Statistics
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    • v.28 no.2
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    • pp.325-334
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    • 2015
  • Elderly suicide rates tend to be high in Korea. Suicide by the elderly is no longer a personal problem; consequently, further research on risk and regional factors is necessary. Disease mapping in epidemiology estimates spatial patterns for disease risk over a geographical region. In this study, we use a simultaneous conditional autoregressive model for spatial correlations between neighboring areas to estimate standard mortality ratios and mapping. The method is illustrated with cause of death data from 2006 and 2010 to analyze regional patterns of elderly suicide in Korea. By considering spatial correlations, the Bayesian spatial models, mean educational attainment and percentage of the elderly who live alone was the significant regional characteristic for elderly suicide. Gibbs sampling and grid method are used for computation.

KCYP data analysis using Bayesian multivariate linear model (베이지안 다변량 선형 모형을 이용한 청소년 패널 데이터 분석)

  • Insun, Lee;Keunbaik, Lee
    • The Korean Journal of Applied Statistics
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    • v.35 no.6
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    • pp.703-724
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    • 2022
  • Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

Analysis of Missing Data Using an Empirical Bayesian Method (경험적 베이지안 방법을 이용한 결측자료 연구)

  • Yoon, Yong Hwa;Choi, Boseung
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1003-1016
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    • 2014
  • Proper missing data imputation is an important procedure to obtain superior results for data analysis based on survey data. This paper deals with both a model based imputation method and model estimation method. We utilized a Bayesian method to solve a boundary solution problem in which we applied a maximum likelihood estimation method. We also deal with a missing mechanism model selection problem using forecasting results and a comparison between model accuracies. We utilized MWPE(modified within precinct error) (Bautista et al., 2007) to measure prediction correctness. We applied proposed ML and Bayesian methods to the Korean presidential election exit poll data of 2012. Based on the analysis, the results under the missing at random mechanism showed superior prediction results than under the missing not at random mechanism.

Generating high resolution of daily mean temperature using statistical models (통계적모형을 통한 고해상도 일별 평균기온 산정)

  • Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1215-1224
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    • 2016
  • Climate information of the high resolution grid units is an important factor to explain the phenomenon in a variety of research field. Statistical linear interpolation models are computationally inexpensive and applicable to any climate data compared to the dynamic simulation method at regional scales. In this paper, we considered four different linear-based statistical interpolation models: general linear model, generalized additive model, spatial linear regression model, and Bayesian spatial linear regression model. The climate variable of interest was the daily mean temperature, where the spatial variability was explained using geographic terrain information: latitude, longitude, elevation. The data were collected by weather stations in January from 2003 and 2012. In the sense of RMSE and correlation coefficient, Bayesian spatial linear regression model showed better performance in reflecting the spatial pattern compared to the other models.

Study to the randomized response model (확률응답모형에 관한 연구)

  • 이영진
    • The Korean Journal of Applied Statistics
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    • v.4 no.2
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    • pp.179-193
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    • 1991
  • In this paper, we introduce various methods of PR techniques initiated by S. Warner in 1960's and examine the maximum likelihood estimator for them. One of the main subjects of this paper is to represent Warner model, Unrelated Question Model, and Multi-Proportion Model in linear model. The other subject is to study the inference of PR model by using the Bayesian Approach.

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A development of rating-curve using Bayesian Multi-Segmented model (Bayesian 기반 Multi-Segmented 곡선식을 활용한 수위-유량 곡선의 불확실성 분석)

  • Kim, Jin-Young;Kim, Jin-Guk;Lee, Jae Chul;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.49 no.3
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    • pp.253-262
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    • 2016
  • A Rating curve is a regression equation of discharge versus stage for a given point on a stream where the stream discharge is measured across the stream channel with a stage and discharge measurement. The curve is generally used to calculate discharge based on the stage. However, the existing approach showed problems in terms of estimating uncertainty associated with regression parameters including the separation parameter for low and high flow. In this regard, this study aimed to develop a new method for the aforementioned problems based on Bayesian approach, which can better estimate the parameter and its uncertainty. In addition, this study used a Bayesian Multi-Segmented (Bayesian M-S) model which is provided a comparison between the existing and proposed scheme. The proposed model showed better results for the parameter estimation than the existing approach, and provided better performance in terms of estimating uncertainty range.

Hazard Rate Estimation from Bayesian Approach (베이지안 확률 모형을 이용한 위험률 함수의 추론)

  • Kim, Hyun-Mook;Ahn, Seon-Eung
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.3
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    • pp.26-35
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    • 2005
  • This paper is intended to compare the hazard rate estimations from Bayesian approach and maximum likelihood estimate(MLE) method. Hazard rate frequently involves unknown parameters and it is common that those parameters are estimated from observed data by using MLE method. Such estimated parameters are appropriate as long as there are sufficient data. Due to various reasons, however, we frequently cannot obtain sufficient data so that the result of MLE method may be unreliable. In order to resolve such a problem we need to rely on the judgement about the unknown parameters. We do this by adopting the Bayesian approach. The first one is to use a predictive distribution and the second one is a method called Bayesian estimate. In addition, in the Bayesian approach, the prior distribution has a critical effect on the result of analysis, so we introduce the method using computerized-simulation to elicit an effective prior distribution. For the simplicity, we use exponential and gamma distributions as a likelihood distribution and its natural conjugate prior distribution, respectively. Finally, numerical examples are given to illustrate the potential benefits of the Bayesian approach.

Analysis on Nonstationarity of Hydrologic Variable and Development of Bayesian Nonstationary Rainfall Frequency Analysis (국내 수문자료의 비정상성 특성 검토 및 Bayesian 비정상성 강수 빈도해석 기법 개발)

  • Kwon, Hyun-Han;Moon, Young-Il;Park, Rae-Gun;Park, Se-Hoon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.214-219
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    • 2009
  • 본 연구에서는 기후변동성 및 기후변화와 같은 외부충격을 극치수문사상 해석에 반영할 수 있는 비정상성 빈도해석 기법을 제안하고 서울지방 강수량에 대해서 검토를 실시하였다. 이러한 외부인자를 고려할 경우에 가장 큰 어려운 점은 극치분포의 매개변수를 효과적으로 추정하면서 동시에 불확실성을 정량화해야 한다는 점이다. 이러한 점에서 본 연구에서 제시한 Bayesian 방법은 상대적으로 우수한 해석 능력을 나타내고 있는 것으로 판단된다. 비정상성 빈도해석 기법을 서울지방 강수량에 선형경향성과 기후변화 영향을 고려하여 적용한 결과 현재에 비해 극치강수량에 발생 빈도가 크게 나타나는 특성을 보여주고 있다. 그러나 보다 신뢰성 있는 해석을 위해서 다양한 기상패턴 및 모형을 검토하는 것이 바람직 할 것으로 판단된다.

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Bayesian Analysis of Software Reliability Growth Model with Negative Binomial Information (음이항분포 정보를 가진 베이지안 소프트웨어 신뢰도 성장모형에 관한 연구)

  • Kim, Hui-Cheol;Park, Jong-Gu;Lee, Byeong-Su
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.3
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    • pp.852-861
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    • 2000
  • Software reliability growth models are used in testing stages of software development to model the error content and time intervals betwewn software failures. In this paper, using priors for the number of fault with the negative binomial distribution nd the error rate with gamma distribution, Bayesian inference and model selection method for Jelinski-Moranda and Goel-Okumoto and Schick-Wolverton models in software reliability. For model selection, we explored the sum of the relative error, Braun statistic and median variation. In Bayesian computation process, we could avoid the multiple integration by the use of Gibbs sampling, which is a kind of Markov Chain Monte Carolo method to compute the posterior distribution. Using simulated data, Bayesian inference and model selection is studied.

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Simple Bayesian Model for Improvement of Collaborative Filtering (협업 필터링 개선을 위한 베이지안 모형 개발)

  • Lee, Young-Chan
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2005.05a
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    • pp.232-239
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    • 2005
  • Collaborative-filtering-enabled Web sites that recommend books, CDs, movies, and so on, have become very popular on the Internet. Such sites recommend items to a user on the basis of the opinions of other users with similar tastes. This paper discuss an approach to collaborative filtering based on the Simple Bayesian and apply this model to two variants of the collaborative filtering. One is user-based collaborative filtering, which makes predictions based on the users' similarities. The other is item-based collaborative filtering which makes predictions based on the items' similarities. To evaluate the proposed algorithms, this paper used a database of movie recommendations. Empirical results show that the proposed Bayesian approaches outperform typical correlation-based collaborative filtering algorithms.

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