• Title/Summary/Keyword: Bayesian 모형

Search Result 398, Processing Time 0.026 seconds

Comparison between REML and Bayesian via Gibbs Sampling Algorithm with a Mixed Animal Model to Estimate Genetic Parameters for Carcass Traits in Hanwoo(Korean Native Cattle) (한우의 도체형질 유전모수 추정을 위한 REML과 Bayesian via Gibbs Sampling 방법의 비교 연구)

  • Roh, S.H.;Kim, B.W.;Kim, H.S.;Min, H.S.;Yoon, H.B.;Lee, D.H.;Jeon, J.T.;Lee, J.G.
    • Journal of Animal Science and Technology
    • /
    • v.46 no.5
    • /
    • pp.719-728
    • /
    • 2004
  • The aims of this study were to estimate genetic parameters for carcass traits on Hanwoo(Korean Native Cattle) and to compare two different statistical algorithms for estimating genetic parameters. Data obtained from 1526 steers at Hanwoo Improvement Center and Hanwoo Improvement Complex Area from 1996 to 2001 were used for the analyses. The carcass traits considered in these studies were carcass weight, dressing percent, eye muscle area, backfat thickness, and marbling score. Estimated genetic parameters using EM-REML algorithm were compared to those by Bayesian inference via Gibbs Sampling to find out statistical properties. The estimated heritabilities of carcass traits by REML method were 0.28, 0.25, 0.35, 0.39 and 0.51, respectively and those by Gibbs Sampling method were 0.29, 0.25, 0.40, 0.42 and 0.54, respectively. This estimates were not significantly different, even though the estimated heritabilities by Gibbs Sampling method were higher than ones by REML method. Since the estimated statistics by REML method and Gibbs Sampling method were not significantly different in this study, it is inferred that both mothods could be efficiently applied for the analysis of carcass traits of cattle. However, further studies are demanded to define an optimal statistical method for handling large scale performance data.

Effects of Financial College Tuition Support by Korean Parents using a Hierarchical Bayes Model (계층적 베이즈 모형을 이용한 대학등록금에 대한 부모님의 경제적 지원 영향 분석)

  • Oh, Man-Suk;Oh, Hyun Sook;Oh, Min Jung
    • The Korean Journal of Applied Statistics
    • /
    • v.26 no.2
    • /
    • pp.267-280
    • /
    • 2013
  • College tuition is a significant economic, social, and political issue in Korea. We conduct a Bayesian analysis of a hierarchical model to address the factors related to college tuition based on a survey data collected by Statistics Korea. A binary response variable is selected depending on if more than 70% of tuition costs are supported by parents, and a hierarchical Probit model is constructed with areas as groups. A set of explanatory variables is selected from a factor analysis of available variables in the survey. A Markov chain Monte Carlo algorithm is used to estimate parameters. From the analysis results, income and stress are significantly related to college tuition support from parents. Parents with high income tend to support children's college tuition and students with parents' financial support tend to be mentally less stressed; subsequently, this shows that the economic status of parents significantly affects the mental health of college students. Gender, a healthy life style, and college satisfaction are not significant factors. Comparing areas in terms of the degrees of correlation between stress/income and tuition support from parents, students in Kangwon-do are the most mentally stressed when parents' support is limited; in addition, the positive correlation between parents support and income is stronger in big cities compared to provincial areas.

Safety Impacts of Red Light Enforcement on Signalized Intersections (교차로 신호위반 단속카메라 설치가 차량사고에 미치는 영향)

  • Lee, Sang Hyuk;Lee, Yong Doo;Do, Myung Sik
    • Journal of Korean Society of Transportation
    • /
    • v.30 no.6
    • /
    • pp.93-102
    • /
    • 2012
  • The frequency and severity of traffic accidents related to signalized intersections in urban areas have been more serious than those in both arterial segments and crosswalks. Especially, traffic accidents involved with injuries and fatalities have caused by traffic signal violations within intersections. Therefore, many countries including Korea have installed the red light enforcement camera (RLE) to reduce traffic accidents associated with the traffic signal violation. Meanwhile, many methodologies have been studied in terms of safety impacts estimation of red light enforcement, which, however, cannot be easy to conduct. In this study, safety impacts was estimated for intersections of Chicago downtown area using SPF models and EB approach. As a result, for all crash types and target traffic accident types such as "angle", "rear end", "sideswipe in the same and other directions", "turn", and "head on", fatal crashes were reduced by 26% and 38%. However, RLE may increase property-demage-only-crashes by 3.23% and 1.16%, respectively.

Automated K-Means Clustering and R Implementation (자동화 K-평균 군집방법 및 R 구현)

  • Kim, Sung-Soo
    • The Korean Journal of Applied Statistics
    • /
    • v.22 no.4
    • /
    • pp.723-733
    • /
    • 2009
  • The crucial problems of K-means clustering are deciding the number of clusters and initial centroids of clusters. Hence, the steps of K-means clustering are generally consisted of two-stage clustering procedure. The first stage is to run hierarchical clusters to obtain the number of clusters and cluster centroids and second stage is to run nonhierarchical K-means clustering using the results of first stage. Here we provide automated K-means clustering procedure to be useful to obtain initial centroids of clusters which can also be useful for large data sets, and provide software program implemented using R.

Robust multiple imputation method for missings with boundary and outliers (한계와 이상치가 있는 결측치의 로버스트 다중대체 방법)

  • Park, Yousung;Oh, Do Young;Kwon, Tae Yeon
    • The Korean Journal of Applied Statistics
    • /
    • v.32 no.6
    • /
    • pp.889-898
    • /
    • 2019
  • The problem of missing value imputation for variables in surveys that include item missing becomes complicated if outliers and logical boundary conditions between other survey items cannot be ignored. If there are outliers and boundaries in a variable including missing values, imputed values based on previous regression-based imputation methods are likely to be biased and not meet boundary conditions. In this paper, we approach these difficulties in imputation by combining various robust regression models and multiple imputation methods. Through a simulation study on various scenarios of outliers and boundaries, we find and discuss the optimal combination of robust regression and multiple imputation method.

Reliability Evaluation of Parameter Estimation Methods of Probability Density Function for Estimating Probability Rainfalls (확률강우량 추정을 위한 확률분포함수의 매개변수 추정법에 대한 신뢰성 평가)

  • Han, Jeong-Woo;Kwon, Hyun-Han;Kim, Tae-Woong
    • Journal of the Korean Society of Hazard Mitigation
    • /
    • v.9 no.6
    • /
    • pp.143-151
    • /
    • 2009
  • Extreme hydrologic events cause serious disaster, such as flood and drought. Many researchers have an effort to estimate design rainfalls or discharges. This study evaluated parameter estimation methods to estimate probability rainfalls with low uncertainty which will be used in design rainfalls. This study collected rainfall data from Incheon, Gangnueng, Gwangju, Busan, and Chupungryong gage station, and generated synthetic rainfall data using ARMA model. This study employed the maximum likelihood method and the Bayesian inference method for estimating parameters of the Gumbel and GEV distribution. Using a bootstrap resampling method, this study estimated the confidence intervals of estimated probability rainfalls. Based on the comparison of the confidence intervals, this study recommended a proper parameter estimation method for estimating probability rainfalls which have a low uncertainty.

MCMC Algorithm for Dirichlet Distribution over Gridded Simplex (그리드 단체 위의 디리슐레 분포에서 마르코프 연쇄 몬테 칼로 표집)

  • Sin, Bong-Kee
    • KIISE Transactions on Computing Practices
    • /
    • v.21 no.1
    • /
    • pp.94-99
    • /
    • 2015
  • With the recent machine learning paradigm of using nonparametric Bayesian statistics and statistical inference based on random sampling, the Dirichlet distribution finds many uses in a variety of graphical models. It is a multivariate generalization of the gamma distribution and is defined on a continuous (K-1)-simplex. This paper presents a sampling method for a Dirichlet distribution for the problem of dividing an integer X into a sequence of K integers which sum to X. The target samples in our problem are all positive integer vectors when multiplied by a given X. They must be sampled from the correspondingly gridded simplex. In this paper we develop a Markov Chain Monte Carlo (MCMC) proposal distribution for the neighborhood grid points on the simplex and then present the complete algorithm based on the Metropolis-Hastings algorithm. The proposed algorithm can be used for the Markov model, HMM, and Semi-Markov model for accurate state-duration modeling. It can also be used for the Gamma-Dirichlet HMM to model q the global-local duration distributions.

An Adaptive Structural Model When There is a Major Level Change (수준에서의 변화에 적응하는 구조모형)

  • 전덕빈
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.12 no.1
    • /
    • pp.19-26
    • /
    • 1987
  • In analyzing time series, estimating the level or the current mean of the process plays an important role in understanding its structure and in being able to make forecasts. The studies the class of time series models where the level of the process is assumed to follow a random walk and the deviation from the level follow an ARMA process. The estimation and forecasting problem in a Bayesian framework and uses the Kalman filter to obtain forecasts based on estimates of level. In the analysis of time series, we usually make the assumption that the time series is generated by one model. However, in many situations the time series undergoes a structural change at one point in time. For example there may be a change in the distribution of random variables or in parameter values. Another example occurs when the level of the process changes abruptly at one period. In order to study such problems, the assumption that level follows a random walk process is relaxed to include a major level change at a particular point in time. The major level change is detected by examining the likelihood raio under a null hypothesis of no change and an alternative hypothesis of a major level change. The author proposes a method for estimation the size of the level change by adding one state variable to the state space model of the original Kalman filter. Detailed theoretical and numerical results are obtained for th first order autoregressive process wirth level changes.

  • PDF

A literature review on RSM-based robust parameter design (RPD): Experimental design, estimation modeling, and optimization methods (반응표면법기반 강건파라미터설계에 대한 문헌연구: 실험설계, 추정 모형, 최적화 방법)

  • Le, Tuan-Ho;Shin, Sangmun
    • Journal of Korean Society for Quality Management
    • /
    • v.46 no.1
    • /
    • pp.39-74
    • /
    • 2018
  • Purpose: For more than 30 years, robust parameter design (RPD), which attempts to minimize the process bias (i.e., deviation between the mean and the target) and its variability simultaneously, has received consistent attention from researchers in academia and industry. Based on Taguchi's philosophy, a number of RPD methodologies have been developed to improve the quality of products and processes. The primary purpose of this paper is to review and discuss existing RPD methodologies in terms of the three sequential RPD procedures of experimental design, parameter estimation, and optimization. Methods: This literature study composes three review aspects including experimental design, estimation modeling, and optimization methods. Results: To analyze the benefits and weaknesses of conventional RPD methods and investigate the requirements of future research, we first analyze a variety of experimental formats associated with input control and noise factors, output responses and replication, and estimation approaches. Secondly, existing estimation methods are categorized according to their implementation of least-squares, maximum likelihood estimation, generalized linear models, Bayesian techniques, or the response surface methodology. Thirdly, optimization models for single and multiple responses problems are analyzed within their historical and functional framework. Conclusion: This study identifies the current RPD foundations and unresolved problems, including ample discussion of further directions of study.

Sparse Web Data Analysis Using MCMC Missing Value Imputation and PCA Plot-based SOM (MCMC 결측치 대체와 주성분 산점도 기반의 SOM을 이용한 희소한 웹 데이터 분석)

  • Jun, Sung-Hae;Oh, Kyung-Whan
    • The KIPS Transactions:PartD
    • /
    • v.10D no.2
    • /
    • pp.277-282
    • /
    • 2003
  • The knowledge discovery from web has been studied in many researches. There are some difficulties using web log for training data on efficient information predictive models. In this paper, we studied on the method to eliminate sparseness from web log data and to perform web user clustering. Using missing value imputation by Bayesian inference of MCMC, the sparseness of web data is removed. And web user clustering is performed using self organizing maps based on 3-D plot by principal component. Finally, using KDD Cup data, our experimental results were shown the problem solving process and the performance evaluation.