• Journal of the Korean Data and Information Science Society
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• v.27 no.5
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• pp.1133-1146
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• 2016

Counts or averages over arbitrary regions are often analyzed using conditionally autoregressive (CAR) models. The spatial neighborhoods within CAR model are generally formed using only the inter-distance or boundaries between the sub-regions. Kyung and Ghosh (2009) proposed a new class of models to accommodate spatial variations that may depend on directions, using different weights given to neighbors in different directions. The proposed model, directional conditionally autoregressive (DCAR) model, generalized the usual CAR model by accounting for spatial anisotropy. Bayesian inference method is discussed based on efficient Markov chain Monte Carlo (MCMC) sampling of the posterior distributions of the parameters. The method is illustrated using a data set of median property prices across Greater Glasgow, Scotland, in 2008.

• The Korean Journal of Applied Statistics
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• v.21 no.4
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• pp.603-613
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• 2008

We often encounter the situation that discrete count data have a large portion of zeros. In this case, it is not appropriate to analyze the data based on standard regression models such as the poisson or negative binomial regression models. In this article, we consider Bayesian analysis for two commonly used models. They are zero-inflated poisson and negative binomial regression models. We use the Bayes factor as a model selection tool and computation is proceeded via Markov chain Monte Carlo methods. Crash count data are analyzed to support theoretical results.

• The Korean Journal of Applied Statistics
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• v.14 no.1
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• pp.161-175
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• 2001

Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.34 no.3
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• pp.821-831
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• 2014

Stochastic rainfall generators or stochastic simulation have been widely employed to generate synthetic rainfall sequences which can be used in hydrologic models as inputs. The calibration of Poisson cluster stochastic rainfall generator (e.g. Modified Bartlett-Lewis Rectangular Pulse, MBLRP) is seriously affected by local minima that is usually estimated from the local optimization algorithm. In this regard, global optimization techniques such as particle swarm optimization and shuffled complex evolution algorithm have been proposed to better estimate the parameters. Although the global search algorithm is designed to avoid the local minima, reliable parameter estimation of MBLRP model is not always feasible especially in a limited parameter space. In addition, uncertainty associated with parameters in the MBLRP rainfall generator has not been properly addressed yet. In this sense, this study aims to develop and test a Bayesian model based parameter estimation method for the MBLRP rainfall generator that allow us to derive the posterior distribution of the model parameters. It was found that the HBM based MBLRP model showed better performance in terms of reproducing rainfall statistic and underlying distribution of hourly rainfall series.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.73-84
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• 2002

Linear regression models with inequality constraints on the coefficients are frequently used in economic models due to sign or order constraints on the coefficients. In this paper, we propose a Bayesian approach to selecting significant explanatory variables in linear regression models with inequality constraints on the coefficients. Bayesian variable selection requires computation of posterior probability of each candidate model. We propose a method which computes all the necessary posterior model probabilities simultaneously. In specific, we obtain posterior samples form the most general model via Gibbs sampling algorithm (Gelfand and Smith, 1990) and compute the posterior probabilities by using the samples. A real example is given to illustrate the method.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.323-333
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• 2011

We analyzed using logistic to find factors with a mental disorder because logistic is the most efficient way assess risk factors. In this paper, we applied data mining techniques that are logistic, neural network, c5.0, cart and Bayesian network to delirium data. The Bayesian network method was chosen as the best model. When delirium data were applied to the Bayesian network, we determined the risk factors associated with delirium as well as identified the network between the risk factors.

• The Korean Journal of Applied Statistics
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• v.27 no.4
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• pp.589-603
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• 2014

When consecutive data follows different distributions(depending on the time interval) change-point detection infers where the changes occur first and then finds further inferences for each sub-interval. In this paper, we investigate the Bayesian detection of multiple change points. Utilizing the reversible jump MCMC, we can explore parameter spaces with unknown dimensions. In particular, we consider a model where the signal is a piecewise linear function. For the Bayesian inference, we propose a new Bayesian structure and build our own MCMC algorithm. Through the simulation study and the real data analysis, we verified the performance of our method.

• Proceedings of the Korea Water Resources Association Conference
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• 2012.05a
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• pp.366-366
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• 2012

확률강우량은 하천설계, 수자원설계 및 계획을 위한 기초자료로 활용되며 최근 이상기후 및 기후변화로 인한 극치강우의 빈도 및 양적 증가로 인한 확률강우량 산정의 불확실성 분석에 대한 관심이 크게 증가하고 있다. 수문빈도 해석에 있어서 대부분 지역이 50년 이하의 수문자료가 이용되고 있으며 수문설계에서 요구되는 50년 이상의 확률강수량 추정시에는 상당한 불확실성을 내포하고 있다. 이러한 점에서 본 연구에서는 자료연수에 따른 Sampling Error와 분포형의 매개변수의 불확실성을 고려한 해석모형을 구축하고자 한다. 빈도해석에서 매개변수를 추정하기 위해서는 일반적으로 모멘트법, 최우도법, 확률가중모멘트법이 이용되고 있으나 사용되는 분포형에 따라서 통계학적으로 불확실성 구간을 정량화하는 과정이 난해할 뿐만 아니라 극치 수문자료가 Thick-Tailed분포의 특성을 가짐에도 불구하고 신뢰구간 산정시 정규분포로 가정하는 등 기존 해석 방법에는 많은 문제점을 내포하고 있다. 본 연구에서는 이러한 매개변수의 불확실성 평가에 있어서 우수한 해석능력을 발휘하는 Bayesian기법을 도입하여 분포형의 매개변수를 추정하고 매개변수 추정과 관련된 불확실성을 평가하고자 한다. 이와 별개로 자료연한에 따른 Sampling Error를 추정하기 위해서 Bootstrapping 기반의 해석모형을 구축하고자 하며 최종적으로 빈도해석시에 나타나는 불확실성을 종합적으로 검토하였다. 빈도해석을 위한 확률분포형으로 GEV(generalized extreme value)분포를 이용하였으며 Gibbs 샘플러를 활용한 Bayesian Markov Chain Monte Carlo 모의를 기본 해석모형으로 활용하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2018.05a
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• pp.303-303
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• 2018

안정적인 수자원 운용을 위해서는 정확한 유량예측 기술이 필요하다. 본 연구에서는 유량예측 정확도의 개선을 위해 베이지안 추론(Bayesian inference) 기법과 앙상블 유량 예측(Ensemble Streamflow Prediction, ESP) 기법의 결합을 통한 새로운 유량예측 기법(Bayesian ESP)을 제안하였다. ESP를 통한 유량 예보 앙상블은 베이지안 추론의 사전정보로 활용되며, 관측 유량과 ESP 전망 결과의 선형관계를 통해 우도함수가 추정된다. 우도함수는 관측 유량이 존재하는 과거 기간에 대한 ESP를 수행한 후 예보 시점의 관측 유량(concurrent observed flow)과 선행 관측 유량(lagged observed flow)과의 다중선형회귀 모형을 통해 추정된다. 사전정보와 우도함수는 정규분포로 가정되며, 따라서 최종 유량예측인 사후정보 역시 정규분포함수로 산정되게 된다. Bayesian ESP은 ESP에서 발생하는 강우-유출모형 오차의 개선을 통해 수문예측의 정확도를 개선하게 되며 정규분포함수로 최종 결과가 산정되므로 확률예보 형태의 수문 전망도 가능하다. 본 기법을 전국 35개 댐 유역에 시범적용을 한 결과, 모든 유역에서 기존 ESP 기법 대비 수문예측 정확도의 개선을 가져왔으며, 우도함수 추정에 있어 선행 유량의 포함 여부가 수문 예측 정확도의 추가적인 개선을 가져왔다. 본 기법은 주간 예보부터 계절 예보까지 탄력적으로 구축이 가능하며 적용 결과 리드 타임이 길어질수록 예측 능력이 감소되었지만 전체 구간에 있어서 Bayesian ESP 기법이 가장 우수한 예측 정확도를 보여주었다.

• The Korean Journal of Applied Statistics
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• v.24 no.4
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• pp.677-693
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• 2011

In this paper, we consider Bayesian approaches to zero inflated Poisson model, one of the popular models to analyze zero inflated count data. To generate posterior samples, we deal with a Markov Chain Monte Carlo method using a Gibbs sampler and an exact sampling method using an Inverse Bayes Formula(IBF). Posterior sampling algorithms using two methods are compared, and a convergence checking for a Gibbs sampler is discussed, in particular using posterior samples from IBF sampling. Based on these sampling methods, a real data analysis is performed for Trajan data (Marin et al., 1993) and our results are compared with existing Trajan data analysis. We also discuss model selection issues for Trajan data between the Poisson model and zero inflated Poisson model using various criteria. In addition, we complement the previous work by Rodrigues (2003) via further data analysis using a hierarchical Bayesian model.