• Title/Summary/Keyword: Bayesian Hierarchical Model

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Bayesian Analysis for Categorical Data with Missing Traits Under a Multivariate Threshold Animal Model (다형질 Threshold 개체모형에서 Missing 기록을 포함한 이산형 자료에 대한 Bayesian 분석)

  • Lee, Deuk-Hwan
    • Journal of Animal Science and Technology
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    • v.44 no.2
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    • pp.151-164
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    • 2002
  • Genetic variance and covariance components of the linear traits and the ordered categorical traits, that are usually observed as dichotomous or polychotomous outcomes, were simultaneously estimated in a multivariate threshold animal model with concepts of arbitrary underlying liability scales with Bayesian inference via Gibbs sampling algorithms. A multivariate threshold animal model in this study can be allowed in any combination of missing traits with assuming correlation among the traits considered. Gibbs sampling algorithms as a hierarchical Bayesian inference were used to get reliable point estimates to which marginal posterior means of parameters were assumed. Main point of this study is that the underlying values for the observations on the categorical traits sampled at previous round of iteration and the observations on the continuous traits can be considered to sample the underlying values for categorical data and continuous data with missing at current cycle (see appendix). This study also showed that the underlying variables for missing categorical data should be generated with taking into account for the correlated traits to satisfy the fully conditional posterior distributions of parameters although some of papers (Wang et al., 1997; VanTassell et al., 1998) presented that only the residual effects of missing traits were generated in same situation. In present study, Gibbs samplers for making the fully Bayesian inferences for unknown parameters of interests are played rolls with methodologies to enable the any combinations of the linear and categorical traits with missing observations. Moreover, two kinds of constraints to guarantee identifiability for the arbitrary underlying variables are shown with keeping the fully conditional posterior distributions of those parameters. Numerical example for a threshold animal model included the maternal and permanent environmental effects on a multiple ordered categorical trait as calving ease, a binary trait as non-return rate, and the other normally distributed trait, birth weight, is provided with simulation study.

Bayes tests of independence for contingency tables from small areas

  • Jo, Aejung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.207-215
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    • 2017
  • In this paper we study pooling effects in Bayesian testing procedures of independence for contingency tables from small areas. In small area estimation setup, we typically use a hierarchical Bayesian model for borrowing strength across small areas. This techniques of borrowing strength in small area estimation is used to construct a Bayes test of independence for contingency tables from small areas. In specific, we consider the methods of direct or indirect pooling in multinomial models through Dirichlet priors. We use the Bayes factor (or equivalently the ratio of the marginal likelihoods) to construct the Bayes test, and the marginal density is obtained by integrating the joint density function over all parameters. The Bayes test is computed by performing a Monte Carlo integration based on the method proposed by Nandram and Kim (2002).

Bayesian Nonstationary Flood Frequency Analysis Using Climate Information

  • Moon, Young-Il;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1441-1444
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    • 2007
  • It is now widely acknowledged that climate variability modifies the frequency spectrum of hydrological extreme events. Traditional hydrological frequency analysis methodologies are not devised to account for nonstationarity that arises due to variation in exogenous factors of the causal structure. We use Hierarchical Bayesian Analysis to consider the exogenous factors that can influence on the frequency of extreme floods. The sea surface temperatures, predicted GCM precipitation, climate indices and snow pack are considered as potential predictors of flood risk. The parameters of the model are estimated using a Markov Chain Monte Carlo (MCMC) algorithm. The predictors are compared in terms of the resulting posterior distributions of the parameters associated with estimated flood frequency distributions.

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DISPARITY ESTIMATION/COMPENSATION OF MULTIPLE BASELINED STEREOGRAM USING MAXIMUM A POSTERIORI ALGORITHM

  • Sang-Hwa;Park, Jong-Il;Lee, Choong-Woong
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 1999.06a
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    • pp.49-56
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    • 1999
  • In this paper, the general formula of disparity estimation based on Bayesian Maximum A Posteriori (MAP) algorithm is derived. The generalized formula is implemented with the plane configuration model and applied to multiple baselined stereograms. The probabilistic plane configuration model consists of independence and similarity among the neighboring disparities in the configuration. The independence probabilistic model reduces the computation and guarantees the discontinuity at the object boundary region. The similarity model preserves the continuity or the high correlation of disparity distribution. In addition, we propose a hierarchical scheme of disparity compensation in the application to multiple-view stereo images. According to the experiments, the derived formula and the proposed estimation algorithm outperformed other ones. The proposed probabilistic models are reasonable and approximate the pure joint probability distribution very well with decreasing the computations to O(n(D)) from O(n(D)4) of the generalized formula. And, the hierarchical scheme of disparity compensation with multiple-view stereos improves the performance without any additional overhead to the decoder.

A Bayesian Analysis of Return Level for Extreme Precipitation in Korea (한국지역 집중호우에 대한 반환주기의 베이지안 모형 분석)

  • Lee, Jeong Jin;Kim, Nam Hee;Kwon, Hye Ji;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.947-958
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    • 2014
  • Understanding extreme precipitation events is very important for flood planning purposes. Especially, the r-year return level is a common measure of extreme events. In this paper, we present a spatial analysis of precipitation return level using hierarchical Bayesian modeling. For intensity, we model annual maximum daily precipitations and daily precipitation above a high threshold at 62 stations in Korea with generalized extreme value(GEV) and generalized Pareto distribution(GPD), respectively. The spatial dependence among return levels is incorporated to the model through a latent Gaussian process of the GEV and GPD model parameters. We apply the proposed model to precipitation data collected at 62 stations in Korea from 1973 to 2011.

A Fusion of the Period Characterized and Hierarchical Bayesian Techniques for Efficient Cluster Analysis of Time Series Data (시계열자료의 효율적 군집분석을 위한 구간특징화와 계층적 베이지안 기법의 융합)

  • Jung, Young-Ae;Jeon, Jin-Ho
    • Journal of Digital Convergence
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    • v.13 no.7
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    • pp.169-175
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    • 2015
  • An effective way to understand the dynamic and time series that follows the passage of time, as valuation is to establish a model to analyze the phenomena of the system. Model of the decision process is efficient clustering information of the total mass of the time series data of the relevant population been collected in a particular number of sub-groups than to look at all a time to an understand of the overall data through each community-specific model determination. In this study, a sub-grouping of the group and the first of the two process model of each cluster by determining, in the following in sub-population characterized by a fusion with heuristic Bayesian clustering techniques proposed a process which can reduce calculation time and cost was confirmed by experiments using actual effectiveness valuation.

An analysis of the potential impact of various ozone regulatory standards on mortality

  • Kim, Yong-Ku
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.1
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    • pp.125-136
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    • 2011
  • Ground-level ozone, an air pollutant that is monitored by the Environmental Protection Agency (EPA), damages human health by irritating the respiratory system, reducing lung function, damaging lung cells, and aggravating asthma and other chronic conditions. In March 2008, the EPA strengthened ozone standards by lowering acceptable limits from 84 parts per billion to 75 parts per billion. Here epidemiologic data is used to study the effects of ozone regulation on human health and assessed how various regulatory standards for ozone may affect nonaccidental mortality, including respiratory-related deaths during ozone season. The assessment uses statistical methods based on hierarchical Bayesian models to predict the potential effects of the different regulatory standards. It also analyzes the variability of the results and ho they are impacted by different modeling assumptions. We focused on the technical an statistical approach to assessing relationship between new ozone regulations and mortality while other researches have detailed the relationship between ozone and human mortality. We shows a statistical correlation between ozone regulations and mortality, with lower limits of acceptable ozone linked to a decrease in deaths, and projects that mortality is expected to decrease by reducing ozone regulatory standards.

A Bayesian GLM Model Based Regional Frequency Analysis Using Scaling Properties of Extreme Rainfalls (극치자료계열의 Scaling 특성과 Bayesian GLM Model을 이용한 지역빈도해석)

  • Kim, Jin-Young;Kwon, Hyun-Han;Lee, Byung-Suk
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.37 no.1
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    • pp.29-41
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    • 2017
  • Design rainfalls are one of the most important hydrologic data for river management, hydraulic structure design and risk analysis. The design rainfalls are first estimated by a point frequency analysis and the IDF (intensity-duration-frequency) curve is then constructed by a nonlinear regression to either interpolate or extrapolate the design rainfalls for other durations which are not used in the frequency analysis. It has been widely recognised that the more reliable approaches are required to better account for uncertainties associated with the model parameters under circumstances where limited hydrologic data are available for the watershed of interest. For these reasons, this study developed a hierarchical Bayesian based GLM (generalized linear model) for a regional frequency analysis in conjunction with a scaling function of the parameters in probability distribution. The proposed model provided a reliable estimation of a set of parameters for each individual station, as well as offered a regional estimate of the parameters, which allow us to have a regional IDF curve. Overall, we expected the proposed model can be used for different aspects of water resources planning at various stages and in addition for the ungaged basin.

Evaluation of Related Risk Factors in Number of Musculoskeletal Disorders Among Carpet Weavers in Iran

  • Karimi, Nasim;Moghimbeigi, Abbas;Motamedzade, Majid;Roshanaei, Ghodratollah
    • Safety and Health at Work
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    • v.7 no.4
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    • pp.322-325
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    • 2016
  • Background: Musculoskeletal disorders (MSDs) are a common problem among carpet weavers. This study was undertaken to introduce affecting personal and occupational factors in developing the number of MSDs among carpet weavers. Methods: A cross-sectional study was performed among 862 weavers in seven towns with regard to workhouse location in urban or rural regions. Data were collected by using questionnaires that contain personal, workplace, and information tools and the modified Nordic MSDs questionnaire. Statistical analysis was performed by applying Poisson and negative binomial mixed models using a full Bayesian hierarchical approach. The deviance information criterion was used for comparison between models and model selection. Results: The majority of weavers (72%) were female and carpet weaving was the main job of 85.2% of workers. The negative binomial mixed model with lowest deviance information criterion was selected as the best model. The criteria showed the convergence of chains. Based on 95% Bayesian credible interval, the main job and weaving type variables statistically affected the number of MSDs, but variables age, sex, weaving comb, work experience, and carpet weaving looms were not significant. Conclusion: According to the results of this study, it can be concluded that occupational factors are associated with the number of MSDs developing among carpet weavers. Thus, using standard tools and decreasing hours of work per day can reduce frequency of MSDs among carpet weavers.

The Risk Assessment and Prediction for the Mixed Deterioration in Cable Bridges Using a Stochastic Bayesian Modeling (확률론적 베이지언 모델링에 의한 케이블 교량의 복합열화 리스크 평가 및 예측시스템)

  • Cho, Tae Jun;Lee, Jeong Bae;Kim, Seong Soo
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.16 no.5
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    • pp.29-39
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    • 2012
  • The main objective is to predict the future degradation and maintenance budget for a suspension bridge system. Bayesian inference is applied to find the posterior probability density function of the source parameters (damage indices and serviceability), given ten years of maintenance data. The posterior distribution of the parameters is sampled using a Markov chain Monte Carlo method. The simulated risk prediction for decreased serviceability conditions are posterior distributions based on prior distribution and likelihood of data updated from annual maintenance tasks. Compared with conventional linear prediction model, the proposed quadratic model provides highly improved convergence and closeness to measured data in terms of serviceability, risky factors, and maintenance budget for bridge components, which allows forecasting a future performance and financial management of complex infrastructures based on the proposed quadratic stochastic regression model.