• 응용통계연구
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• 제22권1호
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• pp.197-204
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• 2009

In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

• 응용통계연구
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• 제22권4호
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• pp.687-695
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• 2009

The Bayesian multiple change-point estimation has been applied to the daily means of ozone and PM10 data in Seoul for the period 1999. We focus on the detection of multiple change-points in the ozone and PM10 bivariate vectors by evaluating the posterior probabilities and Bayesian information criterion(BIC) using the stochastic approximation Monte Carlo(SAMC) algorithm. The result gives 5 change-points of mean vectors of ozone and PM10, which are related with the seasonal characteristics.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.521-527
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• 2006

In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
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• pp.327-333
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• 2006

In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

• 한국콘텐츠학회논문지
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• 제6권6호
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• pp.26-32
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• 2006

주식투자의 대중화, 관심의 증가에 따라 주가예측의 중요성이 증대되고 있다. 주가의 변화는 어떤 경향이나 패턴에 의해 움직인다고 가정할 때, 과거의 주가분석을 통해 이들의 변화를 잘 설명할 수 있는 모델의 구성이 가능할 것이다. 동적인 현상을 반영하는 최적의 모델이 구성된다면 이를 통해 향후의 일정기간의 주가의 운동양태의 예측이 가능할 것이다. 본 연구에서는 주가와 같은 템포랄(temporal) 데이터를 잘 설명할 수 있는 모델결정에 대한 방법론으로서 오토마타 기반의 모델을 가정한다. 모델의 최적 상태 수를 결정하기 위한 기준으로서 베이지안정보기준(BIC : Bayesian Information Criterion) 근사법을 사용한다. 베이지안정보기준의 유효성을 살펴보고 베이지안정보기준을 실제 주가데이터 모델의 상태 수 결정과정에 적용하여 모델을 생성한 후 결정된 모델을 통하여 일정 기간의 일별주가곡선의 운동양태를 예측한다. 실제의 주가곡선에 적용하여 모델의 유효성을 확인하였고 예측 주가곡선의 운동양태가 실제 주가 곡선과 유사함을 확인하였다.

• 한국ITS학회 논문지
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• 제10권1호
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• pp.84-90
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• 2011

본 논문은 텔레매틱스 환경에서 문장독립형 화자인증을 이용한 VoIP 음성 보안통신기술을 제안한다. 보안통신을 위해 송신측에서는 화자의 음성정보로부터 생성된 공개키를 통해 음성 패킷을 암호화하여 수신측에 전송함으로써 중간자 공격에 대항한다. 수신측에서는 수신된 암호화된 음성패킷을 복호화한 후에 추출된 음성 특징과 송신측으로부터 수신받은 음성키를 비교하여 화자인증을 수행한다. 제안된 방식에서는 Gaussian Mixture Model(GMM)-supervector를 Bayesian information criterion (BIC) 방식과 Mahalanobis distance (MD) 방식을 이용한 Support Vector Machine (SVM) 커널에 적용하여 문장독립형 화자인증 정확도를 향상시켰다.

• Communications for Statistical Applications and Methods
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• 제29권5호
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• pp.513-532
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• 2022

In this paper, the use of Bayes factors and the deviance information criterion for model selection are compared in a Bayesian accelerated life testing setup. In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models. A simulation study is also included, where Bayes factors using the different approximation methods and the deviance information are compared.

• 천문학회지
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• 제55권4호
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• pp.131-138
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• 2022

We report the discovery of four quasars with M₁₄₅₀ ≳ -25.0 mag at z ~ 5 and supermassive black hole mass measurement for one of the quasars. They were selected as promising high-redshift quasar candidates via deep learning and Bayesian information criterion, which are expected to be effective in discriminating quasars from the late-type stars and high-redshift galaxies. The candidates were observed by the Double Spectrograph on the Palomar 200-inch Hale Telescope. They show clear Lyα breaks at about 7000-8000 Å, indicating they are quasars at 4.7 < z < 5.6. For HSC J233107-001014, we measure the mass of its supermassive black hole (SMBH) using its C _IV λ1549 emission line. The SMBH mass and Eddington ratio of the quasar are found to be ~10⁸ M_⊙ and ~0.6, respectively. This suggests that this quasar possibly harbors a fast growing SMBH near the Eddington limit despite its faintness (L_Bol < 10⁴⁶ erg s^-1). Our 100% quasar identification rate supports high efficiency of our deep learning and Bayesian information criterion selection method, which can be applied to future surveys to increase high-redshift quasar sample.

• Communications for Statistical Applications and Methods
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• 제24권3호
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• pp.193-209
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• 2017

The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

• Communications for Statistical Applications and Methods
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• 제27권2호
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• pp.189-199
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• 2020

This paper studies a Bayesian ordered multiple linear regression model with skew normal error. It is reasonable that the kind of inherent information available in an applied regression requires some constraints on the coefficients to be estimated. In addition, the assumption of normality of the errors is sometimes not appropriate in the real data. Therefore, to explain such situations more flexibly, we use the skew-normal distribution given by Sahu et al. (The Canadian Journal of Statistics, 31, 129-150, 2003) for error-terms including normal distribution. For Bayesian methodology, the Markov chain Monte Carlo method is employed to resolve complicated integration problems. Also, under the improper priors, the propriety of the associated posterior density is shown. Our Bayesian proposed model is applied to NZAPB's apple data. For model comparison between the skew normal error model and the normal error model, we use the Bayes factor and deviance information criterion given by Spiegelhalter et al. (Journal of the Royal Statistical Society Series B (Statistical Methodology), 64, 583-639, 2002). We also consider the problem of detecting an influential point concerning skewness using Bayes factors. Finally, concluding remarks are discussed.