• 제목/요약/키워드: Bayesian Method

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Estimating dose-response curves using splines: a nonparametric Bayesian knot selection method

  • Lee, Jiwon;Kim, Yongku;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • 제29권3호
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    • pp.287-299
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    • 2022
  • In radiation epidemiology, the excess relative risk (ERR) model is used to determine the dose-response relationship. In general, the dose-response relationship for the ERR model is assumed to be linear, linear-quadratic, linear-threshold, quadratic, and so on. However, since none of these functions dominate other functions for expressing the dose-response relationship, a Bayesian semiparametric method using splines has recently been proposed. Thus, we improve the Bayesian semiparametric method for the selection of the tuning parameters for splines as the number and location of knots using a Bayesian knot selection method. Equally spaced knots cannot capture the characteristic of radiation exposed dose distribution which is highly skewed in general. Therefore, we propose a nonparametric Bayesian knot selection method based on a Dirichlet process mixture model. Inference of the spline coefficients after obtaining the number and location of knots is performed in the Bayesian framework. We apply this approach to the life span study cohort data from the radiation effects research foundation in Japan, and the results illustrate that the proposed method provides competitive curve estimates for the dose-response curve and relatively stable credible intervals for the curve.

확률강우량의 공간분포추정에 있어서 Bayesian 기법을 이용한 공간통계모델의 매개변수 불확실성 해석 (Uncertainty Analysis of Parameters of Spatial Statistical Model Using Bayesian Method for Estimating Spatial Distribution of Probability Rainfall)

  • 서영민;박기범;김성원
    • 한국환경과학회지
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    • 제20권12호
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    • pp.1541-1551
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    • 2011
  • This study applied the Bayesian method for the quantification of the parameter uncertainty of spatial linear mixed model in the estimation of the spatial distribution of probability rainfall. In the application of Bayesian method, the prior sensitivity analysis was implemented by using the priors normally selected in the existing studies which applied the Bayesian method for the puppose of assessing the influence which the selection of the priors of model parameters had on posteriors. As a result, the posteriors of parameters were differently estimated which priors were selected, and then in the case of the prior combination, F-S-E, the sizes of uncertainty intervals were minimum and the modes, means and medians of the posteriors were similar to the estimates using the existing classical methods. From the comparitive analysis between Bayesian and plug-in spatial predictions, we could find that the uncertainty of plug-in prediction could be slightly underestimated than that of Bayesian prediction.

베이지안 통계 추론 (On the Bayesian Statistical Inference)

  • 이호석
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2007년도 한국컴퓨터종합학술대회논문집 Vol.34 No.1 (C)
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    • pp.263-266
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    • 2007
  • 본 논문은 베이지안 통계 추론에 대하여 논의한다. 논문은 베이지안 추론, Markov Chain과 Monte Carlo 적분, MCMC(Markov Chain Monte Carlo) 기법, Metropolis-Hastings 알고리즘, Gibbs 샘플링, Maximum Likelihood Estimation, EM 알고리즘, 상실된 데이터 보완 기법, BMA(Bayesian Model Averaging) 순서로 논의를 진행한다. 이러한 통계적 기법들은 대용량의 데이터를 처리하는 생물학, 의학, 생명 공학, 과학과 공학, 그리고 일반 데이터 조사와 처리 등에 사용되고 있으며, 최적의 추론 결과를 이끌어 내는데 중요한 방법을 제공하고 있다. 그리고 마지막으로 PC(Principal Component) 분석 기법에 대하여 논의한다. PC 분석 기법도 데이터 분석과 연구에 많이 활용된다.

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와이블분포 하에서 베이지안 기법과 전통적 기법 간의 신뢰도 추정 정확도 비교 (A Comparison of the Reliability Estimation Accuracy between Bayesian Methods and Classical Methods Based on Weibull Distribution)

  • 조형준;임준형;김용수
    • 대한산업공학회지
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    • 제42권4호
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    • pp.256-262
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    • 2016
  • The Weibull is widely used in reliability analysis, and several studies have attempted to improve estimation of the distribution's parameters. least squares estimation (LSE) or Maximum likelihood estimation (MLE) are often used to estimate distribution parameters. However, it has been proven that Bayesian methods are more suitable for small sample sizes than LSE and MLE. In this work, the Weibull parameter estimation accuracy of LSE, MLE, and Bayesian method are compared for sample sets with 3 to 30 data points. The Bayesian method was most accurate for sample sizes under 25, and the accuracy of the Bayesian method was similar to LSE and MLE as the sample size increased.

Bayesian analysis of longitudinal traits in the Korea Association Resource (KARE) cohort

  • Chung, Wonil;Hwang, Hyunji;Park, Taesung
    • Genomics & Informatics
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    • 제20권2호
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    • pp.16.1-16.12
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    • 2022
  • Various methodologies for the genetic analysis of longitudinal data have been proposed and applied to data from large-scale genome-wide association studies (GWAS) to identify single nucleotide polymorphisms (SNPs) associated with traits of interest and to detect SNP-time interactions. We recently proposed a grid-based Bayesian mixed model for longitudinal genetic data and showed that our Bayesian method increased the statistical power compared to the corresponding univariate method and well detected SNP-time interactions. In this paper, we further analyze longitudinal obesity-related traits such as body mass index, hip circumference, waist circumference, and waist-hip ratio from Korea Association Resource data to evaluate the proposed Bayesian method. We first conducted GWAS analyses of cross-sectional traits and combined the results of GWAS analyses through a meta-analysis based on a trajectory model and a random-effects model. We then applied our Bayesian method to a subset of SNPs selected by meta-analysis to further discover SNPs associated with traits of interest and SNP-time interactions. The proposed Bayesian method identified several novel SNPs associated with longitudinal obesity-related traits, and almost 25% of the identified SNPs had significant p-values for SNP-time interactions.

Vision based place recognition using Bayesian inference with feedback of image retrieval

  • Yi, Hu;Lee, Chang-Woo
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2006년도 추계학술발표대회
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    • pp.19-22
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    • 2006
  • In this paper we present a vision based place recognition method which uses Bayesian method with feed back of image retrieval. Both Bayesian method and image retrieval method are based on interest features that are invariant to many image transformations. The interest features are detected using Harris-Laplacian detector and then descriptors are generated from the image patches centered at the features' position in the same manner of SIFT. The Bayesian method contains two stages: learning and recognition. The image retrieval result is fed back to the Bayesian recognition to achieve robust and confidence. The experimental results show the effectiveness of our method.

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시변환 스트레스 조건에서의 와이블 분포의 모수 및 가속 모수에 대한 베이시안 추정을 사용하는 이산 시간 접근 방법 (A Discrete Time Approximation Method using Bayesian Inference of Parameters of Weibull Distribution and Acceleration Parameters with Time-Varying Stresses)

  • 정인승
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2008년도 추계학술대회A
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    • pp.1331-1336
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    • 2008
  • This paper suggests a method using Bayesian inference to estimate the parameters of Weibull distribution and acceleration parameters under the condition that the stresses are time-dependent functions. A Bayesian model based on the discrete time approximation is formulated to infer the parameters of interest from the failure data of the virtual tests and a statistical analysis is considered to decide the most probable mean values of the parameters for reasoning of the failure data.

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나이브 베이시안 학습에서 정보이론 기반의 속성값 가중치 계산방법 (An Information-theoretic Approach for Value-Based Weighting in Naive Bayesian Learning)

  • 이창환
    • 한국정보과학회논문지:데이타베이스
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    • 제37권6호
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    • pp.285-291
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    • 2010
  • 본 연구에서는 나이브 베이시안 학습의 환경에서 속성의 가중치를 계산하는 새로운 방식을 제안한다. 기존 방법들이 속성에 가중치를 부여하는 방식인데 반하여 본 연구에서는 한걸음 더 나아가 속성의 값에 가중치를 부여하는 새로운 방식을 연구하였다. 이러한 속성값의 가중치를 계산하기 위하여 Kullback-Leibler 함수를 이용하여 가중치를 계산하는 방식을 제안하였고 이러한 가중치들의 특성을 분석하였다. 제안된 알고리즘은 다수의 데이터를 이용하여 속성 가중치 방식과 비교하였고 대부분의 경우에 더 좋은 성능을 제공함을 알 수 있었다.

Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • 제24권1호
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

Bayesian Neural Network with Recurrent Architecture for Time Series Prediction

  • Hong, Chan-Young;Park, Jung-Hun;Yoon, Tae-Sung;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.631-634
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    • 2004
  • In this paper, the Bayesian recurrent neural network (BRNN) is proposed to predict time series data. Among the various traditional prediction methodologies, a neural network method is considered to be more effective in case of non-linear and non-stationary time series data. A neural network predictor requests proper learning strategy to adjust the network weights, and one need to prepare for non-linear and non-stationary evolution of network weights. The Bayesian neural network in this paper estimates not the single set of weights but the probability distributions of weights. In other words, we sets the weight vector as a state vector of state space method, and estimates its probability distributions in accordance with the Bayesian inference. This approach makes it possible to obtain more exact estimation of the weights. Moreover, in the aspect of network architecture, it is known that the recurrent feedback structure is superior to the feedforward structure for the problem of time series prediction. Therefore, the recurrent network with Bayesian inference, what we call BRNN, is expected to show higher performance than the normal neural network. To verify the performance of the proposed method, the time series data are numerically generated and a neural network predictor is applied on it. As a result, BRNN is proved to show better prediction result than common feedforward Bayesian neural network.

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