• Title/Summary/Keyword: Bayesian Method

Search Result 1,146, Processing Time 0.025 seconds

Estimation of Defect Clustering Parameter Using Markov Chain Monte Carlo (Markov Chain Monte Carlo를 이용한 반도체 결함 클러스터링 파라미터의 추정)

  • Ha, Chung-Hun;Chang, Jun-Hyun;Kim, Joon-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.32 no.3
    • /
    • pp.99-109
    • /
    • 2009
  • Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

통계적 추론에 있어서 베이지안과 고전적 방법(신뢰성 분석과 관련하여)

  • 박태룡
    • Journal for History of Mathematics
    • /
    • v.11 no.1
    • /
    • pp.68-77
    • /
    • 1998
  • There are two approach methods widely in statistical inferences. First is sampling theory methods and the other is Bayesian methods. In this paper, we will introduce the most basic differences of the two approach methods. Especially, we investigate and introduce the historical origin of Bayesian methods in Statistical inferences which is currently used. Also, we introduce the some characteristics of sampling theory method and Bayesian methods.

  • PDF

Regional Low Flow Frequency Analysis Using Bayesian Multiple Regression (Bayesian 다중회귀분석을 이용한 저수량(Low flow) 지역빈도분석)

  • Kim, Sang-Ug;Lee, Kil-Seong;Sung, Jin-Young
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2008.05a
    • /
    • pp.169-173
    • /
    • 2008
  • 본 연구는 저수량 지역 빈도분석(regional low flow frequency analysis)을 수행하기 위하여 일반최소자승법(ordinary least squares method)을 이용한 Bayesian 다중회귀분석을 적용하였으며, 불확실성측면에서의 효과를 탐색하기 위하여 Bayesian 다중회귀분석에 의한 추정치와 t 분포를 이용하여 산정한 일반 다중회귀분석의 추정치의 신뢰구간을 비교분석하였다. 각 재현기간별 비교결과를 보면 t 분포를 이용하여 산정된 평균 추정치와 Bayesian 다중회귀분석에 의한 평균 추정치는 크게 다르지 않았다. 그러나 불확실성 측면에서 평가해볼 때 신뢰구간의 상한추정치와 하한추정치의 차이는 Bayesian 다중회귀분석을 사용한 경우가 기존 방법을 사용한 경우보다 훨씬 작은 것으로 나타났으며, 이로부터 저수량(low flow) 지역 빈도분석을 수행하는 경우 Bayesian 다중회귀분석이 일반 회귀분석보다 불확실성을 표현하는데 있어서 우수하다는 결과를 얻을 수 있었다. 또한 낙동강 유역에 2개의 미계측 유역을 선정하고 구축된 Bayesian 다중회귀모형을 적용하여 불확실성을 포함한 미계측 유역에서의 저수량(low flow)을 추정하였으며 이와 같은 방법이 미계측 유역에서의 저수(low flow) 특성을 나타내는 데 있어서 효과적일 수 있음을 입증하였다.

  • PDF

Human-Livestock Classifier by Using Fuzzy Bayesian Algorithm (퍼지-베이시안을 이용한 인간.가축 분류)

  • Oh, Myung-Jae;Joo, Young-Hoon
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.60 no.10
    • /
    • pp.1941-1945
    • /
    • 2011
  • In this paper, we propose a real-time classifier to distinguish humans from livestock by using the spatial integral. The image-difference method and the Expectation Maximization are used to reduce noises in input image. A histogram analysis based on Simulated Annealing and the fuzzy-Bayesian algorithm are used to classify human and livestock. Finally, the experiment results show the validity of the proposed method.

Bayesian estimation for finite population proportion under selection bias via surrogate samples

  • Choi, Seong Mi;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.6
    • /
    • pp.1543-1550
    • /
    • 2013
  • In this paper, we study Bayesian estimation for the finite population proportion in binary data under selection bias. We use a Bayesian nonignorable selection model to accommodate the selection mechanism. We compare four possible estimators of the finite population proportions based on data analysis as well as Monte Carlo simulation. It turns out that nonignorable selection model might be useful for weekly biased samples.

A Comparative Study Of Maximum Likelihood Method With Bayesian Approach In Statistical Parameter Estimation Of Static Systems (정적계통의 통계적 퍼래미터 추정에 있어 최우도법과 Bayes식방법과의 비교연구)

  • 한만춘;최경삼
    • 전기의세계
    • /
    • v.22 no.2
    • /
    • pp.51-56
    • /
    • 1973
  • The comparative study of maximum likelihood estimation with Bayesian approach was made by statistical & computational methods in center of a priori information of static systems and the effect of a priori information on the accuracy of the estimatiion was also analyzed. Through the numerical computations of some examples by digital computer, we concluded that maximum likelihood method is better than Bayesian estimation except for almost certain a priori informations. The study may therefore contribute in identification problems of dynamical systems connected with a priori informations.

  • PDF

A Bayesian Multiple Testing of Detecting Differentially Expressed Genes in Two-sample Comparison Problem

  • Oh Hyun-Sook;Yang Wan-Youn
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.1
    • /
    • pp.39-47
    • /
    • 2006
  • The Bayesian approach to multiple testing procedure for one sample testing problem proposed by Scott and Berger (2003) is extended to two-sample comparison problem in microarray experiments. The prior distribution of each gene's mean for one sample is given conditionally on the corresponding gene's mean for the other sample. Posterior distributions of interesting parameters are derived and estimated based on an importance sampling method. A simulated example is given for illustration.

Direction of Arrival Estimation for Desired Target to Remove Interference and Noise using MUSIC Algorithm and Bayesian Method (베이즈 방법과 뮤직 알고리즘을 이용한 간섭과 잡음제거를 위한 원하는 목표물의 도래방향 추정)

  • Lee, Kwan-Hyeong;Kang, Kyoung-Sik
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
    • /
    • v.8 no.5
    • /
    • pp.400-404
    • /
    • 2015
  • In this paper, we study for direction of arrival MUSIC spatial spectrum algorithm in order to desired signal estimation in spatial. Proposal MUSIC spatial spectrum algorithm in paper use model error and Bayesian method to estimation on correct target position. Receiver array response vector using adaptive array antenna use Bayesian method, and target position estimate to update weight value with model error method. Target's signal estimation of desired direction of arrival in this paper apply weight value of signal covariance matrix for array response vector after removing incident signal interference and noise, respectively. Though simulation, we analyze to compare proposed method with general method.

A PNN approach for combining multiple forecasts (예측치 결합을 위한 PNN 접근방법)

  • Jun, Duk-Bin;Shin, Hyo-Duk;Lee, Jung-Jin
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.26 no.3
    • /
    • pp.193-199
    • /
    • 2000
  • In many studies, considerable attention has been focussed upon choosing a model which represents underlying process of time series and forecasting the future. In the real world, however, there may be some cases that one model can not reflect all the characteristics of original time series. Under such circumstances, we may get better performance by combining the forecasts from several models. The most popular methods for combining forecasts involve taking a weighted average of multiple forecasts. But the weights are usually unstable. In cases the assumptions of normality and unbiasedness for forecast errors are satisfied, a Bayesian method can be used for updating the weights. In the real world, however, there are many circumstances the Bayesian method is not appropriate. This paper proposes a PNN(Probabilistic Neural Net) approach as a method for combining forecasts that can be applied when the assumption of normality or unbiasedness for forecast errors is not satisfied. In this paper, PNN method, which is similar to Bayesian approach, is suggested as an updating method of the unstable weights in the combination of the forecasts. The PNN method has been usually used in the field of pattern recognition. Unlike the Bayesian approach, it requires no assumption of a specific prior distribution because it gets probabilities by using the distribution estimated from given data. Empirical results reveal that the PNN method offers superior predictive capabilities.

  • PDF

Bayesian mixed models for longitudinal genetic data: theory, concepts, and simulation studies

  • Chung, Wonil;Cho, Youngkwang
    • Genomics & Informatics
    • /
    • v.20 no.1
    • /
    • pp.8.1-8.14
    • /
    • 2022
  • Despite the success of recent genome-wide association studies investigating longitudinal traits, a large fraction of overall heritability remains unexplained. This suggests that some of the missing heritability may be accounted for by gene-gene and gene-time/environment interactions. In this paper, we develop a Bayesian variable selection method for longitudinal genetic data based on mixed models. The method jointly models the main effects and interactions of all candidate genetic variants and non-genetic factors and has higher statistical power than previous approaches. To account for the within-subject dependence structure, we propose a grid-based approach that models only one fixed-dimensional covariance matrix, which is thus applicable to data where subjects have different numbers of time points. We provide the theoretical basis of our Bayesian method and then illustrate its performance using data from the 1000 Genome Project with various simulation settings. Several simulation studies show that our multivariate method increases the statistical power compared to the corresponding univariate method and can detect gene-time/ environment interactions well. We further evaluate our method with different numbers of individuals, variants, and causal variants, as well as different trait-heritability, and conclude that our method performs reasonably well with various simulation settings.