• 제목/요약/키워드: Bayesian Method

검색결과 1,146건 처리시간 0.023초

A Bayesian Approach to Assessing Population Bioequivalence in a 2 ${\times}$ 2 Crossover Design

  • Oh, Hyun-Sook;Ko, Seoung-Gon
    • Proceedings of the Korean Statistical Society Conference
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.67-72
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    • 2002
  • A Bayesian testing procedure is proposed for assessment of bioequivalence in both mean and variance which ensures population bioequivalence under normality assumption. We derive the joint posterior distribution of the means and variances in a standard 2 ${\times}$ 2 crossover experimental design and propose a Bayesian testing procedure for bioequivalence based on a Markov chain Monte Carlo methods. The proposed method is applied to a real data set.

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On loss functions for model selection in wavelet based Bayesian method

  • Park, Chun-Gun
    • Journal of the Korean Data and Information Science Society
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    • 제20권6호
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    • pp.1191-1197
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    • 2009
  • Most Bayesian approaches to model selection of wavelet analysis have drawbacks that computational cost is expensive to obtain accuracy for the fitted unknown function. To overcome the drawback, this article introduces loss functions which are criteria for level dependent threshold selection in wavelet based Bayesian methods with arbitrary size and regular design points. We demonstrate the utility of these criteria by four test functions and real data.

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A Study on the Bayes Estimation Application for Korean Standard-Quality Excellence Index(KS-QEI) (베이즈 추정방식의 품질우수성지수 적용 방안에 관한 연구)

  • Kim, Tai Kyoo;Kim, Myung Joon
    • Journal of Korean Society for Quality Management
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    • 제42권4호
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    • pp.747-756
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    • 2014
  • Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.

Bayesian Fusion of Confidence Measures for Confidence Scoring (베이시안 신뢰도 융합을 이용한 신뢰도 측정)

  • 김태윤;고한석
    • The Journal of the Acoustical Society of Korea
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    • 제23권5호
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    • pp.410-419
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    • 2004
  • In this paper. we propose a method of confidence measure fusion under Bayesian framework for speech recognition. Centralized and distributed schemes are considered for confidence measure fusion. Centralized fusion is feature level fusion which combines the values of individual confidence scores and makes a final decision. In contrast. distributed fusion is decision level fusion which combines the individual decision makings made by each individual confidence measuring method. Optimal Bayesian fusion rules for centralized and distributed cases are presented. In isolated word Out-of-Vocabulary (OOV) rejection experiments. centralized Bayesian fusion shows over 13% relative equal error rate (EER) reduction compared with the individual confidence measure methods. In contrast. the distributed Bayesian fusion shows no significant performance increase.

Chaff Echo Detecting and Removing Method using Naive Bayesian Network (나이브 베이지안 네트워크를 이용한 채프에코 탐지 및 제거 방법)

  • Lee, Hansoo;Yu, Jungwon;Park, Jichul;Kim, Sungshin
    • Journal of Institute of Control, Robotics and Systems
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    • 제19권10호
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    • pp.901-906
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    • 2013
  • Chaff is a kind of matter spreading atmosphere with the purpose of preventing aircraft from detecting by radar. The chaff is commonly composed of small aluminum pieces, metallized glass fiber, or other lightweight strips which consists of reflecting materials. The chaff usually appears on the radar images as narrow bands shape of highly reflective echoes. And the chaff echo has similar characteristics to precipitation echo, and it interrupts weather forecasting process and makes forecasting accuracy low. In this paper, the chaff echo recognizing and removing method is suggested using Bayesian network. After converting coordinates from spherical to Cartesian in UF (Universal Format) radar data file, the characteristics of echoes are extracted by spatial and temporal clustering. And using the data, as a result of spatial and temporal clustering, a classification process for analyzing is performed. Finally, the inference system using Bayesian network is applied. As a result of experiments with actual radar data in real chaff echo appearing case, it is confirmed that Bayesian network can distinguish between chaff echo and non-chaff echo.

A Bayesian Regression Model to Estimate the Deterioration Rate of Track Irregularities (궤도틀림 진전율 추정을 위한 베이지안 회귀분석 모형 연구)

  • Park, Bum Hwan
    • Journal of the Korean Society for Railway
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    • 제19권4호
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    • pp.547-554
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    • 2016
  • This study considered how to estimate the deterioration rate of the track quality index, which represents track geometric irregularity. Most existing studies have used a simple linear regression and regarded the slope of the regression equation as the progress rate. In this paper, we present a Bayesian approach to estimate the track irregularity progress. This Bayesian approach has many advantages, among which the biggest is that it can formally include the prior distribution of parameters which can be derived from historic data or from expert experiences; then, the rate can be expressed as a probability distribution. We investigated the possibility of applying the Bayesian method to the estimation of the deterioration rate by comparing our bayesian approach to the conventional linear regression approach.

Development of benthic macroinvertebrate species distribution models using the Bayesian optimization (베이지안 최적화를 통한 저서성 대형무척추동물 종분포모델 개발)

  • Go, ByeongGeon;Shin, Jihoon;Cha, Yoonkyung
    • Journal of Korean Society of Water and Wastewater
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    • 제35권4호
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    • pp.259-275
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    • 2021
  • This study explored the usefulness and implications of the Bayesian hyperparameter optimization in developing species distribution models (SDMs). A variety of machine learning (ML) algorithms, namely, support vector machine (SVM), random forest (RF), boosted regression tree (BRT), XGBoost (XGB), and Multilayer perceptron (MLP) were used for predicting the occurrence of four benthic macroinvertebrate species. The Bayesian optimization method successfully tuned model hyperparameters, with all ML models resulting an area under the curve (AUC) > 0.7. Also, hyperparameter search ranges that generally clustered around the optimal values suggest the efficiency of the Bayesian optimization in finding optimal sets of hyperparameters. Tree based ensemble algorithms (BRT, RF, and XGB) tended to show higher performances than SVM and MLP. Important hyperparameters and optimal values differed by species and ML model, indicating the necessity of hyperparameter tuning for improving individual model performances. The optimization results demonstrate that for all macroinvertebrate species SVM and RF required fewer numbers of trials until obtaining optimal hyperparameter sets, leading to reduced computational cost compared to other ML algorithms. The results of this study suggest that the Bayesian optimization is an efficient method for hyperparameter optimization of machine learning algorithms.

SHM-based probabilistic representation of wind properties: Bayesian inference and model optimization

  • Ye, X.W.;Yuan, L.;Xi, P.S.;Liu, H.
    • Smart Structures and Systems
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    • 제21권5호
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    • pp.601-609
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    • 2018
  • The estimated probabilistic model of wind data based on the conventional approach may have high discrepancy compared with the true distribution because of the uncertainty caused by the instrument error and limited monitoring data. A sequential quadratic programming (SQP) algorithm-based finite mixture modeling method has been developed in the companion paper and is conducted to formulate the joint probability density function (PDF) of wind speed and direction using the wind monitoring data of the investigated bridge. The established bivariate model of wind speed and direction only represents the features of available wind monitoring data. To characterize the stochastic properties of the wind parameters with the subsequent wind monitoring data, in this study, Bayesian inference approach considering the uncertainty is proposed to update the wind parameters in the bivariate probabilistic model. The slice sampling algorithm of Markov chain Monte Carlo (MCMC) method is applied to establish the multi-dimensional and complex posterior distribution which is analytically intractable. The numerical simulation examples for univariate and bivariate models are carried out to verify the effectiveness of the proposed method. In addition, the proposed Bayesian inference approach is used to update and optimize the parameters in the bivariate model using the wind monitoring data from the investigated bridge. The results indicate that the proposed Bayesian inference approach is feasible and can be employed to predict the bivariate distribution of wind speed and direction with limited monitoring data.

Application of Bayesian Statistical Analysis to Multisource Data Integration

  • Hong, Sa-Hyun;Moon, Wooil-M.
    • Proceedings of the KSRS Conference
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    • 대한원격탐사학회 2002년도 Proceedings of International Symposium on Remote Sensing
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    • pp.394-399
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    • 2002
  • In this paper, Multisource data classification methods based on Bayesian formula are considered. For this decision fusion scheme, the individual data sources are handled separately by statistical classification algorithms and then Bayesian fusion method is applied to integrate from the available data sources. This method includes the combination of each expert decisions where the weights of the individual experts represent the reliability of the sources. The reliability measure used in the statistical approach is common to all pixels in previous work. In this experiment, the weight factors have been assigned to have different value for all pixels in order to improve the integrated classification accuracies. Although most implementations of Bayesian classification approaches assume fixed a priori probabilities, we have used adaptive a priori probabilities by iteratively calculating the local a priori probabilities so as to maximize the posteriori probabilities. The effectiveness of the proposed method is at first demonstrated on simulations with artificial and evaluated in terms of real-world data sets. As a result, we have shown that Bayesian statistical fusion scheme performs well on multispectral data classification.

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A numerical application of Bayesian optimization to the condition assessment of bridge hangers

  • X.W. Ye;Y. Ding;P.H. Ni
    • Smart Structures and Systems
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    • 제31권1호
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    • pp.57-68
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    • 2023
  • Bridge hangers, such as those in suspension and cable-stayed bridges, suffer from cumulative fatigue damage caused by dynamic loads (e.g., cyclic traffic and wind loads) in their service condition. Thus, the identification of damage to hangers is important in preserving the service life of the bridge structure. This study develops a new method for condition assessment of bridge hangers. The tension force of the bridge and the damages in the element level can be identified using the Bayesian optimization method. To improve the number of observed data, the additional mass method is combined the Bayesian optimization method. Numerical studies are presented to verify the accuracy and efficiency of the proposed method. The influence of different acquisition functions, which include expected improvement (EI), probability-of-improvement (PI), lower confidence bound (LCB), and expected improvement per second (EIPC), on the identification of damage to the bridge hanger is studied. Results show that the errors identified by the EI acquisition function are smaller than those identified by the other acquisition functions. The identification of the damage to the bridge hanger with various types of boundary conditions and different levels of measurement noise are also studied. Results show that both the severity of the damage and the tension force can be identified via the proposed method, thereby verifying the robustness of the proposed method. Compared to the genetic algorithm (GA), particle swarm optimization (PSO), and nonlinear least-square method (NLS), the Bayesian optimization (BO) performs best in identifying the structural damage and tension force.