• 제목/요약/키워드: Bayesian Posterior Probability

검색결과 123건 처리시간 0.022초

숫자양식과 빈도범위가 베이스 추론 과제에서 위험판단과 추론에 미치는 영향 (Effects of Numerical Formats and Frequency ranges on Judgment of Risk and Inference in the Bayesian InferenceTask)

  • 이현주;이영애
    • 인지과학
    • /
    • 제20권3호
    • /
    • pp.335-355
    • /
    • 2009
  • 위험정보를 확률이나 빈도양식으로 제시하고 질병으로 사망할 확률(기저율)에 대한 위험을 판단하게 하고 양성판정을 받은 사람이 질병에 걸렸을 확률(사후확률)에 대한 위험판단과 추론의 정확성을 비교하였다. 베이스 추론 과제를 사용한 연구 1에서 숫자양식의 효과가 관찰되었다. 참가자들은 위험이 확률보다는 빈도로 제시될 때 더 위험하다고 판단하였고 질병에 걸렸을 확률을 더 정확하게 추론하였다. 빈도의 범위가 좁을 때보다 넓을 때 더 위험하다고 판단하는 효과는 관찰되지 않았다. 분석적 사고체계가 위험판단에 미치는 영향을 검토하려고 사후확률을 계산하는 조건과 계산하지 않는 조건을 비교하였다. 숫자양식의 효과는 여전히 관찰되었다. 연구 2는 기저율과 사후확률의 크기에 따라 숫자양식 효과와 빈도범위 효과가 달라지는지 알아보았다. 숫자양식의 효과는 기저율과 사후확률의 크기에 상관없이 모든 조건에서 관찰되었다. 위험한 사건이 발생할 확률의 높고 낮음에 상관없이 빈도로 제시되었을 때 참가자들이 더 위험하다고 판단하였다. 그러나 빈도범위 효과는 기저율이 낮은 조건에서만 발견되었다. 본 연구의 결과들을 이중처리체계 이론과 관련시켜 논의하였다.

  • PDF

Nonparametric Bayesian Multiple Comparisons for Geometric Populations

  • Ali, M. Masoom;Cho, J.S.;Begum, Munni
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권4호
    • /
    • pp.1129-1140
    • /
    • 2005
  • A nonparametric Bayesian method for calculating posterior probabilities of the multiple comparison problem on the parameters of several Geometric populations is presented. Bayesian multiple comparisons under two different prior/ likelihood combinations was studied by Gopalan and Berry(1998) using Dirichlet process priors. In this paper, we followed the same approach to calculate posterior probabilities for various hypotheses in a statistical experiment with a partition on the parameter space induced by equality and inequality relationships on the parameters of several geometric populations. This also leads to a simple method for obtaining pairwise comparisons of probability of successes. Gibbs sampling technique was used to evaluate the posterior probabilities of all possible hypotheses that are analytically intractable. A numerical example is given to illustrate the procedure.

  • PDF

국내 태풍 예측 (Predicting typhoons in Korea)

  • 양희중
    • 대한안전경영과학회지
    • /
    • 제17권1호
    • /
    • pp.169-177
    • /
    • 2015
  • We develop a model to predict typhoons in Korea. We collect data for typhoons and classify those depending on the severity level. Following a Bayesian approach, we develop a model that explains the relationship between different levels of typhoons. Through the analysis of the model, we can predict the rate of typhoons, the probability of approaching Korean peninsular, and the probability of striking Korean peninsular. We show that the uncertainty for the occurrence of various types of typhoons reduces dramatically by adaptively updating model parameters as we acquire data.

Bayesian Multiple Comparison of Binomial Populations based on Fractional Bayes Factor

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권1호
    • /
    • pp.233-244
    • /
    • 2006
  • In this paper, we develop the Bayesian multiple comparisons procedure for the binomial distribution. We suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. An example is illustrated for the proposed method. For this example, the suggested method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required comparison. Also, some simulation was performed.

  • PDF

Bayesian Multiple Comparison of Bivariate Exponential Populations based on Fractional Bayes Factor

  • Cho, Jang-Sik;Cho, Kil-Ho;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권3호
    • /
    • pp.843-850
    • /
    • 2006
  • In this paper, we consider the Bayesian multiple comparisons problem for K bivariate exponential populations to make inferences on the relationships among the parameters based on observations. And we suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Also, we give a numerical examples to illustrate our procedure.

  • PDF

SOME POPULAR WAVELET DISTRIBUTION

  • Nadarajah, Saralees
    • 대한수학회보
    • /
    • 제44권2호
    • /
    • pp.265-270
    • /
    • 2007
  • The modern approach for wavelets imposes a Bayesian prior model on the wavelet coefficients to capture the sparseness of the wavelet expansion. The idea is to build flexible probability models for the marginal posterior densities of the wavelet coefficients. In this note, we derive exact expressions for a popular model for the marginal posterior density.

HMM을 기반으로 한 사전 확률의 문제점을 해결하기 위해 베이시안 기법 어휘 인식 모델에의 사후 확률을 융합한 잡음 제거 (Noise Removal using a Convergence of the posteriori probability of the Bayesian techniques vocabulary recognition model to solve the problems of the prior probability based on HMM)

  • 오상엽
    • 디지털융복합연구
    • /
    • 제13권8호
    • /
    • pp.295-300
    • /
    • 2015
  • 사전 확률분포를 모델링하는 HMM을 사용하는 어휘 인식에서 인식 어휘의 모델들의 대한 인식 확률이 이산적인 분포를 나타내며 인식을 위한 계산량이 적은 장점이 있지만 인식률을 계산했을 때 상대적으로 낮은 단점이 있다. 이를 개선하기 위하여 베이시안 기법 어휘 인식 모델을 융합한 잡음 제거 인식률 향상을 제안한다. 본 논문은 베이시안 기법 어휘 인식을 위한 모델 구성을 베이시안 기법의 최적화한 인식 모델을 구성하였다. HMM을 기반으로 한 사전 확률 방법과 베이시안 기법인 사후확률을 융합하여 잡음을 제거하고 인식률을 향상시켰다. 본 논문에서 제안한 방법을 적용한 결과 어휘 인식률에서 98.1%의 인식률을 나타내었다.

Bayesian Inference for Stress-Strength Systems

  • Chang, In-Hong;Kim, Byung-Hwee
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2005년도 추계학술대회
    • /
    • pp.27-34
    • /
    • 2005
  • We consider the problem of estimating the system reliability noninformative priors when both stress and strength follow generalized gamma distributions. We first derive Jeffreys' prior, group ordering reference priors, and matching priors. We investigate the propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. We also examine whether the reference priors satisfy the probability matching criterion.

  • PDF

Default Bayesian Method for Detecting the Changes in Sequences of Independent Exponential and Poisson Random Variates

  • Jeong, Su-Youn;Son, Young-Sook
    • Communications for Statistical Applications and Methods
    • /
    • 제9권1호
    • /
    • pp.129-139
    • /
    • 2002
  • Default Bayesian method for detecting the changes in sequences of independent exponential random variates and independent Poisson random variates is considered. Noninformative priors are assumed for all the parameters in both of change models. Default Bayes factors, AIBF, MIBF, FBF, to check whether there is any change or not on each sequence and the posterior probability densities of change at each time point are derived. Theoretical results discussed in this paper are applied to some numerical data.

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
    • /
    • 제1권2호
    • /
    • pp.81-87
    • /
    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

  • PDF