• Title/Summary/Keyword: Bayesian Sampling Algorithm

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Evolutionary Algorithms with Distribution Estimation by Variational Bayesian Mixtures of Factor Analyzers (변분 베이지안 혼합 인자 분석에 의한 분포 추정을 이용하는 진화 알고리즘)

  • Cho Dong-Yeon;Zhang Byoung-Tak
    • Journal of KIISE:Software and Applications
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    • v.32 no.11
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    • pp.1071-1083
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    • 2005
  • By estimating probability distributions of the good solutions in the current population, some researchers try to find the optimal solution more efficiently. Particularly, finite mixtures of distributions have a very useful role in dealing with complex problems. However, it is difficult to choose the number of components in the mixture models and merge superior partial solutions represented by each component. In this paper, we propose a new continuous evolutionary optimization algorithm with distribution estimation by variational Bayesian mixtures of factor analyzers. This technique can estimate the number of mixtures automatically and combine good sub-solutions by sampling new individuals with the latent variables. In a comparison with two probabilistic model-based evolutionary algorithms, the proposed scheme achieves superior performance on the traditional benchmark function optimization. We also successfully estimate the parameters of S-system for the dynamic modeling of biochemical networks.

The NHPP Bayesian Software Reliability Model Using Latent Variables (잠재변수를 이용한 NHPP 베이지안 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.6 no.3
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    • pp.117-126
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    • 2006
  • Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

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A Comparison of Bayesian and Maximum Likelihood Estimations in a SUR Tobit Regression Model (SUR 토빗회귀모형에서 베이지안 추정과 최대가능도 추정의 비교)

  • Lee, Seung-Chun;Choi, Byongsu
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.991-1002
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    • 2014
  • Both Bayesian and maximum likelihood methods are efficient for the estimation of regression coefficients of various Tobit regression models (see. e.g. Chib, 1992; Greene, 1990; Lee and Choi, 2013); however, some researchers recognized that the maximum likelihood method tends to underestimate the disturbance variance, which has implications for the estimation of marginal effects and the asymptotic standard error of estimates. The underestimation of the maximum likelihood estimate in a seemingly unrelated Tobit regression model is examined. A Bayesian method based on an objective noninformative prior is shown to provide proper estimates of the disturbance variance as well as other regression parameters

Genetic Correlation of Reproductive Trait in Pigs by Parity (돼지 번식형질의 산차간 유전상관)

  • Cho, Kyu-Ho;Kim, Myung-Jick;Lee, Il-Joo;Kim, In-Cheul;Jeon, Gwang-Joo
    • Journal of Animal Science and Technology
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    • v.50 no.4
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    • pp.457-464
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    • 2008
  • Heritability and genetic correlation for reproductive traits in Yorkshire pig breed were estimated using Bayesian method via Gibbs sampling. The data set consisted of 9,609 reproductive records at pig breeding farm in Korea. For estimating those parameters using Gibbs sampling, 5,000 cycles of ‘burn-in’ period were discarded among a total of 55,000 samples. Out of the remaining 50,000 samples, 5,000 estimates by each parameter were retained and used for analyses to avoid any correlation among adjacent samples. The reproductive trait considered in this study were total number of born piglets(TNB) and estimated by two different models. The estimated heritability and permanent environmental effect using Gibbs sampler were 0.12±0.020 and 10.9±1.63, respectively. Estimated genetic correlations considered parities as different traits were distributed from 0.99 to -0.13. Such results indicated that reproductive traits for sows should be considered as different traits.

A Study on EMG Signal Processing Using Linear Prediction (선형예측을 이용한 EMG 신호처리에 관한 연구)

  • ;邊潤植;李建基
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.24 no.2
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    • pp.280-291
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    • 1987
  • In this paper, the linear autoregressive model of EMG signal for four basic arm functions was presented and parameters for each function were estimated. The signal identification was carried out using function discrimination algorithm. It was validated that EMG signal was a widesense stationary process and the linear autoregressive model of EMG signal was constructed through approximating it to Gaussian process. It was confined that Levinson-Durbin algoridthm is a more appropriate one than the recursive least square method for parameter estimation of the linear model. Optimal function discrimination was acquired when sampling frequency was 500Hz and two electrodes were attached to bicep and tricep muscle, respectively. Parameter values were independent of variance and the number of minimum data for function discrimination was 200. Bayesian discrimination method turned out to be a better one than parallel filtering method for functional discrimination recognition.

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The Comparison of Parameter Estimation for Nonhomogeneous Poisson Process Software Reliability Model (NHPP 소프트웨어 신뢰도 모형에 대한 모수 추정 비교)

  • Kim, Hee-Cheul;Lee, Sang-Sik;Song, Young-Jae
    • The KIPS Transactions:PartD
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    • v.11D no.6
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    • pp.1269-1276
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    • 2004
  • The Parameter Estimation for software existing reliability models, Goel-Okumoto, Yamada-Ohba-Osaki model was reviewed and Rayleigh model based on Rayleigh distribution was studied. In this paper, we discusses comparison of parameter estimation using maximum likelihood estimator and Bayesian estimation based on Gibbs sampling to analysis of the estimator' pattern. Model selection based on sum of the squared errors and Braun statistic, for the sake of efficient model, was employed. A numerical example was illustrated using real data. The current areas and models of Superposition, mixture for future development are also employed.

Generation and Selection of Nominal Virtual Examples for Improving the Classifier Performance (분류기 성능 향상을 위한 범주 속성 가상예제의 생성과 선별)

  • Lee, Yu-Jung;Kang, Byoung-Ho;Kang, Jae-Ho;Ryu, Kwang-Ryel
    • Journal of KIISE:Software and Applications
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    • v.33 no.12
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    • pp.1052-1061
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    • 2006
  • This paper presents a method of using virtual examples to improve the classification accuracy for data with nominal attributes. Most of the previous researches on virtual examples focused on data with numeric attributes, and they used domain-specific knowledge to generate useful virtual examples for a particularly targeted learning algorithm. Instead of using domain-specific knowledge, our method samples virtual examples from a naive Bayesian network constructed from the given training set. A sampled example is considered useful if it contributes to the increment of the network's conditional likelihood when added to the training set. A set of useful virtual examples can be collected by repeating this process of sampling followed by evaluation. Experiments have shown that the virtual examples collected this way.can help various learning algorithms to derive classifiers of improved accuracy.

Nonignorable Nonresponse Imputation and Rotation Group Bias Estimation on the Rotation Sample Survey (무시할 수 없는 무응답을 가지고 있는 교체표본조사에서의 무응답 대체와 교체그룹 편향 추정)

  • Choi, Bo-Seung;Kim, Dae-Young;Kim, Kee-Whan;Park, You-Sung
    • The Korean Journal of Applied Statistics
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    • v.21 no.3
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    • pp.361-375
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    • 2008
  • We propose proper methods to impute the item nonresponse in 4-8-4 rotation sample survey. We consider nonignorable nonresponse mechanism that can happen when survey deals with sensitive question (e.g. income, labor force). We utilize modeling imputation method based on Bayesian approach to avoid a boundary solution problem. We also estimate a interview time bias using imputed data and calculate cell expectation and marginal probability on fixed time after removing estimated bias. We compare the mean squared errors and bias between maximum likelihood method and Bayesian methods using simulation studies.

Updating calibration of CIV-based single-epoch black hole mass estimators

  • Park, Daeseong;Barth, Aaron J.;Woo, Jong-Hak;Malkan, Matthew A.;Treu, Tommaso;Bennert, Vardha N.;Pancoast, Anna
    • The Bulletin of The Korean Astronomical Society
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    • v.41 no.2
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    • pp.61.1-61.1
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    • 2016
  • Black hole (BH) mass is a fundamental quantity to understand BH growth, galaxy evolution, and connection between them. Thus, obtaining accurate and precise BH mass estimates over cosmic time is of paramount importance. The rest-frame UV CIV ${\lambda}1549$ broad emission line is commonly used for BH mass estimates in high-redshift AGNs (i.e., $2{\leq}z{\leq}5$) when single-epoch (SE) optical spectra are available. Achieving correct and accurate calibration for CIV-based SE BH mass estimators against the most reliable reverberation-mapping based BH mass estimates is thus practically important and still useful. By performing multi-component spectral decomposition analysis to obtained high-quality HST UV spectra for the updated sample of local reverberation-mapped AGNs including new HST STIS observations, CIV emission line widths and continuum luminosities are consistently measured. Using a Bayesian hierarchical model with MCMC sampling based on Hamiltonian Monte Carlo algorithm (Stan NUTS), we provide the most consistent and accurate calibration of CIV-based BH mass estimators for the three line width characterizations, i.e., full width at half maximum (FWHM), line dispersion (${\sigma}_{line}$), and mean absolute deviation (MAD), in the extended BH mass dynamic range of log $M_{BH}/M_{\odot}=6.5-9.1$.

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Development of Customized Strategy for Enhancing Automobile Repurchase Using Data Mining Techniques (자동차 재구매 증진을 위한 데이터 마이닝 기반의 맞춤형 전략 개발)

  • Lee, Dong-Wook;Choi, Keun-Ho;Yoo, Dong-Hee
    • The Journal of Information Systems
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    • v.26 no.3
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    • pp.47-61
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    • 2017
  • Purpose Although automobile production has increased since the development of the Korean automobile industry, the number of customers who can purchase automobiles decreases relatively. Therefore, automobile companies need to develop strategies to attract customers and promote their repurchase behaviors. To this end, this paper analyzed customer data from a Korean automobile company using data mining techniques to derive repurchase strategies. Design/methodology/approach We conducted under-sampling to balance the collected data and generated 10 datasets. We then implemented prediction models by applying a decision tree, naive Bayesian, and artificial neural network algorithms to each of the datasets. As a result, we derived 10 patterns consisting of 11 variables affecting customers' decisions about repurchases from the decision tree algorithm, which yielded the best accuracy. Using the derived patterns, we proposed helpful strategies for improving repurchase rates. Findings From the top 10 repurchase patterns, we found that 1) repurchases in January are associated with a specific residential region, 2) repurchases in spring or autumn are associated with whether it is a weekend or not, 3) repurchases in summer are associated with whether the automobile is equipped with a sunroof or not, and 4) a customized promotion for a specific occupation increases the number of repurchases.