• Communications for Statistical Applications and Methods
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• v.14 no.1
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• pp.11-21
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• 2007

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with unknown com-mon variance. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis as well as simulation study.

• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.733-742
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• 1998

For industrial and medical lifetime data, the generalized log-gamma regression model is considered. Then the Bayesian analysis for the generalized log-gamma regression with censored data are explained and following the data augmentation (Tanner and Wang; 1987), the censored data is replaced by simulated data. To overcome the complicated Bayesian computation, Makov Chain Monte Carlo (MCMC) method is employed. Then some modified algorithms are proposed to implement MCMC. Finally, one example is presented.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.219-228
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• 2007

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the ratio of two normal variances. Specifically we derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis and simulation study.

• Communications for Statistical Applications and Methods
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• v.21 no.2
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• pp.135-145
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• 2014

The present study surveys Bayesian modeling structure for inferences about transition probabilities of Markov chain. The motivation of the study came from the data that shows transitional behaviors of emotionally disturbed children undergoing residential treatment program. Dirichlet distribution was used as prior for the multinomial distribution. The analysis with real data was implemented in WinBUGS programming environment. The performance of the model was compared to that of alternative approaches.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.10 no.12
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• pp.5507-5528
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• 2016

In computer vision, salient object is important to extract the useful information of foreground. With active contour analysis acting as the core in this paper, we propose a bottom-up saliency detection algorithm combining with the Bayesian model and the global color distribution. Under the supports of active contour model, a more accurate foreground can be obtained as a foundation for the Bayesian model and the global color distribution. Furthermore, we establish a contour-based selection mechanism to optimize the global-color distribution, which is an effective revising approach for the Bayesian model as well. To obtain an excellent object contour, we firstly intensify the object region in the source gray-scale image by a seed-based method. The final saliency map can be detected after weighting the color distribution to the Bayesian saliency map, after both of the two components are available. The contribution of this paper is that, comparing the Harris-based convex hull algorithm, the active contour can extract a more accurate and non-convex foreground. Moreover, the global color distribution can solve the saliency-scattered drawback of Bayesian model, by the mutual complementation. According to the detected results, the final saliency maps generated with considering the global color distribution and active contour are much-improved.

• Journal of Korea Port Economic Association
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• v.30 no.2
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• pp.77-92
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• 2014

The focus of this study is to analyse dynamic relationship among BDI(Baltic Dry-bulk Index, hereafter BDI), forex market and industrial production using monthly data from 2003-2013. Specifically, we have focused on the investigations how monetary and real variable affect shipping industry during recession period. To compare performance between general VAR and Bayesian VAR we first examine DAG(Directed Acyclic Graph) to clarify causality among the variables and then employ MSFE(mean squared forecast error). The overall estimated results from impulse-response analysis imply that BDI has been strongly affected by other shock, such as forex market and industrial production in Bayesian VAR. In particular, Bayesian VAR show better performance than general VAR in forecasting.

• Journal of the Korean Data and Information Science Society
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• v.27 no.1
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• pp.9-18
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• 2016

In the Heckman-Meyers model, which is frequently referred by IAA, Swiss Solvency Test, EU Solvency II, the assumption of parameter distribution is key factor. While in theory Bayesian analysis somewhat reflects parameter uncertainty using prior distribution, it is often the case where both Heckman-Meyers and Bayesian are necessary to better manage the parameter uncertainty. Therefore, this paper proposes the use of Bayesian H-M CRM, a combination of Heckman-Meyers model and Bayesian, and analyzes its efficiency.

• Journal of Korean Society for Geospatial Information Science
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• v.18 no.4
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• pp.61-69
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• 2010

The collapse of a slope or cut embankment brings much damage to life and property. Accordingly, it is very important to analyze the spatial distribution by calculating the landslide susceptibility in the estimation of the risk of landslide occurrence. The heuristic, statistic, deterministic, and probabilistic methods have been introduced to make landslide susceptibility maps. In many cases, however, the reliability is low due to insufficient field data, and the qualitative experience and knowledge of experts could not be combined with the quantitative mechanical?analysis model in the existing methods. In this paper, new modeling method for a probabilistic landslide susceptibility analysis combined Bayesian Network with ontology model about experts' knowledge and spatial data was proposed. The ontology model, which was made using the reasoning engine, was automatically converted into the Bayesian Network structure. Through conditional probabilistic reasoning using the created Bayesian Network, landslide susceptibility with uncertainty was analyzed, and the results were described in maps, using GIS. The developed Bayesian Network was then applied to the test-site to verify its effect, and the result corresponded to the landslide traces boundary at 86.5% accuracy. We expect that general users will be able to make a landslide susceptibility analysis over a wide area without experts' help.

• Proceedings of the Korean Statistical Society Conference
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• 2005.11a
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• pp.59-65
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• 2005

We propose five Bayesian methods to estimate the cell expectation in an incomplete multi-way categorical table with nonignorable nonresponse mechanism. We study 3 Bayesian methods which were previously applied to one-way categorical tables. We extend them to multi-way tables and, in addition, develop 2 new Bayesian methods for multi-way categorical tables. These five methods are distinguished by different priors on the cell probabilities: two of them have the priors determined only by information of respondents; one has a constant prior; and the remaining two have priors reflecting the difference in the response mechanisms between respondent and non-respondent. We also compare the five Bayesian methods using a categorical data for a prospective study of pregnant women.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.1-16
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• 2002

Since changepoint identification is important in many data analysis problem, we wish to make inference about the locations of one or more changepoints of the sequence. We consider the Bayesian nonparameteric inference for multiple changepoint problem using a Bayesian segmentation procedure proposed by Yang and Kuo (2000). A mixture of products of Dirichlet process is used as a prior distribution. To decide whether there exists a single change or not, our approach depends on nonparametric Bayesian Schwartz information criterion at each step. We discuss how to choose the precision parameter (total mass parameter) in nonparametric setting and show that the discreteness of the Dirichlet process prior can ha17e a large effect on the nonparametric Bayesian Schwartz information criterion and leads to conclusions that are very different results from reasonable parametric model. One example is proposed to show this effect.