• Title/Summary/Keyword: Bayesian bootstrap

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Multinomial Group Testing with Small-Sized Pools and Application to California HIV Data: Bayesian and Bootstrap Approaches

  • Kim, Jong-Min;Heo, Tae-Young;An, Hyong-Gin
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2006.06a
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    • pp.131-159
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    • 2006
  • This paper consider multinomial group testing which is concerned with classification each of N given units into one of k disjoint categories. In this paper, we propose exact Bayesian, approximate Bayesian, bootstrap methods for estimating individual category proportions using the multinomial group testing model proposed by Bar-Lev et al (2005). By the comparison of Mcan Squre Error (MSE), it is shown that the exact Bayesian method has a bettor efficiency and consistency than maximum likelihood method. We suggest an approximate Bayesian approach using Markov Chain Monte Carlo (MCMC) for posterior computation. We derive exact credible intervals based on the exact Bayesian estimators and present confidence intervals using the bootstrap and MCMC. These intervals arc shown to often have better coverage properties and similar mean lengths to maximum likelihood method already available. Furthermore the proposed models are illustrated using data from a HIV blooding test study throughout California, 2000.

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Uncertainty Analysis of Stage-Discharge Curve Using Bayesian and Bootstrap Method (Bayesian과 Bootstrap 방법을 이용한 수위-유량 관계곡선의 불확실성 분석)

  • Kwon, Hyung Soo;Kim, Yon Soo;Kim, Ci Young;Kim, Sam Eun;Kim, Hung Soo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.452-452
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    • 2015
  • 수문학 분야에서 하천유량은 중요한 요소이므로 신뢰성을 바탕으로 지속적이고 정확한 관측이 필요하다. 일반적으로 수위나 강우량의 경우 지속적이고, 자동적인 측정으로 비교적 정확한 관측이 가능하다. 하지만, 기술적인 한계와 경제적인 면에서 연속적인 유량측정이 어렵기 때문에 수위-유량 관계곡선을 이용하여 유량을 산정하고 있다. 수위-유량 관계를 통해 유량을 산정할 경우 계산방법과 분석과정에서 오차가 발생되고 산정된 유량의 오차로 이어지게 된다. 따라서, 신뢰성있는 유량 산정을 위해서는 수위-유량 관계곡선의 불확실성을 감소시키는 것이 중요하다. 본 연구에서는 Bayesian 회귀분석 및 Bootstrap 방법을 이용하여 수위-유량 관계 곡선식의 매개변수를 추정하였다. 또한 앞의 2가지 방법의 적용성을 평가하기 위해서 기존 방법인 최소자승법에 의한 매개변수 추정치 결과의 신뢰구간을 비교분석 하였다. 본 연구를 통해 다양한 통계학적 방법을 이용한 결과로부터 수위-유량 관계곡선의 불확실성을 감소시키는데 효과적인 방법을 찾고자 한다.

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Uncertainty Analysis of Stage-Discharge Curve Using Bayesian and Bootstrap Methods (Bayesian과 Bootstrap 방법을 이용한 수위-유량 관계곡선의 불확실성 분석)

  • Lim, Jonghun;Kwon, Hyungsoo;Joo, Hongjun;Wang, Won-joon;Lee, Jongso;You, Younghoon;Kim, Hungsoo
    • Journal of Wetlands Research
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    • v.21 no.2
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    • pp.114-124
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    • 2019
  • The objective of this study is to reduce the uncertainty of the river discharge estimation method using the stage-discharge relation curve. It is necessary to consider the quantitative and accurate estimation method because the river discharge data is essential data for hydrological interpretation and water resource management. For this purpose, the parameters estimated by Bayesian and Bootstrap methods are compared with the ones obtained by stage-discharge relation curve. In addition, the Bayesian and Bootstrap methods are applied to assess uncertainty and then those are compared with the confidence intervals of the results from standard error method which has t-distribution. From the results of this study, The estimated value of the regression analysis developed through this study is less than 1 ~ 5%. Also It is confirmed that there are some areas where the applicability is better than the existing one according to the water level at each point. Therefore, if we use more suitable method according to the river characteristics, we could obtain more reliable discharge with less uncertainty.

Application of Bootstrap and Bayesian Methods for Estimating Confidence Intervals on Biological Reference Points in Fisheries Management (부트스트랩과 베이지안 방법으로 추정한 수산자원관리에서의 생물학적 기준점의 신뢰구간)

  • Jung, Suk-Geun;Choi, Il-Su;Chang, Dae-Soo
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.41 no.2
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    • pp.107-112
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    • 2008
  • To evaluate uncertainty and risk in biological reference points, we applied a bootstrapping method and a Bayesian procedure to estimate the related confidence intervals. Here we provide an example of the maximum sustainable yield (MSY) of turban shell, Batillus cornutus, estimated by the Schaefer and Fox models. Fitting the time series of catch and effort from 1968 to 2006 showed that the Fox model performs better than the Schaefer model. The estimated MSY and its bootstrap percentile confidence interval (CI) at ${\alpha}=0.05$ were 1,680 (1,420-1,950) tons for the Fox model and 2,170 (1,860-2,500) tons for the Schaefer model. The CIs estimated by the Bayesian approach gave similar ranges: 1,710 (1,450-2,000) tons for the Fox model and 2,230 (1,760-2,930) tons for the Schaefer model. Because uncertainty in effort and catch data is believed to be greater for earlier years, we evaluated the influence of sequentially excluding old data points by varying the first year of the time series from 1968 to 1992 to run 'backward' bootstrap resampling. The results showed that the means and upper 2.5% confidence limit (CL) of MSY varied greatly depending on the first year chosen whereas the lower 2.5% CL was robust against the arbitrary selection of data, especially for the Schaefer model. We demonstrated that the bootstrap and Bayesian approach could be useful in precautionary fisheries management, and we advise that the lower 2.5% CL derived by the Fox model is robust and a better biological reference point for the turban shells of Jeju Island.

Obtaining bootstrap data for the joint distribution of bivariate survival times

  • Kwon, Se-Hyug
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.933-939
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    • 2009
  • The bivariate data in clinical research fields often has two types of failure times, which are mark variable for the first failure time and the final failure time. This paper showed how to generate bootstrap data to get Bayesian estimation for the joint distribution of bivariate survival times. The observed data was generated by Frank's family and the fake date is simulated with the Gamma prior of survival time. The bootstrap data was obtained by combining the mimic data with the observed data and the simulated fake data from the observed data.

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Comparing Imputation Methods for Doubly Censored Data

  • Yoo, Han-Na;Lee, Jae-Won
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.607-616
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    • 2009
  • In many epidemiological studies, the occurrence times of the event of interest are right-censored or interval censored. In certain situations such as the AIDS data, however, the incubation period which is the time between HIV infection and the diagnosis of AIDS is usually doubly censored. In this paper, we impute the interval censored HIV infection time using three imputation methods. Mid imputation, conditional mean imputation and approximate Bayesian bootstrap are implemented to obtain right censored data, and then Gibbs sampler is used to estimate the coefficient factor of the incubation period. By using Bayesian approach, flexible modeling and the use of prior information is available. We applied both parametric and semi-parametric methods for estimating the effect of the covariate and compared the imputation results incorporating prior information for the covariate effects.

Application of Bayesian Computational Techniques in Estimation of Posterior Distributional Properties of Lognormal Distribution

  • Begum, Mun-Ni;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.227-237
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    • 2004
  • In this paper we presented a Bayesian inference approach for estimating the location and scale parameters of the lognormal distribution using iterative Gibbs sampling algorithm. We also presented estimation of location parameter by two non iterative methods, importance sampling and weighted bootstrap assuming scale parameter as known. The estimates by non iterative techniques do not depend on the specification of hyper parameters which is optimal from the Bayesian point of view. The estimates obtained by more sophisticated Gibbs sampler vary slightly with the choices of hyper parameters. The objective of this paper is to illustrate these tools in a simpler setup which may be essential in more complicated situations.

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A nonnormal Bayesian imputation

  • Shin Minwoong;Lee Jinhee;Lee Juyoung;Lee Sangeun
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.51-56
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    • 2000
  • When the standard inference is to be used with complete data and nonresponse is ignorable, then multiple imputations should be created as repetitions under a Bayesian normal model. Many Bayesian models besides the normal, however, approximately yield the standard inference with complete data and thus many such models can be used to create proper imputations. We consider the Bayesian bootstrap (BB) application.

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Multiple imputation and synthetic data (다중대체와 재현자료 작성)

  • Kim, Joungyoun;Park, Min-Jeong
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.83-97
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    • 2019
  • As society develops, the dissemination of microdata has increased to respond to diverse analytical needs of users. Analysis of microdata for policy making, academic purposes, etc. is highly desirable in terms of value creation. However, the provision of microdata, whose usefulness is guaranteed, has a risk of exposure of personal information. Several methods have been considered to ensure the protection of personal information while ensuring the usefulness of the data. One of these methods has been studied to generate and utilize synthetic data. This paper aims to understand the synthetic data by exploring methodologies and precautions related to synthetic data. To this end, we first explain muptiple imputation, Bayesian predictive model, and Bayesian bootstrap, which are basic foundations for synthetic data. And then, we link these concepts to the construction of fully/partially synthetic data. To understand the creation of synthetic data, we review a real longitudinal synthetic data example which is based on sequential regression multivariate imputation.

Analysis of the Frailty Model with Many Ties (동측치가 많은 FRAILTY 모형의 분석)

  • Kim Yongdai;Park Jin-Kyung
    • The Korean Journal of Applied Statistics
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    • v.18 no.1
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    • pp.67-81
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    • 2005
  • Most of the previously proposed methods for the frailty model do not work well when there are many tied observations. This is partly because the empirical likelihood used is not suitable for tied observations. In this paper, we propose a new method for the frailty model with many ties. The proposed method obtains the posterior distribution of the parameters using the binomial form empirical likelihood and Bayesian bootstrap. The proposed method yields stable results and is computationally fast. To compare the proposed method with the maximum marginal likelihood approach, we do simulations.