• 한국통계학회:학술대회논문집
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• 한국통계학회 2005년도 추계 학술발표회 논문집
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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.

• 대한산업공학회지
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• 제42권4호
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• pp.256-262
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• 2016

The Weibull is widely used in reliability analysis, and several studies have attempted to improve estimation of the distribution's parameters. least squares estimation (LSE) or Maximum likelihood estimation (MLE) are often used to estimate distribution parameters. However, it has been proven that Bayesian methods are more suitable for small sample sizes than LSE and MLE. In this work, the Weibull parameter estimation accuracy of LSE, MLE, and Bayesian method are compared for sample sets with 3 to 30 data points. The Bayesian method was most accurate for sample sizes under 25, and the accuracy of the Bayesian method was similar to LSE and MLE as the sample size increased.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.685-699
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• 2006

Commercial banks and other related areas have developed internal models to better quantify their financial risks. Since an appropriate credit risk model plays a very important role in the risk management at financial institutions, it needs more accurate model which forecasts the credit losses, and statistical inference on that model is required. In this paper, we propose a new method for estimating a default rate. It is a Bayesian approach using the power prior which allows for incorporating of historical data to estimate the default rate. Inference on current data could be more reliable if there exist similar data based on previous studies. Ibrahim and Chen (2000) utilize these data to characterize the power prior. It allows for incorporating of historical data to estimate the parameters in the models. We demonstrate our methodologies with a real data set regarding SOHO data and also perform a simulation study.

• Journal of the Korean Statistical Society
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• 제30권1호
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• pp.163-178
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• 2001

We consider the experimental design problem of selecting values of design variables x for observation of a response y that depends on x and on model parameters $\theta$. The form of the dependence may be quite general, including all linear and nonlinear modeling situations. The goal of the design selection is to efficiently estimate functions of $\theta$. Three new criteria for selecting design points x are presented. The criteria generalized the usual Bayesian optimal design criteria to situations n which the prior distribution for $\theta$ amy be uncertain. We assume that there are several possible prior distributions,. The new criteria are applied to the nonlinear problem of designing to estimate the turning point of a quadratic equation. We give both analytic and computational results illustrating the robustness of the optimal designs based on the new criteria.

• Genomics & Informatics
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• 제17권4호
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• pp.37.1-37.8
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• 2019

Isolation-with-migration (IM) models have become popular for explaining population divergence in the presence of migrations. Bayesian methods are commonly used to estimate IM models, but they are limited to small data analysis or simple model inference. Recently three methods, IMa3, MIST, and AIM, resolved these limitations. Here, we describe the major problems addressed by these three software and compare differences among their inference methods, despite their use of the same standard likelihood function.

• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.621-633
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• 2006

In this paper, we estimate multiple change-points when the data follow the normal distributions in the Bayesian way. Evolutionary Monte Carlo (EMC) algorithm is applied into general Bayesian model with variable-dimension parameters and shows its usefulness and efficiency as a promising tool especially for computational issues. The method is applied to the humidity data of Seoul and the final model is determined based on BIC.

• 한국정보통신학회논문지
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• 제17권12호
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• pp.3009-3015
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• 2013

차세대 시퀀싱(NGS)은 암에서 전사체 싱글 뉴클레오티드 변형 발견과 모든 지놈 발견을 가능하게 한다. 어느 한 위치에서 배열된 다수의 짧은 리드 시퀀스로부터 개인의 유전자형을 결정하는 가장 기초적인 방법이다. Byesian 알고리즘은 사후 유전자형 확률을 사용하여 파라미터 추정한다. 또 다른 방법인 EM 알고리즘은 최대 가능성 추정 방법을 사용해서 관측된 데이터에서 파라미터를 추정한다. 본 논문에서는 새로운 유전자형 조사 시스템을 제안하고 시퀀싱 에러 비율과 체세포 돌연 변이 상태 그리고 유전자형 확률의 사후 추정치에 관한 샘플 크기(S = 50, 100, 500)의 영향을 비교 분석하였다. 그 결과 작은 샘플 크기 50에서도 Byesian 알고리즘을 사용하여 추정한 파라미터가 EM 알고리즘 보다 더 정확하게 실제 파라미터에 근접하였다.

• 응용통계연구
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• 제24권2호
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• pp.293-305
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• 2011

변동성은 최근 경제가 급변하면서 옵션의 가격 결정과 자산의 위험관리에서 그 중요성이 더 커지고 있다. 이러한 변동성은 분산을 지칭하며, 위험(risk)을 측정하는 수단이 되므로 정확한 추정과 예측이 매우 필요하다. 본 논문에서는 변동성에 대한 모형으로 오차항이 ARMA(p, q)-GARCH(r, s) 모형을 따르는 회귀모형을 설정하고, 이 모형의 모수에 대해 베이지안 추정법을 제시하였다. 또한 평균과 분산(변동성)에 대한 예측값을 구하고 이에 대한 베이지안 구간추정을 하였다. 이를 500개의 모의실험 자료를 통해 최우추정법과 비교하였다. 뿐만 아니라, 베이지안 방법을 이용하여 Frequentist의 관점에서는 구하기 어려운 GARCH 모형에서의 일종의 단위근이 존재할 확률을 구하였다.

• 응용통계연구
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• 제22권6호
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• pp.1167-1176
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• 2009

항만이나 공항의 소유구조에 대한 효율성 분석은 지금까지 서로 엇갈리는 결과를 제시하고 있다. 즉, 민영화 또는 공영화로 인한 효율성 효과가 자료 또는 분석 방법에 따라서 일치된 결과를 보여주지 않고 있다. 본 논문은 국내의 항만이 포함된 국제 항만 교역데이터베이스를 기반으로 베이지안 확률적 프런티어 모형을 적용하여 항만의 소유 구조에 따른 효율성 분석을 하였다. 소유 구조는 Tongzon과 Heng (2005)의 방법을 따랐으며 제안된 몇 가지 모형과 그들의 모형을 DIC 통계량을 이용하여 비교하였다. 베이지안 추론에 필요한 MCMC 방법은 Griffin과 Steel (2007)에서 소개된 WinBUGS 프로그램을 이용하여 구현하였다.

• Animal Bioscience
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• 제34권7호
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• pp.1100-1104
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• 2021

Objective: The objective of present study was to estimate heritability of non-return rate (NRR) and success of first insemination (SFI) by using the Bayesian approach with Gibbs sampling. Methods: Heifer Traits were denoted as NRR-h and SFI-h, and cow traits as NRR-c and SFI-c. The variance covariance components were estimated using threshold model under Bayesian procedures THRGIBBS1F90. Results: The SFI was more relevant to evaluating success of insemination because a high percentage of animals that demonstrated no return did not successfully conceive in NRR. Estimated heritability of NRR and SFI in heifers were 0.032 and 0.039 and the corresponding estimates for cows were 0.020 and 0.027. The model showed low values of Geweke (p-value ranging between 0.012 and 0.018) and a low Monte Carlo chain error, indicating that the amount of a posteriori for the heritability estimate was valid for binary traits. Genetic correlation between the same traits among heifers and cows by using the two-trait threshold model were low, 0.485 and 0.591 for NRR and SFI, respectively. High genetic correlations were observed between NRR-h and SFI-h (0.922) and between NRR-c and SFI-c (0.954). Conclusion: SFI showed slightly higher heritability than NRR but the two traits are genetically correlated. Based on this result, both two could be used for early indicator for evaluate the capacity of cows to conceive.