• Proceedings of the Korean Statistical Society Conference
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• 2003.10a
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• pp.161-166
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• 2003

In this paper, a new form of generalized linear models is proposed. The proposed models consist of a distribution function of the mean response and a weighted linear combination of distribution functions of covariates. This form addresses a structural problem of the link function in the generalized linear models. Markov chain Monte Carlo methods are used to estimate the parameters within a Bayesian framework.

• Journal of the Korean Data and Information Science Society
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• v.18 no.4
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• pp.1179-1189
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• 2007

In this paper, we estimate the proportion of individuals having health insurance in a given year for several small domains cross-classified by age, sex and other demographic characteristics using the data provided by the National Center for Health Statistics(NCHS). We employ Bayesian as well as frequentist methodology to obtain small domain estimates and the associated measures of precision. One of the new features of our study is that we utilize the survey weights along with the model to derive the small domain estimates.

• Communications for Statistical Applications and Methods
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• v.10 no.1
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• pp.203-210
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• 2003

In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

• Publications of The Korean Astronomical Society
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• v.20 no.1 s.24
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• pp.109-116
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• 2005

When we measure a source signal in the presence of a background rate that has been independently measured, the usual approach is to obtain an estimate of the background rate by observing an empty part of the sky, and an estimate of the source signal plus background rate by observing the region where a source signal is expected. The source signal rate is then estimated by subtracting the background rate from the source signal plus background rate. However, when the rates or their observation times are small, this procedure can lead to negative estimates of the source signal rate, even when it should produce a positive value. By applying the Bayesian approach, we solve the problem and prove that the most probable value of source signal rate is zero when the observed total count is smaller than the expected background counts. It is also shown that the results from the conventional method is consistent with the most probable value obtained from the Bayesian approach when the source signal is large or the observation time is long enough.

• Journal of the Korean Geophysical Society
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• v.4 no.3
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• pp.175-182
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• 2001

We consider the problem of determining smoothing parameters of Gibbs priors for Bayesian methods used in the medical imaging application of emission tomographic reconstruction. We address a simple smoothing prior (membrane) whose global hyperparameter (the smoothing parameter) controls the bias/variance tradeoff of the solution. We base our maximum-likelihood (ML) estimates of hyperparameters on observed training data, and argue the motivation for this approach. Good results are obtained with a simple ML estimate of the smoothing parameter for the membrane prior.

• The Journal of Engineering Research
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• v.4 no.1
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• pp.47-54
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• 2002

We consider the problem of determining smoothing parameters of Gibbs priors for Bayesian methods used in the medical imaging application of emission tomographic reconstruction. We address a simple smoothing prior (membrane) whose global hyperparameter (the smoothing parameter) controls the bias/variance tradeoff of the solution. We base our maximum-likelihood(ML) estimates of hyperparameters on observed training data, and argue the motivation for this approach. Good results are obtained with a simple ML estimate of the smoothing parameter for the membrane prior.

• Nuclear Engineering and Technology
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• v.46 no.1
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• pp.55-62
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• 2014

A method for estimating software reliability for nuclear safety software is proposed in this paper. This method is based on the software reliability growth model (SRGM), where the behavior of software failure is assumed to follow a non-homogeneous Poisson process. Two types of modeling schemes based on a particular underlying method are proposed in order to more precisely estimate and predict the number of software defects based on very rare software failure data. The Bayesian statistical inference is employed to estimate the model parameters by incorporating software test cases as a covariate into the model. It was identified that these models are capable of reasonably estimating the remaining number of software defects which directly affects the reactor trip functions. The software reliability might be estimated from these modeling equations, and one approach of obtaining software reliability value is proposed in this paper.

• The Korean Journal of Applied Statistics
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• v.26 no.5
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• pp.737-746
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• 2013

The Bayesian method can be applied successfully to the estimation of the censored regression model introduced by Tobin (1958). The Bayes estimates show improvements over the maximum likelihood estimate; however, the performance of the Bayesian interval estimation is questionable. In Bayesian paradigm, the prior distribution usually reflects personal beliefs about the parameters. Such subjective priors will typically yield interval estimators with poor frequentist properties; however, an objective noninformative often yields a Bayesian procedure with good frequentist properties. We examine the performance of frequentist properties of noninformative priors for the Tobit regression model.

• Smart Structures and Systems
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• v.26 no.6
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• pp.735-751
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• 2020

Identification of structure parameters is crucial in Structural Health Monitoring (SHM) context for activities such as model validation, damage assessment and signal processing of structure response. In this paper, guided waves generated by piezoelectric transducers are used for in-situ and non-destructive structural parameter estimation based on Bayesian approach. As Bayesian approach needs iterative process, which is computationally expensive, this paper proposes a method in which an analytical model is selected and developed in order to decrease computational time and complexity of modeling. An experimental set-up is implemented to estimate three target elastic and geometrical parameters: Young's modulus, Poisson ratio and thickness of aluminum and steel plates. Experimental and simulated data are combined in a Bayesian framework for parameter identification. A significant accuracy is achieved regarding estimation of target parameters with maximum error of 8, 11 and 17 percent respectively. Moreover, the limitation of analytical model concerning boundary reflections is addressed and managed experimentally. Pulse excitation is selected as it can excite the structure in a wide frequency range contrary to conventional tone burst excitation. The results show that the proposed non-destructive method can be used in service for estimation of material and geometrical properties of structure in industrial applications.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.3
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• pp.203-215
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• 2022

Bayesian Networks are multivariate probabilistic factor graphs that are used to assess underlying factor relationships. From January 2005 to December 2018, the study examines how Dynamic Bayesian Networks can be utilized to estimate portfolio risk and return as well as determine inter-factor relationships among reversal profit-generating components in Pakistan's emerging market (PSX). The goal of this article is to uncover the factors that cause reversal profits in the Pakistani stock market. In visual form, Bayesian networks can generate causal and inferential probabilistic relationships. Investors might update their stock return values in the network simultaneously with fresh market information, resulting in a dynamic shift in portfolio risk distribution across the networks. The findings show that investments in low net profit margin, low investment, and high volatility-based designed portfolios yield the biggest dynamical reversal profits. The main triggering aspects related to generation reversal profits in the Pakistan market, in the long run, are net profit margin, market risk premium, investment, size, and volatility factor. Investors should invest in and build portfolios with small companies that have a low price-to-earnings ratio, small earnings per share, and minimal volatility, according to the most likely explanation.