• Title/Summary/Keyword: Bayesian estimation

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Real-Time Motion Estimation Algorithm for Mobile Surveillance Robot (모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘)

  • Han, Cheol-Hoon;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.3
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    • pp.311-316
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    • 2009
  • This paper presents the motion estimation algorithm on real-time for mobile surveillance robot using particle filter. the particle filter that based on the monte carlo's sampling method, use bayesian conditional probability model which having prior distribution probability and posterior distribution probability. However, the initial probability density was set to define randomly in the most of particle filter. In this paper, we find first the initial probability density using Sum of Absolute Difference(SAD). and we applied it in the partical filter. In result, more robust real-time estimation and tracking system on the randomly moving object was realized in the mobile surveillance robot environments.

Improved Super-Resolution Algorithm using MAP based on Bayesian Approach

  • Jang, Jae-Lyong;Cho, Hyo-Moon;Cho, Sang-Bock
    • Proceedings of the KIEE Conference
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    • 2007.04a
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    • pp.35-37
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    • 2007
  • Super resolution using stochastic approach which based on the Bayesian approach is to easy modeling for a priori knowledge. Generally, the Bayesian estimation is used when the posterior probability density function of the original image can be established. In this paper, we introduced the improved MAP algorithm based on Bayesian which is stochastic approach in spatial domain. And we presented the observation model between the HR images and LR images applied with MAP reconstruction method which is one of the major in the SR grid construction. Its test results, which are operation speed, chip size and output high resolution image Quality. are significantly improved.

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Posterior density estimation of Kappa via Gibbs sampler in the beta-binomial model (베타-이항 분포에서 Gibbs sampler를 이용한 평가 일치도의 사후 분포 추정)

  • 엄종석;최일수;안윤기
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.9-19
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    • 1994
  • Beta-binomial model, which is reparametrized in terms of the mean probability $\mu$ of a positive deagnosis and the $\kappa$ of agreement, is widely used in psychology. When $\mu$ is close to 0, inference about $\kappa$ become difficult because likelihood function becomes constant. We consider Bayesian approach in this case. To apply Bayesian analysis, Gibbs sampler is used to overcome difficulties in integration. Marginal posterior density functions are estimated and Bayesian estimates are derived by using Gibbs sampler and compare the results with the one obtained by using numerical integration.

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Developing Noninformative Priors for the Common Mean of Several Normal Populations

  • Kim, Yeong-Hwa;Sohn, Eun-Seon
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.59-74
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    • 2004
  • The paper considers the Bayesian interval estimation for the common mean of several normal populations. A Bayesian procedure is proposed based on the idea of matching asymptotically the coverage probabilities of Bayesian credible intervals with their frequentist counterparts. Several frequentist procedures based on pivots and P-values are introduced and compared with Bayesian procedure through simulation study. Both simulation results demonstrate that the Bayesian procedure performs as well or better than any available frequentist procedure even from a frequentist perspective.

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Bayesian Curve-Fitting in Semiparametric Small Area Models with Measurement Errors

  • Hwang, Jinseub;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • v.22 no.4
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    • pp.349-359
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    • 2015
  • We study a semiparametric Bayesian approach to small area estimation under a nested error linear regression model with area level covariate subject to measurement error. Consideration is given to radial basis functions for the regression spline and knots on a grid of equally spaced sample quantiles of covariate with measurement errors in the nested error linear regression model setup. We conduct a hierarchical Bayesian structural measurement error model for small areas and prove the propriety of the joint posterior based on a given hierarchical Bayesian framework since some priors are defined non-informative improper priors that uses Markov Chain Monte Carlo methods to fit it. Our methodology is illustrated using numerical examples to compare possible models based on model adequacy criteria; in addition, analysis is conducted based on real data.

Markov Chain Monte Carol estimation in Two Successive Occasion Sampling with Radomized Response Model

  • Lee, Kay-O
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.211-224
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    • 2000
  • The Bayes estimation of the proportion in successive occasions sampling with randomized response model is discussed by means of Acceptance Rejection sampling. Bayesian estimation of transition probabilities in two successive occasions is suggested via Markov Chain Monte Carlo algorithm and its applicability is represented in a numerical example.

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MCMC Approach for Parameter Estimation in the Structural Analysis and Prognosis

  • An, Da-Wn;Gang, Jin-Hyuk;Choi, Joo-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.23 no.6
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    • pp.641-649
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    • 2010
  • Estimation of uncertain parameters is required in many engineering problems which involve probabilistic structural analysis as well as prognosis of existing structures. In this case, Bayesian framework is often employed, which is to represent the uncertainty of parameters in terms of probability distributions conditional on the provided data. The resulting form of distribution, however, is not amenable to the practical application due to its complex nature making the standard probability functions useless. In this study, Markov chain Monte Carlo (MCMC) method is proposed to overcome this difficulty, which is a modern computational technique for the efficient and straightforward estimation of parameters. Three case studies that implement the estimation are presented to illustrate the concept. The first one is an inverse estimation, in which the unknown input parameters are inversely estimated based on a finite number of measured response data. The next one is a metamodel uncertainty problem that arises when the original response function is approximated by a metamodel using a finite set of response values. The last one is a prognostics problem, in which the unknown parameters of the degradation model are estimated based on the monitored data.

Texture segmentation using Neural Networks and multi-scale Bayesian image segmentation technique (신경회로망과 다중스케일 Bayesian 영상 분할 기법을 이용한 결 분할)

  • Kim Tae-Hyung;Eom Il-Kyu;Kim Yoo-Shin
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.4 s.304
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    • pp.39-48
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    • 2005
  • This paper proposes novel texture segmentation method using Bayesian estimation method and neural networks. We use multi-scale wavelet coefficients and the context information of neighboring wavelets coefficients as the input of networks. The output of neural networks is modeled as a posterior probability. The context information is obtained by HMT(Hidden Markov Tree) model. This proposed segmentation method shows better performance than ML(Maximum Likelihood) segmentation using HMT model. And post-processed texture segmentation results as using multi-scale Bayesian image segmentation technique called HMTseg in each segmentation by HMT and the proposed method also show that the proposed method is superior to the method using HMT.

Estimating dose-response curves using splines: a nonparametric Bayesian knot selection method

  • Lee, Jiwon;Kim, Yongku;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.287-299
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    • 2022
  • In radiation epidemiology, the excess relative risk (ERR) model is used to determine the dose-response relationship. In general, the dose-response relationship for the ERR model is assumed to be linear, linear-quadratic, linear-threshold, quadratic, and so on. However, since none of these functions dominate other functions for expressing the dose-response relationship, a Bayesian semiparametric method using splines has recently been proposed. Thus, we improve the Bayesian semiparametric method for the selection of the tuning parameters for splines as the number and location of knots using a Bayesian knot selection method. Equally spaced knots cannot capture the characteristic of radiation exposed dose distribution which is highly skewed in general. Therefore, we propose a nonparametric Bayesian knot selection method based on a Dirichlet process mixture model. Inference of the spline coefficients after obtaining the number and location of knots is performed in the Bayesian framework. We apply this approach to the life span study cohort data from the radiation effects research foundation in Japan, and the results illustrate that the proposed method provides competitive curve estimates for the dose-response curve and relatively stable credible intervals for the curve.

RELIABILITY ANALYSIS FOR THE TWO-PARAMETER PARETO DISTRIBUTION UNDER RECORD VALUES

  • Wang, Liang;Shi, Yimin;Chang, Ping
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1435-1451
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    • 2011
  • In this paper the estimation of the parameters as well as survival and hazard functions are presented for the two-parameter Pareto distribution by using Bayesian and non-Bayesian approaches under upper record values. Maximum likelihood estimation (MLE) and interval estimation are derived for the parameters. Bayes estimators of reliability performances are obtained under symmetric (Squared error) and asymmetric (Linex and general entropy (GE)) losses, when two parameters have discrete and continuous priors, respectively. Finally, two numerical examples with real data set and simulated data, are presented to illustrate the proposed method. An algorithm is introduced to generate records data, then a simulation study is performed and different estimates results are compared.