• Journal of Animal Science and Technology
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• 제44권2호
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• pp.151-164
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• 2002

한우의 근내지방도 또는 임신 여부 등과 같이 이산형 분포의 성질을 갖는 다수의 형질들에 대한 유전모수 및 종축의 유전능력을 평가하기 위한 방법으로써 Threshold 모형하에서 Bayesian 추론방법의 일종인 Gibbs sampling방법을 모의실험을 통하여 알아보았으며 기록이 누락된 다수의 형질을 포함하는 다형질 Threshold 개체모형에서의 종축평가 방법론을 제시하였다. 이산형 형질의 관측치에 대응하는 임의의 잠재변수는 기록을 갖고 있는 형질들에 대한 사전정보를 고려한 사후조건확률분포에서 Gibbs sampling을 할 때 모수에 근접하는 확률분포를 얻을 수 있었으며 이러한 이산형 기록들에 대한 육종가 추정치는 선형모형에서 보다 Threshold 모형에서의 추정치가 실제 모수에 더욱 근접하는 것을 알 수 있었다. 따라서 기록이 누락된 개체들에 대한 이산형 분포를 갖는 형질들에 대하여 선형분포를 갖는 형질들과 함께 동시 유전분석할 때 Threshod 모형이 일반 선형모형 보다 적합함을 알 수 있었다.

• Smart Structures and Systems
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• 제15권3호
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• pp.735-749
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• 2015

The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

• Animal Bioscience
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• 제34권2호
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• pp.185-191
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• 2021

Objective: The objective of this study was to estimate the genetic parameters for worm resistance (WR) and associated characteristics, using the linear-threshold animal model via Bayesian inference in single- and multiple-trait analyses. Methods: Data were collected from a herd of Santa Inês breed sheep. All information was collected with animals submitted to natural contamination conditions. All data (number of eggs per gram of feces [FEC], Famacha score [FS], body condition score [BCS], and hematocrit [HCT]) were collected on the same day. The animals were weighed individually on the day after collection (after 12-h fasting). The WR trait was defined by the multivariate cluster analysis, using the FEC, HCT, BCS, and FS of material collected from naturally infected sheep of the Santa Inês breed. The variance components and genetic parameters for the WR, FEC, HCT, BCS, and FS traits were estimated using the Bayesian inference under the linear and threshold animal model. Results: A low magnitude was obtained for repeatability of worm-related traits. The mean values estimated for heritability were of low-to-high (0.05 to 0.88) magnitude. The FEC, HCT, BCS, FS, and body weight traits showed higher heritability (although low magnitude) in the multiple-trait model due to increased information about traits. All WR characters showed a significant genetic correlation, and heritability estimates ranged from low (0.44; single-trait model) to high (0.88; multiple-trait model). Conclusion: Therefore, we suggest that FS be included as a criterion of ovine genetic selection for endoparasite resistance using the trait defined by multivariate cluster analysis, as it will provide greater genetic gains when compared to any single trait. In addition, its measurement is easy and inexpensive, exhibiting greater heritability and repeatability and a high genetic correlation with the trait of resistance to worms.

• Communications for Statistical Applications and Methods
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• 제25권1호
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• pp.43-60
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• 2018

This paper considers the use of classical and Bayesian inference methods to analyze data generated by variables whose natural behavior can be modeled using asymmetric distributions in the presence of left censoring. Our approach used a $L{\grave{e}}vy$ distribution in the presence of left censored data and covariates. This distribution could be a good alternative to model data with asymmetric behavior in many applications as lifetime data for instance, especially in engineering applications and health research, when some observations are large in comparison to other ones and standard distributions commonly used to model asymmetry data like the exponential, Weibull or log-logistic are not appropriate to be fitted by the data. Inferences for the parameters of the proposed model under a classical inference approach are obtained using a maximum likelihood estimators (MLEs) approach and usual asymptotical normality for MLEs based on the Fisher information measure. Under a Bayesian approach, the posterior summaries of interest are obtained using standard Markov chain Monte Carlo simulation methods and available software like SAS. A numerical illustration is presented considering data of thyroglobulin levels present in a group of individuals with differentiated cancer of thyroid.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 춘계학술대회
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• pp.83-126
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• 2005

Single-index models have found applications in econometrics and biometrics, where multidimensional regression models are often encountered. Here we propose a nonparametric estimation approach that combines wavelet methods for non-equispaced designs with Bayesian models. We consider a wavelet series expansion of the unknown regression function and set prior distributions for the wavelet coefficients and the other model parameters. To ensure model identifiability, the direction parameter is represented via its polar coordinates. We employ ad hoc hierarchical mixture priors that perform shrinkage on wavelet coefficients and use Markov chain Monte Carlo methods for a posteriori inference. We investigate an independence-type Metropolis-Hastings algorithm to produce samples for the direction parameter. Our method leads to simultaneous estimates of the link function and of the index parameters. We present results on both simulated and real data, where we look at comparisons with other methods.

• Communications for Statistical Applications and Methods
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• 제21권4호
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• pp.285-296
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• 2014

The quantile residual life function has been effectively used to interpret results from the analysis of the proportional hazards model for censored survival data; however, the quantile residual life function is not always estimable with currently available semi-parametric regression methods in the presence of heavy censoring. A parametric regression approach may circumvent the difficulty of heavy censoring, but parametric assumptions on a baseline hazard function can cause a potential bias. This article proposes a Bayesian semi-parametric regression approach for inference on an unknown baseline hazard function while adjusting for available covariates. We consider a model-based approach but the proposed method does not suffer from strong parametric assumptions, enjoying a closed-form specification of the parametric regression approach without sacrificing the flexibility of the semi-parametric regression approach. The proposed method is applied to simulated data and heavily censored survival data to estimate various quantile residual lifetimes and adjust for important prognostic factors.

• Journal of the Korean Data and Information Science Society
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• 제27권5호
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• pp.1433-1441
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• 2016

Small area model provides reliable and accurate estimations when the sample size is not sufficient. Our dataset has an inherent nonlinear pattern which signicantly affects our inference. In this case, we could consider semiparametric models such as truncated polynomial basis function and radial basis function. In this paper, we study four Bayesian semiparametric models for small areas to handle this point. Four small area models are based on two kinds of basis function and different knots positions. To evaluate the different estimates, four comparison measurements have been employed as criteria. In these comparison measurements, the truncated polynomial basis function with equal quantile knots has shown the best result. In Bayesian calculation, we use Gibbs sampler to solve the numerical problems.

• 융합보안논문지
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• 제6권3호
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• pp.117-126
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• 2006

본 논문은 소프트웨어 신뢰성장 모형에 대한 베이지안 모수추론과 모형선택 방법이 연구되었다. 소프트웨어 성장 모형은 내재되어 있는 오류와 고장 간격시간으로 모형화하면 소프트웨어 개발 단계에서 유용하게 사용할 수 있다. 본 논문에서는 사후 분포의 정보를 얻기 위한 다중 적분문제에 있어서 일종의 마코브 체인 몬테칼로 방법인 깁스 샘플링을 사용하여 사후 분포의 계산이 이루어졌다. 확산 사전 분포를 가진 소프트웨어 신뢰성에 의존된 일반적 순서 통계량 모형에 대하여 베이지안 모수 추정이 이루어 졌고 효율적인 모형의 선택방법도 시행되었다. 모형 설정과 선택 판단기준은 편차 자승합을 이용한 적합도 검정과 추세 검정이 사용되었다. 본 논문에서 사용된 소프트웨어 고장 자료는 Minitab(version 14) 통계 페키지에 있는 와이블분포(형상모수가 2이고 척도모수가 5)에서 발생시킨 30개의 난수를 이용한 모의 실험자료를 이용하여 고장자료 분석을 시행하였다.

• 정보처리학회논문지D
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• 제9D권3호
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• pp.389-398
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• 2002

본 논문에서는 비동질 포아송 과정에 기초한 소프트웨어 오류 현상에 대한 신뢰도 모형을 고려하고 사전정보를 이용한 베이지안 추론을 시행하였다. 고장 패턴은 NHPP에 대한 강도함수와 평균값 함수로서 나타낼 수 있다. 따라서 본 논문에서는 기존의 모형인 Goel이 제시한 모형과 신뢰성 분포로 많이 사용되는 와이블 분포의 특수형태인 레일리분포와 라플라스 분포를 이용한 모형을 제시하여 베이지안 추론을 시행하고 또, 효율적 모형을 위한 모형선택으로서 편차자승합을 이용하여 비교하였다. 모수의 추정을 위해서 마코브체인 몬테카를로 기법중에 하나인 깁스샘플링을 이용한 근사추정 기법이 사용되었다. 수치적인 예에서는 실측자료인 NTDS 자료를 이용하여 모수 및 신뢰도를 추정하였고 편차자승합을 이용한 모형비교의 결과를 나열하였다.

• Smart Structures and Systems
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• 제17권3호
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• pp.445-470
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• 2016

In this study, the Bayesian probabilistic framework is investigated for modal identification and modal identifiability based on the field measurements provided in the structural health monitoring benchmark problem of an instrumented cable-stayed bridge named Ting Kau Bridge (TKB). The comprehensive structural health monitoring system on the cable-stayed TKB has been operated for more than ten years and it is recognized as one of the best test-beds with readily available field measurements. The benchmark problem of the cable-stayed bridge is established to stimulate investigations on modal identifiability and the present paper addresses this benchmark problem from the Bayesian prospective. In contrast to deterministic approaches, an appealing feature of the Bayesian approach is that not only the optimal values of the modal parameters can be obtained but also the associated estimation uncertainty can be quantified in the form of probability distribution. The uncertainty quantification provides necessary information to evaluate the reliability of parametric identification results as well as modal identifiability. Herein, the Bayesian spectral density approach is conducted for output-only modal identification and the Bayesian model class selection approach is used to evaluate the significance of different modes in modal identification. Detailed analysis on the modal identification and modal identifiability based on the measurements of the bridge will be presented. Moreover, the advantages and potentials of Bayesian probabilistic framework on structural health monitoring will be discussed.