• Title/Summary/Keyword: Bayesian information

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Bayesian Inference for Littlewood-Verrall Reliability Model

  • Choi, Ki-Heon;Choi, Hae-Ja
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.1-9
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    • 2003
  • In this paper we discuss Bayesian computation and model selection for Littlewood-Verrall model using Gibbs sampling. A numerical example with a simulated data is given.

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Objective Bayesian inference based on upper record values from Rayleigh distribution

  • Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.411-430
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    • 2018
  • The Bayesian approach is a suitable alternative in constructing appropriate models for observed record values because the number of these values is small. This paper provides an objective Bayesian analysis method for upper record values arising from the Rayleigh distribution. For the objective Bayesian analysis, the Fisher information matrix for unknown parameters is derived in terms of the second derivative of the log-likelihood function by using Leibniz's rule; subsequently, objective priors are provided, resulting in proper posterior distributions. We examine if these priors are the PMPs. In a simulation study, inference results under the provided priors are compared through Monte Carlo simulations. Through real data analysis, we reveal a limitation of the appropriate confidence interval based on the maximum likelihood estimator for the scale parameter and evaluate the models under the provided priors.

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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Two Bayesian methods for sample size determination in clinical trials

  • Kwak, Sang-Gyu;Kim, Dal-Ho;Shin, Im-Hee;Kim, Ho-Gak;Kim, Sang-Gyung
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.6
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    • pp.1343-1351
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    • 2010
  • Sample size determination is very important part in clinical trials because it influences the time and the cost of the experimental studies. In this article, we consider the Bayesian methods for sample size determination based on hypothesis testing. Specifically we compare the usual Bayesian method using Bayes factor with the decision theoretic method using Bayesian reference criterion in mean difference problem for the normal case with known variances. We illustrate two procedures numerically as well as graphically.

Fingerprinting Bayesian Algorithm for Indoor Location Determination (실내 측위 결정을 위한 Fingerprinting Bayesian 알고리즘)

  • Lee, Jang-Jae;Kwon, Jang-Woo;Jung, Min-A;Lee, Seong-Ro
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.6B
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    • pp.888-894
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    • 2010
  • For the indoor positioning, wireless fingerprinting is most favorable because fingerprinting is most accurate among the technique for wireless network based indoor positioning which does not require any special equipments dedicated for positioning. The deployment of a fingerprinting method consists of off-line phase and on-line phase and more efficient and accurate methods have been studied. This paper proposes a bayesian algorithm for wireless fingerprinting and indoor location determination using fuzzy clustering with bayesian learning as a statistical learning theory.

Nonparametric Bayesian estimation on the exponentiated inverse Weibull distribution with record values

  • Seo, Jung In;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.611-622
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    • 2014
  • The inverse Weibull distribution (IWD) is the complementary Weibull distribution and plays an important role in many application areas. In Bayesian analysis, Soland's method can be considered to avoid computational complexities. One limitation of this approach is that parameters of interest are restricted to a finite number of values. This paper introduce nonparametric Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution (EIWD). In stead of Soland's conjugate piror, stick-breaking prior is considered and the corresponding Bayesian estimators under the squared error loss function (quadratic loss) and LINEX loss function are obtained and compared with other estimators. The results may be of interest especially when only record values are stored.

A new security model in p2p network based on Rough set and Bayesian learner

  • Wang, Hai-Sheng;Gui, Xiao-Lin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.6 no.9
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    • pp.2370-2387
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    • 2012
  • A new security management model based on Rough set and Bayesian learner is proposed in the paper. The model focuses on finding out malicious nodes and getting them under control. The degree of dissatisfaction (DoD) is defined as the probability that a node belongs to the malicious node set. Based on transaction history records local DoD (LDoD) is calculated. And recommended DoD (RDoD) is calculated based on feedbacks on recommendations (FBRs). According to the DoD, nodes are classified and controlled. In order to improve computation accuracy and efficiency of the probability, we employ Rough set combined with Bayesian learner. For the reason that in some cases, the corresponding probability result can be determined according to only one or two attribute values, the Rough set module is used; And in other cases, the probability is computed by Bayesian learner. Compared with the existing trust model, the simulation results demonstrate that the model can obtain higher examination rate of malicious nodes and achieve the higher transaction success rate.

Anomaly Detection in Smart Homes Using Bayesian Networks

  • Saqaeeyan, Sasan;javadi, Hamid Haj Seyyed;Amirkhani, Hossein
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.4
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    • pp.1796-1816
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    • 2020
  • The health and safety of elderly and disabled patients who cannot live alone is an important issue. Timely detection of sudden events is necessary to protect these people, and anomaly detection in smart homes is an efficient approach to extracting such information. In the real world, there is a causal relationship between an occupant's behaviour and the order in which appliances are used in the home. Bayesian networks are appropriate tools for assessing the probability of an effect due to the occurrence of its causes, and vice versa. This paper defines different subsets of random variables on the basis of sensory data from a smart home, and it presents an anomaly detection system based on various models of Bayesian networks and drawing upon these variables. We examine different models to obtain the best network, one that has higher assessment scores and a smaller size. Experimental evaluations of real datasets show the effectiveness of the proposed method.

Estimation of Defect Clustering Parameter Using Markov Chain Monte Carlo (Markov Chain Monte Carlo를 이용한 반도체 결함 클러스터링 파라미터의 추정)

  • Ha, Chung-Hun;Chang, Jun-Hyun;Kim, Joon-Hyun
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.3
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    • pp.99-109
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    • 2009
  • Negative binomial yield model for semiconductor manufacturing consists of two parameters which are the average number of defects per die and the clustering parameter. Estimating the clustering parameter is quite complex because the parameter has not clear closed form. In this paper, a Bayesian approach using Markov Chain Monte Carlo is proposed to estimate the clustering parameter. To find an appropriate estimation method for the clustering parameter, two typical estimators, the method of moments estimator and the maximum likelihood estimator, and the proposed Bayesian estimator are compared with respect to the mean absolute deviation between the real yield and the estimated yield. Experimental results show that both the proposed Bayesian estimator and the maximum likelihood estimator have excellent performance and the choice of method depends on the purpose of use.

Bayesian Tests for Independence and Symmetry in Freund's Bivariate Exponential Model

  • Cho, Jang-Sik;Kim, Dal-Ho;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.135-146
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    • 1999
  • In this paper, we consider the Bayesian hypotheses testing for independence and symmetry in Freund's bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results to analyze some data sets.

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