• Title/Summary/Keyword: Bayesian linear regression model

Search Result 60, Processing Time 0.027 seconds

Bayesian forecasting approach for structure response prediction and load effect separation of a revolving auditorium

  • Ma, Zhi;Yun, Chung-Bang;Shen, Yan-Bin;Yu, Feng;Wan, Hua-Ping;Luo, Yao-Zhi
    • Smart Structures and Systems
    • /
    • v.24 no.4
    • /
    • pp.507-524
    • /
    • 2019
  • A Bayesian dynamic linear model (BDLM) is presented for a data-driven analysis for response prediction and load effect separation of a revolving auditorium structure, where the main loads are self-weight and dead loads, temperature load, and audience load. Analyses are carried out based on the long-term monitoring data for static strains on several key members of the structure. Three improvements are introduced to the ordinary regression BDLM, which are a classificatory regression term to address the temporary audience load effect, improved inference for the variance of observation noise to be updated continuously, and component discount factors for effective load effect separation. The effects of those improvements are evaluated regarding the root mean square errors, standard deviations, and 95% confidence intervals of the predictions. Bayes factors are used for evaluating the probability distributions of the predictions, which are essential to structural condition assessments, such as outlier identification and reliability analysis. The performance of the present BDLM has been successfully verified based on the simulated data and the real data obtained from the structural health monitoring system installed on the revolving structure.

Bayesian Modeling of Mortality Rates for Colon Cancer

  • Kim Hyun-Joong
    • Communications for Statistical Applications and Methods
    • /
    • v.13 no.1
    • /
    • pp.177-190
    • /
    • 2006
  • The aim of this study is to propose a Bayesian model for fitting mortality rate of colon cancer. For the analysis of mortality rate of a disease, factors such as age classes of population and spatial characteristics of the location are very important. The model proposed in this study allows the age class to be a random effect in addition to its conventional role as the covariate of a linear regression, while the spatial factor being a random effect. The model is fitted using Metropolis-Hastings algorithm. Posterior expected predictive deviances, standardized residuals, and residual plots are used for comparison of models. It is found that the proposed model has smaller residuals and better predictive accuracy. Lastly, we described patterns in disease maps for colon cancer.

Closed-form fragility analysis of the steel moment resisting frames

  • Kia, M.;Banazadeh, M.
    • Steel and Composite Structures
    • /
    • v.21 no.1
    • /
    • pp.93-107
    • /
    • 2016
  • Seismic fragility analysis is a probabilistic decision-making framework which is widely implemented for evaluating vulnerability of a building under earthquake loading. It requires ingredient named probabilistic model and commonly developed using statistics requiring collecting data in large quantities. Preparation of such a data-base is often costly and time-consuming. Therefore, in this paper, by developing generic seismic drift demand model for regular-multi-story steel moment resisting frames is tried to present a novel application of the probabilistic decision-making analysis to practical purposes. To this end, a demand model which is a linear function of intensity measure in logarithmic space is developed to predict overall maximum inter-story drift. Next, the model is coupled with a set of regression-based equations which are capable of directly estimating unknown statistical characteristics of the model parameters.To explicitly address uncertainties arise from randomness and lack of knowledge, the Bayesian regression inference is employed, when these relations are developed. The developed demand model is then employed in a Seismic Fragility Analysis (SFA) for two designed building. The accuracy of the results is also assessed by comparison with the results directly obtained from Incremental Dynamic analysis.

Bayes Prediction for Small Area Estimation

  • Lee, Sang-Eun
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.2
    • /
    • pp.407-416
    • /
    • 2001
  • Sample surveys are usually designed and analyzed to produce estimates for a large area or populations. Therefore, for the small area estimations, sample sizes are often not large enough to give adequate precision. Several small area estimation methods were proposed in recent years concerning with sample sizes. Here, we will compare simple Bayesian approach with Bayesian prediction for small area estimation based on linear regression model. The performance of the proposed method was evaluated through unemployment population data form Economic Active Population(EAP) Survey.

  • PDF

On a Bayesian Estimation of Multivariate Regression Models with Constrained Coefficient Matrix

  • Kim, Hea-Jung
    • Journal of Korean Society for Quality Management
    • /
    • v.26 no.4
    • /
    • pp.151-165
    • /
    • 1998
  • Consider the linear multivariate regression model $Y=X_1B_1+X_2B_2+U$, where Vec(U)~N(0, $\sum \bigotimes I_N$). This paper is concerned with Bayes infreence of the model when it is suspected that the elements of $B_2$ are constrained in the form of intervals. The use of the Gibbs sampler as a method for calculating Bayesian marginal posterior desnities of the parameters under a generalized conjugate prior is developed. It is shown that the a, pp.oach is straightforward to specify distributionally and to implement computationally, with output readily adopted for required inference summaries. The method developed is a, pp.ied to a real problem.

  • PDF

Statistical analysis of KNHANES data with measurement error models

  • Hwang, Jinseub
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.3
    • /
    • pp.773-779
    • /
    • 2015
  • We study a statistical analysis about the fifth wave data of the Korea National Health and Nutrition Examination Survey based on linear regression models with measurement errors. The data is obtained from a national population-based complex survey. To demonstrate the availability of measurement error models, two results between the general linear regression model and measurement error model are compared based on the model selection criteria which are Akaike information criterion and Bayesian information criterion. For our study, we use the simulation extrapolation algorithm for measurement error model and the jackknife method for the estimation of standard errors.

Prediction of compressive strength of GGBS based concrete using RVM

  • Prasanna, P.K.;Ramachandra Murthy, A.;Srinivasu, K.
    • Structural Engineering and Mechanics
    • /
    • v.68 no.6
    • /
    • pp.691-700
    • /
    • 2018
  • Ground granulated blast furnace slag (GGBS) is a by product obtained from iron and steel industries, useful in the design and development of high quality cement paste/mortar and concrete. This paper investigates the applicability of relevance vector machine (RVM) based regression model to predict the compressive strength of various GGBS based concrete mixes. Compressive strength data for various GGBS based concrete mixes has been obtained by considering the effect of water binder ratio and steel fibres. RVM is a machine learning technique which employs Bayesian inference to obtain parsimonious solutions for regression and classification. The RVM is an extension of support vector machine which couples probabilistic classification and regression. RVM is established based on a Bayesian formulation of a linear model with an appropriate prior that results in a sparse representation. Compressive strength model has been developed by using MATLAB software for training and prediction. About 70% of the data has been used for development of RVM model and 30% of the data is used for validation. The predicted compressive strength for GGBS based concrete mixes is found to be in very good agreement with those of the corresponding experimental observations.

A comparison study of Bayesian high-dimensional linear regression models (베이지안 고차원 선형 회귀분석에서의 비교연구)

  • Shin, Ju-Won;Lee, Kyoungjae
    • The Korean Journal of Applied Statistics
    • /
    • v.34 no.3
    • /
    • pp.491-505
    • /
    • 2021
  • We consider linear regression models in high-dimensional settings (p ≫ n) and compare various classes of priors. The spike and slab prior is one of the most widely used priors for Bayesian regression models, but its model space is vast, resulting in a bad performance in finite samples. As an alternative, various continuous shrinkage priors, including the horseshoe prior and its variants, have been proposed. Although each of the above priors has been investigated separately, exhaustive comparative studies of their performance have been conducted very rarely. In this study, we compare the spike and slab prior, the horseshoe prior and its variants in various simulation settings. The performance of each method is demonstrated in terms of the regression coefficient estimation and variable selection. Finally, some remarks and suggestions are given based on comprehensive simulation studies.

Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.4
    • /
    • pp.407-420
    • /
    • 1998
  • This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

  • PDF

Development of Medical Cost Prediction Model Based on the Machine Learning Algorithm (머신러닝 알고리즘 기반의 의료비 예측 모델 개발)

  • Han Bi KIM;Dong Hoon HAN
    • Journal of Korea Artificial Intelligence Association
    • /
    • v.1 no.1
    • /
    • pp.11-16
    • /
    • 2023
  • Accurate hospital case modeling and prediction are crucial for efficient healthcare. In this study, we demonstrate the implementation of regression analysis methods in machine learning systems utilizing mathematical statics and machine learning techniques. The developed machine learning model includes Bayesian linear, artificial neural network, decision tree, decision forest, and linear regression analysis models. Through the application of these algorithms, corresponding regression models were constructed and analyzed. The results suggest the potential of leveraging machine learning systems for medical research. The experiment aimed to create an Azure Machine Learning Studio tool for the speedy evaluation of multiple regression models. The tool faciliates the comparision of 5 types of regression models in a unified experiment and presents assessment results with performance metrics. Evaluation of regression machine learning models highlighted the advantages of boosted decision tree regression, and decision forest regression in hospital case prediction. These findings could lay the groundwork for the deliberate development of new directions in medical data processing and decision making. Furthermore, potential avenues for future research may include exploring methods such as clustering, classification, and anomaly detection in healthcare systems.