• Title/Summary/Keyword: Bayesian methods

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Recent advances in Bayesian inference of isolation-with-migration models

  • Chung, Yujin
    • Genomics & Informatics
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    • 제17권4호
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    • pp.37.1-37.8
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    • 2019
  • Isolation-with-migration (IM) models have become popular for explaining population divergence in the presence of migrations. Bayesian methods are commonly used to estimate IM models, but they are limited to small data analysis or simple model inference. Recently three methods, IMa3, MIST, and AIM, resolved these limitations. Here, we describe the major problems addressed by these three software and compare differences among their inference methods, despite their use of the same standard likelihood function.

Bayesian Analysis for a Functional Regression Model with Truncated Errors in Variables

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.77-91
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    • 2002
  • This paper considers a functional regression model with truncated errors in explanatory variables. We show that the ordinary least squares (OLS) estimators produce bias in regression parameter estimates under misspecified models with ignored errors in the explanatory variable measurements, and then propose methods for analyzing the functional model. Fully parametric frequentist approaches for analyzing the model are intractable and thus Bayesian methods are pursued using a Markov chain Monte Carlo (MCMC) sampling based approach. Necessary theories involved in modeling and computation are provided. Finally, a simulation study is given to illustrate and examine the proposed methods.

베이즈와 이산형 모형을 이용한 비율에 대한 추론 교수법의 고찰

  • 박태룡
    • 한국수학사학회지
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    • 제13권1호
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    • pp.99-112
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    • 2000
  • In this paper we discuss the teaching methods about statistical inferences. Bayesian methods have the attractive feature that statistical conclusions can be stated using the language of subjective probability. Simple methods of teaching Bayes' rule described, and these methods are illustrated for inference and prediction problems for one proportions. Also, we discuss the advantages and disadvantages of traditional and Bayesian approachs in teaching inference.

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Bayesian Estimation of the Nakagami-m Fading Parameter

  • Son, Young-Sook;Oh, Mi-Ra
    • Communications for Statistical Applications and Methods
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    • 제14권2호
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    • pp.345-353
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    • 2007
  • A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

베이지안 기법에 기반한 수명자료 분석에 관한 문헌 연구: 2000~2016 (A Review on the Analysis of Life Data Based on Bayesian Method: 2000~2016)

  • 원동연;임준형;심현수;성시일;임헌상;김용수
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제17권3호
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    • pp.213-223
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    • 2017
  • Purpose: The purpose of this study is to arrange the life data analysis literatures based on the Bayesian method quantitatively and provide it as tables. Methods: The Bayesian method produces a more accurate estimates of other traditional methods in a small sample size, and it requires specific algorithm and prior information. Based on these three characteristics of the Bayesian method, the criteria for classifying the literature were taken into account. Results: In many studies, there are comparisons of estimation methods for the Bayesian method and maximum likelihood estimation (MLE), and sample size was greater than 10 and not more than 25. In probability distributions, a variety of distributions were found in addition to the distributions of Weibull commonly used in life data analysis, and MCMC and Lindley's Approximation were used evenly. Finally, Gamma, Uniform, Jeffrey and extension of Jeffrey distributions were evenly used as prior information. Conclusion: To verify the characteristics of the Bayesian method which are more superior to other methods in a smaller sample size, studies in less than 10 samples should be carried out. Also, comparative study is required by various distributions, thereby providing guidelines necessary.

키스트로크 인식을 위한 패턴분류 방법 (Pattern Classification Methods for Keystroke Identification)

  • 조태훈
    • 한국정보통신학회논문지
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    • 제10권5호
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    • pp.956-961
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    • 2006
  • 키스트로크 시간간격은 컴퓨터사용자의 검증 및 인식에서 분별적인 특징이 될 수 있다. 본 논문은 키스트로크 시간간격을 특징으로, 신경망의 역전파 알고리즘과 Bayesian 분류기, 그리고 k-NN을 이용한 분류기의 사용자 인식 성능을 비교 실험하였다. 실험 결과, 사용자당 샘플의 개수가 작을 경우에는 k-NN 알고리즘이 가장 성능이 좋았고, 사용자당 샘플의 개수가 많을 경우에는 Bayesian 분류기의 성능이 가장 뛰어난 결과를 보였다. 따라서 웹기반 온라인 사용자인식을 위해서는 사용자별 키스트로크 샘플의 수에 따라 k-NN이나 Bayesian 분류기를 선택적으로 사용하는 것이 바람직할 것으로 보인다.

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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    • 제21권6호
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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.

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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    • 제22권4호
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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.

A Robust Bayesian Probabilistic Matrix Factorization Model for Collaborative Filtering Recommender Systems Based on User Anomaly Rating Behavior Detection

  • Yu, Hongtao;Sun, Lijun;Zhang, Fuzhi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권9호
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    • pp.4684-4705
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    • 2019
  • Collaborative filtering recommender systems are vulnerable to shilling attacks in which malicious users may inject biased profiles to promote or demote a particular item being recommended. To tackle this problem, many robust collaborative recommendation methods have been presented. Unfortunately, the robustness of most methods is improved at the expense of prediction accuracy. In this paper, we construct a robust Bayesian probabilistic matrix factorization model for collaborative filtering recommender systems by incorporating the detection of user anomaly rating behaviors. We first detect the anomaly rating behaviors of users by the modified K-means algorithm and target item identification method to generate an indicator matrix of attack users. Then we incorporate the indicator matrix of attack users to construct a robust Bayesian probabilistic matrix factorization model and based on which a robust collaborative recommendation algorithm is devised. The experimental results on the MovieLens and Netflix datasets show that our model can significantly improve the robustness and recommendation accuracy compared with three baseline methods.

전자무역의 베이지안 네트워크 개선방안에 관한 연구 (A Study on the Improvement of Bayesian networks in e-Trade)

  • 정분도
    • 통상정보연구
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    • 제9권3호
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    • pp.305-320
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    • 2007
  • With expanded use of B2B(between enterprises), B2G(between enterprises and government) and EDI(Electronic Data Interchange), and increased amount of available network information and information protection threat, as it was judged that security can not be perfectly assured only with security technology such as electronic signature/authorization and access control, Bayesian networks have been developed for protection of information. Therefore, this study speculates Bayesian networks system, centering on ERP(Enterprise Resource Planning). The Bayesian networks system is one of the methods to resolve uncertainty in electronic data interchange and is applied to overcome uncertainty of abnormal invasion detection in ERP. Bayesian networks are applied to construct profiling for system call and network data, and simulate against abnormal invasion detection. The host-based abnormal invasion detection system in electronic trade analyses system call, applies Bayesian probability values, and constructs normal behavior profile to detect abnormal behaviors. This study assumes before and after of delivery behavior of the electronic document through Bayesian probability value and expresses before and after of the delivery behavior or events based on Bayesian networks. Therefore, profiling process using Bayesian networks can be applied for abnormal invasion detection based on host and network. In respect to transmission and reception of electronic documents, we need further studies on standards that classify abnormal invasion of various patterns in ERP and evaluate them by Bayesian probability values, and on classification of B2B invasion pattern genealogy to effectively detect deformed abnormal invasion patterns.

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