• 제목/요약/키워드: Bayesian methods

검색결과 715건 처리시간 0.023초

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
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    • 제1권2호
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    • pp.81-87
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    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

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Bayesian Confidence Intervals in Penalized Likelihood Regression

  • Kim Young-Ju
    • Communications for Statistical Applications and Methods
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    • 제13권1호
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    • pp.141-150
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    • 2006
  • Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.

Bayesian Statistical Modeling of System Energy Saving Effectiveness for MAC Protocols of Wireless Sensor Networks: The Case of Non-Informative Prior Knowledge

  • Kim, Myong-Hee;Park, Man-Gon
    • 한국멀티미디어학회논문지
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    • 제13권6호
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    • pp.890-900
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    • 2010
  • The Bayesian networks methods provide an efficient tool for performing information fusion and decision making under conditions of uncertainty. This paper proposes Bayes estimators for the system effectiveness in energy saving of the wireless sensor networks by use of the Bayesian method under the non-informative prior knowledge about means of active and sleep times based on time frames of sensor nodes in a wireless sensor network. And then, we conduct a case study on some Bayesian estimation models for the system energy saving effectiveness of a wireless sensor network, and evaluate and compare the performance of proposed Bayesian estimates of the system effectiveness in energy saving of the wireless sensor network. In the case study, we have recognized that the proposed Bayesian system energy saving effectiveness estimators are excellent to adapt in evaluation of energy efficiency using non-informative prior knowledge from previous experience with robustness according to given values of parameters.

나이브 베이시안 분류학습에서 속성의 중요도 계산방법 (Calculating the Importance of Attributes in Naive Bayesian Classification Learning)

  • 이창환
    • 전자공학회논문지CI
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    • 제48권5호
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    • pp.83-87
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    • 2011
  • 나이브 베이시안은 기계학습에서 많이 사용되고 상대적으로 좋은 성능을 보인다. 하지만 전통적인 나이브 베이시안 학습의 환경은 두 가지의 가정을 기반으로 학습을 수행한다: (1) 각 속성들의 값은 서로 독립적이다. (2) 각 속성들의 중요도는 동일하다. 본 연구에서는 각 속성의 중요도가 동일하다는 가정에 대하여 새로운 방법을 제시한다. 즉 각 속성은 현실적으로 다른 중요도를 가지며 본 논문은 나이브 베이시안에서 각 속성의 중요도를 계산하는 새로운 방식을 제안한다. 제안된 알고리즘은 다수의 데이터를 이용하여 기존의 나이브 베이시안과 SBC 등의 다른 확장된 나이브 베이시안 방법들과 비교하였고 대부분의 경우에 더 좋은 성능을 보임을 알 수 있었다.

A Bayesian Approach to Assessing Population Bioequivalence in a 2 ${\times}$ 2 Crossover Design

  • 오현숙;고승곤
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2002년도 춘계 학술발표회 논문집
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    • pp.67-72
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    • 2002
  • A Bayesian testing procedure is proposed for assessment of bioequivalence in both mean and variance which ensures population bioequivalence under normality assumption. We derive the joint posterior distribution of the means and variances in a standard 2 ${\times}$ 2 crossover experimental design and propose a Bayesian testing procedure for bioequivalence based on a Markov chain Monte Carlo methods. The proposed method is applied to a real data set.

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Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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Bayesian Hypothesis Testing for Intraclass Correlation Coefficient

  • Lee, Seung-A;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.551-566
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    • 2006
  • In this paper, we consider a Bayesian model selection for the intraclass correlation coefficient in familiar data. In particular, we compare two nested models such as the independence and intraclass models using the reference prior. A criterion for testing is the Bayesian Reference Criterion by Bernardo (1999) and the Intrinsic Bayes Factor by Berger and Pericchi (1996). We provide numerical examples using simulation data sets for illustration.

A Bayesian Hypothesis Testing Procedure Possessing the Concept of Significance Level

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.787-795
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    • 2001
  • In this paper, Bayesian hypothesis testing procedures are proposed under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical ones in the sense of using the concept of significance level. The performances of proposed procedures are compared with those of classical procedures through several examples.

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PERFORMANCE EVALUATION OF INFORMATION CRITERIA FOR THE NAIVE-BAYES MODEL IN THE CASE OF LATENT CLASS ANALYSIS: A MONTE CARLO STUDY

  • Dias, Jose G.
    • Journal of the Korean Statistical Society
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    • 제36권3호
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    • pp.435-445
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    • 2007
  • This paper addresses for the first time the use of complete data information criteria in unsupervised learning of the Naive-Bayes model. A Monte Carlo study sets a large experimental design to assess these criteria, unusual in the Bayesian network literature. The simulation results show that complete data information criteria underperforms the Bayesian information criterion (BIC) for these Bayesian networks.

미러영상 특징을 이용한 Joint Bayesian 개선 방법론 (An Improved Joint Bayesian Method using Mirror Image's Features)

  • 한성휴;안정호
    • 디지털콘텐츠학회 논문지
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    • 제16권5호
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    • pp.671-680
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    • 2015
  • Joint Bayesian 방법론[1]은 2012년 발표된 이후 최근까지 최고 성능을 보이는 거의 모든 얼굴인식 알고리즘에서 이진 분류를 위해 사용되고 있지만, 지금까지 이를 개선한 알고리즘은 2D-JB[2] 외에 거의 발표되지 않았다. 우리는 본 논문에서 주어진 얼굴 영상과 이를 좌우 반전시킨 미러 영상을 함께 고려함으로써 Joint Bayesian 방법론의 성능을 향상시킬 수 있는 방법론을 제안한다. 일반적인 패턴인식에서 결정함수 값이 결정경계 또는 임계치에 가까운 경우 오류가 발생할 확률이 높다. 제안한 방법론은 미러 영상의 특징을 이용하여 결정함수 값을 결정경계로부터 멀어지게 함으로써 오류를 줄이는 방법이다. 우리는 LFW DB를 이용한 실험을 통해 제안한 JB 개선 방법론이 기존 JB 방법론보다 1%이상 높은 인식률을 보임을 입증하였다. LFW DB를 이용한 기존 연구들에서 성능을 1% 높이기 위해 많은 학습데이터가 필요했음을 감안할 때, 제안한 방법론은 큰 의미가 있다고 볼 수 있다.