• Journal of the Korean Statistical Society
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• v.33 no.2
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• pp.169-189
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• 2004

Under the assumption of default priors, such as noninformative priors, Bayesian model determination and parameter estimation of regression models with stationary and invertible ARMA errors are developed under exact full likelihoods. The default Bayes factors, the fractional Bayes factor (FBF) of O'Hagan (1995) and the arithmetic intrinsic Bayes factors (AIBF) of Berger and Pericchi (1996a), are used as tools for the selection of the Bayesian model. Bayesian estimates are obtained by running the Metropolis-Hastings subchain in the Gibbs sampler. Finally, the results of numerical studies, designed to check the performance of the theoretical results discussed here, are presented.

• 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.

• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.1211-1214
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• 2008

정확한 유량산정은 수자원 연구에서 기초가 되는 자료를 생산한다는 관점에서 홍수 및 가뭄관리에서 매우 중요한 부분이라 할 수 있다. 국내에서 유량측정의 정확성을 높이고자 진보된 계측기의 개발 및 분석 방법에 관한 연구가 꾸준히 진행되고 있다. 일반적으로 유량을 추정하기 위해서 특정단면에서의 수위를 측정하여 이를 수위-유량 관계곡선을 통해서 유량으로 환산하게 된다. 즉 수위-유량 관계를 측정한 후 이를 회귀분석 방법으로 내삽 및 외삽을 실시하여 유량을 추정하게 된다. 그러나 수위-유량 관계곡선에서 저수위와 고수위를 하나의 곡선식으로 하게 되는 경우 정도가 낮아지게 되므로 많은 경우에 있어서 저수위, 고수위를 각각의 곡선으로 구하여 사용하고 있다. 이러한 경우 정량적으로 변곡점을 구하기보다는 경험적으로 저수위와 고수위를 구분하고 있으며, 수위-유량 관계를 회귀식에 의해서 추정하게 되므로 이에 대한 불확실성 또한 정량화할 필요가 있다. 이러한 관점에서 본 연구에서는 불확실성 분석과 함께, 저수위-고수위를 정량적으로 구분할 수 있는 Hierarchical Bayesian 방법을 도입하여 수위-유량곡선식을 유도하고자 한다.

• 한국지구물리탐사학회:학술대회논문집
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• 2003.11a
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• pp.340-343
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• 2003

This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

• Communications for Statistical Applications and Methods
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• v.19 no.5
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• pp.705-720
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• 2012

In this paper, we introduce a hierarchical Bayesian model to simultaneously estimate the thresholds of each 6 cities. It was noted in the literature there was a dramatic increases in the number of deaths if the mean temperature passes a certain value (that we call a threshold). We estimate the difference of mortality before and after the threshold. For the hierarchical Bayesian analysis, some proper prior distribution of parameters and hyper-parameters are assumed. By combining the Gibbs and Metropolis-Hastings algorithm, we constructed a Markov chain Monte Carlo algorithm and the posterior inference was based on the posterior sample. The analysis shows that the estimates of the threshold are located at $25^{\circ}C{\sim}29^{\circ}C$ and the mortality around the threshold changes from -1% to 2~13%.

• Communications for Statistical Applications and Methods
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• v.9 no.1
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• pp.155-166
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• 2002

Neural networks have been studied as a popular tool for classification and they are very flexible. Also, they are used for many applications of pattern classification and pattern recognition. This paper focuses on Bayesian approach to feed-forward neural networks with single hidden layer of units with logistic activation. In this model, we are interested in deciding the number of nodes of neural network model with p input units, one hidden layer with m hidden nodes and one output unit in Bayesian setup for fixed m. Here, we use the latent variable into the prior of the coefficient regression, and we introduce the 'sequential step' which is based on the idea of the data augmentation by Tanner and Wong(1787). The MCMC method(Gibbs sampler and Metropolish algorithm) can be used to overcome the complicated Bayesian computation. Finally, a proposed method is applied to a simulated data.

• Proceedings of the Korean Information Science Society Conference
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• 2003.10a
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• pp.22-24
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• 2003

작은 데이터에서 베이지안망 분류기(Bayesian network classifier, BNC)를 학습할 때, 과대적합(overfitting)으로 인한 일반화 성능의 저하가 초래된다 이런 경우, 베이지안 모델 평균화(Bayesian model averaging, BMA)는 모델 자체에 대한 불확실성을 분석 과정에서 고려함으로써, 성능 저하를 피할 수 있는 수단을 제공한다. 본 논문에서는 BNC의 BMA의 작은 데이터에 대한 성능을 평가 및 분석한다. 특히, 노드의 순서에 대한 평균화의 효과가 연구된다. 인공데이터에 대한 실험 결과, 노드의 순서가 BNC의 BMA의 분류 성능에 미치는 영향은 지대하며, 이는 데이터의 크기가 극히 작은 경우의 성능 저하에 직접적인 원인이 된다.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2005.05a
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• pp.232-239
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• 2005

Collaborative-filtering-enabled Web sites that recommend books, CDs, movies, and so on, have become very popular on the Internet. Such sites recommend items to a user on the basis of the opinions of other users with similar tastes. This paper discuss an approach to collaborative filtering based on the Simple Bayesian and apply this model to two variants of the collaborative filtering. One is user-based collaborative filtering, which makes predictions based on the users' similarities. The other is item-based collaborative filtering which makes predictions based on the items' similarities. To evaluate the proposed algorithms, this paper used a database of movie recommendations. Empirical results show that the proposed Bayesian approaches outperform typical correlation-based collaborative filtering algorithms.

• Journal of Korean Society for Quality Management
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• v.37 no.4
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• pp.16-22
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• 2009

The inflection S-shaped software reliability growth model (SRGM) proposed by Ohba(1984) is one of the most commonly used models and has been discussed by many authors. The main purpose of this paper is to estimate the parameters of Ohba's SRGM within the Bayesian framework by applying the Markov chain Monte Carlo techniques. While the maximum likelihood estimates for these parameters are well known, the Bayesian method for the inflection S-shaped SRGM have not been discussed in the literature. The proposed methods can be quite flexible depending on the choice of prior distributions for the parameters of interests. We also compare the Bayesian methods with the maximum likelihood method numerically based on the real data.

• The Korean Journal of Applied Statistics
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• v.33 no.3
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• pp.309-320
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• 2020

Bayesian networks, also known as directed acyclic graphs (DAG), are used in many areas of medicine, meteorology, and genetics because relationships between variables can be modeled with graphs and probabilities. In particular, Bayesian network classifiers, which are used to predict discrete data, have recently become a new method of data mining. Bayesian networks can be grouped into different models that depend on structured learning methods. In this study, Bayesian network models are learned with various properties of structure learning. The models are compared to the simplest method, the naïve Bayes model. Classification results are compared by applying learned models to various real data. This study also compares the relationships between variables in the data through graphs that appear in each model.