• Title/Summary/Keyword: Bayesian model

검색결과 1,312건 처리시간 0.023초

On availability of Bayesian imperfect repair model

  • Cha, Ji-Hwan;Kim, Jae-Joo
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2001년도 정기학술대회
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    • pp.301-310
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    • 2001
  • Lim et al.(1998) proposed the Bayesian Imperfect Repair Model, in which a failed system is perfectly repaired with probability P and is minimally repaired with probability 1 - P, where P is not fixed but a random variable with a prior distribution II(p). In this note, the steady state availability of the model is derived and the measure is obtained for several particular prior distribution functions.

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A Bayesian Approach for Accelerated Failure Time Model with Skewed Normal Error

  • Kim, Chansoo
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.268-275
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    • 2003
  • We consider the Bayesian accelerated failure time model. The error distribution is assigned a skewed normal distribution which is including normal distribution. For noninformative priors of regression coefficients, we show the propriety of posterior distribution. A Markov Chain Monte Carlo algorithm(i.e., Gibbs Sampler) is used to obtain a predictive distribution for a future observation and Bayes estimates of regression coefficients.

Bayesian Estimation for the Multiple Regression with Censored Data : Mutivariate Normal Error Terms

  • Yoon, Yong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.165-172
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    • 1998
  • This paper considers a linear regression model with censored data where each error term follows a multivariate normal distribution. In this paper we consider the diffuse prior distribution for parameters of the linear regression model. With censored data we derive the full conditional densities for parameters of a multiple regression model in order to obtain the marginal posterior densities of the relevant parameters through the Gibbs Sampler, which was proposed by Geman and Geman(1984) and utilized by Gelfand and Smith(1990) with statistical viewpoint.

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Optimal Software Release Policy for Random Cost Model

  • Kim, Hee-Soo;Shin, Mi-Young;Park, Dong-Ho
    • Communications for Statistical Applications and Methods
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    • 제12권3호
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    • pp.673-682
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    • 2005
  • In this paper, we generalize the software reliability growth model by assuming that the testing cost and maintenance cost are random and adopt the Bayesian approach to determine the optimal software release time. Numerical examples are provided to illustrate the Bayesian method for certain parametric models.

Bayesian Model Selection in Analysis of Reciprocals

  • Kang, Sang-Gil;Kim, Dal-Ho
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2005년도 추계학술대회
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    • pp.85-93
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    • 2005
  • Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model procedures, we compare with the classical tests.

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Bayesian Model Selection in Analysis of Reciprocals

  • Kang, Sang-Gil;Kim, Dal-Ho;Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1167-1176
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    • 2005
  • Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model selection procedures, we compare with the classical tests.

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Bayesian Variable Selection in the Proportional Hazard Model

  • Lee, Kyeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.605-616
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    • 2004
  • In this paper we consider the proportional hazard models for survival analysis in the microarray data. For a given vector of response values and gene expressions (covariates), we address the issue of how to reduce the dimension by selecting the significant genes. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method.

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국내 교통사고 예측 (Predicting traffic accidents in Korea)

  • 양희중
    • 대한안전경영과학회지
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    • 제13권1호
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    • pp.91-98
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    • 2011
  • We develop a model to predict traffic accidents in Korea. In contrast to the classical approach that mainly uses regression analysis, Bayesian approach is adopted. A dependent model that incorporates the data from different kinds of accidents is introduced. The rate of severe accident can be updated even with no data of the same kind. The data of minor accident that can be obtained frequently is efficiently used to predict the severe accident.

A Study of Bayesian and Empirical Bayesian Prediction Analysis for the Rayleigh Model under the Random Censoring

  • Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • 제6권1호
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    • pp.53-61
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    • 1995
  • This paper deals with problems of predicting, based on the random censored sampling, a future observation and the p-th order statistic of n' future observations for the Rayleigh model. We consider the prediction intervals for the Rayleigh model with respect to an inverse gamma prior distribution. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

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Online nonparametric Bayesian analysis of parsimonious Gaussian mixture models and scenes clustering

  • Zhou, Ri-Gui;Wang, Wei
    • ETRI Journal
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    • 제43권1호
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    • pp.74-81
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    • 2021
  • The mixture model is a very powerful and flexible tool in clustering analysis. Based on the Dirichlet process and parsimonious Gaussian distribution, we propose a new nonparametric mixture framework for solving challenging clustering problems. Meanwhile, the inference of the model depends on the efficient online variational Bayesian approach, which enhances the information exchange between the whole and the part to a certain extent and applies to scalable datasets. The experiments on the scene database indicate that the novel clustering framework, when combined with a convolutional neural network for feature extraction, has meaningful advantages over other models.