• Title/Summary/Keyword: Bayesian model selection

검색결과 160건 처리시간 0.02초

Bayesian Analysis for Multiple Capture-Recapture Models using Reference Priors

  • Younshik;Pongsu
    • Communications for Statistical Applications and Methods
    • /
    • 제7권1호
    • /
    • pp.165-178
    • /
    • 2000
  • Bayesian methods are considered for the multiple caputure-recapture data. Reference priors are developed for such model and sampling-based approach through Gibbs sampler is used for inference from posterior distributions. Furthermore approximate Bayes factors are obtained for model selection between trap and nontrap response models. Finally one methodology is implemented for a capture-recapture model in generated data and real data.

  • PDF

Bayesian Hypothesis Testing for Intraclass Correlation Coefficient

  • Lee, Seung-A;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
    • /
    • 제13권3호
    • /
    • pp.551-566
    • /
    • 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.

지능로봇의 동기 기반 행동선택을 위한 베이지안 행동유발성 모델 (Motivation-Based Action Selection Mechanism with Bayesian Affordance Models for Intelligence Robot)

  • 손광희;이상형;서일홍
    • 대한전자공학회:학술대회논문집
    • /
    • 대한전자공학회 2009년도 정보 및 제어 심포지움 논문집
    • /
    • pp.264-266
    • /
    • 2009
  • A skill is defined as the special ability to do something well, especially as acquired by learning and practice. To learn a skill, a Bayesian network model for representing the skill is first learned. We will regard the Bayesian network for a skill as an affordance. We propose a soft Behavior Motivation(BM) switch as a method for ordering affordances to accomplish a task. Then, a skill is constructed as a combination of an affordance and a soft BM switch. To demonstrate the validity of our proposed method, some experiments were performed with GENIBO(Pet robot) performing a task using skills of Search-a-target-object, Approach-a-target-object, Push-up-in front of -a-target-object.

  • PDF

Hierarchical Bayesian Inference of Binomial Data with Nonresponse

  • Han, Geunshik;Nandram, Balgobin
    • Journal of the Korean Statistical Society
    • /
    • 제31권1호
    • /
    • pp.45-61
    • /
    • 2002
  • We consider the problem of estimating binomial proportions in the presence of nonignorable nonresponse using the Bayesian selection approach. Inference is sampling based and Markov chain Monte Carlo (MCMC) methods are used to perform the computations. We apply our method to study doctor visits data from the Korean National Family Income and Expenditure Survey (NFIES). The ignorable and nonignorable models are compared to Stasny's method (1991) by measuring the variability from the Metropolis-Hastings (MH) sampler. The results show that both models work very well.

Bayesian Analysis for Multiple Change-point hazard Rate Models

  • Jeong, Kwangmo
    • Communications for Statistical Applications and Methods
    • /
    • 제6권3호
    • /
    • pp.801-812
    • /
    • 1999
  • Change-point hazard rate models arise for example in applying "burn-in" techniques to screen defective items and in studing times until undesirable side effects occur in clinical trials. Sometimes in screening defectives it might be sensible to model two stages of burn-in. In a clinical trial there might be an initial hazard rate for a side effect which after a period of time changes to an intermediate hazard rate before settling into a long term hazard rate. In this paper we consider the multiple change points hazard rate model. The classical approach's asymptotics can be poor for the small to all moderate sample sizes often encountered in practice. We propose a Bayesian approach avoiding asymptotics to provide more reliable inference conditional only upon the data actually observed. The Bayesian models can be fitted using simulation methods. Model comparison is made using recently developed Bayesian model selection criteria. The above methodology is applied to a generated data and to a generated data and the Lawless(1982) failure times of electrical insulation.

  • PDF

Inference of Parameters for Superposition with Goel-Okumoto model and Weibull model Using Gibbs Sampler

  • Heecheul Kim
    • Communications for Statistical Applications and Methods
    • /
    • 제6권1호
    • /
    • pp.169-180
    • /
    • 1999
  • A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

  • PDF

Simultaneous outlier detection and variable selection via difference-based regression model and stochastic search variable selection

  • Park, Jong Suk;Park, Chun Gun;Lee, Kyeong Eun
    • Communications for Statistical Applications and Methods
    • /
    • 제26권2호
    • /
    • pp.149-161
    • /
    • 2019
  • In this article, we suggest the following approaches to simultaneous variable selection and outlier detection. First, we determine possible candidates for outliers using properties of an intercept estimator in a difference-based regression model, and the information of outliers is reflected in the multiple regression model adding mean shift parameters. Second, we select the best model from the model including the outlier candidates as predictors using stochastic search variable selection. Finally, we evaluate our method using simulations and real data analysis to yield promising results. In addition, we need to develop our method to make robust estimates. We will also to the nonparametric regression model for simultaneous outlier detection and variable selection.

Optimal Network Defense Strategy Selection Based on Markov Bayesian Game

  • Wang, Zengguang;Lu, Yu;Li, Xi;Nie, Wei
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제13권11호
    • /
    • pp.5631-5652
    • /
    • 2019
  • The existing defense strategy selection methods based on game theory basically select the optimal defense strategy in the form of mixed strategy. However, it is hard for network managers to understand and implement the defense strategy in this way. To address this problem, we constructed the incomplete information stochastic game model for the dynamic analysis to predict multi-stage attack-defense process by combining Bayesian game theory and the Markov decision-making method. In addition, the payoffs are quantified from the impact value of attack-defense actions. Based on previous statements, we designed an optimal defense strategy selection method. The optimal defense strategy is selected, which regards defense effectiveness as the criterion. The proposed method is feasibly verified via a representative experiment. Compared to the classical strategy selection methods based on the game theory, the proposed method can select the optimal strategy of the multi-stage attack-defense process in the form of pure strategy, which has been proved more operable than the compared ones.

Bayesian bi-level variable selection for genome-wide survival study

  • Eunjee Lee;Joseph G. Ibrahim;Hongtu Zhu
    • Genomics & Informatics
    • /
    • 제21권3호
    • /
    • pp.28.1-28.13
    • /
    • 2023
  • Mild cognitive impairment (MCI) is a clinical syndrome characterized by the onset and evolution of cognitive impairments, often considered a transitional stage to Alzheimer's disease (AD). The genetic traits of MCI patients who experience a rapid progression to AD can enhance early diagnosis capabilities and facilitate drug discovery for AD. While a genome-wide association study (GWAS) is a standard tool for identifying single nucleotide polymorphisms (SNPs) related to a disease, it fails to detect SNPs with small effect sizes due to stringent control for multiple testing. Additionally, the method does not consider the group structures of SNPs, such as genes or linkage disequilibrium blocks, which can provide valuable insights into the genetic architecture. To address the limitations, we propose a Bayesian bi-level variable selection method that detects SNPs associated with time of conversion from MCI to AD. Our approach integrates group inclusion indicators into an accelerated failure time model to identify important SNP groups. Additionally, we employ data augmentation techniques to impute censored time values using a predictive posterior. We adapt Dirichlet-Laplace shrinkage priors to incorporate the group structure for SNP-level variable selection. In the simulation study, our method outperformed other competing methods regarding variable selection. The analysis of Alzheimer's Disease Neuroimaging Initiative (ADNI) data revealed several genes directly or indirectly related to AD, whereas a classical GWAS did not identify any significant SNPs.

Bayesian Pattern Mixture Model for Longitudinal Binary Data with Nonignorable Missingness

  • Kyoung, Yujung;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
    • /
    • 제22권6호
    • /
    • pp.589-598
    • /
    • 2015
  • In longitudinal studies missing data are common and require a complicated analysis. There are two popular modeling frameworks, pattern mixture model (PMM) and selection models (SM) to analyze the missing data. We focus on the PMM and we also propose Bayesian pattern mixture models using generalized linear mixed models (GLMMs) for longitudinal binary data. Sensitivity analysis is used under the missing not at random assumption.