• Convergence Security Journal
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• v.6 no.3
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• pp.117-126
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• 2006

Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

• Information Systems Review
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• v.24 no.1
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• pp.1-19
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• 2022

Social media-based communication has become crucial part of our personal and official lives. Therefore, it is no surprise that social media sentiment analysis has emerged an important way of detecting potential customers' sentiment trends for all kinds of companies. However, social media sentiment analysis suffers from huge number of sentiment features obtained in the process of conducting the sentiment analysis. In this sense, this study proposes a novel method by using Bayesian Network. In this model MBFS (Markov Blanket-based Feature Selection) is used to reduce the number of sentiment features. To show the validity of our proposed model, we utilized online review data from Yelp, a famous social media about restaurant, bars, beauty salons evaluation and recommendation. We used a number of benchmarking feature selection methods like correlation-based feature selection, information gain, and gain ratio. A number of machine learning classifiers were also used for our validation tasks, like TAN, NBN, Sons & Spouses BN (Bayesian Network), Augmented Markov Blanket. Furthermore, we conducted Bayesian Network-based what-if analysis to see how the knowledge map between target node and related explanatory nodes could yield meaningful glimpse into what is going on in sentiments underlying the target dataset.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.127-127
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• 2021

In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

• Journal of the Korean Statistical Society
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• v.35 no.3
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• pp.261-280
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• 2006

We have developed a new model selection criteria, the partial intrinsic Bayes factor, which is designed for cases when we select a model among a small number of candidate models. For example, we can choose only a few candidate models after exploring scatter plots. By simulation study, we have showed that PIBF performs better than AIC, BIC and GCV.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.57-71
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• 2002

We introduce three types of exponential survival models, such as simple model, change-point model and finite mixture model in this paper. Among these models, in order to choose the best model, the model choice method is proposed using Gelfand and Ghosh(1998)'s idea. Then to avoid the computational difficulties, data augmentation method (Tanner and Wong, 1987) and Gibbs sampler (Gelfand and Smith, 1990) are employed. Our methodology is applied to both simulated data and Stangl (1991)'s On-impramint Hydrochloride data.

• Journal of the Korean Statistical Society
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• v.32 no.4
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• pp.425-448
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• 2003

Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution proposed originally by Chen et al. (1999) and Branco and Dey (2001). These rich classes of models combine the information of independent studies, allowing investigation of variability both between and within studies, and incorporate weight function. Here, the testing for the skewness parameter is discussed. The score test statistic for such a test can be shown to be expressed as the posterior expectations. Also, we consider the detail computational scheme under skewed normal and skewed Student-t distribution using MCMC method. Finally, we introduce one example from Johnson (1993)'s real data and apply our proposed methodology. We investigate sensitivity of our results under different skewed errors and under different prior distributions.

• Journal of the Korean Statistical Society
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• v.28 no.1
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• pp.73-92
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• 1999

In Bayesian model selection or testing problems, one cannot utilize standard or default noninformative priors, since these priors are typically improper and are defined only up to arbitrary constants. The resulting Bayes factors are not well defined. A recently proposed model selection criterion, the intrinsic Bayes factor overcomes such problems by using a part of the sample as a training sample to get a proper posterior and then use the posterior as the prior for the remaining observations to compute the Bayes factor. Surprisingly, such Bayes factor can also be computed directly from the full sample by some proper priors, namely intrinsic priors. The present paper explains how to derive intrinsic priors for simple tree ordered exponential means. Some numerical results are also provided to support theoretical results and compare with classical methods.

• Journal of Korean Society for Quality Management
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• v.26 no.1
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• pp.143-160
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• 1998

This article is concerned with the selection of subsets of predictor variables to be included in bulding the binary response logistic regression model. It is based on a Bayesian aproach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the logistic regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. It is done by use of the fact that cdf of logistic distribution is a, pp.oximately equivalent to that of $t_{(8)}$/.634 distribution. The a, pp.opriate posterior probability of each subset of predictor variables is obtained by the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as that with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

• 한국데이터정보과학회:학술대회논문집
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• 2005.04a
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• pp.47-53
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• 2005

• Smart Structures and Systems
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• v.17 no.3
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• pp.445-470
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• 2016

In this study, the Bayesian probabilistic framework is investigated for modal identification and modal identifiability based on the field measurements provided in the structural health monitoring benchmark problem of an instrumented cable-stayed bridge named Ting Kau Bridge (TKB). The comprehensive structural health monitoring system on the cable-stayed TKB has been operated for more than ten years and it is recognized as one of the best test-beds with readily available field measurements. The benchmark problem of the cable-stayed bridge is established to stimulate investigations on modal identifiability and the present paper addresses this benchmark problem from the Bayesian prospective. In contrast to deterministic approaches, an appealing feature of the Bayesian approach is that not only the optimal values of the modal parameters can be obtained but also the associated estimation uncertainty can be quantified in the form of probability distribution. The uncertainty quantification provides necessary information to evaluate the reliability of parametric identification results as well as modal identifiability. Herein, the Bayesian spectral density approach is conducted for output-only modal identification and the Bayesian model class selection approach is used to evaluate the significance of different modes in modal identification. Detailed analysis on the modal identification and modal identifiability based on the measurements of the bridge will be presented. Moreover, the advantages and potentials of Bayesian probabilistic framework on structural health monitoring will be discussed.