• Title/Summary/Keyword: Bayesian model selection

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Application of Bootstrap and Bayesian Methods for Estimating Confidence Intervals on Biological Reference Points in Fisheries Management (부트스트랩과 베이지안 방법으로 추정한 수산자원관리에서의 생물학적 기준점의 신뢰구간)

  • Jung, Suk-Geun;Choi, Il-Su;Chang, Dae-Soo
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.41 no.2
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    • pp.107-112
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    • 2008
  • To evaluate uncertainty and risk in biological reference points, we applied a bootstrapping method and a Bayesian procedure to estimate the related confidence intervals. Here we provide an example of the maximum sustainable yield (MSY) of turban shell, Batillus cornutus, estimated by the Schaefer and Fox models. Fitting the time series of catch and effort from 1968 to 2006 showed that the Fox model performs better than the Schaefer model. The estimated MSY and its bootstrap percentile confidence interval (CI) at ${\alpha}=0.05$ were 1,680 (1,420-1,950) tons for the Fox model and 2,170 (1,860-2,500) tons for the Schaefer model. The CIs estimated by the Bayesian approach gave similar ranges: 1,710 (1,450-2,000) tons for the Fox model and 2,230 (1,760-2,930) tons for the Schaefer model. Because uncertainty in effort and catch data is believed to be greater for earlier years, we evaluated the influence of sequentially excluding old data points by varying the first year of the time series from 1968 to 1992 to run 'backward' bootstrap resampling. The results showed that the means and upper 2.5% confidence limit (CL) of MSY varied greatly depending on the first year chosen whereas the lower 2.5% CL was robust against the arbitrary selection of data, especially for the Schaefer model. We demonstrated that the bootstrap and Bayesian approach could be useful in precautionary fisheries management, and we advise that the lower 2.5% CL derived by the Fox model is robust and a better biological reference point for the turban shells of Jeju Island.

Three-dimensional object recognition using efficient indexing:Part I-bayesian indexing (효율적인 인덱싱 기법을 이용한 3차원 물체 인식:Part I-Bayesian 인덱싱)

  • 이준호
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.10
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    • pp.67-75
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    • 1997
  • A design for a system to perform rapid recognition of three dimensional objects is presented, focusing on efficient indexing. In order to retrieve the best matched models without exploring all possible object matches, we have employed a bayesian framework. A decision-theoretic measure of the discriminatory power of a feature for a model object is defined in terms of posterior probability. Detectability of a featrue defined as a function of the feature itselt, viewpoint, sensor charcteristics, nd the feature detection algorithm(s) is also considered in the computation of discribminatory power. In order to speed up the indexing or selection of correct objects, we generate and verify the object hypotheses for rfeatures detected in a scene in the order of the discriminatory power of these features for model objects.

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Bayesian Analysis for Nonhomogeneous Poisson Process Software Reliability (비동질적 포아송과정을 사용한 소프트웨어 베이지안 신뢰성 분석에 관한 연구)

  • 김희철;이동철
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.22 no.49
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    • pp.23-31
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    • 1999
  • Bayesian approach using nonhomogeneous Poisson process is considered for modelling software reliability problem. The usefulness of the iterative sampling-based method increases greatly as the dimension of a problem increases. Maximum likelihood estimator and Gibbs estimator are derived. Model selection based on a predictive likelihood is studied. A numerical example is given.

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Bayesian Testing for the Equality of K-Exponential Populations (K개 지수분포의 상등에 관한 베이지안 다중검정)

  • Moon, Kyoung-Ae;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.41-50
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    • 2001
  • We propose the Bayesian testing for the equality of K-exponential populations means. Specially we use the intrinsic Bayesian factors suggested by Beregr and Perrichi (1996,1998) based on the noninformative priors for the parameters. And, we investigate the usefulness of the proposed Bayesian testing procedures via simulations.

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Bayesian Testing for the Equality of Two Lognormal Populations with the fractional Bayes factor (부분 베이즈요인을 이용한 로그정규분포의 상등에 관한 베이지안검정)

  • Moon, Kyoung-Ae;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.1
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    • pp.51-59
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    • 2001
  • We propose the Bayesian testing for the equality of two Lognormal population means. Specially we use the fractional Bayesian factors suggested by O'Hagan (1995) based on the noninformative priors for the parameters. In order to investigate the usefulness of the proposed Bayesian testing procedures, we compare it with classical tests via both real data analysis and simulations.

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Lifetime Assessments on 154 kV Transmission Porcelain Insulators with a Bayesian Approach (베이지안 방법론을 적용한 154 kV 송전용 자기애자의 수명 평가 개발)

  • Choi, In-Hyuk;Kim, Tae-Kyun;Yoon, Yong-Beum;Yi, Junsin;Kim, Seong Wook
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.30 no.9
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    • pp.551-557
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    • 2017
  • It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

Bayesian Model Selection in the Unbalanced Random Effect Model

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.743-752
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    • 2004
  • In this paper, we develop the Bayesian model selection procedure using the reference prior for comparing two nested model such as the independent and intraclass models using the distance or divergence between the two as the basis of comparison. A suitable criterion for this is the power divergence measure as introduced by Cressie and Read(1984). Such a measure includes the Kullback -Liebler divergence measures and the Hellinger divergence measure as special cases. For this problem, the power divergence measure turns out to be a function solely of $\rho$, the intraclass correlation coefficient. Also, this function is convex, and the minimum is attained at $\rho=0$. We use reference prior for $\rho$. Due to the duality between hypothesis tests and set estimation, the hypothesis testing problem can also be solved by solving a corresponding set estimation problem. The present paper develops Bayesian method based on the Kullback-Liebler and Hellinger divergence measures, rejecting $H_0:\rho=0$ when the specified divergence measure exceeds some number d. This number d is so chosen that the resulting credible interval for the divergence measure has specified coverage probability $1-{\alpha}$. The length of such an interval is compared with the equal two-tailed credible interval and the HPD credible interval for $\rho$ with the same coverage probability which can also be inverted into acceptance regions of $H_0:\rho=0$. Example is considered where the HPD interval based on the one-at- a-time reference prior turns out to be the shortest credible interval having the same coverage probability.

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Bayesian Approach for Software Reliability Models (소프트웨어 신뢰모형에 대한 베이지안 접근)

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.119-133
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    • 1999
  • A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

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A Bayesian cure rate model with dispersion induced by discrete frailty

  • Cancho, Vicente G.;Zavaleta, Katherine E.C.;Macera, Marcia A.C.;Suzuki, Adriano K.;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.471-488
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    • 2018
  • In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

An Extension of Unified Bayesian Tikhonov Regularization Method and Application to Image Restoration (통합 베이즈 티코노프 정규화 방법의 확장과 영상복원에 대한 응용)

  • Yoo, Jae Hung
    • The Journal of the Korea institute of electronic communication sciences
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    • v.15 no.1
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    • pp.161-166
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    • 2020
  • This paper suggests an extension of the unified Bayesian Tikhonov regularization method. The unified method establishes the relationship between Tikhonov regularization parameter and Bayesian hyper-parameters, and presents a formula for obtaining the regularization parameter using the maximum posterior probability and the evidence framework. When the dimension of the data matrix is m by n (m >= n), we derive that the total misfit has the range of m ± n instead of m. Thus the search range is extended from one to 2n + 1 integer points. Golden section search rather than linear one is applied to reduce the time. A new benchmark for optimizing relative error and new model selection criteria to target it are suggested. The experimental results show the effectiveness of the proposed method in the image restoration problem.