• Title/Summary/Keyword: Bayesian reference criterion

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Noninformative Priors for Step Stress Accelerated Life Tests in Exponential Distribution

  • Lee, Woo-Dong;Pak, Hong-Kyung
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 2009.05a
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    • pp.107-113
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    • 2009
  • This paper deals with noninformative priors for such as Jeffres' prior, reference prior and probability matching prior for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We find the noninformative priors for this model and show that the reference prior satisfies first order matching criterion. Using artificial data, we perform Bayesian analysis for proposed priors.

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An objective Bayesian analysis for multiple step stress accelerated life tests

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.601-614
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    • 2009
  • This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

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VoIP-Based Voice Secure Telecommunication Using Speaker Authentication in Telematics Environments (텔레매틱스 환경에서 화자인증을 이용한 VoIP기반 음성 보안통신)

  • Kim, Hyoung-Gook;Shin, Dong
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.10 no.1
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    • pp.84-90
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    • 2011
  • In this paper, a VoIP-based voice secure telecommunication technology using the text-independent speaker authentication in the telematics environments is proposed. For the secure telecommunication, the sender's voice packets are encrypted by the public-key generated from the speaker's voice information and submitted to the receiver. It is constructed to resist against the man-in-the middle attack. At the receiver side, voice features extracted from the received voice packets are compared with the reference voice-key received from the sender side for the speaker authentication. To improve the accuracy of text-independent speaker authentication, Gaussian Mixture Model(GMM)-supervectors are applied to Support Vector Machine (SVM) kernel using Bayesian information criterion (BIC) and Mahalanobis distance (MD).

Bayesian Inference for Stress-Strength Systems

  • Chang, In-Hong;Kim, Byung-Hwee
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.10a
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    • pp.27-34
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    • 2005
  • We consider the problem of estimating the system reliability noninformative priors when both stress and strength follow generalized gamma distributions. We first derive Jeffreys' prior, group ordering reference priors, and matching priors. We investigate the propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. We also examine whether the reference priors satisfy the probability matching criterion.

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BAYESIAN TEST FOR THE EQUALITY OF THE MEANS AND VARIANCES OF THE TWO NORMAL POPULATIONS WITH VARIANCES RELATED TO THE MEANS USING NONINFORMATIVE PRIORS

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Statistical Society
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    • v.32 no.3
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    • pp.271-288
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    • 2003
  • In this paper, when the variance of the normal distribution is related to the mean, we develop noninformative priors such as matching priors and reference priors. We prove that the second order matching prior matches alternative coverage probabilities up to the same order and also it is a HPD matching prior. It turns out that one-at-a-time reference prior satisfies a second order matching criterion. Then using these noninformative priors, we develop a Bayesian test procedure for the equality of the means and variances of two independent normal distributions using fractional Bayes factor. Some simulation study is performed, and a real data example is also provided.

NONINFORMATIVE PRIORS FOR LINEAR COMBINATION OF THE INDEPENDENT NORMAL MEANS

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.203-218
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    • 2004
  • In this paper, we develop the matching priors and the reference priors for linear combination of the means under the normal populations with equal variances. We prove that the matching priors are actually the second order matching priors and reveal that the second order matching priors match alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and also, are HPD matching priors. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense. We compute Bayesian credible intervals for linear combination of the means based on the reference priors.

Note on Properties of Noninformative Priors in the One-Way Random Effect Model

  • Kang, Sang Gil;Kim, Dal Ho;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • v.9 no.3
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    • pp.835-844
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    • 2002
  • For the one-way random model when the ratio of the variance components is of interest, Bayesian analysis is often appropriate. In this paper, we develop the noninformative priors for the ratio of the variance components under the balanced one-way random effect model. We reveal that the second order matching prior matches alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and is a HPD(Highest Posterior Density) matching prior. It turns out that among all of the reference priors, the only one reference prior (one-at-a-time reference prior) satisfies a second order matching criterion. Finally we show that one-at-a-time reference prior produces confidence sets with expected length shorter than the other reference priors and Cox and Reid (1987) adjustment.

Noninformative Priors for the Coefficient of Variation in Two Inverse Gaussian Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
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    • v.15 no.3
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    • pp.429-440
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    • 2008
  • In this paper, we develop the noninformative priors when the parameter of interest is the common coefficient of variation in two inverse Gaussian distributions. We want to develop the first and second order probability matching priors. But we prove that the second order probability matching prior does not exist. It turns out that the one-at-a-time and two group reference priors satisfy the first order matching criterion but Jeffreys' prior does not. The Bayesian credible intervals based on the one-at-a-time reference prior meet the frequentist target coverage probabilities much better than that of Jeffreys' prior. Some simulations are given.

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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Evaluation of Geo-based Image Fusion on Mobile Cloud Environment using Histogram Similarity Analysis

  • Lee, Kiwon;Kang, Sanggoo
    • Korean Journal of Remote Sensing
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    • v.31 no.1
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    • pp.1-9
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    • 2015
  • Mobility and cloud platform have become the dominant paradigm to develop web services dealing with huge and diverse digital contents for scientific solution or engineering application. These two trends are technically combined into mobile cloud computing environment taking beneficial points from each. The intention of this study is to design and implement a mobile cloud application for remotely sensed image fusion for the further practical geo-based mobile services. In this implementation, the system architecture consists of two parts: mobile web client and cloud application server. Mobile web client is for user interface regarding image fusion application processing and image visualization and for mobile web service of data listing and browsing. Cloud application server works on OpenStack, open source cloud platform. In this part, three server instances are generated as web server instance, tiling server instance, and fusion server instance. With metadata browsing of the processing data, image fusion by Bayesian approach is performed using functions within Orfeo Toolbox (OTB), open source remote sensing library. In addition, similarity of fused images with respect to input image set is estimated by histogram distance metrics. This result can be used as the reference criterion for user parameter choice on Bayesian image fusion. It is thought that the implementation strategy for mobile cloud application based on full open sources provides good points for a mobile service supporting specific remote sensing functions, besides image fusion schemes, by user demands to expand remote sensing application fields.