• Title/Summary/Keyword: Bayesian robust analysis

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A Methodology for Estimating the Uncertainty in Model Parameters Applying the Robust Bayesian Inferences

  • Kim, Joo Yeon;Lee, Seung Hyun;Park, Tai Jin
    • Journal of Radiation Protection and Research
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    • v.41 no.2
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    • pp.149-154
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    • 2016
  • Background: Any real application of Bayesian inference must acknowledge that both prior distribution and likelihood function have only been specified as more or less convenient approximations to whatever the analyzer's true belief might be. If the inferences from the Bayesian analysis are to be trusted, it is important to determine that they are robust to such variations of prior and likelihood as might also be consistent with the analyzer's stated beliefs. Materials and Methods: The robust Bayesian inference was applied to atmospheric dispersion assessment using Gaussian plume model. The scopes of contaminations were specified as the uncertainties of distribution type and parametric variability. The probabilistic distribution of model parameters was assumed to be contaminated as the symmetric unimodal and unimodal distributions. The distribution of the sector-averaged relative concentrations was then calculated by applying the contaminated priors to the model parameters. Results and Discussion: The sector-averaged concentrations for stability class were compared by applying the symmetric unimodal and unimodal priors, respectively, as the contaminated one based on the class of ${\varepsilon}$-contamination. Though ${\varepsilon}$ was assumed as 10%, the medians reflecting the symmetric unimodal priors were nearly approximated within 10% compared with ones reflecting the plausible ones. However, the medians reflecting the unimodal priors were approximated within 20% for a few downwind distances compared with ones reflecting the plausible ones. Conclusion: The robustness has been answered by estimating how the results of the Bayesian inferences are robust to reasonable variations of the plausible priors. From these robust inferences, it is reasonable to apply the symmetric unimodal priors for analyzing the robustness of the Bayesian inferences.

Robust Bayesian meta analysis (로버스트 베이지안 메타분석)

  • Choi, Seong-Mi;Kim, Dal-Ho;Shin, Im-Hee;Kim, Ho-Gak;Kim, Sang-Gyung
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.459-466
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    • 2011
  • This article addresses robust Bayesian modeling for meta analysis which derives general conclusion by combining independently performed individual studies. Specifically, we propose hierarchical Bayesian models with unknown variances for meta analysis under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. For the numerical analysis, we use the Gibbs sampler for calculating Bayesian estimators and illustrate the proposed methods using actual data.

Robust Bayesian Models for Meta-Analysis

  • Kim, Dal-Ho;Park, Gea-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.313-318
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    • 2000
  • This article addresses aspects of combining information, with special attention to meta-analysis. In specific, we consider hierarchical Bayesian models for meta-analysis under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. Numerical methods of finding Bayes estimators under these heavy tailed prior are given, and are illustrated with an actual example.

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Robust Bayes and Empirical Bayes Analysis in Finite Population Sampling with Auxiliary Information

  • Kim, Dal-Ho
    • Journal of the Korean Statistical Society
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    • v.27 no.3
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    • pp.331-348
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    • 1998
  • In this paper, we have proposed some robust Bayes estimators using ML-II priors as well as certain empirical Bayes estimators in estimating the finite population mean in the presence of auxiliary information. These estimators are compared with the classical ratio estimator and a subjective Bayes estimator utilizing the auxiliary information in terms of "posterior robustness" and "procedure robustness" Also, we have addressed the issue of choice of sampling design from a robust Bayesian viewpoint.

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BAYESIAN ROBUST ANALYSIS FOR NON-NORMAL DATA BASED ON A PERTURBED-t MODEL

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.35 no.4
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    • pp.419-439
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    • 2006
  • The article develops a new class of distributions by introducing a nonnegative perturbing function to $t_\nu$ distribution having location and scale parameters. The class is obtained by using transformations and conditioning. The class strictly includes $t_\nu$ and $skew-t_\nu$ distributions. It provides yet other models useful for selection modeling and robustness analysis. Analytic forms of the densities are obtained and distributional properties are studied. These developments are followed by an easy method for estimating the distribution by using Markov chain Monte Carlo. It is shown that the method is straightforward to specify distribution ally and to implement computationally, with output readily adopted for constructing required criterion. The method is illustrated by using a simulation study.

The Bivariate Kumaraswamy Weibull regression model: a complete classical and Bayesian analysis

  • Fachini-Gomes, Juliana B.;Ortega, Edwin M.M.;Cordeiro, Gauss M.;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.523-544
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    • 2018
  • Bivariate distributions play a fundamental role in survival and reliability studies. We consider a regression model for bivariate survival times under right-censored based on the bivariate Kumaraswamy Weibull (Cordeiro et al., Journal of the Franklin Institute, 347, 1399-1429, 2010) distribution to model the dependence of bivariate survival data. We describe some structural properties of the marginal distributions. The method of maximum likelihood and a Bayesian procedure are adopted to estimate the model parameters. We use diagnostic measures based on the local influence and Bayesian case influence diagnostics to detect influential observations in the new model. We also show that the estimates in the bivariate Kumaraswamy Weibull regression model are robust to deal with the presence of outliers in the data. In addition, we use some measures of goodness-of-fit to evaluate the bivariate Kumaraswamy Weibull regression model. The methodology is illustrated by means of a real lifetime data set for kidney patients.

Robust Bayesian analysis for autoregressive models

  • Ryu, Hyunnam;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.487-493
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    • 2015
  • Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

Robust Bayesian Analysis in Finite Population Sampling with Auxiliary Information

  • Lee, Seung-A;Suh, Sang-Hyuck;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1309-1317
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    • 2006
  • The paper considers some Bayes estimators of the finite population mean with auxiliary information under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. The proposed estimators are quite robust in general. Numerical methods of finding Bayes estimators under these heavy tailed priors are given, and are illustrated with an actual example.

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Towards Effective Analysis and Tracking of Mozilla and Eclipse Defects using Machine Learning Models based on Bugs Data

  • Hassan, Zohaib;Iqbal, Naeem;Zaman, Abnash
    • Soft Computing and Machine Intelligence
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    • v.1 no.1
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    • pp.1-10
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    • 2021
  • Analysis and Tracking of bug reports is a challenging field in software repositories mining. It is one of the fundamental ways to explores a large amount of data acquired from defect tracking systems to discover patterns and valuable knowledge about the process of bug triaging. Furthermore, bug data is publically accessible and available of the following systems, such as Bugzilla and JIRA. Moreover, with robust machine learning (ML) techniques, it is quite possible to process and analyze a massive amount of data for extracting underlying patterns, knowledge, and insights. Therefore, it is an interesting area to propose innovative and robust solutions to analyze and track bug reports originating from different open source projects, including Mozilla and Eclipse. This research study presents an ML-based classification model to analyze and track bug defects for enhancing software engineering management (SEM) processes. In this work, Artificial Neural Network (ANN) and Naive Bayesian (NB) classifiers are implemented using open-source bug datasets, such as Mozilla and Eclipse. Furthermore, different evaluation measures are employed to analyze and evaluate the experimental results. Moreover, a comparative analysis is given to compare the experimental results of ANN with NB. The experimental results indicate that the ANN achieved high accuracy compared to the NB. The proposed research study will enhance SEM processes and contribute to the body of knowledge of the data mining field.

How are Bayesian and Non-Parametric Methods Doing a Great Job in RNA-Seq Differential Expression Analysis? : A Review

  • Oh, Sunghee
    • Communications for Statistical Applications and Methods
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    • v.22 no.2
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    • pp.181-199
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    • 2015
  • In a short history, RNA-seq data have established a revolutionary tool to directly decode various scenarios occurring on whole genome-wide expression profiles in regards with differential expression at gene, transcript, isoform, and exon specific quantification, genetic and genomic mutations, and etc. RNA-seq technique has been rapidly replacing arrays with seq-based platform experimental settings by revealing a couple of advantages such as identification of alternative splicing and allelic specific expression. The remarkable characteristics of high-throughput large-scale expression profile in RNA-seq are lied on expression levels of read counts, structure of correlated samples and genes, larger number of genes compared to sample size, different sampling rates, inevitable systematic RNA-seq biases, and etc. In this study, we will comprehensively review how robust Bayesian and non-parametric methods have a better performance than classical statistical approaches by explicitly incorporating such intrinsic RNA-seq specific features with flexible and more appropriate assumptions and distributions in practice.