• Journal of the Korean Statistical Society
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• 제26권4호
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• pp.493-505
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• 1997

The analysis of binary data appears to many areas such as statistics, biometrics and econometrics. In many cases, data are often collected in which some observations are incomplete. Assume that the missing covariates are missing at random and the responses are completely observed. A method to Bayesian analysis of the binary regression model with incomplete data is presented. In particular, the desired marginal posterior moments of regression parameter are obtained using Meterpolis algorithm (Metropolis et al. 1953) within Gibbs sampler (Gelfand and Smith, 1990). Also, we compare logit model with probit model using Bayes factor which is approximated by importance sampling method. One example is presented.

• 품질경영학회지
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• 제42권4호
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• pp.747-756
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• 2014

Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.

• 한국통신학회논문지
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• 제35권6B호
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• pp.888-894
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• 2010

무선 네트워크 기반 실내 측위는 측위를 위한 특수 장비를 필요로 하지 않고, Fingerprinting 방식은 무선 네트워크 기반 측위를 위한 기술 중에서 가장 정확도가 높기 때문에 무선 네트워크 fingerprinting 방식이 가장 적당한 실내 측위 방법이다. Fingerprinting 방식은 준비 단계와 실시간 측위 단계로 구성되고 정확한 위치 측정을 위해 보다 효율적이고 정확해야 한다. 본 논문에서는 Fingerprinting 방식에 대한 베이지안 알고리즘으로 강력한 통계적 학습 이론인 베이지안 학습을 결합한 퍼지 군집화를 이용하여 실내 측위를 결정하는 알고리즘을 제안하였다.

• 응용통계연구
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• 제24권5호
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• pp.833-845
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• 2011

본 논문에서는 1998.01.03부터 2011.08.31까지 수집된 코스피 지수 자료로부터 계산된 일별 로그수익률과 일별 로그손실률에 대한 극단값 통계분석을 수행하였다. 사용된 극단값 통계분석 모형은 포아송-GPD 모형이고 모수의 추정과 극단분위수의 추정은 최대가능도 방법을 적용하였다. 본 논문에서는 또한 포아송-GPD 모형에 추가적으로 모수의 무정보사전분포를 가정한 베이지안 방법을 고려하였다. 여기서는 마르코프 연쇄 몬테칼로 방법을 적용하여 모수와 극단분위수를 추정하였다. 분석 결과 최대가능도 방법과 베이지안 방법에서 모두, 로그수익률 분포의 오른쪽 꼬리는 정규분포보다 짧은 반면, 로그손실률 분포의 오른쪽 꼬리는 정규분포보다 두텁다는 결론이 얻어졌다. 극단값 분석에서 베이지안 방법을 사용할 때의 장점은 정칙조건이 만족되지 않는 경우에도 최대가능도추정량의 전통적 점근 성질을 걱정할 필요가 없고 예측의 경우에는 모수의 불확실성과 미래 관측치의 불확실성이 모두 반영되는 효과가 있다는 것이다.

• 품질경영학회지
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• 제35권4호
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• pp.159-165
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• 2007

Using statistical methods a change-point analysis of oil supply disruption is conducted. The statistical distribution of oil supply disruption is a weibull distribution. The detection of the change-point is applied to Bayesian method and weibull parameters are estimated through Markov chain monte carlo and parameter approach. The statistical approaches to the estimation for the change-point and weibull parameters is implemented with the sets of simulated and real data with small sizes of samples.

• 한국정보처리학회논문지
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• 제7권7호
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• pp.2108-2115
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• 2000

The conventional Boolean retrieval systems based on vector spae model can provide the results of retrieval fast, they can't reflect exactly user's retrieval purpose including semantic information. Consequently, the results of retrieval process are very different from those users expected. This fact forces users to waste much time for finding expected documents among retrieved documents. In his paper, we designed a bayesian SOM(Self-Organizing feature Maps) in combination with bayesian statistical method and Kohonen network as a kind of unsupervised learning, then perform classifying documents depending on the semantic similarity to user query in real time. If it is difficult to observe statistical characteristics as there are less than 30 documents for clustering, the number of documents must be increased to at least 50. Also, to give high rank to the documents which is most similar to user query semantically among generalized classifications for generalized clusters, we find the similarity by means of Kohonen centroid of each document classification and adjust the secondary rank depending on the similarity.

• Communications for Statistical Applications and Methods
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• 제24권6호
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• pp.627-640
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• 2017

A common interest in gene expression data analysis is to identify genes that present significant changes in expression levels among biological experimental conditions. In this paper, we develop a Bayesian approach to make a gene-by-gene comparison in the case with a control and more than one treatment experimental condition. The proposed approach is within a Bayesian framework with a Dirichlet process prior. The comparison procedure is based on a model selection procedure developed using the discreteness of the Dirichlet process and its representation via Polya urn scheme. The posterior probabilities for models considered are calculated using a Gibbs sampling algorithm. A numerical simulation study is conducted to understand and compare the performance of the proposed method in relation to usual methods based on analysis of variance (ANOVA) followed by a Tukey test. The comparison among methods is made in terms of a true positive rate and false discovery rate. We find that proposed method outperforms the other methods based on ANOVA followed by a Tukey test. We also apply the methodologies to a publicly available data set on Plasmodium falciparum protein.

• Journal of the Korean Statistical Society
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• 제28권2호
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• pp.183-193
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• 1999

In the problem of estimating estimable functions in classification linear models, we propose a method of obtaining least squares estimators of estimable functions. This method is based on the hierarchical Bayesian approach for estimating a vector of unknown parameters. Also, we verify that estimators obtained by our method are identical to least squares estimators of estimable functions obtained by using either generalized inverses or full rank reparametrization of the models. Some examples are given which illustrate our results.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.407-422
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• 2000

This article is concerned with the selecting predictor variables to be included in building a class of binary response t-link regression models where both probit and logistic regression models can e approximately taken as members of the class. It is based on a modification of the stochastic search variable selection method(SSVS), intended to propose and develop a Bayesian procedure that used probabilistic considerations for selecting promising subsets of predictor variables. The procedure reformulates the binary response t-link regression setup in a hierarchical truncated normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. In this setup, the most promising subset of predictors can be identified as that with highest posterior probability in the marginal posterior distribution of the hyperparameters. To highlight the merit of the procedure, an illustrative numerical example is given.

• Communications for Statistical Applications and Methods
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• 제11권1호
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• pp.79-91
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• 2004

In this thesis, Bayesian parameter estimation procedure is discussed for the mean change model of multivariate normal random variates under the assumption of noninformative priors for all the parameters. Parameters are estimated by Gibbs sampling method. In Gibbs sampler, the change point parameter is generated by Metropolis-Hastings algorithm. We apply our methodology to numerical data to examine it.