• Title/Summary/Keyword: Bayesian statistical method

Search Result 308, Processing Time 0.029 seconds

Accelerating the EM Algorithm through Selective Sampling for Naive Bayes Text Classifier (나이브베이즈 문서분류시스템을 위한 선택적샘플링 기반 EM 가속 알고리즘)

  • Chang Jae-Young;Kim Han-Joon
    • The KIPS Transactions:PartD
    • /
    • v.13D no.3 s.106
    • /
    • pp.369-376
    • /
    • 2006
  • This paper presents a new method of significantly improving conventional Bayesian statistical text classifier by incorporating accelerated EM(Expectation Maximization) algorithm. EM algorithm experiences a slow convergence and performance degrade in its iterative process, especially when real online-textual documents do not follow EM's assumptions. In this study, we propose a new accelerated EM algorithm with uncertainty-based selective sampling, which is simple yet has a fast convergence speed and allow to estimate a more accurate classification model on Naive Bayesian text classifier. Experiments using the popular Reuters-21578 document collection showed that the proposed algorithm effectively improves classification accuracy.

Adaptive Exponential Smoothing Method Based on Structural Change Statistics (구조변화 통계량을 이용한 적응적 지수평활법)

  • Kim, Jeong-Il;Park, Dae-Geun;Jeon, Deok-Bin;Cha, Gyeong-Cheon
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 2006.11a
    • /
    • pp.165-168
    • /
    • 2006
  • Exponential smoothing methods do not adapt well to unexpected changes in underlying process. Over the past few decades a number of adaptive smoothing models have been proposed which allow for the continuous adjustment of the smoothing constant value in order to provide a much earlier detection of unexpected changes. However, most of previous studies presented ad hoc procedure of adaptive forecasting without any theoretical background. In this paper, we propose a detection-adaptation procedure applied to simple and Holt's linear method. We derive level and slope change detection statistics based on Bayesian statistical theory and present distribution of the statistics by simulation method. The proposed procedure is compared with previous adaptive forecasting models using simulated data and economic time series data.

  • PDF

The Emotion Recognition System through The Extraction of Emotional Components from Speech (음성의 감성요소 추출을 통한 감성 인식 시스템)

  • Park Chang-Hyun;Sim Kwee-Bo
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.10 no.9
    • /
    • pp.763-770
    • /
    • 2004
  • The important issue of emotion recognition from speech is a feature extracting and pattern classification. Features should involve essential information for classifying the emotions. Feature selection is needed to decompose the components of speech and analyze the relation between features and emotions. Specially, a pitch of speech components includes much information for emotion. Accordingly, this paper searches the relation of emotion to features such as the sound loudness, pitch, etc. and classifies the emotions by using the statistic of the collecting data. This paper deals with the method of recognizing emotion from the sound. The most important emotional component of sound is a tone. Also, the inference ability of a brain takes part in the emotion recognition. This paper finds empirically the emotional components from the speech and experiment on the emotion recognition. This paper also proposes the recognition method using these emotional components and the transition probability.

Length-biased Rayleigh distribution: reliability analysis, estimation of the parameter, and applications

  • Kayid, M.;Alshingiti, Arwa M.;Aldossary, H.
    • International Journal of Reliability and Applications
    • /
    • v.14 no.1
    • /
    • pp.27-39
    • /
    • 2013
  • In this article, a new model based on the Rayleigh distribution is introduced. This model is useful and practical in physics, reliability, and life testing. The statistical and reliability properties of this model are presented, including moments, the hazard rate, the reversed hazard rate, and mean residual life functions, among others. In addition, it is shown that the distributions of the new model are ordered regarding the strongest likelihood ratio ordering. Four estimating methods, namely, method of moment, maximum likelihood method, Bayes estimation, and uniformly minimum variance unbiased, are used to estimate the parameters of this model. Simulation is used to calculate the estimates and to study their properties. Finally, the appropriateness of this model for real data sets is shown by using the chi-square goodness of fit test and the Kolmogorov-Smirnov statistic.

  • PDF

Three-Dimensional Photon Counting Imaging with Enhanced Visual Quality

  • Lee, Jaehoon;Lee, Min-Chul;Cho, Myungjin
    • Journal of information and communication convergence engineering
    • /
    • v.19 no.3
    • /
    • pp.180-187
    • /
    • 2021
  • In this paper, we present a computational volumetric reconstruction method for three-dimensional (3D) photon counting imaging with enhanced visual quality when low-resolution elemental images are used under photon-starved conditions. In conventional photon counting imaging with low-resolution elemental images, it may be difficult to estimate the 3D scene correctly because of a lack of scene information. In addition, the reconstructed 3D images may be blurred because volumetric computational reconstruction has an averaging effect. In contrast, with our method, the pixels of the elemental image rearrangement technique and a Bayesian approach are used as the reconstruction and estimation methods, respectively. Therefore, our method can enhance the visual quality and estimation accuracy of the reconstructed 3D images because it does not have an averaging effect and uses prior information about the 3D scene. To validate our technique, we performed optical experiments and demonstrated the reconstruction results.

Statistical Model for Emotional Video Shot Characterization (비디오 셧의 감정 관련 특징에 대한 통계적 모델링)

  • 박현재;강행봉
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.28 no.12C
    • /
    • pp.1200-1208
    • /
    • 2003
  • Affective computing plays an important role in intelligent Human Computer Interactions(HCI). To detect emotional events, it is desirable to construct a computing model for extracting emotion related features from video. In this paper, we propose a statistical model based on the probabilistic distribution of low level features in video shots. The proposed method extracts low level features from video shots and then from a GMM(Gaussian Mixture Model) for them to detect emotional shots. As low level features, we use color, camera motion and sequence of shot lengths. The features can be modeled as a GMM by using EM(Expectation Maximization) algorithm and the relations between time and emotions are estimated by MLE(Maximum Likelihood Estimation). Finally, the two statistical models are combined together using Bayesian framework to detect emotional events in video.

Bayesian and maximum likelihood estimations from exponentiated log-logistic distribution based on progressive type-II censoring under balanced loss functions

  • Chung, Younshik;Oh, Yeongju
    • Communications for Statistical Applications and Methods
    • /
    • v.28 no.5
    • /
    • pp.425-445
    • /
    • 2021
  • A generalization of the log-logistic (LL) distribution called exponentiated log-logistic (ELL) distribution on lines of exponentiated Weibull distribution is considered. In this paper, based on progressive type-II censored samples, we have derived the maximum likelihood estimators and Bayes estimators for three parameters, the survival function and hazard function of the ELL distribution. Then, under the balanced squared error loss (BSEL) and the balanced linex loss (BLEL) functions, their corresponding Bayes estimators are obtained using Lindley's approximation (see Jung and Chung, 2018; Lindley, 1980), Tierney-Kadane approximation (see Tierney and Kadane, 1986) and Markov Chain Monte Carlo methods (see Hastings, 1970; Gelfand and Smith, 1990). Here, to check the convergence of MCMC chains, the Gelman and Rubin diagnostic (see Gelman and Rubin, 1992; Brooks and Gelman, 1997) was used. On the basis of their risks, the performances of their Bayes estimators are compared with maximum likelihood estimators in the simulation studies. In this paper, research supports the conclusion that ELL distribution is an efficient distribution to modeling data in the analysis of survival data. On top of that, Bayes estimators under various loss functions are useful for many estimation problems.

Fatigue life prediction based on Bayesian approach to incorporate field data into probability model

  • An, Dawn;Choi, Joo-Ho;Kim, Nam H.;Pattabhiraman, Sriram
    • Structural Engineering and Mechanics
    • /
    • v.37 no.4
    • /
    • pp.427-442
    • /
    • 2011
  • In fatigue life design of mechanical components, uncertainties arising from materials and manufacturing processes should be taken into account for ensuring reliability. A common practice is to apply a safety factor in conjunction with a physics model for evaluating the lifecycle, which most likely relies on the designer's experience. Due to conservative design, predictions are often in disagreement with field observations, which makes it difficult to schedule maintenance. In this paper, the Bayesian technique, which incorporates the field failure data into prior knowledge, is used to obtain a more dependable prediction of fatigue life. The effects of prior knowledge, noise in data, and bias in measurements on the distribution of fatigue life are discussed in detail. By assuming a distribution type of fatigue life, its parameters are identified first, followed by estimating the distribution of fatigue life, which represents the degree of belief of the fatigue life conditional to the observed data. As more data are provided, the values will be updated to reduce the credible interval. The results can be used in various needs such as a risk analysis, reliability based design optimization, maintenance scheduling, or validation of reliability analysis codes. In order to obtain the posterior distribution, the Markov Chain Monte Carlo technique is employed, which is a modern statistical computational method which effectively draws the samples of the given distribution. Field data of turbine components are exploited to illustrate our approach, which counts as a regular inspection of the number of failed blades in a turbine disk.

Bayesian Analysis for Uncertainty of Radiocarbon Dating (방사성탄소연대측정법의 불확실성에 대한 베이지안 분석)

  • Lee, Youngseon;Lee, Jaeyong;Kim, Jangsuk
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.3
    • /
    • pp.371-383
    • /
    • 2015
  • Use of radiocarbon dating is increasing for chronology; however, its variability and discrepancy with existing chronologies can cause doubts in regards to credibility. In this paper, we explore factors that influence radiocarbon dating variabilities. We obtained estimated radiocarbon ages by sending identical samples to several labs multiple times. A Bayesian method was used to analyze the obtained data. From the analysis, we conclude that some factors (such as type of labs and megasamples) can induce variability when estimating radiocarbon age. We identify the size of variability caused by each factor and analyze the estimated variability in each lab corresponds with the reported variability.

A Bayesian Poisson model for analyzing adverse drug reaction in self-controlled case series studies (베이지안 포아송 모형을 적용한 자기-대조 환자군 연구에서의 약물상호작용 위험도 분석)

  • Lee, Eunchae;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
    • /
    • v.33 no.2
    • /
    • pp.203-213
    • /
    • 2020
  • The self-controlled case series (SCCS) study measures the relative risk of exposure to exposure period by setting the non-exposure period of the patient as the control period without a separate control group. This method minimizes the bias that occurs when selecting a control group and is often used to measure the risk of adverse events after taking a drug. This study used SCCS to examine the increased risk of side effects when two or more drugs are used in combination. A conditional Poisson model is assumed and analyzed for drug interaction between the narcotic analgesic, tramadol and multi-frequency combination drugs. Bayesian inference is used to solve the overfitting problem of MLE and the normal or Laplace prior distributions are used to measure the sensitivity of the prior distribution.