• 한국통계학회:학술대회논문집
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• 한국통계학회 2003년도 춘계 학술발표회 논문집
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• pp.183-189
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• 2003

A momentum threshold autoregressive (MTAR) model, a nonlinear autoregressive model, is analyzed in a Bayesian framework. Parameter estimation in the presence of missing data is done by using Markov chain Monte Carlo methods. We also propose simple Bayesian test procedures for asymmetry and unit roots. The proposed method is applied to a set of Korea unemployment rate data and reveals evidence for asymmetry and a unit root.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.861-870
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• 2005

The Bayesian model selection procedures for the shape parameter of gamma distribution are proposed in order to test that the failure rate of gamma distribution is constant, increasing or decreasing. The encompassing intrinsic Bayes factor by Beger and Pericchi (1996) based on Jeffreys prior for shape parameter is used to investigate the usefulness of the proposed Bayesian model selection procedures via both real data and pseudo data.

• Communications for Statistical Applications and Methods
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• 제26권2호
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• pp.217-238
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• 2019

With the advent of so-called "default" Bayesian hypothesis tests, scientists in applied fields have gained access to a powerful and principled method for testing hypotheses. However, such default tests usually come with a compromise, requiring the analyst to accept a one-size-fits-all approach to hypothesis testing. Further, such tests may not have the flexibility to test problems the scientist really cares about. In this tutorial, I demonstrate a flexible approach to generalizing one specific default test (the JZS t-test) (Rouder et al., Psychonomic Bulletin & Review, 16, 225-237, 2009) that is becoming increasingly popular in the social and behavioral sciences. The approach uses two results, the Savage-Dickey density ratio (Dickey and Lientz, 1980) and the technique of encompassing priors (Klugkist et al., Statistica Neerlandica, 59, 57-69, 2005) in combination with MCMC sampling via an easy-to-use probabilistic modeling package for R called Greta. Through a comprehensive mathematical description of the techniques as well as illustrative examples, the reader is presented with a general, flexible workflow that can be extended to solve problems relevant to his or her own work.

• 한국방사선학회논문지
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• 제15권5호
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• pp.591-602
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• 2021

급성 허혈성 뇌졸중(Acute ischemic stroke; AIS) 환자는 증상발현 수 시간 이내 영상의학 검사를 통해 뇌경색(Infarction)을 조기 진단하여야 한다. 본 연구에서 SVD와 Bayesian 알고리즘을 이용한 뇌경색의 부피측정을 관류 전산화단층촬영(Computed tomography perfusion; CTP)과 확산 강조 자기공명영상(Magnetic resonance diffusion weighted image; MR DWI)을 비교하여 임상적 유용성을 알고자 하였다. 2017년 9월부터 2020년 9월까지 급성 허혈성 뇌졸중 증상으로 응급실을 내원한 환자 중 50명(남 : 여 = 33 : 17)의 영상의학 검사 정보를 후향적으로 이용하였다. SVD와 Bayesian 알고리즘으로 측정된 뇌경색 부피는 윌콕슨 부호순위검정(Wilcoxon signed rank test) 통계분석을 하여 중앙값(Median)과 사분위수(Iter quartile range; IQR) 25 - 75% 범위로 나타내었다. CTP 검사로 측정한 core volume(단위 : cc)은 SVD가 18.07 (7.76 - 33.98), Bayesian은 47.3 (23.76 - 79.11)으로 측정되었고 penumbra volume은 SVD가 140.24 (117.8 - 176.89), Bayesian은 105.05 (72.52 - 141.98)로 측정되었다. Mismatch ratio (%)는 SVD가 7.56 (4.36 - 15.26), Bayesian은 2.08 (1.68 - 2.77)로 측정되었으며 모든 측정값은 통계적으로 유의미한 차이가 있었다(p < 0.05). 스피어만 상관 분석(Spearman's correlation analysis) 결과는 CT Bayesian과 MR로 측정한 뇌경색 부피의 상관계수(r = 0.915)가 CT SVD와 MR의 상관계수(r = 0.763)보다 더욱 높은 양의 상관관계를 보였다(p < 0.01). 블랜드 알트만 산점도(Bland altman plot) 분석 결과는 CT Bayesian과 MR로 측정한 뇌경색 부피의 산점도 기울기(y = - 0.065)가 CT SVD와 MR의 산점도 기울기(y = - 0.749)보다 완만하게 측정되어 Bayesian이 더 높은 신뢰성을 나타내었다. 따라서 뇌경색 부피의 측정에서 Bayesian 알고리즘이 SVD보다 높은 정확도를 보였으므로 임상에서 유용하게 사용될 것으로 사료된다.

• Interdisciplinary Bio Central
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• 제3권4호
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• pp.15.1-15.11
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• 2011

Background: Histone deacetylase (HDAC) 8 is one of its family members catalyzes the removal of acetyl groups from N-terminal lysine residues of histone proteins thereby restricts transcription factors from being expressed. Inhibition of HDAC8 has become an emerging and effective anti-cancer therapy for various cancers. Application computational methodologies may result in identifying the key components that can be used in developing future potent HDAC8 inhibitors. Results: Facilitating the discovery of novel and potential chemical scaffolds as starting points in the future HDAC8 inhibitor design, quantitative structure-activity relationship models were generated with 30 training set compounds using genetic function approximation (GFA) and Bayesian algorithms. Six GFA models were selected based on the significant statistical parameters calculated during model development. A Bayesian model using fingerprints was developed with a receiver operating characteristic curve cross-validation value of 0.902. An external test set of 54 diverse compounds was used in validating the models. Conclusions: Finally two out of six models based on their predictive ability over the test set compounds were selected as final GFA models. The Bayesian model has displayed a high classifying ability with the same test set compounds and the positively and negatively contributing molecular fingerprints were also unveiled by the model. The effectively contributing physicochemical properties and molecular fingerprints from a set of known HDAC8 inhibitors were identified and can be used in designing future HDAC8 inhibitors.

• 한방안이비인후피부과학회지
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• 제32권4호
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• pp.41-61
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• 2019

Background : The current medical statistics used in clinical research are the results of Fisher's significance test and the Neyman-Pearson hypothesis test, which were combined by psychologists. Also, in the philosophical background, it is related to Popper's falsificationism based hypothesis-deductive method and reduction to absurdity. Objectives : This study was designed to find complementary and alternative methods of null hypothesis and alternative hypothesis used for the clinical research methodology of Korean medicine otolaryngology. Methods : The body of this paper was divided into seven part. These are historical background, hypothesis test, hypothesis test method used in the design of clinical study, falsificationism and reduction to absurdity, problem and alternative method of the Neyman-Pearson hypothesis test, diagnosis example of sinusitis differentiation syndromes by Bayesian statistics. Through this process, we found out problems of frequentist statistics and suggested alternative methods. Result & Conclusion : As a solution to the problems of the null hypothesis and the alternative hypothesis, there are effects size, confidence interval, Bayesian statistics and Lakatos methodology of scientific research programmes.

• 대한수학회지
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• 제31권4호
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• pp.709-715
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• 1994

The aim of of the study is a powerful test for the discrimination and therefore an optimal desin for that purpose. This problem is studied by Chernoff ([5]) and used in Chernoff ([6]) for accelerated life tests using the exponential distribution for life times. The approach used here is similar to that suggested by Lauter ([10]) and used in Chaloner ([3]) and Chaloner and Larntz ([4]) where it is motivated using Bayesian arguments. The approach taken in this paper the loss function $L(\cdot)$ evaluating a test procedure and a design d.

• Journal of the Korean Data and Information Science Society
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• 제15권3호
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• pp.645-654
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• 2004

In this paper, we develop the Bayesian test procedure for the intraclass correlation coefficient in the unbalanced one-way random effect model based on the reference priors. That is, the objective is to compare two nested model such as the independent and intraclass models using the factional Bayes factor. Thus the model comparison problem in this case amounts to testing the hypotheses $H_1:\rho=0$ versus $H_2:{\rho}{\neq}0$. Some real data examples are provided.

• 품질경영학회지
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• 제30권3호
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• pp.186-194
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• 2002

In this paper we introduce formulae for estimating the failure rate of a large scaled software by using the Bayesian rule when a black-box random testing which selects an element(test case) at random with equally likely probability, is performed. A program or software can be treated as a mathematical function with a well-defined (input)domain and range. For a large scaled software, their input domains can be partitioned into multiple subdomains and exhaustive testing is not generally practical. Testing is proceeding with selecting a subdomain, and then picking a test case from within the selected subdomain. Whether or not the proportion of selecting one of the subdomains is assumed probability, we developed the formulae either case by using Bayesian rule with gamma distribution as a prior distribution.

• 천문학회보
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• 제41권2호
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• pp.62.2-62.2
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• 2016

We present a newly developed algorithm based on a Bayesian method for 2D tilted-ring analysis of disk galaxies which operates on velocity fields. Compared to the conventional ones based on a chi-squared minimisation procedure, this new Bayesian-based algorithm less suffers from local minima of the model parameters even with high multi-modality of their posterior distributions. Moreover, the Bayesian analysis implemented via Markov Chain Monte Carlo (MCMC) sampling only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature is essential for performing kinematic analysis of an unprecedented number of resolved galaxies from the upcoming Square Kilometre Array (SKA) pathfinders' galaxy surveys. A standalone code, the so-called '2D Bayesian Automated Tilted-ring fitter' (2DBAT) that implements the Bayesian fits of 2D tilted-ring models is developed for deriving rotation curves of galaxies that are at least marginally resolved (> 3 beams across the semi-major axis) and moderately inclined (20 < i < 70 degree). The main layout of 2DBAT and its performance test are discussed using sample galaxies from Australia Telescope Compact Array (ATCA) observations as well as artificial data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies.