• Title/Summary/Keyword: Dirichlet Mixture Model

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Multiple Comparisons for a Bivariate Exponential Populations Based On Dirichlet Process Priors

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.553-560
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    • 2007
  • In this paper, we consider two components system which lifetimes have Freund's bivariate exponential model with equal failure rates. We propose Bayesian multiple comparisons procedure for the failure rates of I Freund's bivariate exponential populations based on Dirichlet process priors(DPP). The family of DPP is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo(MCMC) method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of multiple comparisons problem for the failure rates of bivariate exponential populations is illustrated through a numerical example.

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A Bayesian Method to Semiparametric Hierarchical Selection Models (준모수적 계층적 선택모형에 대한 베이지안 방법)

  • 정윤식;장정훈
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.161-175
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    • 2001
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

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Estimating dose-response curves using splines: a nonparametric Bayesian knot selection method

  • Lee, Jiwon;Kim, Yongku;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.287-299
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    • 2022
  • In radiation epidemiology, the excess relative risk (ERR) model is used to determine the dose-response relationship. In general, the dose-response relationship for the ERR model is assumed to be linear, linear-quadratic, linear-threshold, quadratic, and so on. However, since none of these functions dominate other functions for expressing the dose-response relationship, a Bayesian semiparametric method using splines has recently been proposed. Thus, we improve the Bayesian semiparametric method for the selection of the tuning parameters for splines as the number and location of knots using a Bayesian knot selection method. Equally spaced knots cannot capture the characteristic of radiation exposed dose distribution which is highly skewed in general. Therefore, we propose a nonparametric Bayesian knot selection method based on a Dirichlet process mixture model. Inference of the spline coefficients after obtaining the number and location of knots is performed in the Bayesian framework. We apply this approach to the life span study cohort data from the radiation effects research foundation in Japan, and the results illustrate that the proposed method provides competitive curve estimates for the dose-response curve and relatively stable credible intervals for the curve.

Stochastic Mixture Modeling of Driving Behavior During Car Following

  • Angkititrakul, Pongtep;Miyajima, Chiyomi;Takeda, Kazuya
    • Journal of information and communication convergence engineering
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    • v.11 no.2
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    • pp.95-102
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    • 2013
  • This paper presents a stochastic driver behavior modeling framework which takes into account both individual and general driving characteristics as one aggregate model. Patterns of individual driving styles are modeled using a Dirichlet process mixture model, as a non-parametric Bayesian approach which automatically selects the optimal number of model components to fit sparse observations of each particular driver's behavior. In addition, general or background driving patterns are also captured with a Gaussian mixture model using a reasonably large amount of development data from several drivers. By combining both probability distributions, the aggregate driver-dependent model can better emphasize driving characteristics of each particular driver, while also backing off to exploit general driving behavior in cases of unseen/unmatched parameter spaces from individual training observations. The proposed driver behavior model was employed to anticipate pedal operation behavior during car-following maneuvers involving several drivers on the road. The experimental results showed advantages of the combined model over the model adaptation approach.

A Penalized Likelihood Method for Model Complexity

  • Ahn, Sung M.
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.173-184
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    • 2001
  • We present an algorithm for the complexity reduction of a general Gaussian mixture model by using a penalized likelihood method. One of our important assumptions is that we begin with an overfitted model in terms of the number of components. So our main goal is to eliminate redundant components in the overfitted model. As shown in the section of simulation results, the algorithm works well with the selected densities.

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Noise reduction algorithm for an image using nonparametric Bayesian method (비모수 베이지안 방법을 이용한 영상 잡음 제거 알고리즘)

  • Woo, Ho-young;Kim, Yeong-hwa
    • The Korean Journal of Applied Statistics
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    • v.31 no.5
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    • pp.555-572
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    • 2018
  • Noise reduction processes that reduce or eliminate noise (caused by a variety of reasons) in noise contaminated image is an important theme in image processing fields. Many studies are being conducted on noise removal processes due to the importance of distinguishing between noise added to a pure image and the unique characteristics of original images. Adaptive filter and sigma filter are typical noise reduction filters used to reduce or eliminate noise; however, their effectiveness is affected by accurate noise estimation. This study generates a distribution of noise contaminating image based on a Dirichlet normal mixture model and presents a Bayesian approach to distinguish the characteristics of an image against the noise. In particular, to distinguish the distribution of noise from the distribution of characteristics, we suggest algorithms to develop a Bayesian inference and remove noise included in an image.

Bayesian analysis of finite mixture model with cluster-specific random effects (군집 특정 변량효과를 포함한 유한 혼합 모형의 베이지안 분석)

  • Lee, Hyejin;Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.57-68
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    • 2017
  • Clustering algorithms attempt to find a partition of a finite set of objects in to a potentially predetermined number of nonempty subsets. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet prior distribution calculates posterior probabilities when the number of clusters was known. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. Examples are given to show how these models perform on real data.

Semantic Dependency Link Topic Model for Biomedical Acronym Disambiguation (의미적 의존 링크 토픽 모델을 이용한 생물학 약어 중의성 해소)

  • Kim, Seonho;Yoon, Juntae;Seo, Jungyun
    • Journal of KIISE
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    • v.41 no.9
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    • pp.652-665
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    • 2014
  • Many important terminologies in biomedical text are expressed as abbreviations or acronyms. We newly suggest a semantic link topic model based on the concepts of topic and dependency link to disambiguate biomedical abbreviations and cluster long form variants of abbreviations which refer to the same senses. This model is a generative model inspired by the latent Dirichlet allocation (LDA) topic model, in which each document is viewed as a mixture of topics, with each topic characterized by a distribution over words. Thus, words of a document are generated from a hidden topic structure of a document and the topic structure is inferred from observable word sequences of document collections. In this study, we allow two distinct word generation to incorporate semantic dependencies between words, particularly between expansions (long forms) of abbreviations and their sentential co-occurring words. Besides topic information, the semantic dependency between words is defined as a link and a new random parameter for the link presence is assigned to each word. As a result, the most probable expansions with respect to abbreviations of a given abstract are decided by word-topic distribution, document-topic distribution, and word-link distribution estimated from document collection though the semantic dependency link topic model. The abstracts retrieved from the MEDLINE Entrez interface by the query relating 22 abbreviations and their 186 expansions were used as a data set. The link topic model correctly predicted expansions of abbreviations with the accuracy of 98.30%.

Smartphone-User Interactive based Self Developing Place-Time-Activity Coupled Prediction Method for Daily Routine Planning System (일상생활 계획을 위한 스마트폰-사용자 상호작용 기반 지속 발전 가능한 사용자 맞춤 위치-시간-행동 추론 방법)

  • Lee, Beom-Jin;Kim, Jiseob;Ryu, Je-Hwan;Heo, Min-Oh;Kim, Joo-Seuk;Zhang, Byoung-Tak
    • KIISE Transactions on Computing Practices
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    • v.21 no.2
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    • pp.154-159
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    • 2015
  • Over the past few years, user needs in the smartphone application market have been shifted from diversity toward intelligence. Here, we propose a novel cognitive agent that plans the daily routines of users using the lifelog data collected by the smart phones of individuals. The proposed method first employs DPGMM (Dirichlet Process Gaussian Mixture Model) to automatically extract the users' POI (Point of Interest) from the lifelog data. After extraction, the POI and other meaningful features such as GPS, the user's activity label extracted from the log data is then used to learn the patterns of the user's daily routine by POMDP (Partially Observable Markov Decision Process). To determine the significant patterns within the user's time dependent patterns, collaboration was made with the SNS application Foursquare to record the locations visited by the user and the activities that the user had performed. The method was evaluated by predicting the daily routine of seven users with 3300 feedback data. Experimental results showed that daily routine scheduling can be established after seven days of lifelogged data and feedback data have been collected, demonstrating the potential of the new method of place-time-activity coupled daily routine planning systems in the intelligence application market.