• Title/Summary/Keyword: Dirichlet distribution

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Probability Integral of the Inverted Dirichlet Distribution with Application

  • Kim, Kee-Young
    • Journal of the Korean Statistical Society
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    • v.13 no.1
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    • pp.25-31
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    • 1984
  • A technique which has been used for the evaluation of certain kinds of multiple integrals, viz., the technique of imcomplete gamma function operators, is employed and extended to the case where the parameters and arguments are non-equal and non-integer for the probability integral of the inverted Dirichlet distribution. Several types of recurrence formulas have been developed for the tail probabilities and a subset selection procedure in ranking variances is discussed as an application.

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Detection of Random Effects in a Random Effects Model of a One-way Layout Contingency Table

  • Kim, Byung-Soo
    • Journal of the Korean Statistical Society
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    • v.13 no.1
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    • pp.1-19
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    • 1984
  • A random effects model of a one-way layout contingency table is developed using a Dirichlet-multinomial distribution. A test statistic, say $T_k$, is suggested for detecting Dirichlet-multinomial departure from a multinomial distribution. It is shown that the $T_k$ test is asymptotically superior to the classical chi-square test based on the asymptotic relative efficiency. This superiority is further evidenced by a Monte Carlo simulation.

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A Bayesian Analysis of the Multinomial Randomized Response Model Using Dirichlet Prior Distribution

  • Kim, Jong-Min;Heo, Tae-Young
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.05a
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    • pp.239-244
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    • 2005
  • In this paper, we examine the problem of estimating the sensitive characteristics and behaviors in a multinomial randomized response (RR) model. We analyze this problem through a Bayesian perspective and develop a Bayesian multinomial RR model in survey study. The Bayesian inference of multinomial RR model is a new approach to RR models.

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Bayesian analysis of random partition models with Laplace distribution

  • Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.24 no.5
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    • pp.457-480
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    • 2017
  • We develop a random partition procedure based on a Dirichlet process prior with Laplace distribution. Gibbs sampling of a Laplace mixture of linear mixed regressions with a Dirichlet process is implemented as a random partition model when the number of clusters is unknown. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities, unlike its counterparts. A full Gibbs-sampling algorithm is developed for an efficient Markov chain Monte Carlo posterior computation. The proposed method is illustrated with simulated data and one real data of the energy efficiency of Tsanas and Xifara (Energy and Buildings, 49, 560-567, 2012).

Variational Expectation-Maximization Algorithm in Posterior Distribution of a Latent Dirichlet Allocation Model for Research Topic Analysis

  • Kim, Jong Nam
    • Journal of Korea Multimedia Society
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    • v.23 no.7
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    • pp.883-890
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    • 2020
  • In this paper, we propose a variational expectation-maximization algorithm that computes posterior probabilities from Latent Dirichlet Allocation (LDA) model. The algorithm approximates the intractable posterior distribution of a document term matrix generated from a corpus made up by 50 papers. It approximates the posterior by searching the local optima using lower bound of the true posterior distribution. Moreover, it maximizes the lower bound of the log-likelihood of the true posterior by minimizing the relative entropy of the prior and the posterior distribution known as KL-Divergence. The experimental results indicate that documents clustered to image classification and segmentation are correlated at 0.79 while those clustered to object detection and image segmentation are highly correlated at 0.96. The proposed variational inference algorithm performs efficiently and faster than Gibbs sampling at a computational time of 0.029s.

Comparison of Nonparametric Maximum Likelihood and Bayes Estimators of the Survival Function Based on Current Status Data

  • Kim, Hee-Jeong;Kim, Yong-Dai;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.111-119
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    • 2007
  • In this paper, we develop a nonparametric Bayesian methodology of estimating an unknown distribution function F at the given survival time with current status data under the assumption of Dirichlet process prior on F. We compare our algorithm with the nonparametric maximum likelihood estimator through application to simulated data and real data.

Mixtures of Beta Processes Priors for Right Censored Survival Data

  • Kim, Yongdai
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.127-138
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    • 2001
  • In order to combine parametric and nonparametric approaches together for survival analysis with censored observations, a new class of priors called mixtures of the beta processes is introduced. It is shown that mixtures of beta processes priors generalized the well known priors - mixtures of Dirichlet processes, and they are conjugate with right censored observations. Formulas for computing the posterior distribution are derived. Finally, a real data set is analyzed for illustrational purpose.

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Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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Posterior Consistency for Right Censored Data

  • Lee, Jae-Yong
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.10a
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    • pp.39-45
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    • 2003
  • Ghosh and Ramamoorthi (1996) studied the posterior consistency for survival models and showed that the posterior was consistent, when the prior on the distribution of survival times was the Dirichlet process prior. In this paper, we study the posterior consistency of survival models with neutral to the right process priors which include Dirichlet process priors. A set of sufficient conditions for the posterior consistency with neutral to the right process priors are given. Interestingly, not all the neutral to the right process priors have consistent posteriors, but most of the popular priors such as Dirichlet processes, beta processes and gamma processes have consistent posteriors. For extended beta processes, a necessary and sufficient condition for the consistency is also established.

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Nonparametric Bayesian Multiple Comparisons for Geometric Populations

  • Ali, M. Masoom;Cho, J.S.;Begum, Munni
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.1129-1140
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    • 2005
  • A nonparametric Bayesian method for calculating posterior probabilities of the multiple comparison problem on the parameters of several Geometric populations is presented. Bayesian multiple comparisons under two different prior/ likelihood combinations was studied by Gopalan and Berry(1998) using Dirichlet process priors. In this paper, we followed the same approach to calculate posterior probabilities for various hypotheses in a statistical experiment with a partition on the parameter space induced by equality and inequality relationships on the parameters of several geometric populations. This also leads to a simple method for obtaining pairwise comparisons of probability of successes. Gibbs sampling technique was used to evaluate the posterior probabilities of all possible hypotheses that are analytically intractable. A numerical example is given to illustrate the procedure.

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