• Title/Summary/Keyword: Empirical Bayesian

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Empirical Statistical Power for Testing Multilocus Genotypic Effects under Unbalanced Designs Using a Gibbs Sampler

  • Lee, Chae-Young
    • Asian-Australasian Journal of Animal Sciences
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    • v.25 no.11
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    • pp.1511-1514
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    • 2012
  • Epistasis that may explain a large portion of the phenotypic variation for complex economic traits of animals has been ignored in many genetic association studies. A Baysian method was introduced to draw inferences about multilocus genotypic effects based on their marginal posterior distributions by a Gibbs sampler. A simulation study was conducted to provide statistical powers under various unbalanced designs by using this method. Data were simulated by combined designs of number of loci, within genotype variance, and sample size in unbalanced designs with or without null combined genotype cells. Mean empirical statistical power was estimated for testing posterior mean estimate of combined genotype effect. A practical example for obtaining empirical statistical power estimates with a given sample size was provided under unbalanced designs. The empirical statistical powers would be useful for determining an optimal design when interactive associations of multiple loci with complex phenotypes were examined.

A Study on the Digital Signal Processing for the Pattern fiecognition of Weld Flaws (용접결함의 패턴인식을 위한 디지털 신호처리에 관한 연구)

  • 김재열;송찬일;김병현
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 1995.10a
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    • pp.393-396
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    • 1995
  • In this syudy, the researches classifying the artificial and natural flaws in welding parts are performed using the smart pattern recognition technology. For this purpose the smart signal pattern recognition package including the user defined function was developed and the total procedure including the digital signal processing,feature extraction , feature selection and classifier selection is treated by bulk. Specially it is composed with and discussed using the statistical classifier such as the linear disciminant function classifier, the empirical Bayesian classifier. Also, the smart pattern recognition technology is applied to classification problem of natural flaw(i.e multiple classification problem-crack,lack of penetration,lack of fusion,porosity,and slag inclusion, the planar and volumetric flaw classification problem). According to this results, if appropriately learned the neural network classifier is better than ststistical classifier in the classification problem of natural flaw. And it is possible to acquire the recognition rate of 80% above through it is different a little according to domain extracting the feature and the classifier.

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Causal reasoning studies with a focus on the Power Probabilistic Contrast Theory (힘 확률 대비 이론에 기반을 둔 인과 추론 연구)

  • Park, Jooyong
    • Korean Journal of Cognitive Science
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    • v.27 no.4
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    • pp.541-572
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    • 2016
  • Causal reasoning is actively studied not only by psychologists but, in recent years, also by cognitive scientists taking the Bayesian approach. This paper seeks to provide an overview of the recent trends in causal reasoning research with a focus on the power probabilistic contrast theory of causality, a major psychological theory on causal inference. The power probabilistic contrast theory (PPCT) assumes that a cause is a power that initiates or inhibits the result. This power is purported be understood through statistical correlation under certain conditions. The paper examines the supporting empirical evidence in the development of PPCT. Also, introduced are the theoretical dispute between the PPCT and the model based on Bayesian approach, and the current developments and implications of research on causal invariance hypothesis, which states that cause operates identically regardless of the context. Recent studies have produced experimental results that cannot be readily explained by existing empirical approach. Therefore, these results call for serious examination of the power theory of causality by researchers in neighboring fields such as philosophy, statistics, and artificial intelligence.

Stochastic Volatility Models Using Bayesian Estimation for the Leverage Effect of Dry-bulk Freight Rate (건화물선 운임의 레버리지 효과 대한 확률 변동성 모형을 활용한 베이지안 추정)

  • Kim, Hyun-Sok
    • Journal of Korea Port Economic Association
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    • v.38 no.4
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    • pp.13-23
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    • 2022
  • In this study, from January 2015 to April 2020, we propose a stochastic volatility model to capture the leverage effect on daily freight yields in the dry cargo market and analyze the freight yields. Estimation involving the Bayesian Markov Chain Monte Carlo method for the leverage effect based on the negative correlation that exists between returns and volatility in stochastic volatility analysis yields similar estimates, and the statistcs indicates significant. That is, the results of the empirical analysis show that the degree of correlation between returns and volatility, and the magnitude and sign of fluctuations differ, which suggests that taking into account the leverage effect in the SV model improves the goodness of fit of the estimates. In addition to the statistical significance of the estimated model's leverage effect, the analysis by log predictive power score presents the estimated results with improved predictive power of the model considering the leveraged effect. These astatistically significant empirical results show that the stochastic volatility model considering the leverage effect is important for freight rate risk modeling in the marine industry.

Prediction in run-off triangle using Bayesian linear model (삼각분할표 자료에서 베이지안 모형을 이용한 예측)

  • Lee, Ju-Mi;Lim, Jo-Han;Hahn, Kyu-S.;Lee, Kyeong-Eun
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.2
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    • pp.411-423
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    • 2009
  • In the current paper, by extending Verall (1990)'s work, we propose a new Bayesian model for analyzing run-off triangle data. While Verall's (1990) work only account for the calendar year and evolvement time effects, our model further accounts for the "absolute time" effects. We also suggest a Markov Chain Monte Carlo method that can be used for estimating the proposed model. We apply our proposed method to analyzing three empirical examples. The results demonstrate that our method significantly reduces prediction error when compared with the existing methods.

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The Impact of Foreign Ownership on Capital Structure: Empirical Evidence from Listed Firms in Vietnam

  • NGUYEN, Van Diep;DUONG, Quynh Nga
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.2
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    • pp.363-370
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    • 2022
  • The study aims to probe the impact of foreign ownership on Vietnamese listed firms' capital structure. This study employs panel data of 288 non-financial firms listed on the Ho Chi Minh City stock exchange (HOSE) and Ha Noi stock exchange (HNX) in 2015-2019. In this research, we applied a Bayesian linear regression method to provide probabilistic explanations of the model uncertainty and effect of foreign ownership on the capital structure of non-financial listed enterprises in Vietnam. The findings of experimental analysis by Bayesian linear regression method through Markov chain Monte Carlo (MCMC) technique combined with Gibbs sampler suggest that foreign ownership has substantial adverse effects on the firms' capital structure. Our findings also indicate that a firm's size, age, and growth opportunities all have a strong positive and significant effect on its debt ratio. We found that the firms' profitability, tangible assets, and liquidity negatively and strongly affect firms' capital structure. Meanwhile, there is a low negative impact of dividends and inflation on the debt ratio. This research has ramifications for business managers since it improves a company's financial resources by developing a strong capital structure and considering foreign investment as a source of funding.

Development of Adaptive AE Signal Pattern Recognition Program and Application to Classification of Defects in Metal Contact Regions of Rotating Component (적응형 AE신호 형상 인식 프로그램 개발자 회전체 금속 접촉부 이상 분류에 관한 적용 연구)

  • Lee, K.Y.;Lee, C.M.;Kim, J.S.
    • Journal of the Korean Society for Nondestructive Testing
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    • v.15 no.4
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    • pp.520-530
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    • 1996
  • In this study, the artificial defects in rotary compressor are classified using pattern recognition of acoustic emission signal. For this purpose the computer program is developed. The neural network classifier is compared with the statistical classifier such as the linear discriminant function classifier and empirical Bayesian classifier. It is concluded that the former is better. It is possible to acquire the recognition rate of above 99% by neural network classifier.

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A Study on the Application of Digital Signal Processing for Pattern Recognition of Microdefects (미소결함의 형상인식을 위한 디지털 신호처리 적용에 관한 연구)

  • 홍석주
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.9 no.1
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    • pp.119-127
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    • 2000
  • In this study the classified researches the artificial and natural flaws in welding parts are performed using the pattern recognition technology. For this purpose the signal pattern recognition package including the user defined function was developed and the total procedure including the digital signal processing feature extraction feature selection and classifi-er selection is teated by bulk,. Specially it is composed with and discussed using the statistical classifier such as the linear discriminant function the empirical Bayesian classifier. Also the pattern recognition technology is applied to classifica-tion problem of natural flaw(i.e multiple classification problem-crack lack of penetration lack of fusion porosity and slag inclusion the planar and volumetric flaw classification problem), According to this result it is possible to acquire the recognition rate of 83% above even through it is different a little according to domain extracting the feature and the classifier.

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Ultrasonic Signal Analysis with DSP for the Pattern Recognition of Welding Flaws

  • Kim, Jae-Yeol;Cho, Gyu-Jae;Kim, Chang-Hyun
    • International Journal of Precision Engineering and Manufacturing
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    • v.1 no.1
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    • pp.106-110
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    • 2000
  • The researches classifying the artificial flaws in welding parts are performed using the pattern recognition technology. For this purpose the signal pattern recognition package including user defined function is developed and the total procedure is made up the digital signal processing, feature extraction, feature selection, classfier design. Specially it is composed with and discussed using the ststistical classfier such as the linear discriminant function classfier, the empirical Bayesian classfier.

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Geographical Visualization of Rare Events

  • Roh, Hye-Jung;Jeong, Jae-Joon
    • Proceedings of the KSRS Conference
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    • 2007.10a
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    • pp.434-437
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    • 2007
  • Maps contain and effectively visualize a number of spatial information. Advances in GIS enable researchers to analyze and represent spatial information through digital maps. Choropleth maps represent different quantities showing usually rates, percentages or densities. Generally, researchers make choropleth maps using raw rates. But, if the events are rare, raw rates cannot be sufficient in representing spatial phenomena. That is to say, if the population is large and events are rare, we cannot be sure that the raw rate is correct. The objective of this study is to make choropleth maps by several rate calculation methods and compare them. We use three methods in choropleth mapping; a raw rate, empirical Bayesian method, and spatial rate method which use prior probabilities. The experiments reveal that maps are somewhat different by used methods. We suggest that a raw rate method can not be an only way to make a rate map and researchers should choose an appropriate method for their objectives.

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