• Title/Summary/Keyword: Gaussian prior

Search Result 67, Processing Time 0.024 seconds

Noninformative Priors for the Common Scale Parameter in the Inverse Gaussian Distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.4
    • /
    • pp.981-992
    • /
    • 2004
  • In this paper, we develop the noninformative priors for the common scale parameter in the inverse gaussian distributions. We developed the first and second order matching priors. Next we revealed that the second order matching prior satisfies a HPD matching criterion. Also we showed that the second order matching prior matches alternative coverage probabilities up to the second order. It turns out that the one-at-a-time reference prior satisfies a second order matching criterion. Some simulation study is performed.

  • PDF

Bayesian Model Selection for Inverse Gaussian Populations with Heterogeneity

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.2
    • /
    • pp.621-634
    • /
    • 2008
  • This paper addresses the problem of testing whether the means in several inverse Gaussian populations with heterogeneity are equal. The analysis of reciprocals for the equality of inverse Gaussian means needs the assumption of equal scale parameters. We propose Bayesian model selection procedures for testing equality of the inverse Gaussian means under the noninformative prior without the assumption of equal scale parameters. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian model selection procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and real data analysis are provided.

  • PDF

Noninformative Priors for the Ratio of Parameters in Inverse Gaussian Distribution (INVERSE GAUSSIAN분포의 모수비에 대한 무정보적 사전분포에 대한 연구)

  • 강상길;김달호;이우동
    • The Korean Journal of Applied Statistics
    • /
    • v.17 no.1
    • /
    • pp.49-60
    • /
    • 2004
  • In this paper, when the observations are distributed as inverse gaussian, we developed the noninformative priors for ratio of the parameters of inverse gaussian distribution. We developed the first order matching prior and proved that the second order matching prior does not exist. It turns out that one-at-a-time reference prior satisfies a first order matching criterion. Some simulation study is performed.

Noninformative priors for the common shape parameter of several inverse Gaussian distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.26 no.1
    • /
    • pp.243-253
    • /
    • 2015
  • In this paper, we develop the noninformative priors for the common shape parameter of several inverse Gaussian distributions. Specially, we want to develop noninformative priors which satisfy certain objective criterion. The probability matching priors and reference priors of the common shape parameter will be developed. It turns out that the second order matching prior does not exist. The reference priors satisfy the first order matching criterion, but Jeffrey's prior is not the first order matching prior. We showed that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

Noninformative Priors for the Coefficient of Variation in Two Inverse Gaussian Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Communications for Statistical Applications and Methods
    • /
    • v.15 no.3
    • /
    • pp.429-440
    • /
    • 2008
  • In this paper, we develop the noninformative priors when the parameter of interest is the common coefficient of variation in two inverse Gaussian distributions. We want to develop the first and second order probability matching priors. But we prove that the second order probability matching prior does not exist. It turns out that the one-at-a-time and two group reference priors satisfy the first order matching criterion but Jeffreys' prior does not. The Bayesian credible intervals based on the one-at-a-time reference prior meet the frequentist target coverage probabilities much better than that of Jeffreys' prior. Some simulations are given.

Bayesian One-Sided Hypothesis Testing for Shape Parameter in Inverse Gaussian Distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.3
    • /
    • pp.995-1006
    • /
    • 2008
  • This article deals with the one-sided hypothesis testing problem in inverse Gaussian distribution. We propose Bayesian hypothesis testing procedures for the one-sided hypotheses of the shape parameter under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor, the median intrinsic Bayes factor and the encompassing intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

  • PDF

Bayesian Testing for the Equality of Two Inverse Gaussian Populations with the Fractional Bayes Factor

  • Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.3
    • /
    • pp.539-547
    • /
    • 2005
  • We propose the Bayesian testing for the equality of two independent Inverse Gaussian population means using the fractional Bayesian factors suggested by O' Hagan(1995). As prior distribution for the parameters, we assumed the noninformative priors. In order to investigate the usefulness of the proposed Bayesian testing procedures, the behaviors of the proposed results are examined via real data analysis.

  • PDF

Bayesian testing for the homogeneity of the shape parameters of several inverse Gaussian distributions

  • Lee, Woo Dong;Kim, Dal Ho;Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.3
    • /
    • pp.835-844
    • /
    • 2016
  • We develop the testing procedures about the homogeneity of the shape parameters of several inverse Gaussian distributions in our paper. We propose default Bayesian testing procedures for the shape parameters under the reference priors. The Bayes factor based on the proper priors gives the successful results for Bayesian hypothesis testing. For the case of the lack of information, the noninformative priors such as Jereys' prior or the reference prior can be used. Jereys' prior or the reference prior involves the undefined constants in the computation of the Bayes factors. Therefore under the reference priors, we develop the Bayesian testing procedures with the intrinsic Bayes factors and the fractional Bayes factor. Simulation study for the performance of the developed testing procedures is given, and an example for illustration is given.

SPARSE ICA: EFFICIENT CODING OF NATURAL SCENES/ (Sparse ICA: 자연영상의 효율적인 코딩\ulcorner)

  • 최승진;이오영
    • Proceedings of the Korean Information Science Society Conference
    • /
    • 1999.10b
    • /
    • pp.470-472
    • /
    • 1999
  • Sparse coding은 최소한의 active한 (non-orthogonal) basis vector를 이용하여 데이터를 표시하는 하나의 방법이다. Sparse coding에서 basis coefficient들이 statistically independent 하다는 constraint를 주기에 sparse coding은 independent component analysis(ICA)와 밀접한 관계를 가지고 있다. 본 논문에서는 sparse representation을 위하여 super-Gaussian prior를 이용한 ICA, 즉 sparse ICA 방법을 제시한다. Sparse ICA 방법을 이용하여 natural scenes의 basis vector를 찾고 이와 sparse coding과의 관계를 고찰한다. 여러 가지 super-Gaussian prior들을 고려하지 않고 이들이 ICA에 미치는 영향에 대해 살펴본다.

  • PDF

Image Blur Estimation Using Dark Channel Prior (Dark Channel Prior를 이용한 영상 블러 측정)

  • Park, Han-Hoon;Moon, Kwang-Seok
    • Journal of the Institute of Convergence Signal Processing
    • /
    • v.15 no.3
    • /
    • pp.80-84
    • /
    • 2014
  • Dark channel prior means that, for undistorted outdoor images, at least one color channel of a pixel or its neighbors have values close to 0, and thus the prior can be used to estimate the amount of distortion for given distorted images. In other words, if an image is distorted by blur, its dark channel values are averaged with neighbor pixel values and thus increase. This paper proposes a method that estimates blur strengths by analyzing the variation of dark channel values caused by blur. Through experiments with images distorted by Gaussian and horizontal motion blur with given strengths, the usefulness of the proposed method is verified.