• Title/Summary/Keyword: Gibbs

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Bayesian Parameter Estimation of the Four-Parameter Gamma Distribution

  • Oh, Mi-Ra;Kim, Kyung-Sook;Cho, Wan-Hyun;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.255-266
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    • 2007
  • A Bayesian estimation of the four-parameter gamma distribution is considered under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape/power parameter and the power parameter in the Gibbs sampler is implemented using the adaptive rejection sampling algorithm of Gilks and Wild (1992). Also, the location parameter is generated using the adaptive rejection Metropolis sampling algorithm of Gilks, Best and Tan (1995). Finally, the simulation result is presented.

Convergence Diagnostics for the Gibbs Sampler

  • Sohn, Joong-Kweon;Kim, Heon-Joo;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.1
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    • pp.1-12
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    • 1996
  • The Gibbs sampler is a substantially powerful tool in Bayesian analysis. However, it is necerssary to choose the numbert of iterations and the size of random samples. This problem has been studied by many researchers. The proposed procedures by them are generally difficult to apply to a practical problem. The attraction of the sampling based approaches is their conceptual simplicity and ease of implementation for users with available computing resources but without numerical analytic efforts. In this paper we consider the problem of determining the number of iterations t, which is simple to application.

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Bayesian analysis of cumulative logit models using the Monte Carlo Gibbs sampling (몬테칼로깁스표본기법을 이용한 누적로짓 모형의 베이지안 분석)

  • 오만숙
    • The Korean Journal of Applied Statistics
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    • v.10 no.1
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    • pp.151-161
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    • 1997
  • An easy Monte Carlo Gibbs sampling approach is suggested for Bayesian analysis of cumulative logit models for ordinal polytomous data. Because in the cumulative logit model the posterior conditional distributions of parameters are not given in convenient forms for random sample generation, appropriate latent variables are introduced into the model so that in the new model all the conditional distributions are given in very convenient forms for implementation of the Gibbs sampler.

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Bayesian Estimation of the Two-Parameter Kappa Distribution

  • Oh, Mi-Ra;Kim, Sun-Worl;Park, Jeong-Soo;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.14 no.2
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    • pp.355-363
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    • 2007
  • In this paper a Bayesian estimation of the two-parameter kappa distribution was discussed under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape parameter and scale parameter in the Gibbs sampler is implemented using the adaptive rejection Metropolis sampling algorithm of Gilks et al. (1995). A Monte Carlo study showed that the Bayesian estimators proposed outperform other estimators in the sense of mean squared error.

Moving Object Extraction Based on Block Motion Vectors (블록 움직임벡터 기반의 움직임 객체 추출)

  • Kim Dong-Wook;Kim Ho-Joon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.10 no.8
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    • pp.1373-1379
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    • 2006
  • Moving object extraction is one of key research topics for various video services. In this study, a new moving object extraction algorithm is introduced to extract objects using block motion vectors in video data. To do this, 1) a maximum a posteriori probability and Gibbs random field are used to obtain real block motion vectors,2) a 2-D histogram technique is used to determine a global motion, 3) additionally, a block segmentation is fellowed. In the computer simulation results, the proposed technique shows a good performance.

Regression Analysis of Doubly censored data using Gibbs Sampler for the Incubation period

  • Yoo Hanna;Lee Jae Won
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.237-241
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    • 2004
  • In standard time-to-event or survival analysis, the occurrence times of the event of interest are observed exactly or are right-censored. However in certain situations such as the AIDS data, the incubation period which is the time between HIV infection time and the diagnosis of AIDS is usually doubly censored. That is the HIV infection time Is interval censored and also the time of the diagnosis of AIDS is right censored. In this paper, we Impute the Interval censored infection time using the conditional mean imputation and estimate the coefficient factor of the regression analysis for the incubation period using Gibbs sampler. We applied parametric and semi-parametric methods for the analysis of the Incubation period and compared the results.

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Bayesian Analysis of Multivariate Threshold Animal Models Using Gibbs Sampling

  • Lee, Seung-Chun;Lee, Deukhwan
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.177-198
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    • 2002
  • The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.

Bayesian Parameter Estimation using the MCMC method for the Mean Change Model of Multivariate Normal Random Variates

  • Oh, Mi-Ra;Kim, Eoi-Lyoung;Sim, Jung-Wook;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.79-91
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    • 2004
  • In this thesis, Bayesian parameter estimation procedure is discussed for the mean change model of multivariate normal random variates under the assumption of noninformative priors for all the parameters. Parameters are estimated by Gibbs sampling method. In Gibbs sampler, the change point parameter is generated by Metropolis-Hastings algorithm. We apply our methodology to numerical data to examine it.

Free Energy of Formation of BaThO3 from E.M.F. Measurement

  • Park, S. H.;H. D. Baek;J. S. Hwang;Park, C. O.
    • The Korean Journal of Ceramics
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    • v.4 no.3
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    • pp.204-206
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    • 1998
  • The Gibbs free energy of formation of $BaThO_3$ from elemental oxides has been measured at temperatures between 853 and 903 K using a $CaF_2$ solid electrolyte galvanic cell. The galvanic cell consisted of Pt, $O_2, CaO+CaF_2 \parallel CaF_2 \parallelBaThO_3+ThO_2+BaF_2, O_2$, Pt EMF gave the standard Gibbs free energy for the reaction $CaF_2+BaThO_3=CaO+BaF_2+ThO_3$ as $\DeltaG^o$,/TEX>=124111.031-117.597 T(J/mol).

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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.