• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.487-493
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• 2015

Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.581-585
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• 2010

This study introduced a Bayesian based frequency analysis in which the statistical trend seasonal analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel and GEV extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both trend and seasonal analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. In addition, full annual cycle of the design rainfall through seasonal model could be applied to annual control such as dam operation, flood control, irrigation water management, and so on. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.851-858
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• 2012

We consider a bivariate Poisson regression model to analyze discrete count data when two dependent variables are present. We estimate the regression coefficients as sociated with several safety countermeasures. We use Markov chain and Monte Carlo techniques to execute some computations. A simulation and real data analysis are performed to demonstrate model fitting performances of the proposed model.

• Journal of the Korean Data and Information Science Society
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• v.23 no.3
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• pp.587-593
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• 2012

We study Bayesian estimates for finite population proportions in multinomial problems. To do this, we consider a three-stage hierarchical Bayesian model. For prior, we use Dirichlet density to model each cell probability in each cluster. Our method does not require complicated computation such as Metropolis-Hastings algorithm to draw samples from each density of parameters. We draw samples using Gibbs sampler with grid method. We apply this algorithm to a couple of simulation data under three scenarios and we estimate the finite population proportions using two kinds of approaches We compare results with the point estimates of finite population proportions and their standard deviations. Finally, we check the consistency of computation using differen samples drawn from distinct iterates.

• Journal of Korean Society for Quality Management
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• v.26 no.1
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• pp.143-160
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• 1998

This article is concerned with the selection of subsets of predictor variables to be included in bulding the binary response logistic regression model. It is based on a Bayesian aproach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the logistic regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. It is done by use of the fact that cdf of logistic distribution is a, pp.oximately equivalent to that of $t_{(8)}$/.634 distribution. The a, pp.opriate posterior probability of each subset of predictor variables is obtained by the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as that with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

• Korean Journal of Microbiology
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• v.55 no.2
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• pp.103-111
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• 2019

DNA methylation is involved in diverse processes in bacteria, including maintenance of genome integrity and regulation of gene expression. CcrM, the DNA methyltransferase conserved in Alphaproteobacterial species, carries out $N^6$-adenine or $N^4$-cytosine methyltransferase activities using S-adenosyl methionine as a co-substrate. Celeribacter marinus IMCC12053 from the Alphaproteobacterial group was isolated from a marine environment. Single molecule real-time sequencing method (SMRT) was used to detect the methylation patterns of C. marinus IMCC12053. Gibbs motif sampler program was used to observe the conversion of adenosine of 5'-GANTC-3' to $N^6$-methyladenosine and conversion of $N^4$-cytosine of 5'-GpC-3' to $N^4$-methylcytosine. Exocyclic DNA methyltransferase from the genome of strain IMCC12053 was chosen using phylogenetic analysis and $N^4$-cytosine methyltransferase was cloned. IPTG inducer was used to confirm the methylation activity of DNA methylase, and cloned into a pQE30 vector using dam-/dcm- E. coli as the expression host. The genomic DNA and the plasmid carrying methylase-encoding sequences were extracted and cleaved with restriction enzymes that were sensitive to methylation, to confirm the methylation activity. These methylases protected the restriction enzyme site once IPTG-induced methylases methylated the chromosome and plasmid, harboring the DNA methylase. In this study, cloned exocyclic DNA methylases were investigated for potential use as a novel type of GpC methylase for molecular biology and epigenetics.

• KIPS Transactions on Software and Data Engineering
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• v.3 no.6
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• pp.231-236
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• 2014

The transit time of contrast agents and the parameters of time-intensity curves in ultrasonography are important factors to diagnose various diseases of a digestive organ. We have implemented an automatic parametric imaging method to overcome the difficulty of the diagnosis by naked eyes. However, the micro-bubble noise and the respiratory motions may degrade the reliability of the parameter images. In this paper, we introduce an optimization technique based on MRF(Markov Random Field) model to enhance the quality of the parameter images, and present an image tracking algorithm to compensate the image distortion by respiratory motions. A method to extract the respiration periods from the ultrasound image sequence has been developed. We have implemented the ROI(Region of Interest) tracking algorithm using the dynamic weights and a momentum factor based on these periods. An energy function is defined for the Gibbs sampler of the image enhancement method. Through the experiments using the data to diagnose liver lesions, we have shown that the proposed method improves the quality of the parametric images.

• Korean Management Science Review
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• v.32 no.2
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• pp.69-78
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• 2015

This paper considers a Bayesian Poisson model for multivariate count data using multiplicative rates. More specifically we compose the parameter for overall arrival rates by the product of two parameters, a common effect and an individual effect. The common effect is composed of autoregressive evolution of the parameter, which allows for analysis on seasonal effects on all multivariate time series. In addition, analysis on individual effects allows the researcher to differentiate the time series by whatevercharacterization of their choice. This type of model allows the researcher to specifically analyze two different forms of effects separately and produce a more robust result. We illustrate a simple MCMC generation combined with a Gibbs sampler step in estimating the posterior joint distribution of all parameters in the model. On the whole, the model presented in this study is an intuitive model which may handle complicated problems, and we highlight the properties and possible applications of the model with an example, analyzing real time series data involving customer arrivals to a large retail store.

• Asian-Australasian Journal of Animal Sciences
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• v.31 no.5
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• pp.636-642
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• 2018

Objective: The objective of this study was to estimate genetic parameters of milk, fat, and protein yields within and across lactations in Tunisian Holsteins using a random regression test-day (TD) model. Methods: A random regression multiple trait multiple lactation TD model was used to estimate genetic parameters in the Tunisian dairy cattle population. Data were TD yields of milk, fat, and protein from the first three lactations. Random regressions were modeled with third-order Legendre polynomials for the additive genetic, and permanent environment effects. Heritabilities, and genetic correlations were estimated by Bayesian techniques using the Gibbs sampler. Results: All variance components tended to be high in the beginning and the end of lactations. Additive genetic variances for milk, fat, and protein yields were the lowest and were the least variable compared to permanent variances. Heritability values tended to increase with parity. Estimates of heritabilities for 305-d yield-traits were low to moderate, 0.14 to 0.2, 0.12 to 0.17, and 0.13 to 0.18 for milk, fat, and protein yields, respectively. Within-parity, genetic correlations among traits were up to 0.74. Genetic correlations among lactations for the yield traits were relatively high and ranged from $0.78{\pm}0.01$ to $0.82{\pm}0.03$, between the first and second parities, from $0.73{\pm}0.03$ to $0.8{\pm}0.04$ between the first and third parities, and from $0.82{\pm}0.02$ to $0.84{\pm}0.04$ between the second and third parities. Conclusion: These results are comparable to previously reported estimates on the same population, indicating that the adoption of a random regression TD model as the official genetic evaluation for production traits in Tunisia, as developed by most Interbull countries, is possible in the Tunisian Holsteins.

• 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.