• Journal of the Korean Statistical Society
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• v.26 no.4
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• pp.493-505
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• 1997

The analysis of binary data appears to many areas such as statistics, biometrics and econometrics. In many cases, data are often collected in which some observations are incomplete. Assume that the missing covariates are missing at random and the responses are completely observed. A method to Bayesian analysis of the binary regression model with incomplete data is presented. In particular, the desired marginal posterior moments of regression parameter are obtained using Meterpolis algorithm (Metropolis et al. 1953) within Gibbs sampler (Gelfand and Smith, 1990). Also, we compare logit model with probit model using Bayes factor which is approximated by importance sampling method. One example is presented.

• Macromolecular Research
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• v.11 no.5
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• pp.393-397
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• 2003

By applying a configurational-bias Gibbs ensemble Monte Carlo algorithm, priority simulation results regarding the conformation of non-dilute polyelectrolytes in solvents are obtained. Solutions of freely-jointed chains are considered, and a new method termed strandwise configurational-bias sampling is developed so as to effectively overcome a difficulty on the transfer of polymer chains. The structure factors of polyelectrolytes in the bulk as well as in the confined space are estimated with variations of the polymer charge density.

• Journal of Animal Science and Technology
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• v.48 no.3
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• pp.337-344
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• 2006

The objective of this study was to compare of genetic parameter estimates on carcass traits of Hanwoo(Korean Cattle) according to modeling with Gibbs sampler and MTDFREML. The data set consisted of 1,941 cattle records with 23,058 animals in pedigree files at Hanwoo Improvement Center. The variance and covariance among carcass traits were estimated via Gibbs sampler and MTDFREML algorithms. The carcass traits considered in this study were longissimus dorsi area, backfat thickness, and marbling score. Genetic parameter estimates using Gibbs sampler and MTDFREML from single-trait analysis were similar with those from multiple-trait analysis. The estimated heritabilities using Gibbs sampler were .52～.54, .54 ～.59, and .42～.44 for carcass traits. The estimated heritabilities using MTDFREML were .41, .52～.53, and .31～.32 for carcass traits. The estimated genetic correlation using Gibbs sampler and MTDFREML of LDA between BF and MS were negatively correlated as .34～.36, .23～.37. Otherwise, genetic correlation between BF and MS was positive genetic correlation as .36～.44. The correlations of breeding value for marbling score between via MTDFREML and via Gibbs sampler were 0.989, 0.996 and 0.985 for LDA, BF and MS respectively.

• The Korean Journal of Applied Statistics
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• v.25 no.6
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• pp.999-1008
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• 2012

A Bayesian multiple change-point model for small data is proposed for multivariate means and is an extension of the univariate case of Cheon and Yu (2012). The proposed model requires data from a multivariate noncentral $t$-distribution and conjugate priors for the distributional parameters. We apply the Metropolis-Hastings-within-Gibbs Sampling algorithm to the proposed model to detecte multiple change-points. The performance of our proposed algorithm has been investigated on simulated and real dataset, Hanwoo fat content bivariate data.

• Journal of Animal Science and Technology
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• v.44 no.4
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• pp.383-390
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• 2002

The data were consisted of 1,262 records for carcass traits observed at Hanwoo steers from 1998 to 2001 at Namwon and Deakwanryung branch of National Livestock Research Institute, Rural Development Administration. Pedigrees of young bulls were traced back to search for magnifying inbreeding. Genetic parameters for carcass traits with Gibbs sampling in a threshold animal model were compared to estimates with REML algorithm in linear model. As the results, most of bulls were not inbred and sire pedigree group was non-inbred population. However, most of the bulls fell in some relationship with each other. Heritability estimates as fully posterior means by Gibbs samplers in threshold model were higher than those by REML in linear model. Furthermore, these estimates in threshold model using GS showed higher estimates than estimates using tested young bulls in previous study and same model. Heritability estimate by GS for marbling score was 0.74 and genetic correlation estimate between marbling score and body weight at slaughter was –0.44. Further study for correlation of breeding values between REML algorithm in linear model and Gibbs sampling algorithm in threshold model was needed.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.237-246
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• 2012

Bayesian methods have been recently used to identify multiple change-points. However, the studies for small data are limited. This paper suggests the Bayesian noncentral t distribution change-point model for small data, and applies the Metropolis-Hastings-within-Gibbs Sampling algorithm to the proposed model. Numerical results of simulation and real data show the performance of the new model in terms of the quality of the resulting estimation of the numbers and positions of change-points for small data.

• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.443-455
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• 1999

A simulation-based approach to estimating the probability of an arbitrary region under a multivariate normal distribution is developed. In specific, the probability is expressed as the ratio of the unrestricted and the restricted multivariate normal density functions, where the restriction is given by the region whose probability is of interest. The density function of the restricted distribution is then estimated by using a sample generated from the Gibbs sampling algorithm.

• Communications for Statistical Applications and Methods
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• v.8 no.2
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• pp.427-434
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• 2001

In this paper, we consider the nonparametric Bayesian approach to the multiple comparisons problem for I Poisson populations using Dirichlet process priors. We describe Gibbs sampling algorithm for calculating posterior probabilities for the hypotheses and calculate posterior probabilities for the hypotheses using Markov chain Monte Carlo. Also we provide a numerical example to illustrate the developed numerical technique.

• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.93-107
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• 2002

Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

• 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).