• Title/Summary/Keyword: Gibbs Sampling method

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Comparison between REML and Bayesian via Gibbs Sampling Algorithm with a Mixed Animal Model to Estimate Genetic Parameters for Carcass Traits in Hanwoo(Korean Native Cattle) (한우의 도체형질 유전모수 추정을 위한 REML과 Bayesian via Gibbs Sampling 방법의 비교 연구)

  • Roh, S.H.;Kim, B.W.;Kim, H.S.;Min, H.S.;Yoon, H.B.;Lee, D.H.;Jeon, J.T.;Lee, J.G.
    • Journal of Animal Science and Technology
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    • v.46 no.5
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    • pp.719-728
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    • 2004
  • The aims of this study were to estimate genetic parameters for carcass traits on Hanwoo(Korean Native Cattle) and to compare two different statistical algorithms for estimating genetic parameters. Data obtained from 1526 steers at Hanwoo Improvement Center and Hanwoo Improvement Complex Area from 1996 to 2001 were used for the analyses. The carcass traits considered in these studies were carcass weight, dressing percent, eye muscle area, backfat thickness, and marbling score. Estimated genetic parameters using EM-REML algorithm were compared to those by Bayesian inference via Gibbs Sampling to find out statistical properties. The estimated heritabilities of carcass traits by REML method were 0.28, 0.25, 0.35, 0.39 and 0.51, respectively and those by Gibbs Sampling method were 0.29, 0.25, 0.40, 0.42 and 0.54, respectively. This estimates were not significantly different, even though the estimated heritabilities by Gibbs Sampling method were higher than ones by REML method. Since the estimated statistics by REML method and Gibbs Sampling method were not significantly different in this study, it is inferred that both mothods could be efficiently applied for the analysis of carcass traits of cattle. However, further studies are demanded to define an optimal statistical method for handling large scale performance data.

On the calibration problem with censored data (중도 절단 자료에서의 역추정 문제)

  • 박래현;이석훈;이낙영;박영옥;이상호
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.1-17
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    • 1994
  • This article basically considers the calibration problem with censored data from the Bayesian point of view. The Gibbs sampling method is discussed to solve the difficulty encountered in computing the posterior distribution. Also presented is an approach for impementing the Gibbs sampling in actual data situation with the estimation procedures.

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Inference of Parameters for Superposition with Goel-Okumoto model and Weibull model Using Gibbs Sampler

  • Heecheul Kim
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.169-180
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    • 1999
  • A Markov Chain Monte Carlo method with development of computation is used to be the software system reliability probability model. For Bayesian estimator considering computational problem and theoretical justification we studies relation Markov Chain with Gibbs sampling. Special case of GOS with Superposition for Goel-Okumoto and Weibull models using Gibbs sampling and Metropolis algorithm considered. In this paper discuss Bayesian computation and model selection using posterior predictive likelihood criterion. We consider in this paper data using method by Cox-Lewis. A numerical example with a simulated data set is given.

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Bayesian Estimation of k-Population Weibull Distribution Under Ordered Scale Parameters (순서를 갖는 척도모수들의 사전정보 하에 k-모집단 와이블분포의 베이지안 모수추정)

  • 손영숙;김성욱
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.273-282
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    • 2003
  • The problem of estimating the parameters of k-population Weibull distributions is discussed under the prior of ordered scale parameters. Parameters are estimated by the Gibbs sampling method. Since the conditional posterior distribution of the shape parameter in the Gibbs sampler is not log-concave, the shape parameter is generated by the adaptive rejection sampling. Finally, we applied this estimation methodology to the data discussed in Nelson (1970).

Accelerating Scanline Block Gibbs Sampling Method using GPU (GPU 를 활용한 스캔라인 블록 Gibbs 샘플링 기법의 가속)

  • Zeng, Dongmeng;Kim, Wonsik;Yang, Yong;Park, In Kyu
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2014.06a
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    • pp.77-78
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    • 2014
  • A new MCMC method for optimization is presented in this paper, which is called the scanline block Gibbs sampler. Due to its slow convergence speed, traditional Markov chain Monte Carlo (MCMC) is not widely used. In contrast to the conventional MCMC method, it is more convenient to parallelize the scanline block Gibbs sampler. Since The main part of the scanline block Gibbs sampler is to calculate message between each edge, in order to accelerate the calculation of messages passing in scanline sampler, it is parallelized in GPU. It is proved that the implementation on GPU is faster than on CPU based on the experiments on the OpenGM2 benchmark.

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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.

Some Process Capability Indices Using Gibbs Sampling (공정능력자수에 대한 깁스샘플링 추정)

  • 김평구;김희철
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.88-98
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    • 1998
  • Process capability indices are used to determine whether a production process is capable of producing items within a specified tolerance. Using conditional distribution, we study some process capability indices ${\hat{C}}_{Gp}$, ${\hat{C}}_{Gpk}$, ${\hat{C}}_{Gpm}$ under conjugate prior distribution. We consider some process capability indices with Gibbs sampling method. Also, we examine some small sample properties related to these estimaters by some simulations.

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Sampling Based Approach to Bayesian Analysis of Binary Regression Model with Incomplete Data

  • Chung, Young-Shik
    • 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.

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FUNCTIONAL CENTRAL LIMIT THEOREMS FOR THE GIBBS SAMPLER

  • Lee, Oe-Sook
    • Communications of the Korean Mathematical Society
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    • v.14 no.3
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    • pp.627-633
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    • 1999
  • Let the given distribution $\pi$ have a log-concave density which is proportional to exp(-V(x)) on $R^d$. We consider a Markov chain induced by the method Gibbs sampling having $\pi$ as its in-variant distribution and prove geometric ergodicity and the functional central limit theorem for the process.

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