• Title/Summary/Keyword: Gibbs algorithm

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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.

Bayesian estimation of ordered parameters (순서화 모수에 대한 베이지안 추정)

  • 정광모;정윤식
    • The Korean Journal of Applied Statistics
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    • v.9 no.1
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    • pp.153-164
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    • 1996
  • We discussed estimation of parameters using Gibbs sampler under order restriction on the parameters. Two well-knwon probability models, ordered exponential family and binomial distribution, are considered. We derived full conditional distributions(FCD) and also used one-for-one sampling algorithm to sample from the FCD's under order restrictions. Finally through two real data sets we compared three kinds of estimators; isotonic regression estimator, isotonic Bayesian estimator and the estimator using Gibbs sampler.

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Estimation of Genetic Parameters for Carcass Traits in Hanwoo Steer (거세한우의 도체형질에 대한 유전모수 추정)

  • Yoon, H.B.;Kim, S.D.;Na, S.H.;Chang, U.M.;Lee, H.K.;Jeon, G.J.;Lee, D.H.
    • 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.

Detecting the Influential Observation Using Intrinsic Bayes Factors

  • Chung, Younshik
    • Journal of the Korean Statistical Society
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    • v.29 no.1
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    • pp.81-94
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    • 2000
  • For the balanced variance component model, sometimes intraclass correlation coefficient is of interest. If there is little information about the parameter, then the reference prior(Berger and Bernardo, 1992) is widely used. Pettit nd Young(1990) considered a measrue of the effect of a single observation on a logarithmic Bayes factor. However, under such a reference prior, the Bayes factor depends on the ratio of unspecified constants. In order to discard this problem, influence diagnostic measures using the intrinsic Bayes factor(Berger and Pericchi, 1996) is presented. Finally, one simulated dataset is provided which illustrates the methodology with appropriate simulation based computational formulas. In order to overcome the difficult Bayesian computation, MCMC methods, such as Gibbs sampler(Gelfand and Smith, 1990) and Metropolis algorithm, are empolyed.

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On the Bayesian Statistical Inference (베이지안 통계 추론)

  • Lee, Ho-Suk
    • Proceedings of the Korean Information Science Society Conference
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    • 2007.06c
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    • pp.263-266
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    • 2007
  • This paper discusses the Bayesian statistical inference. This paper discusses the Bayesian inference, MCMC (Markov Chain Monte Carlo) integration, MCMC method, Metropolis-Hastings algorithm, Gibbs sampling, Maximum likelihood estimation, Expectation Maximization algorithm, missing data processing, and BMA (Bayesian Model Averaging). The Bayesian statistical inference is used to process a large amount of data in the areas of biology, medicine, bioengineering, science and engineering, and general data analysis and processing, and provides the important method to draw the optimal inference result. Lastly, this paper discusses the method of principal component analysis. The PCA method is also used for data analysis and inference.

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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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Bayesian Analysis for Neural Network Models

  • Chung, Younshik;Jung, Jinhyouk;Kim, Chansoo
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.155-166
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    • 2002
  • Neural networks have been studied as a popular tool for classification and they are very flexible. Also, they are used for many applications of pattern classification and pattern recognition. This paper focuses on Bayesian approach to feed-forward neural networks with single hidden layer of units with logistic activation. In this model, we are interested in deciding the number of nodes of neural network model with p input units, one hidden layer with m hidden nodes and one output unit in Bayesian setup for fixed m. Here, we use the latent variable into the prior of the coefficient regression, and we introduce the 'sequential step' which is based on the idea of the data augmentation by Tanner and Wong(1787). The MCMC method(Gibbs sampler and Metropolish algorithm) can be used to overcome the complicated Bayesian computation. Finally, a proposed method is applied to a simulated data.

Bayesian Multiple Change-Point Estimation of Multivariate Mean Vectors for Small Data

  • Cheon, Sooyoung;Yu, Wenxing
    • 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.

Bayesian Multiple Change-Point for Small Data (소량자료를 위한 베이지안 다중 변환점 모형)

  • Cheon, Soo-Young;Yu, Wenxing
    • 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.

A Bayesian Approach for Record Value Statistics Model Using Nonhomogeneous Poisson Process

  • Kiheon Choi;Hee chual Kim
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.259-269
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    • 1997
  • Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

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