• The Korean Journal of Applied Statistics
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• v.25 no.4
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• pp.641-650
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• 2012

Spatial time series data can be viewed as a set of time series simultaneously collected at a number of spatial locations. This paper studies Bayesian inferences in a spatial time bilinear model with a Gibbs sampling algorithm to overcome problems in the numerical analysis techniques of a spatial time series model. For illustration, the data set of mumps cases reported from the Korea Center for Disease Control and Prevention monthly over the years 2001~2009 are selected for analysis.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.119-133
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• 1999

A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

• Proceedings of the Korean Society for Quality Management Conference
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• 2006.04a
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• pp.319-324
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• 2006

In this paper, we propose Bayesian procedure for the multiple change points analysis in a sequence of fractions nonconforming. We first compute the Bayes factor for detecting the existence of no change, a single change or multiple changes. The Gibbs sampler with the Metropolis-Hastings subchain is run to estimate parameters of the change point model, once the number of change points is identified. Finally, we apply the results developed in this paper to both a real and simulated data.

• Communications for Statistical Applications and Methods
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• v.26 no.4
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• pp.385-410
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• 2019

This paper proposes a new class of distribution using the concept of exponentiated of distribution function that provides a more flexible model to the baseline model. It also proposes a new lifetime distribution with different types of hazard rates such as decreasing, increasing and bathtub. After studying some basic statistical properties and parameter estimation procedure in case of complete sample observation, we have studied point and interval estimation procedures in presence of type-II censored samples under a classical as well as Bayesian paradigm. In the Bayesian paradigm, we considered a Gibbs sampler under Metropolis-Hasting for estimation under two different loss functions. After simulation studies, three different real datasets having various nature are considered for showing the suitability of the proposed model.

• Journal of Animal Science and Technology
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• v.50 no.4
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• pp.457-464
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• 2008

Heritability and genetic correlation for reproductive traits in Yorkshire pig breed were estimated using Bayesian method via Gibbs sampling. The data set consisted of 9,609 reproductive records at pig breeding farm in Korea. For estimating those parameters using Gibbs sampling, 5,000 cycles of ‘burn-in’ period were discarded among a total of 55,000 samples. Out of the remaining 50,000 samples, 5,000 estimates by each parameter were retained and used for analyses to avoid any correlation among adjacent samples. The reproductive trait considered in this study were total number of born piglets(TNB) and estimated by two different models. The estimated heritability and permanent environmental effect using Gibbs sampler were 0.12±0.020 and 10.9±1.63, respectively. Estimated genetic correlations considered parities as different traits were distributed from 0.99 to －0.13. Such results indicated that reproductive traits for sows should be considered as different traits.

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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• v.22 no.3
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• pp.303-309
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• 2004

In this paper, an adaptive Bayesian approach to image segmentation was developed for boundary detection. Both image intensities and texture information were used for obtaining better quality of the image segmentation by using the C programming language. Fuzzy c-mean clustering was applied fer the conditional probability density function, and Gibbs random field model was used for the prior probability density function. To simply test the algorithm, a synthetic image (256$\times$256) with a set of low gray values (50, 100, 150 and 200) was created and normalized between 0 and 1 n double precision. Results have been presented that demonstrate the effectiveness of the algorithm in segmenting the synthetic image, resulting in more than 99% accuracy when noise characteristics are correctly modeled. The algorithm was applied to the Antarctic mosaic that was generated using 1963 Declassified Intelligence Satellite Photographs. The accuracy of the resulting vector map was estimated about 300-m.

• Journal of Korea Multimedia Society
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• v.23 no.7
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• pp.883-890
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• 2020

In this paper, we propose a variational expectation-maximization algorithm that computes posterior probabilities from Latent Dirichlet Allocation (LDA) model. The algorithm approximates the intractable posterior distribution of a document term matrix generated from a corpus made up by 50 papers. It approximates the posterior by searching the local optima using lower bound of the true posterior distribution. Moreover, it maximizes the lower bound of the log-likelihood of the true posterior by minimizing the relative entropy of the prior and the posterior distribution known as KL-Divergence. The experimental results indicate that documents clustered to image classification and segmentation are correlated at 0.79 while those clustered to object detection and image segmentation are highly correlated at 0.96. The proposed variational inference algorithm performs efficiently and faster than Gibbs sampling at a computational time of 0.029s.

• The KIPS Transactions:PartD
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• v.10D no.5
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• pp.805-812
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• 2003

This paper presents a stochastic model for the software failure phenomenon based on a nonhomogeneous Poisson process (NHPP) and performs Bayesian inference using prior information. The failure process is analyzed to develop a suitable mean value function for the NHPP; expressions are given for several performance measure. The parametric inferences of the model using Logarithmic Poisson model, Crow model and Rayleigh model is discussed. Bayesian computation and model selection using the sum of squared errors. The numerical results of this models are applied to real software failure data. Tools of parameter inference was used method of Gibbs sampling and Metropolis algorithm. The numerical example by T1 data (Musa) was illustrated.

• The KIPS Transactions:PartD
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• v.11D no.6
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• pp.1269-1276
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• 2004

The Parameter Estimation for software existing reliability models, Goel-Okumoto, Yamada-Ohba-Osaki model was reviewed and Rayleigh model based on Rayleigh distribution was studied. In this paper, we discusses comparison of parameter estimation using maximum likelihood estimator and Bayesian estimation based on Gibbs sampling to analysis of the estimator' pattern. Model selection based on sum of the squared errors and Braun statistic, for the sake of efficient model, was employed. A numerical example was illustrated using real data. The current areas and models of Superposition, mixture for future development are also employed.

• Communications for Statistical Applications and Methods
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• v.10 no.2
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• pp.268-275
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• 2003

We consider the Bayesian accelerated failure time model. The error distribution is assigned a skewed normal distribution which is including normal distribution. For noninformative priors of regression coefficients, we show the propriety of posterior distribution. A Markov Chain Monte Carlo algorithm(i.e., Gibbs Sampler) is used to obtain a predictive distribution for a future observation and Bayes estimates of regression coefficients.