• Title/Summary/Keyword: Gibbs priors

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A Comparative Study of the Effects of Gibbs Smoothing Priors in Bayesian Tomographic Reconstruction (Bayesian Tomographic 재구성에 있어서 Gibbs Smoothing Priors의 효과에 대한 비교연구)

  • Lee, S.J.
    • Proceedings of the KOSOMBE Conference
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    • v.1997 no.05
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    • pp.279-282
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    • 1997
  • Bayesian reconstruction methods for emission computed tomography have been a topic of interest in recent years, partly because they allow for the introduction of prior information into the reconstruction problem. Early formulations incorporated priors that imposed simple spatial smoothness constraints on the underlying object using Gibbs priors in the form of four-nearest or eight-nearest neighbors. While these types of priors, known as "membrane" priors, are useful as stabilizers in otherwise unstable ML-EM reconstructions, more sophisticated prior models are needed to model underlying source distributions more accurately. In this work, we investigate whether the "thin plate" model has advantages over the simple Gibbs smoothing priors mentioned above. To test and compare quantitative performance of the reconstruction algorithms, we use Monte Carlo noise trials and calculate bias and variance images of reconstruction estimates. The conclusion is that the thin plate prior outperforms the membrane prior in terms of bias and variance.

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DEVELOPING NONINFORMATIVE PRIORS FOR THE FAMILIAL DATA

  • Heo, Jung-Eun;Kim, Yeong-Hwa
    • Journal of the Korean Statistical Society
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    • v.36 no.1
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    • pp.77-91
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    • 2007
  • This paper considers development of noninformative priors for the familial data when the families have equal number of offspring. Several noninformative priors including the widely used Jeffreys' prior as well as the different reference priors are derived. Also, a simultaneously-marginally-probability-matching prior is considered and probability matching priors are derived when the parameter of interest is inter- or intra-class correlation coefficient. The simulation study implemented by Gibbs sampler shows that two-group reference prior is slightly edge over the others in terms of coverage probability.

Bayesian Inference on Variance Components Using Gibbs Sampling with Various Priors

  • Lee, C.;Wang, C.D.
    • Asian-Australasian Journal of Animal Sciences
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    • v.14 no.8
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    • pp.1051-1056
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    • 2001
  • Data for teat number for Landrace (L), Yorkshire (Y), crossbred of Landrace and Yorkshire (LY), and crossbred of Landrace, Yorkshire and Chinese indigenous Min Pig (LYM) were analyzed using Gibbs sampling. In Bayesian inference, flat priors and some informative priors were used to examine their influence on posterior estimates. The posterior mean estimates of heritabilities with flat priors were $0.661{\pm}0.035$ for L, $0.540{\pm}0.072$ for Y, $0.789{\pm}0.074$ for LY, and $0.577{\pm}0.058$ for LYM, and they did not differ (p>0.05) from their corresponding estimates of REML. When inverse Gamma densities for variance components were used as priors with the shape parameter of 4, the posterior estimates were still corresponding (p>0.05) to REML estimates and mean estimates using Gibbs sampling with flat priors. However, when the inverse Gamma densities with the shape parameter of 10 were utilized, some posterior estimates differed (p<0.10) from REML estimates and/or from other Gibbs mean estimates. The use of moderate degree of belief was influential to the posterior estimates, especially for Y and for LY where data sizes were small. When the data size is small, REML estimates of variance components have unknown distributions. On the other hand, Bayesian approach gives exact posterior densities of variance components. However, when the data size is small and prior knowledge is lacked, researchers should be careful with even moderate priors.

Bayesian Estimation for the Reliability of a Multicomponent Stress-Strength System Using Noninformative Priors (비정보 사전분포를 이용한 다중 부품 부하-강도체계의 신뢰도에 대한 베이지안 추정)

  • 김병휘;장인홍
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.11a
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    • pp.411-411
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    • 2000
  • Consider the problem of estimating the reliability of a multicomponent stress-strength system which functions if at least r of the k identical components simultaneously function. All stresses and strengths are assumed to be independent random variables with two parameter Weibull distributions. First, we derive reference priors and probability matching priors which are noninformative priors. We next investigate sufficient conditions for propriety of posteriors under reference priors and probability matching priors. Finally, we provide, using these priors, some numerical results for Bayes estimates of the reliability by applying Gibbs sampling technique.

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Bayesian Analysis for Multiple Capture-Recapture Models using Reference Priors

  • Younshik;Pongsu
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.165-178
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    • 2000
  • Bayesian methods are considered for the multiple caputure-recapture data. Reference priors are developed for such model and sampling-based approach through Gibbs sampler is used for inference from posterior distributions. Furthermore approximate Bayes factors are obtained for model selection between trap and nontrap response models. Finally one methodology is implemented for a capture-recapture model in generated data and real data.

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Quantitative Analysis of Bayesian SPECT Reconstruction : Effects of Using Higher-Order Gibbs Priors

  • S. J. Lee
    • Journal of Biomedical Engineering Research
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    • v.19 no.2
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    • pp.133-142
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    • 1998
  • In Bayesian SPECT reconstruction, the incorporation of elaborate forms of priors can lead to improved quantitative performance in various statistical terms, such as bias and variance. In particular, the use of higher-order smoothing priors, such as the thin-plate prior, is known to exhibit improved bias behavior compared to the conventional smoothing priors such as the membrane prior. However, the bias advantage of the higher-order priors is effective only when the hyperparameters involved in the reconstruction algorithm are properly chosen. In this work, we further investigate the quantitative performance of the two representative smoothing priors-the thin plate and the membrane-by observing the behavior of the associated hyperparameters of the prior distributions. In our experiments we use Monte Carlo noise trials to calculate bias and variance of reconstruction estimates, and compare the performance of ML-EM estimates to that of regularized EM using both membrane and thin-plate priors, and also to that of filtered backprojection, where the membrane and thin plate models become simple apodizing filters of specified form. We finally show that the use of higher-order models yields excellent "robustness" in quantitative performance by demonstrating that the thin plate leads to very low bias error over a large range of hyperparameters, while keeping a reasonable variance. variance.

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Bayesian Analysis of Randomized Response Models : A Gibbs Sampling Approach

  • Oh, Man-Suk
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.463-482
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    • 1994
  • In Bayesian analysis of randomized response models, the likelihood function does not combine tractably with typical priors for the parameters of interest, causing computational difficulties in posterior analysis of the parameters of interest. In this article, the difficulties are solved by introducing appropriate latent variables to the model and using the Gibbs sampling algorithm.

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DEFAULT BAYESIAN INFERENCE OF REGRESSION MODELS WITH ARMA ERRORS UNDER EXACT FULL LIKELIHOODS

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • v.33 no.2
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    • pp.169-189
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    • 2004
  • Under the assumption of default priors, such as noninformative priors, Bayesian model determination and parameter estimation of regression models with stationary and invertible ARMA errors are developed under exact full likelihoods. The default Bayes factors, the fractional Bayes factor (FBF) of O'Hagan (1995) and the arithmetic intrinsic Bayes factors (AIBF) of Berger and Pericchi (1996a), are used as tools for the selection of the Bayesian model. Bayesian estimates are obtained by running the Metropolis-Hastings subchain in the Gibbs sampler. Finally, the results of numerical studies, designed to check the performance of the theoretical results discussed here, are presented.

Bayesian Inference for Switching Mean Models with ARMA Errors

  • Son, Young Sook;Kim, Seong W.;Cho, Sinsup
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.981-996
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    • 2003
  • Bayesian inference is considered for switching mean models with the ARMA errors. We use noninformative improper priors or uniform priors. The fractional Bayes factor of O'Hagan (1995) is used as the Bayesian tool for detecting the existence of a single change or multiple changes and the usual Bayes factor is used for identifying the orders of the ARMA error. Once the model is fully identified, the Gibbs sampler with the Metropolis-Hastings subchains is constructed to estimate parameters. Finally, we perform a simulation study to support theoretical results.

Multiple Comparisons for a Bivariate Exponential Populations Based On Dirichlet Process Priors

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.553-560
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    • 2007
  • In this paper, we consider two components system which lifetimes have Freund's bivariate exponential model with equal failure rates. We propose Bayesian multiple comparisons procedure for the failure rates of I Freund's bivariate exponential populations based on Dirichlet process priors(DPP). The family of DPP is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo(MCMC) method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of multiple comparisons problem for the failure rates of bivariate exponential populations is illustrated through a numerical example.

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