• Title/Summary/Keyword: Hierarchical Bayes

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Hierarchical Bayes Estimation of Parameter and Reliability Function in Doubly Censored Exponential Distribution (양쪽중단된 지수분포의 모수와 신뢰도에 대한 계층적 베이즈추정)

  • 조장식;강상길
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.405-414
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    • 1999
  • 양쪽중단(doubly censored)된 지수분포에서 모수와 신뢰도함수를 계층적 베이지안(hierarchical Bayesian)방법을 이용하여 추정하였다. 베이즈 계산은 깁스표본기법(Gibbs sampler)을 이용하고 또한 완전조건부 분포(full conditional distribution)의 정량화 상수를 모르는 경우에는 적합기각방법(adaptive rejection sampling)을 이용하였다. 그리고 실제자료를 이용하여 분석을 하였다.

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Sampling Based Approach to Hierarchical Bayesian Estimation of Reliability Function

  • Younshik Chung
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.43-51
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    • 1995
  • For the stress-strengh function, hierarchical Bayes estimations considered under squared error loss and entropy loss. In particular, the desired marginal postrior densities ate obtained via Gibbs sampler, an iterative Monte Carlo method, and Normal approximation (by Delta method). A simulation is presented.

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Attention and Naïve Bayes Models based Lexicon Corpus and Applications for Korean (한국어에서 Attention 모델과 Naïve Bayes 모델 기반의 어휘 말뭉치 구축 및 응용에 관한 연구)

  • Yoon, Joosung;Kim, Hyeoncheol
    • Annual Conference on Human and Language Technology
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    • 2017.10a
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    • pp.13-16
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    • 2017
  • 감성 분석에서 어휘 말뭉치는 기존의 전통적인 기계학습 방법에서 중요한 특징으로 사용되었다. 최근 딥러닝의 발달로 hand-craft feature를 사용하지 않아도 되는 End-to-End 방식의 학습이 등장했다. 하지만 모델의 성능을 높이기 위해서는 여전히 어휘말뭉치와 같은 특징이 모델의 성능을 개선하는데 중요한 역할을 하고 있다. 본 논문에서는 이러한 어휘 말뭉치를 Attention 모델과 Naïve bayes 모델을 기반으로 구축하는 방법에 대해 소개하며 구축된 어휘 말뭉치가 성능에 끼치는 영향에 대해서 Hierarchical Attention Network 모델을 통해 분석하였다.

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Attention and Naïve Bayes Models based Lexicon Corpus and Applications for Korean (한국어에서 Attention 모델과 Naïve Bayes 모델 기반의 어휘 말뭉치 구축 및 응용에 관한 연구)

  • Yoon, Joosung;Kim, Hyeoncheol
    • 한국어정보학회:학술대회논문집
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    • 2017.10a
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    • pp.13-16
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    • 2017
  • 감성 분석에서 어휘 말뭉치는 기존의 전통적인 기계학습 방법에서 중요한 특징으로 사용되었다. 최근 딥러닝의 발달로 hand-craft feature를 사용하지 않아도 되는 End-to-End 방식의 학습이 등장했다. 하지만 모델의 성능을 높이기 위해서는 여전히 어휘말뭉치와 같은 특징이 모델의 성능을 개선하는데 중요한 역할을 하고 있다. 본 논문에서는 이러한 어휘 말뭉치를 Attention 모델과 $Na{\ddot{i}}ve$ bayes 모델을 기반으로 구축하는 방법에 대해 소개하며 구축된 어휘 말뭉치가 성능에 끼치는 영향에 대해서 Hierarchical Attention Network 모델을 통해 분석하였다.

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Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1241-1247
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    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

Hierarchical Bayesian Analysis for Stress-Strength Model in Normal Case

  • Lee, In-Suk;Cho, Jang-Sik;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.127-137
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    • 2000
  • In this paper, we consider hierarchical Bayesian analysis for P(Y < X) using Gibbs sampler, where X and Y are independent normal distributions with unknown means and variances, respectively. Also numerical study using real data is provided.

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SIMULTANEOUS ESTIMATION OF GAMMA SCALE PARAMETER UNDER ENTROPY LOSS:BAYESIAN APPROACH

  • Chung, Youn-Shik
    • Journal of applied mathematics & informatics
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    • v.3 no.1
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    • pp.55-64
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    • 1996
  • Let $X_1, ....$X_P be p($\geq$2) independent random variables, where each X1 has a gamma distribution with $k_i and ${\heta}_i$. The problem is to simultaneously estimate p gammar parameters ${\heta}_i$ under entropy loss where the parameters are believed priori. Hierarchical bayes(HB) and empirical bayes(EB) estimators are investigated. Next computer simulation is studied to compute the risk percentage improvement of the HB, EB and the estimator of Dey et al.(1987) compared to MVUE of ${\heta}$.

BAYES EMPIRICAL BAYES ESTIMATION OF A PROPORT10N UNDER NONIGNORABLE NONRESPONSE

  • Choi, Jai-Won;Nandram, Balgobin
    • Journal of the Korean Statistical Society
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    • v.32 no.2
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    • pp.121-150
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    • 2003
  • The National Health Interview Survey (NHIS) is one of the surveys used to assess the health status of the US population. One indicator of the nation's health is the total number of doctor visits made by the household members in the past year, There is a substantial nonresponse among the sampled households, and the main issue we address here is that the nonrespones mechanism should not be ignored because respondents and nonrespondents differ. It is standard practice to summarize the number of doctor visits by the binary variable of no doctor visit versus at least one doctor visit by a household for each of the fifty states and the District of Columbia. We consider a nonignorable nonresponse model that expresses uncertainty about ignorability through the ratio of odds of a household doctor visit among respondents to the odds of doctor visit among all households. This is a hierarchical model in which a nonignorable nonresponse model is centered on an ignorable nonresponse model. Another feature of this model is that it permits us to "borrow strength" across states as in small area estimation; this helps because some of the parameters are weakly identified. However, for simplicity we assume that the hyperparameters are fixed but unknown, and these hyperparameters are estimated by the EM algorithm; thereby making our method Bayes empirical Bayes. Our main result is that for some of the states the nonresponse mechanism can be considered non-ignorable, and that 95% credible intervals of the probability of a household doctor visit and the probability that a household responds shed important light on the NHIS.

Hierarchical and Empirical Bayes Estimators of Gamma Parameter under Entropy Loss

  • Chung, Youn-Shik
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.221-235
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    • 1999
  • Let be $X_1$,...,$X_p$, $p\geq2$ independent random variables where each $X_i$ has a gamma distribution with $\textit{k}_i$ and $\theta_i$ The problem is to simultaneously estimate $\textit{p}$ gamma parameters $\theta_i$ and $\theta_i{^-1}$ under entropy loss where the parameters are believed priori. Hierarch ical Bayes(HB) and empirical Bayes(EB) estimators are investigated. And a preference of HB estimator over EB estimator is shown using Gibbs sampler(Gelfand and Smith 1990). Finally computer simulation is studied to compute the risk percentage improvements of the HB estimator and the estimator of Dey Ghosh and Srinivasan(1987) compared to UMVUE estimator of $\theta^{-1}$.

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Semiparametric Bayesian Estimation under Structural Measurement Error Model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.551-560
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    • 2010
  • This paper considers a Bayesian approach to modeling a flexible regression function under structural measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under structural measurement error model without a semiparametric component.