• Title/Summary/Keyword: Hierarchical Bayesian Model

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Model selection method for categorical data with non-response (무응답을 가지고 있는 범주형 자료에 대한 모형 선택 방법)

  • Yoon, Yong-Hwa;Choi, Bo-Seung
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.627-641
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    • 2012
  • We consider a model estimation and model selection methods for the multi-way contingency table data with non-response or missing values. We also consider hierarchical Bayesian model in order to handle a boundary solution problem that can happen in the maximum likelihood estimation under non-ignorable non-response model and we deal with a model selection method to find the best model for the data. We utilized Bayes factors to handle model selection problem under Bayesian approach. We applied proposed method to the pre-election survey for the 2004 Korean National Assembly race. As a result, we got the non-ignorable non-response model was favored and the variable of voting intention was most suitable.

Korean Welfare Panel Data: A Computational Bayesian Method for Ordered Probit Random Effects Models

  • Lee, Hyejin;Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.45-60
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    • 2014
  • We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.

Simultaneous modeling of mean and variance in small area estimation

  • Kim, Myungjin;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1423-1431
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    • 2016
  • When the sample size in a certain domain is too small to produce adequate information, small area model with random effects is usually used. Also, if we do not consider an inherent pattern which data possess, it considerably affects inference. In this paper, we mainly focus on modeling to handle increased variation of the Current Population Survey (CPS) median income as the Internal Revenue Service (IRS) mean income increases. In a hierarchical Bayesian framework, most estimations are carried out through the Gibbs sampler while the grid method is used to generate parameters from non-standard form. Numerical study indicates that the performance of proposed model is better than that of CPS method in terms of four comparison measurements.

A Constrained Learning Method based on Ontology of Bayesian Networks for Effective Recognition of Uncertain Scenes (불확실한 장면의 효과적인 인식을 위한 베이지안 네트워크의 온톨로지 기반 제한 학습방법)

  • Hwang, Keum-Sung;Cho, Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.34 no.6
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    • pp.549-561
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    • 2007
  • Vision-based scene understanding is to infer and interpret the context of a scene based on the evidences by analyzing the images. A probabilistic approach using Bayesian networks is actively researched, which is favorable for modeling and inferencing cause-and-effects. However, it is difficult to gather meaningful evidences sufficiently and design the model by human because the real situations are dynamic and uncertain. In this paper, we propose a learning method of Bayesian network that reduces the computational complexity and enhances the accuracy by searching an efficient BN structure in spite of insufficient evidences and training data. This method represents the domain knowledge as ontology and builds an efficient hierarchical BN structure under constraint rules that come from the ontology. To evaluate the proposed method, we have collected 90 images in nine types of circumstances. The result of experiments indicates that the proposed method shows good performance in the uncertain environment in spite of few evidences and it takes less time to learn.

Analysis on Nonstationarity in Mean Sea Level and Nonstationary Frequency Analysis based on Hierarchical Bayesian Model (해수면의 비정상성 검토 및 계층적 Bayesian 모형을 이용한 비정상성 빈도해석 기법 개발)

  • Kim, Yong Tak;Sumiya, Uranchimeg;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.451-451
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    • 2015
  • 최근 1900년부터 1990년 사이 해수면은 매년 평균 1.2mm 상승했지만 1990년부터는 매년 평균 3mm씩 높아지고 있으며, 이에 1990년부터 현재까지 해수면 수위의 상승속도가 이전 90년 동안 측정된 수치보다 2.5배 빠르다는 연구결과가 발표되었다. 해수면 상승으로 인한 피해는 범람과 침식을 야기할 수 있으며 해일 및 폭풍으로 인한 피해를 증가시킴으로 물질적 피해와 인명 피해를 유발할 수 있다. 이러한 이유로 해수면 상승에 따른 과학적인 분석과 신뢰성 있는 전망을 통하여 해수면 상승에 따른 대응과 대비가 필요하다. 이에 본 연구에서는 비정상성 빈도해석 방법을 통하여 미래의 해수면 상승을 고려할 수 있는 비정상성 빈도해석 기법을 개발하였다. 본 연구에서는 극치사상을 추출하기 위해 국립해양조사원 (Korea Hydrographic and Oceanographic Administration, KHOA)에서 관리한 45개 조위관측소의 시 조위 자료를 이용하였다. 45개 조위관측소의 한 시간 단위 자료로부터 연최대 및 연평균 조위계열 (annual average and annual maximum sea level series)을 추출하였다. 본 연구에서는 한반도 해안을 동해안, 서해안, 남해안, 제주 권역으로 구분하고 빈도 해석의 신뢰성을 만족하기 위해 자료 구축기간이 20년 이상이며, 각 해안을 나타낼 수 있는 지점을 선정하였다. 비정상성 빈도해석은 Gumbel 극치분포를 적용하였으며, 계층적 Bayesian 기법을 결합하여 매개변수들에 대한 사후분포를 추정하였다. 본 연구에서는 대부분의 지점에서 비정상성 빈도해석 결과와 정상성 빈도해석 결과와 상당한 차이를 보여주고 있으며, 이는 주로 정상성 가정에 기인하는 문제점으로 판단된다. 향후 기후변화에 따른 연안지역의 홍수 및 사회기반시설의 위험도를 평가하기 위해서는 비정상성을 고려한 빈도해석 절차의 수립과 적용이 필요할 것으로 판단된다.

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A spatial analysis of Neyman-Scott rectangular pulses model using an approximate likelihood function (근사적 우도함수를 이용한 Neyman-Scott 구형펄스모형의 공간구조 분석)

  • Lee, Jeongjin;Kim, Yongku
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1119-1131
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    • 2016
  • The Neyman-Scott Rectangular Pulses Model (NSRPM) is mainly used to construct hourly rainfall series. This model uses a modest number of parameters to represent the rainfall processes and underlying physical phenomena, such as the arrival of storms or rain cells. In NSRPM, the method of moments has often been used because it is difficult to know the distribution of rainfall intensity. Recently, approximated likelihood function for NSRPM has been introduced. In this paper, we propose a hierarchical model for applying a spatial structure to the NSRPM parameters using the approximated likelihood function. The proposed method is applied to summer hourly precipitation data observed at 59 weather stations (Korea Meteorological Administration) from 1973 to 2011.

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.

Predicting the Effect of Puzzle-based Computer Science Education Program for Improving Computational Thinking (컴퓨팅 사고력 신장을 위한 퍼즐 기반 컴퓨터과학 교육 프로그램의 효과 예측)

  • Oh, Jeong-Cheol;Kim, Jonghoon
    • Journal of The Korean Association of Information Education
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    • v.23 no.5
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    • pp.499-511
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    • 2019
  • The preceding study of this study developed puzzle-based computer science education programs to enhance the computational thinking of elementary school students over 1 to 3 times. The preceding study then applied such programs into the field, categorized the effects of education into CT creativity and CT cognitive ability to improve the education programs. Based on the results of these preceding studies, the hierarchical Bayesian inference modeling was performed using age and CT thinking ability as parameters. From the results, this study predicted the effectiveness of puzzle-based computer science education programs in middle and high schools and proposed major improvement areas and directions for puzzle-based computer science education programs that are to be deployed in the future throughout middle and high schools.

Development of a conceptual rainfall-runoff ensemble model using hierarchical Bayesian method (계층적 베이지안을 활용한 개념적 강우-유출모형 앙상블 모델 구축)

  • Yu, Jae-Ung;Kim, Min-Ji;Oh, Se-Cheong;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.181-181
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    • 2021
  • 유역 내의 물순환 평가를 위하여 적합한 강우-유출모형을 선정하고 적용하는 것은 수문학적 관점에서 주된 과제이다. 장기적인 관점의 수자원 관리를 위해서는 직접적인 계측을 통해 장기간의 유출자료를 취득하는 방법이 있으나, 국내의 주요지점을 제외한 대다수의 중소규모의 지점에 계측기를 설치하는 것은 현실적으로 어려우므로, 자료취득이 비교적 용이하고 신뢰성이 높은 장기간 강우 자료를 강우-유출모형의 입력자료로 활용하여 미계측 유역으로의 모형을 확장하는 방안이 적절하다는 평가를 받고 있다. 본 연구는 국내외 주요 연속강우-유출모형의 특성을 파악하기 위하여 비교적 신뢰성 있는 자료를 보유하고 있는 소양강댐 유역에 다수의 연속강우-유출모형을 적용하였다. 모델링 결과로 산출된 유황곡선(flow duration curve)을 소양강댐 유입량과 비교하여 각 모형의 특징을 파악하고 유량에 따른 적합성 평가를 진행하였다. 또한, 향후 미계측유역으로 모형을 확장하기 위하여 매개변수 개수 및 재현능력을 동시에 평가하였다. 다수의 모형 중 적합성이 높은 모형들을 선별하였으며, 선별된 모형들의 불확실성을 고려함과 동시에 계층적 베이지안 기법을 활용하여 최종적으로 앙상블모형을 제시하였다. 앙상블모형을 단일 모형과 비교한 결과 단일 모형보다 개선된 성능을 확인하였다.

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Prediction of extreme rainfall with a generalized extreme value distribution (일반화 극단 분포를 이용한 강우량 예측)

  • Sung, Yong Kyu;Sohn, Joong K.
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.857-865
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    • 2013
  • Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.