• Communications for Statistical Applications and Methods
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• 제16권3호
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• pp.479-485
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• 2009

When a part of data is unobserved the marginal likelihood of parameters given the observed data often involves analytically intractable high dimensional integral and hence it is hard to find the maximum likelihood estimate of the parameters. Simulated maximum likelihood(SML) method which estimates the marginal likelihood via Monte Carlo importance sampling and optimize the estimated marginal likelihood has been used in many applications. A key issue in SML is to find a good proposal density from which Monte Carlo samples are generated. The optimal proposal density is the conditional density of the unobserved data given the parameters and the observed data, and attempts have been given to find a good approximation to the optimal proposal density. Algorithms which adaptively improve the proposal density have been widely used due to its simplicity and efficiency. In this paper, we describe a fully adaptive algorithm which has been used by some practitioners but has not been well recognized in statistical literature, and evaluate its estimation performance and robustness via a simulation study. The simulation study shows a great improvement in the order of magnitudes in the mean squared error, compared to non-adaptive or partially adaptive SML methods. Also, it is shown that the fully adaptive SML is robust in a sense that it is insensitive to the starting points in the optimization routine.

• 한국지구물리탐사학회:학술대회논문집
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• 한국지구물리탐사학회 2003년도 Proceedings of the international symposium on the fusion technology
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• pp.340-343
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• 2003

This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

• Journal of the Korean Data and Information Science Society
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• 제20권1호
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• pp.191-202
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• 2009

In this study, we drive the one dimensional marginal transform function, probability density function and probability distribution function for the random variables $T_{{\xi}N}$ (Time taken by the servers during the vacations), ${\xi}_N$(Number of vacations taken by the servers) and ${\eta}_N$(Number of customers or units arrive in the system) by controlling the variability of two random variables simultaneously.

• Journal of the Korean Statistical Society
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• 제29권3호
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• pp.307-313
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• 2000

Suppose we have a set of data X1, ···, Xn and employ kernel density estimator to estimate the marginal density of X. in this article bandwith selection problem for kernel density estimator is examined closely. In particular the Kullback-Leibler method (a bandwith selection methods based on average square error (ASE)) is considered.

• Journal of the Korean Data and Information Science Society
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• 제28권1호
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• pp.207-215
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• 2017

In this paper we study pooling effects in Bayesian testing procedures of independence for contingency tables from small areas. In small area estimation setup, we typically use a hierarchical Bayesian model for borrowing strength across small areas. This techniques of borrowing strength in small area estimation is used to construct a Bayes test of independence for contingency tables from small areas. In specific, we consider the methods of direct or indirect pooling in multinomial models through Dirichlet priors. We use the Bayes factor (or equivalently the ratio of the marginal likelihoods) to construct the Bayes test, and the marginal density is obtained by integrating the joint density function over all parameters. The Bayes test is computed by performing a Monte Carlo integration based on the method proposed by Nandram and Kim (2002).

• East Asian Economic Review
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• 제22권2호
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• pp.141-176
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• 2018

The paper analyzes and compares the effects of domestic monetary policy using DSGE, DSGE-VAR, and VAR based on a two-country open economy model of Korea and the U.S. According to impulse response analysis, a domestic interest rate hike raises won value in the case of DSGE and DSGE-VAR models, while in the case of the unrestricted VAR model, it lowers won value. In the marginal data density standard, DSGE-VAR (${\mu}=1$) is superior to DSGE or Bayesian VAR over the sample period. Conversely, in the in-sample RMSE criterion, especially for the won/dollar exchange rate, VARs are superior to DSGE or DSGE-VAR. It is necessary to study further if these differences are caused by model misspecification or omitted variable bias.

• 응용통계연구
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• 제28권6호
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• pp.1191-1208
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• 2015

대부분의 통계분석방법은 요약통계량에 의존하지만 그래픽적 방법을 이용하면 자료의 특성을 파악하기 쉽고 통계량만으로는 알아낼 수 없는 부분까지도 접근이 가능하다. 그래프를 통한 로지스틱회귀모형의 평가 방법으로 로그-밀도비를 통한 검토, 차원 검토, 주변모형산점도, 카이잔차산점도, CERES 그림을 알아보고 모의자료들을 통해 다양한 상황에서 그래픽적 방법들 어떠한 결과를 나타내지를 비교 검토한다.

• 지구물리와물리탐사
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• 제5권4호
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• pp.262-271
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• 2002

본 연구에서는 지구물리 자료의 베이지안 역산을 효과적으로 수행하는 방법에 관해 논의하였다. 베이지안 처리에서 가장 문제가 되는 사전확률분포를 구하기 위해 지구통계학적 방법을 적용하였으며, 사후확률분포의 추정을 위해 MCMC(Markov Chain Monte Carlo) 방법을 적용하였다. 쌍극자배열 전기비저항 탐사 자료의 2차원 역산을 위해 슐럼버저배열 전기비저항탐사 자료와 시추공 자료를 사전 정보로 이용하였으며, 이들 사전정보에 대해 지구통계학적 방법을 적용하여 사전확률분포를 작성하였다. 쌍극자배열 전기비저항 탐사 자료를 최대 우도함수로 하는 사후확률분포는 차원이 매우 높은 적분을 요구하므로, 이를 추정하기 위해 MCMC기술을 적용하였으며, 보다 효율적인 접근을 위해 Gibbs샘플링 방법을 이용하였다. 그 결과 비모수적 방식으로 사후확률분포를 분석함으로써 보다 신뢰성 있는 해를 구할 수 있었으며, 주변화(marginalization)된 사후확률분포를 이용하여 다양한 분석을 적용할 수 있었다.

• 한국지구과학회지
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• 제33권6호
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• pp.554-566
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• 2012

성공적인 국제 Argo 사업을 통해 얻어진 고해상도의 수온 및 염분 프로파일들을 이용하여 준실시간으로 3차원 전지구 해양 상태의 재현이 가능해졌으며, 전지구 해양 자료 분석 연구에 대한 관심 또한 크게 증가하였다. 본 연구에서는 XBT와 Argo 자료의 계통 오차, 열염분 해수면 높이 및 인공위성 관측 자료와의 해수면 수지 불일치, 해양 열용량 변동 및 객관 분석장 개발 현황 등 최근의 자료 분석 연구의 주요 쟁점들에 관해 정리하였다. 특히 동아시아 해역에서의 지역 규모 해양 기후 변화 분석에 앞서 매우 신중한 해양 자료의 품질 관리 및 전구 규모의 해양 변동에 관한 이해가 필요하다는 것을 강조하였다.

• The Korean Journal of Ecology
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• 제21권5_3호
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• pp.649-663
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• 1998

The clarify the ecological properties, and to predict change of understory vegetation of mt. Nam Park, population dynamics and interspecific competition of D. smilacinum and D. viridescens, which grow in understory of deciduous broad-leaved forest and pseudo-annuals, were studied from May 20 to May 30 1998. The depth of litter layer, soil moisture content, soil organic matter and soil texture were surveyed in 18 populations (15 D. smilacinum populations and 3 D. viridescens populations). Mean litter layer of d. smilacimum population was thinner than that of D. viridescens populations). Mean litter layer of D. smilacnum population was thinner than that of D. viridescens population. The contents of soil moisture and organic matter of D. smilacinum population were lower than that of D. viridescens population. The D. smilacinum growed in broad range of soil texture but D. viridescens in loamy soil. Because D. smilacinum could tolerate more broad range of soil moisture and soil texture than D. viridescens, the former covered the herb layer in earlier stage and the latter introduced in later stage when rhizome could grow easily. The numbers of individual in two marginal parts were smaller than that in center in same D. smilacinum patch. And the total numbers of individuals grown in (10 ${\times}$ 10)cm were from 0 to 12. The rhizome (subterranean runner) weight, rhizome length, root weight, shoot weight, lea weight and leaf number per subquadrat (cell) increased along the number of individual, that is, increased from marginal part to center. But rhizome weight and rhizome length per individual were vice versa. Therefore, the individuals in marginal part reproduced longer and stronger asexual propagules than that in center. The distribution pattern of D. smilacinum was contageous and that of D. viridescens was random or regular. Therefore, population growth of former was independent on density and that of latter was dependent on density. The distributions of size-class showed normal curves in two population, but the curves based on data of total dry weight showed positive skewness and those of leaf number showed negative skewness The correlation coefficient (CC) values between the properties of each organ were high in two population and significant at 0.1% level. The CC values of D. viridescens were higher of the two. Therefore, the former allocated the energy to each organ stable. The rhizome depth of d. viridescens was 2 times deeper than that of D. smilacinum. And rhizome length and weight of D. viridescens were longer (2 times) or heavier (4 times) than those of D. smilacinum. The patch size of D. viridescens increased 60 cm per year and that of D. smilacinum 30 cm. On this results, the intrinsic increase velocity of d. viridescens patch was 2 times faster than that of d. smilacinum, therefore, on the competition, the former had an advantage over D. smilacinum. The reason why d. viridescens defeated D. smilacinum resulted from that the leaf area of former was 4 times broader than that of latter. in Mt. Nam Park, it was thought that two disporum Population would change with the 3 thpes of environmental change as followings. First, no human impact and increase of soil moisture content resulted in increase of D. viridescens population. Second, mild human impact and similar condition of soil moisture content resulted in slow increase or no changes of D. smilacinum and d. viridescens population. Third, severe human impact and dry condition resulted in decrease or vanishment of two disporum populations.