• 제목/요약/키워드: Marginal integration

검색결과 28건 처리시간 0.018초

ON MARGINAL INTEGRATION METHOD IN NONPARAMETRIC REGRESSION

  • Lee, Young-Kyung
    • Journal of the Korean Statistical Society
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    • 제33권4호
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    • pp.435-447
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    • 2004
  • In additive nonparametric regression, Linton and Nielsen (1995) showed that the marginal integration when applied to the local linear smoother produces a rate-optimal estimator of each univariate component function for the case where the dimension of the predictor is two. In this paper we give new formulas for the bias and variance of the marginal integration regression estimators which are valid for boundary areas as well as fixed interior points, and show the local linear marginal integration estimator is in fact rate-optimal when the dimension of the predictor is less than or equal to four. We extend the results to the case of the local polynomial smoother, too.

Comparison of Hierarchical and Marginal Likelihood Estimators for Binary Outcomes

  • Yun, Sung-Cheol;Lee, Young-Jo;Ha, Il-Do;Kang, Wee-Chang
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2003년도 춘계 학술발표회 논문집
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    • pp.79-84
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    • 2003
  • Likelihood estimation in random-effect models is often complicated because the marginal likelihood involves an analytically intractable integral. Numerical integration such as Gauss-Hermite quadrature is an option, but is generally not recommended when the dimensionality of the integral is high. An alternative is the use of hierarchical likelihood, which avoids such burdensome numerical integration. These two approaches for fitting binary data are compared and the advantages of using the hierarchical likelihood are discussed. Random-effect models for binary outcomes and for bivariate binary-continuous outcomes are considered.

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ML estimation using Poisson HGLM approach in semi-parametric frailty models

  • Ha, Il Do
    • Journal of the Korean Data and Information Science Society
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    • 제27권5호
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    • pp.1389-1397
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    • 2016
  • Semi-parametric frailty model with nonparametric baseline hazards has been widely used for the analyses of clustered survival-time data. The frailty models can be fitted via an auxiliary Poisson hierarchical generalized linear model (HGLM). For the inferences of the frailty model marginal likelihood, which gives MLE, is often used. The marginal likelihood is usually obtained by integrating out random effects, but it often requires an intractable integration. In this paper, we propose to obtain the MLE via Laplace approximation using a Poisson HGLM approach for semi-parametric frailty model. The proposed HGLM approach uses hierarchical-likelihood (h-likelihood), which avoids integration itself. The proposed method is illustrated using a numerical study.

Maximum Likelihood Estimation Using Laplace Approximation in Poisson GLMMs

  • Ha, Il-Do
    • Communications for Statistical Applications and Methods
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    • 제16권6호
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    • pp.971-978
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    • 2009
  • Poisson generalized linear mixed models(GLMMs) have been widely used for the analysis of clustered or correlated count data. For the inference marginal likelihood, which is obtained by integrating out random effects is often used. It gives maximum likelihood(ML) estimator, but the integration is usually intractable. In this paper, we propose how to obtain the ML estimator via Laplace approximation based on hierarchical-likelihood (h-likelihood) approach under the Poisson GLMMs. In particular, the h-likelihood avoids the integration itself and gives a statistically efficient procedure for various random-effect models including GLMMs. The proposed method is illustrated using two practical examples and simulation studies.

발전 및 한계비용의 해석적 추정법에 관한 연구 (An Analytic Algotithm to Estimate Expected Generation and Marginal Costs)

  • 박영문;서보혁
    • 대한전기학회논문지
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    • 제31권7호
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    • pp.1-10
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    • 1982
  • This paper derives the algorithm to estimate the operating cost, its marginal cost, and the reliability indices for the long term planning of power system. Treating the load duration curve and the system in the stochastic sense takes the place of the inverted load duration curve, effective load duration curve, and the numerical integration in the conventional methods. The time and accuracy of computation are substantially improved due to the fact that all expressions are represented by simple analytic form instead of the existing recursive form.

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Bayes tests of independence for contingency tables from small areas

  • Jo, Aejung;Kim, Dal Ho
    • 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).

임대주택 주동계획의 사회통합적 증진에 대한 임차인 반응 연구 (A syudy on Renter's Response to Plannin of National Rental Housing for Improving Social Integration)

  • 김경연;이연숙;박민아;허윤경
    • 한국주거학회:학술대회논문집
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    • 한국주거학회 2008년 추계학술발표대회 논문집
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    • pp.102-107
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    • 2008
  • The National Rental Houring has been built for solving the lack of house for the low-income group. However the national rental housing that the low-income group didn't feel aliention' we should improve the quality of National Rental housing. The purpose of this study aims to identify the facts for improving the social integra as the preference of Rental lived in Gwangju. The findings are as follows. The residents had marginal characteristics such as low income, the aged and were satisfied with the residential environment so they want to stay there as long as they can. However, they were dissatisfied with the scale of housing, housing facilities. Therefore, It is important to improve housing condition witch they enhance their self existence.

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베타-이항 분포에서 Gibbs sampler를 이용한 평가 일치도의 사후 분포 추정 (Posterior density estimation of Kappa via Gibbs sampler in the beta-binomial model)

  • 엄종석;최일수;안윤기
    • 응용통계연구
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    • 제7권2호
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    • pp.9-19
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    • 1994
  • 평가자간 평가 일치도(measure of agreement)를 나타내는 모수 $\kappa$와 양성 반응 비율 $\mu$를 지닌 베타-이항 분포 모형은 심리학 분야에서 많이 다루어지는 모형이다. 이 모형에서 $\kappa$에 대한 추정은 $\mu$가 0에 가까운 값을 가질 때 우도함수를 이용한 전통적 추론 방법의 적용이 어렵다. 본 논문에서는 이러한 문제를 Gibbs sampler를 이용한 Bayesian 분석 방법을 적용시켜 주변 사후 밀도 함수를 추정하였으며 이를 이용하여 Bayesian 추정값도 구하였다.

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아이디어 발상 유형화를 통한 창의적 패션 디자인 전개 프로세스 연구 (Study on a Creative Fashion Design Development Process through Idea Classification)

  • 김윤경;박혜원
    • 복식
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    • 제60권9호
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    • pp.95-105
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    • 2010
  • The purpose of this study is in allowing thinking about the design development process which is more towards the visual and perceptional aspects related to the form structure by more diverse methods by typology of idea generation. To accomplish such goal, researches in the psychology, pedagogy, engineering, and consilient studies as well as related precedent researches and reference data in architecture, promotion, industrial design, and other art fields and fashion designs are collected and analyzed to see the study trend. In addition, in the content analysis method based on such, the idea generation was classified into types in consideration of relevancy, usefulness, and suitability with fashion. First, a concentrated thinking of a limited space is a method of leading an optimal design by focusing on solving the cause of a problem within a space which generates the problem. Second, plan thinking per section of structure decomposition is a method of dismantling the design problems per organization, thinking type, factor, and characteristic into sub-modules to re-interpret and re-organize the problems in various aspects. Third, an associated thinking through interpreting relationships among vocabularies is a method of selecting the marginal languages that allow a person to come up with concrete forms and the key words related to fashion to import the characteristics and attributes of the marginal languages and thematic relationship between the two terms to search the relevancy. Lastly, the free integrated thinking of language extension is a method of groping integration between other fields and fashion by free integration among the extended terms by extending the vocabularies through inferring metaphorical expressions founded upon individual's memories or knowledge concepts regarding theme words that do not allow concrete forms to come up.

Assessing changes of peri-implant bone using digital subtraction radiography

  • Kwon Ji-Yung;Kim Yung-Soo;Kim Chang-Whe
    • 대한치과보철학회지
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    • 제39권3호
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    • pp.273-281
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    • 2001
  • Digital subtraction radiography may be one of the most precise and noninvasive methods for assessing subtle density changes in peri-implant bone, providing additional diagnostic information on implant tissue integration in overall maintenance. The aims of this study were to evaluate density changes after first, second surgery of dental implant and to measure the amount of marginal bone loss 9 months after second surgery using digital subtraction radiography. Bone change around 30 screw-shaped implants in 16 patients were assessed on radiographs. 17 Branemark implants of 3.75mm in diameter(Nobel Biocare, Goteborg, Sweden), 2 Branemark implants of 5.0mm in diameter, 11 $Replace^{TM}$ implants of 4.3mm in diameter(Nobel Biocare, Goteborg, Sweden) were used. To standardize the projection geometry of serial radiographs of implants, customized bite block was fabricated using XCP film holder(Rinn Corporation, Elgin, IL.) with polyether impression material of Impregum(ESPE, Germany) and direct digital image was obtained. Qualitative and quantitative changes on radiographs were measured with Emago software(The Oral Diagnostic System, Amsterdam, Netherlands). The results were as follows: 1. The peri-implant bone density of 69.2% implants did not change and the peri-implant bone density of 30.8% implants decreased after 3 months following first surgery. 2. The crestal bone density of 53.9% implants decreased first 3 months after second surgery. The crestal bone density of 58.8% implants increased 9 months after second surgery. No density change was observed around the midportion of the implants after second surgery, 3. The amount of marginal bone loss between different kinds of implants showed no statistically significant differences (p>0.05). 4. More than 90% of total marginal bone loss recorded in a 9-month period occurred during the first 3 months.

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