• 제목/요약/키워드: Matching Prior

검색결과 152건 처리시간 0.025초

An objective Bayesian analysis for multiple step stress accelerated life tests

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제20권3호
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    • pp.601-614
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    • 2009
  • This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

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NONINFORMATIVE PRIORS FOR LINEAR COMBINATION OF THE INDEPENDENT NORMAL MEANS

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Statistical Society
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    • 제33권2호
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    • pp.203-218
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    • 2004
  • In this paper, we develop the matching priors and the reference priors for linear combination of the means under the normal populations with equal variances. We prove that the matching priors are actually the second order matching priors and reveal that the second order matching priors match alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and also, are HPD matching priors. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense. We compute Bayesian credible intervals for linear combination of the means based on the reference priors.

Noninformative Priors for Step Stress Accelerated Life Tests in Exponential Distribution

  • 이우동;박홍경
    • 한국산업정보학회:학술대회논문집
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    • 한국산업정보학회 2009년도 춘계학술대회 미래 IT융합기술 및 전략
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    • pp.107-113
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    • 2009
  • This paper deals with noninformative priors for such as Jeffres' prior, reference prior and probability matching prior for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We find the noninformative priors for this model and show that the reference prior satisfies first order matching criterion. Using artificial data, we perform Bayesian analysis for proposed priors.

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A Study on Noninformative Priors of Intraclass Correlation Coefficients in Familial Data

  • Jin, Bong-Soo;Kim, Byung-Hwee
    • Communications for Statistical Applications and Methods
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    • 제12권2호
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    • pp.395-411
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    • 2005
  • In this paper, we develop the Jeffreys' prior, reference prior and the the probability matching priors for the difference of intraclass correlation coefficients in familial data. e prove the sufficient condition for propriety of posterior distributions. Using marginal posterior distributions under those noninformative priors, we compare posterior quantiles and frequentist coverage probability.

Developing Noninformative Priors for Parallel-Line Bioassay

  • Kim, YeongHwa;Heo, JungEun
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.401-410
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    • 2002
  • This paper revisits parallel-line bioassay problem, from a Bayesian point of view using noninformative priors such as Jeffreys' prior, reference priors, and probability matching priors. After finding the orthogonal transformation, the class of first order and second order probability matching priors are derived. Jeffreys' prior and reference priors are derived also. Numerical examples are given to show the effectiveness of noninformative priors.

Estimation of Geometric Mean for k Exponential Parameters Using a Probability Matching Prior

  • Kim, Hea-Jung;Kim, Dae Hwang
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.1-9
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    • 2003
  • In this article, we consider a Bayesian estimation method for the geometric mean of $textsc{k}$ exponential parameters, Using the Tibshirani's orthogonal parameterization, we suggest an invariant prior distribution of the $textsc{k}$ parameters. It is seen that the prior, probability matching prior, is better than the uniform prior in the sense of correct frequentist coverage probability of the posterior quantile. Then a weighted Monte Carlo method is developed to approximate the posterior distribution of the mean. The method is easily implemented and provides posterior mean and HPD(Highest Posterior Density) interval for the geometric mean. A simulation study is given to illustrates the efficiency of the method.

Noninformative priors for the ratio of parameters of two Maxwell distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제24권3호
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    • pp.643-650
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    • 2013
  • We develop noninformative priors for a ratio of parameters of two Maxwell distributions which is used to check the equality of two Maxwell distributions. Specially, we focus on developing probability matching priors and Je reys' prior for objectiv Bayesian inferences. The probability matching priors, under which the probability of the Bayesian credible interval matches the frequentist probability asymptotically, are developed. The posterior propriety under the developed priors will be shown. Some simulations are performed for identifying the usefulness of proposed priors in objective Bayesian inference.

무정보 사전분포를 이용한 이원배치 혼합효과 분산분석모형에서 오차분산에 대한 베이지안 분석 (Bayesian Analysis for the Error Variance in a Two-Way Mixed-Effects ANOVA Model Using Noninformative Priors)

  • 장인홍;김병휘
    • 응용통계연구
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    • 제15권2호
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    • pp.405-414
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    • 2002
  • 반복이 같은 이원배치 혼합효과 분산분석모형에서 무정보 사전분포를 이용하여 오차분산을 추정하는 문제를 생각하고자 한다. 먼저 무정보 사전분포로 제프리스사전분포, 준거 사전분포 그리고 확률일치 사전분포를 유도하고 이들 각각의 사전분포들에 대하여 주변사후분포를 제시하였다. 끝으로 실제 자료를 근거로 오차분산의 주변사후밀도함수에 대한 그래프와 오차분산에 대한 신용구간들을 구하고 이 구간들을 비교한다.

On Second Order Probability Matching Criterion in the One-Way Random Effect Model

  • Kim, Dal Ho;Kang, Sang Gil;Lee, Woo Dong
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.29-37
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    • 2001
  • In this paper, we consider the second order probability matching criterion for the ratio of the variance components under the one-way random effect model. It turns out that among all of the reference priors given in Ye(1994), the only one reference prior satisfies the second order matching criterion. Similar results are also obtained for the intraclass correlation as well.

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An Energy-Efficient Matching Accelerator Using Matching Prediction for Mobile Object Recognition

  • Choi, Seongrim;Lee, Hwanyong;Nam, Byeong-Gyu
    • JSTS:Journal of Semiconductor Technology and Science
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    • 제16권2호
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    • pp.251-254
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    • 2016
  • An energy-efficient object matching accelerator is proposed for mobile object recognition based on matching prediction scheme. Conventionally, vocabulary tree has been used to save the external memory bandwidth in object matching process but involved massive internal memory transactions to examine each object in a database. In this paper, a novel object matching accelerator is proposed based on matching predictions to reduce unnecessary internal memory transactions by mitigating non-target object examinations, thereby improving the energy-efficiency. Experimental results show a 26% reduction in power-delay product compared to the prior art.