• Title/Summary/Keyword: Metropolish Algorithm

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Bayesian Analysis for Neural Network Models

  • Chung, Younshik;Jung, Jinhyouk;Kim, Chansoo
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.155-166
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    • 2002
  • Neural networks have been studied as a popular tool for classification and they are very flexible. Also, they are used for many applications of pattern classification and pattern recognition. This paper focuses on Bayesian approach to feed-forward neural networks with single hidden layer of units with logistic activation. In this model, we are interested in deciding the number of nodes of neural network model with p input units, one hidden layer with m hidden nodes and one output unit in Bayesian setup for fixed m. Here, we use the latent variable into the prior of the coefficient regression, and we introduce the 'sequential step' which is based on the idea of the data augmentation by Tanner and Wong(1787). The MCMC method(Gibbs sampler and Metropolish algorithm) can be used to overcome the complicated Bayesian computation. Finally, a proposed method is applied to a simulated data.

The Comparison of Parameter Estimation for Nonhomogeneous Poisson Process Software Reliability Model (NHPP 소프트웨어 신뢰도 모형에 대한 모수 추정 비교)

  • Kim, Hee-Cheul;Lee, Sang-Sik;Song, Young-Jae
    • The KIPS Transactions:PartD
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    • v.11D no.6
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    • pp.1269-1276
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    • 2004
  • The Parameter Estimation for software existing reliability models, Goel-Okumoto, Yamada-Ohba-Osaki model was reviewed and Rayleigh model based on Rayleigh distribution was studied. In this paper, we discusses comparison of parameter estimation using maximum likelihood estimator and Bayesian estimation based on Gibbs sampling to analysis of the estimator' pattern. Model selection based on sum of the squared errors and Braun statistic, for the sake of efficient model, was employed. A numerical example was illustrated using real data. The current areas and models of Superposition, mixture for future development are also employed.