• 제목/요약/키워드: Nonparametric Methods

검색결과 371건 처리시간 0.024초

Nonparametric Bayesian methods: a gentle introduction and overview

  • MacEachern, Steven N.
    • Communications for Statistical Applications and Methods
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    • 제23권6호
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    • pp.445-466
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    • 2016
  • Nonparametric Bayesian methods have seen rapid and sustained growth over the past 25 years. We present a gentle introduction to the methods, motivating the methods through the twin perspectives of consistency and false consistency. We then step through the various constructions of the Dirichlet process, outline a number of the basic properties of this process and move on to the mixture of Dirichlet processes model, including a quick discussion of the computational methods used to fit the model. We touch on the main philosophies for nonparametric Bayesian data analysis and then reanalyze a famous data set. The reanalysis illustrates the concept of admissibility through a novel perturbation of the problem and data, showing the benefit of shrinkage estimation and the much greater benefit of nonparametric Bayesian modelling. We conclude with a too-brief survey of fancier nonparametric Bayesian methods.

Nonparametric Procedures for Finding Minimum Effective Dose in a One-Way Layout

  • Kim, Hyeonjeong;Kim, Dongjae
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.693-701
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    • 2002
  • When the lowest dose level compared with zero-dose control has significant difference in effect, it is referred as minimum effective dose (MED). In this paper, we discuss several nonparametric methods for finding MED using updated rank at each sequential test step in small sample size and suggest new nonparametric procedures based on placement. Monte Carlo Simulation is adapted to compare power and Familywise Error Rate(FWE) of the new procedures with those of discussed nonparametric tests for finding MED.

Statistical Bias and Inflated Variance in the Genehunter Nonparametric Linkage Test Statistic

  • Song, Hae-Hiang;Choi, Eun-Kyeong
    • Communications for Statistical Applications and Methods
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    • 제16권2호
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    • pp.373-381
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    • 2009
  • Evidence of linkage is expressed as a decreasing trend of the squared trait difference of two siblings with increasing identical by descent scores. In contrast to successes in the application of a parametric approach of Haseman-Elston regression, notably low powers are demonstrated in the nonparametric linkage analysis methods for complex traits and diseases with sib-pairs data. We report that the Genehunter nonparametric linkage statistic is biased and furthermore the variance formula that they used is an inflated one, and this is one reason for a low performance. Thus, we propose bias-corrected nonparametric linkage statistics. Simulation studies comparing our proposed nonparametric test statistics versus the existing test statistics suggest that the bias-corrected new nonparametric test statistics are more powerful and attains efficiencies close to that of Haseman-Elston regression.

유전자 알고리즘을 이용한 비모수 회귀분석 (Nonparametric Regression with Genetic Algorithm)

  • 김병도;노상규
    • Asia pacific journal of information systems
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    • 제11권1호
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    • pp.61-73
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    • 2001
  • Predicting a variable using other variables in a large data set is a very difficult task. It involves selecting variables to include in a model and determining the shape of the relationship between variables. Nonparametric regression such as smoothing splines and neural networks are widely-used methods for such a task. We propose an alternative method based on a genetic algorithm(GA) to solve this problem. We applied GA to regression splines, a nonparametric regression method, to estimate functional forms between variables. Using several simulated and real data, our technique is shown to outperform traditional nonparametric methods such as smoothing splines and neural networks.

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Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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Neyman-Pearson 검정과 Fisher 검정에 의한 비모수 통계의 고찰 (Review of Nonparametric Statistics by Neyman-Pearson Test and Fisher Test)

  • 최성운
    • 대한안전경영과학회:학술대회논문집
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    • 대한안전경영과학회 2008년도 춘계학술대회
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    • pp.451-460
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    • 2008
  • This paper reviews nonparametric statistics by Neyman-Pearson test and Fisher test. Nonparametric statistics deal with the small sample with distribution-free assumption in multi-product and small-volume production. Two tests for various nonparametric statistic methods such as sign test, Wilcoxon test, Mann-Whitney test, Kruskal-Wallis test, Mood test, Friedman test and run test are also presented with the steps for testing hypotheses and test of significance.

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Improvement of Boundary Bias in Nonparametric Regression via Twicing Technique

  • Jo, Jae-Keun
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.445-452
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    • 1997
  • In this paper, twicing technique for the improvement of asymptotic boundary bias in nonparametric regression is considered. Asymptotic mean squared errors of the nonparametric regression estimators are derived at the boundary region by twicing the Nadaraya-Waston and local linear smoothing. Asymptotic biases of the resulting estimators are of order$h^2$and$h^4$ respectively.

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Nonparametric Estimation in Regression Model

  • Han, Sang Moon
    • Communications for Statistical Applications and Methods
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    • 제8권1호
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    • pp.15-27
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    • 2001
  • One proposal is made for constructing nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of idea of Johns for estimating the center of the symmetric distribution together with the idea of regression quantiles and regression trimmed mean. This nonparametric estimator and some other L-estimators are studied by Monte Carlo.

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