• 제목/요약/키워드: Prior information

검색결과 2,581건 처리시간 0.031초

Noninformative priors for the reliability function of two-parameter exponential distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제22권2호
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    • pp.361-369
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    • 2011
  • In this paper, we develop the reference and the matching priors for the reliability function of two-parameter exponential distribution. We derive the reference priors and the matching prior, and prove the propriety of joint posterior distribution under the general prior including the reference priors and the matching prior. Through the sim-ulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Noninformative priors for the ratio of the scale parameters in the half logistic distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.833-841
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    • 2012
  • In this paper, we develop the noninformative priors for the ratio of the scale parameters in the half logistic distributions. We develop the first and second order matching priors. It turns out that the second order matching prior matches the alternative coverage probabilities, and is a highest posterior density matching prior. Also we reveal that the one-at-a-time reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

사전위치정보를 이용한 도심 영상의 의미론적 분할 (Semantic Segmentation of Urban Scenes Using Location Prior Information)

  • 왕정현;김진환
    • 로봇학회논문지
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    • 제12권3호
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    • pp.249-257
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    • 2017
  • This paper proposes a method to segment urban scenes semantically based on location prior information. Since major scene elements in urban environments such as roads, buildings, and vehicles are often located at specific locations, using the location prior information of these elements can improve the segmentation performance. The location priors are defined in special 2D coordinates, referred to as road-normal coordinates, which are perpendicular to the orientation of the road. With the help of depth information to each element, all the possible pixels in the image are projected into these coordinates and the learned prior information is applied to those pixels. The proposed location prior can be modeled by defining a unary potential of a conditional random field (CRF) as a sum of two sub-potentials: an appearance feature-based potential and a location potential. The proposed method was validated using publicly available KITTI dataset, which has urban images and corresponding 3D depth measurements.

Bayesian Analysis for the Ratio of Variance Components

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.559-568
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    • 2006
  • In this paper, we develop the noninformative priors for the linear mixed models when the parameter of interest is the ratio of variance components. We developed the first and second order matching priors. We reveal that the one-at-a-time reference prior satisfies the second order matching criterion. It turns out that the two group reference prior satisfies a first order matching criterion, but Jeffreys' prior is not first order matching prior. Some simulation study is performed.

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NONINFORMATIVE PRIORS FOR PARETO DISTRIBUTION : REGULAR CASE

  • 김달호;이우동;강상길
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 춘계학술대회
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    • pp.27-37
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    • 2003
  • In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jeffrey's prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. And a real example will be given.

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단순 수명정보를 이용한 IPM의 베이지안 신뢰도 평가 연구 (A Study on Bayesian Reliability Evaluation of IPM using Simple Information)

  • 조동철;구정서
    • 한국안전학회지
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    • 제36권2호
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    • pp.32-38
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    • 2021
  • This paper suggests an approach to evaluate the reliability of an intelligent power module with information deficiency of prior distribution and the characteristics of censored data through Bayesian statistics. This approach used a prior distribution of Bayesian statistics using the lifetime information provided by the manufacturer and compared and evaluated diffuse prior (vague prior) distributions. To overcome the computational complexity of Bayesian posterior distribution, it was computed with Gibbs sampling in the Monte Carlo simulation method. As a result, the standard deviation of the prior distribution developed using simple information was smaller than that of the posterior distribution calculated with the diffuse prior. In addition, it showed excellent error characteristics on RMSE compared with the Kaplan-Meier method.

Noninformative priors for stress-strength reliability in the Pareto distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제22권1호
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    • pp.115-123
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    • 2011
  • In this paper, we develop the noninformative priors for stress-strength reliability from the Pareto distributions. We develop the matching priors and the reference priors. It turns out that the second order matching prior does not match the alternative coverage probabilities, and is not a highest posterior density matching or a cumelative distribution function matching priors. Also we reveal that the one-at-a-time reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example is given.

Noninformative Priors for the Common Scale Parameter in the Inverse Gaussian Distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제15권4호
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    • pp.981-992
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    • 2004
  • In this paper, we develop the noninformative priors for the common scale parameter in the inverse gaussian distributions. We developed the first and second order matching priors. Next we revealed that the second order matching prior satisfies a HPD matching criterion. Also we showed that the second order matching prior matches alternative coverage probabilities up to the second order. It turns out that the one-at-a-time reference prior satisfies a second order matching criterion. Some simulation study is performed.

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Bayesian hypothesis testing for homogeneity of coecients of variation in k Normal populationsy

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제21권1호
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    • pp.163-172
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    • 2010
  • In this paper, we deal with the problem for testing homogeneity of coecients of variation in several normal distributions. We propose Bayesian hypothesis testing procedures based on the Bayes factor under noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

Bayesian Hypothesis Testing for the Difference of Quantiles in Exponential Models

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1379-1390
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    • 2008
  • This article deals with the problem of testing the difference of quantiles in exponential distributions. We propose Bayesian hypothesis testing procedures for the difference of two quantiles under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the matching prior. Simulation study and a real data example are provided.

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