• Title/Summary/Keyword: and Markov chain

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Model-Based Survival Estimates of Female Breast Cancer Data

  • Khan, Hafiz Mohammad Rafiqullah;Saxena, Anshul;Gabbidon, Kemesha;Rana, Sagar;Ahmed, Nasar Uddin
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.6
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    • pp.2893-2900
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    • 2014
  • Background: Statistical methods are very important to precisely measure breast cancer patient survival times for healthcare management. Previous studies considered basic statistics to measure survival times without incorporating statistical modeling strategies. The objective of this study was to develop a data-based statistical probability model from the female breast cancer patients' survival times by using the Bayesian approach to predict future inferences of survival times. Materials and Methods: A random sample of 500 female patients was selected from the Surveillance Epidemiology and End Results cancer registry database. For goodness of fit, the standard model building criteria were used. The Bayesian approach is used to obtain the predictive survival times from the data-based Exponentiated Exponential Model. Markov Chain Monte Carlo method was used to obtain the summary results for predictive inference. Results: The highest number of female breast cancer patients was found in California and the lowest in New Mexico. The majority of them were married. The mean (SD) age at diagnosis (in years) was 60.92 (14.92). The mean (SD) survival time (in months) for female patients was 90.33 (83.10). The Exponentiated Exponential Model found better fits for the female survival times compared to the Exponentiated Weibull Model. The Bayesian method is used to obtain predictive inference for future survival times. Conclusions: The findings with the proposed modeling strategy will assist healthcare researchers and providers to precisely predict future survival estimates as the recent growing challenges of analyzing healthcare data have created new demand for model-based survival estimates. The application of Bayesian will produce precise estimates of future survival times.

An Application of Dirichlet Mixture Model for Failure Time Density Estimation to Components of Naval Combat System (디리슈레 혼합모형을 이용한 함정 전투체계 부품의 고장시간 분포 추정)

  • Lee, Jinwhan;Kim, Jung Hun;Jung, BongJoo;Kim, Kyeongtaek
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.4
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    • pp.194-202
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    • 2019
  • Reliability analysis of the components frequently starts with the data that manufacturer provides. If enough failure data are collected from the field operations, the reliability should be recomputed and updated on the basis of the field failure data. However, when the failure time record for a component contains only a few observations, all statistical methodologies are limited. In this case, where the failure records for multiple number of identical components are available, a valid alternative is combining all the data from each component into one data set with enough sample size and utilizing the useful information in the censored data. The ROK Navy has been operating multiple Patrol Killer Guided missiles (PKGs) for several years. The Korea Multi-Function Control Console (KMFCC) is one of key components in PKG combat system. The maintenance record for the KMFCC contains less than ten failure observations and a censored datum. This paper proposes a Bayesian approach with a Dirichlet mixture model to estimate failure time density for KMFCC. Trends test for each component record indicated that null hypothesis, that failure occurrence is renewal process, is not rejected. Since the KMFCCs have been functioning under different operating environment, the failure time distribution may be a composition of a number of unknown distributions, i.e. a mixture distribution, rather than a single distribution. The Dirichlet mixture model was coded as probabilistic programming in Python using PyMC3. Then Markov Chain Monte Carlo (MCMC) sampling technique employed in PyMC3 probabilistically estimated the parameters' posterior distribution through the Dirichlet mixture model. The simulation results revealed that the mixture models provide superior fits to the combined data set over single models.

Development of dam inflow simulation technique coupled with rainfall simulation and rainfall-runoff model (강우모의기법과 강우-유출 모형을 연계한 댐 유입량 자료 생성기법 개발)

  • Kim, Tae-Jeong;So, Byung-Jin;Ryou, Min-Suk;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
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    • v.49 no.4
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    • pp.315-325
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    • 2016
  • Generally, a natural river discharge is highly regulated by the hydraulic structures, and the regulated flow is substantially different from natural inflow characteristics for the use of water resources planning. The natural inflow data are necessarily required for hydrologic analysis and water resources planning. This study aimed to develop an integrated model for more reliable simulation of daily dam inflow. First, a piecewise Kernel-Pareto distribution was used for rainfall simulation model, which can more effectively reproduce the low order moments (e.g. mean and median) as well as the extremes. Second, a Bayesian Markov Chain Monte Carlo scheme was applied for the SAC-SMA rainfall-runoff model that is able to quantitatively assess uncertainties associated with model parameters. It was confirmed that the proposed modeling scheme is capable of reproducing the underlying statistical properties of discharge, and can be further used to provide a set of plausible scenarios for water budget analysis in water resources planning.

A Study on the MMPP Model Verification for the Real-time VBR Traffic of ATM Network (ATM망의 실시간 VBR 트래픽에 대한 MMPP 모델 적합성 검증 연구)

  • 정승국;이영훈
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.8B
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    • pp.699-706
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    • 2003
  • This paper is to verify that 2-state MMPP Model conform to ATM VBR traffic characteristics by measuring and analyzing real-time VBR traffic in KT's ATM network. As a result, we validated the fact that real-time VBR traffic of ATM network cannot be apply to MMPP model and must be represented by previously general On-Off Model with characteristics as follows: arrival rate of On state (λ$_1$) is deterministic, arrival rate of Off state (λ$_2$) is zero, and two transition rate (T$_1$,T$_2$) is only random variable. As research results are to handle real traffic, these results can be used to all ATM network traffic model with traffic management function such as KT's ATM network.

Factors affecting regional population of Korea using Bayesian quantile regression (베이지안 분위회귀모형을 이용한 지역인구에 영향을 미치는 요인분석)

  • Kim, Minyoung;Oh, Man-Suk
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.823-835
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    • 2021
  • Identification of factors influencing regional population is critical for establishing government's population policies as well as for improving residents' social, economic and cultural well-being in the region. In this study we analysed the data from 2019 Population Housing Survey in Korea to identify the factors affecting the population size in each of the three regions: Seoul, metropolitan cities, and provincial regions. We applied a Bayesian quantile regression to account for asymmetry and heteroscedasticity of data. The analysis results showed that the effects of factors vary greatly between the three regions of Seoul, metropolitan cities, and provincial regions as well as between sub regions within the same region. These results suggest that population-related variables have very heterogeneous characteristics from region to region and therefore it is important to establish customized population policies that suit regional characteristics rather than uniform population policies that apply to every region.

Simulation of the Phase-Type Distribution Based on the Minimal Laplace Transform (최소 표현 라플라스 변환에 기초한 단계형 확률변수의 시뮬레이션에 관한 연구)

  • Sunkyo Kim
    • Journal of the Korea Society for Simulation
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    • v.33 no.1
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    • pp.19-26
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    • 2024
  • The phase-type, PH, distribution is defined as the time to absorption into a terminal state in a continuous-time Markov chain. As the PH distribution includes family of exponential distributions, it has been widely used in stochastic models. Since the PH distribution is represented and generated by an initial probability vector and a generator matrix which is called the Markovian representation, we need to find a vector and a matrix that are consistent with given set of moments if we want simulate a PH distribution. In this paper, we propose an approach to simulate a PH distribution based on distribution function which can be obtained directly from moments. For the simulation of PH distribution of order 2, closed-form formula and streamlined procedures are given based on the Jordan decomposition and the minimal Laplace transform which is computationally more efficient than the moment matching methods for the Markovian representation. Our approach can be used more effectively than the Markovian representation in generating higher order PH distribution in queueing network simulation.

Identifying Copy Number Variants under Selection in Geographically Structured Populations Based on F-statistics

  • Song, Hae-Hiang;Hu, Hae-Jin;Seok, In-Hae;Chung, Yeun-Jun
    • Genomics & Informatics
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    • v.10 no.2
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    • pp.81-87
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    • 2012
  • Large-scale copy number variants (CNVs) in the human provide the raw material for delineating population differences, as natural selection may have affected at least some of the CNVs thus far discovered. Although the examination of relatively large numbers of specific ethnic groups has recently started in regard to inter-ethnic group differences in CNVs, identifying and understanding particular instances of natural selection have not been performed. The traditional $F_{ST}$ measure, obtained from differences in allele frequencies between populations, has been used to identify CNVs loci subject to geographically varying selection. Here, we review advances and the application of multinomial-Dirichlet likelihood methods of inference for identifying genome regions that have been subject to natural selection with the $F_{ST}$ estimates. The contents of presentation are not new; however, this review clarifies how the application of the methods to CNV data, which remains largely unexplored, is possible. A hierarchical Bayesian method, which is implemented via Markov Chain Monte Carlo, estimates locus-specific $F_{ST}$ and can identify outlying CNVs loci with large values of FST. By applying this Bayesian method to the publicly available CNV data, we identified the CNV loci that show signals of natural selection, which may elucidate the genetic basis of human disease and diversity.

Secure MAP Discovery Schemes in Hierarchical MIPv6 (계층적 Mobile IPv6에서의 안전한 MAP 검색 기법)

  • Choi, Jong-Hyoun;Mun, Young-Song
    • Journal of KIISE:Information Networking
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    • v.34 no.1
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    • pp.41-47
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    • 2007
  • The Hierarchical Mobile IPv6 (HMIPv6) has been proposed to accommodate frequent mobility of the Mobile Node and to reduce the signaling load. A Mobility Anchor Point is a router located in a network visited by the Mobile Node. The Mobile Node uses the Mobile Anchor Point as a local Home Agent. The absence of any protections between Mobile Node and Mobile Anchor Point may lead to malicious Mobile Nodes impersonating other legitimate ones or impersonating a Mobile Anchor Point. In this paper, we propose a mechanism of the secure Mobile Anther Point discovery in HMIPv6. The performance analysis and the numerical results presented in this paper show that our proposal has superior performance to other methods.

Determination of Optimal Checkpoint Intervals for Real-Time Tasks Using Distributed Fault Detection (분산 고장 탐지 방식을 이용한 실시간 태스크에서의 최적 체크포인터 구간 선정)

  • Kwak, Seong Woo;Yang, Jung-Min
    • Journal of the Korean Institute of Intelligent Systems
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    • v.26 no.3
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    • pp.202-207
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    • 2016
  • Checkpoint placement is an effective fault tolerance technique against transient faults in which the task is re-executed from the latest checkpoint when a fault is detected. In this paper, we propose a new checkpoint placement strategy separating data saving and fault detection processes that are performed together in conventional checkpoints. Several fault detection processes are performed in one checkpoint interval in order to decrease the latency between the occurrence and detection of faults. We address the placement method of fault detection processes to maximize the probability of successful execution of a task within the given deadline. We develop the Markov chain model for a real-time task having the proposed checkpoints, and derive the optimal fault detection and checkpoint interval.

The NHPP Bayesian Software Reliability Model Using Latent Variables (잠재변수를 이용한 NHPP 베이지안 소프트웨어 신뢰성 모형에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.6 no.3
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    • pp.117-126
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    • 2006
  • Bayesian inference and model selection method for software reliability growth models are studied. Software reliability growth models are used in testing stages of software development to model the error content and time intervals between software failures. In this paper, could avoid multiple integration using Gibbs sampling, which is a kind of Markov Chain Monte Carlo method to compute the posterior distribution. Bayesian inference for general order statistics models in software reliability with diffuse prior information and model selection method are studied. For model determination and selection, explored goodness of fit (the error sum of squares), trend tests. The methodology developed in this paper is exemplified with a software reliability random data set introduced by of Weibull distribution(shape 2 & scale 5) of Minitab (version 14) statistical package.

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