• Communications for Statistical Applications and Methods
• /
• v.14 no.2
• /
• pp.345-353
• /
• 2007

A Bayesian estimation of the Nakagami-m fading parameter is developed. Bayesian estimation is performed by Gibbs sampling, including adaptive rejection sampling. A Monte Carlo study shows that the Bayesian estimators proposed outperform any other estimators reported elsewhere in the sense of bias, variance, and root mean squared error.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.4
• /
• pp.1387-1395
• /
• 2006

This paper considers testing for the ratio of two exponential means. We propose a solution based on a Bayesian decision rule to this problem in which no subjective input is considered. The criterion for testing is the Bayesian reference criterion (Bernardo, 1999). We derive the Bayesian reference criterion for testing the ratio of two exponential means. Simulation study and a real data example are provided.

• Communications for Statistical Applications and Methods
• /
• v.10 no.3
• /
• pp.731-740
• /
• 2003

Schervish(1996) and Lavine and Schervish(1999) have shown that the classical P-values and the Bayes factors fail to achieve the so-called coherence property, respectively. In this paper, we propose a new type of Bayesian P-value, namely the type LR Bayesian P-value, satisfying the coherence property. The proposed Bayesian P-values are very easy to use with since they are simple functions of likelihood ratio. Their performances are discussed and compared with those of other methods under several situations.

• Journal of the Korean Data and Information Science Society
• /
• v.15 no.3
• /
• pp.677-687
• /
• 2004

We consider the comparison of two one-parameter exponential distributions with the complete data as well as the type II censored data. We adapt Bayesian test procedure for nested hypothesis based on the Bayesian reference criterion. Specifically we derive the expression for the Bayesian reference criterion to solve our problem. Also we provide numerical examples using simulated data sets to illustrate our results.

• Communications for Statistical Applications and Methods
• /
• v.4 no.2
• /
• pp.465-471
• /
• 1997

This paper deals with the problems of obtaining some Bayesian and empirical Bayesian Predictive densities and prediction intervals of a future observation $X_{(\tau+\gamma)}$ in the Rayleigh distribution. Using an inverse gamma prior distribution, some prodictive densities and prodiction intervals are proposed and studied. Also the behaviors of the proposed results are examined via numerical examples.

• Communications for Statistical Applications and Methods
• /
• v.4 no.1
• /
• pp.185-191
• /
• 1997

Bayesian estimation of multinomial and Poisson parameters under starshped restriction is considered. Most Bayesian estimations in order restricted statistical inference require the high-dimensional integration which is very difficult to evaluate. Monte Carlo integration and Gibbs sampling are among alternative methods. The Bayesian estimation considered in this paper requires only evaluation of incomplete beta functions which are extensively tabulated.

• Communications for Statistical Applications and Methods
• /
• v.4 no.1
• /
• pp.259-269
• /
• 1997

Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

• Journal of the Korean Society of Radiology
• /
• v.15 no.5
• /
• pp.591-602
• /
• 2021

Acute ischemic stroke(AIS) should be diagnosed within a few hours of onset of cerebral infarction symptoms using diagnostic radiology. In this study, we evaluated the clinical usefulness of SVD and the Bayesian algorithm to measure the volume of cerebral infarction using computed tomography perfusion(CTP) imaging and magnetic resonance diffusion-weighted imaging(MR DWI). We retrospectively included 50 patients (male : female = 33 : 17) who visited the emergency department with symptoms of AIS from September 2017 to September 2020. The cerebral infarct volume measured by SVD and the Bayesian algorithm was analyzed using the Wilcoxon signed rank test and expressed as a median value and an interquartile range of 25 - 75 %. The core volume measured by SVD and the Bayesian algorithm using was CTP imaging was 18.07 (7.76 - 33.98) cc and 47.3 (23.76 - 79.11) cc, respectively, while the penumbra volume was 140.24 (117.8 - 176.89) cc and 105.05 (72.52 - 141.98) cc, respectively. The mismatch ratio was 7.56 % (4.36 - 15.26 %) and 2.08 % (1.68 - 2.77 %) for SVD and the Bayesian algorithm, respectively, and all the measured values had statistically significant differences (p < 0.05). Spearman's correlation analysis showed that the correlation coefficient of the cerebral infarct volume measured by the Bayesian algorithm using CTP imaging and MR DWI was higher than that of the cerebral infarct volume measured by SVD using CTP imaging and MR DWI (r = 0.915 vs. r = 0.763 ; p < 0.01). Furthermore, the results of the Bland Altman plot analysis demonstrated that the slope of the scatter plot of the cerebral infarct volume measured by the Bayesian algorithm using CTP imaging and MR DWI was more steady than that of the cerebral infarct volume measured by SVD using CTP imaging and MR DWI (y = -0.065 vs. y = -0.749), indicating that the Bayesian algorithm was more reliable than SVD. In conclusion, the Bayesian algorithm is more accurate than SVD in measuring cerebral infarct volume. Therefore, it can be useful in clinical utility.

• Journal of Korea Water Resources Association
• /
• v.41 no.1
• /
• pp.35-47
• /
• 2008

The low flow analysis is an important part in water resources engineering. Also, the results of low flow frequency analysis can be used for design of reservoir storage, water supply planning and design, waste-load allocation, and maintenance of quantity and quality of water for irrigation and wild life conservation. Especially, for identification of the uncertainty in frequency analysis, the Bayesian approach is applied and compared with conventional methodologies in at-site low flow frequency analysis. In the first manuscript, the theoretical background for the Bayesian MCMC (Bayesian Markov Chain Monte Carlo) method and Metropolis-Hasting algorithm are studied. Two types of the prior distribution, a non-data- based and a data-based prior distributions are developed and compared to perform the Bayesian MCMC method. It can be suggested that the results of a data-based prior distribution is more effective than those of a non-data-based prior distribution. The acceptance rate of the algorithm is computed to assess the effectiveness of the developed algorithm. In the second manuscript, the Bayesian MCMC method using a data-based prior distribution and MLE(Maximum Likelihood Estimation) using a quadratic approximation are performed for the at-site low flow frequency analysis.

• 제어로봇시스템학회:학술대회논문집
• /
• 2004.08a
• /
• pp.631-634
• /
• 2004

In this paper, the Bayesian recurrent neural network (BRNN) is proposed to predict time series data. Among the various traditional prediction methodologies, a neural network method is considered to be more effective in case of non-linear and non-stationary time series data. A neural network predictor requests proper learning strategy to adjust the network weights, and one need to prepare for non-linear and non-stationary evolution of network weights. The Bayesian neural network in this paper estimates not the single set of weights but the probability distributions of weights. In other words, we sets the weight vector as a state vector of state space method, and estimates its probability distributions in accordance with the Bayesian inference. This approach makes it possible to obtain more exact estimation of the weights. Moreover, in the aspect of network architecture, it is known that the recurrent feedback structure is superior to the feedforward structure for the problem of time series prediction. Therefore, the recurrent network with Bayesian inference, what we call BRNN, is expected to show higher performance than the normal neural network. To verify the performance of the proposed method, the time series data are numerically generated and a neural network predictor is applied on it. As a result, BRNN is proved to show better prediction result than common feedforward Bayesian neural network.