• Communications for Statistical Applications and Methods
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• v.5 no.3
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• pp.733-742
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• 1998

For industrial and medical lifetime data, the generalized log-gamma regression model is considered. Then the Bayesian analysis for the generalized log-gamma regression with censored data are explained and following the data augmentation (Tanner and Wang; 1987), the censored data is replaced by simulated data. To overcome the complicated Bayesian computation, Makov Chain Monte Carlo (MCMC) method is employed. Then some modified algorithms are proposed to implement MCMC. Finally, one example is presented.

• Geophysics and Geophysical Exploration
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• v.5 no.4
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• pp.262-271
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• 2002

This study presents a practical procedure for the Bayesian inversion of geophysical data. We have applied geostatistical techniques for the acquisition of prior model information, then the Markov Chain Monte Carlo (MCMC) method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.35 no.10
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• pp.1299-1306
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• 2011

In this study, crack-growth model parameters subjected to variable amplitude loading are estimated in the form of a probability distribution using the method of Bayesian parameter estimation. Huang's model is employed to describe the retardation and acceleration of the crack growth during the loadings. The Markov Chain Monte Carlo (MCMC) method is used to obtain samples of the parameters following the probability distribution. As the conventional MCMC method often fails to converge to the equilibrium distribution because of the increased complexity of the model under variable amplitude loading, an improved MCMC method is introduced to overcome this shortcoming, in which a marginal (PDF) is employed as a proposal density function. The model parameters are estimated on the basis of the data from several test specimens subjected to constant amplitude loading. The prediction is then made under variable amplitude loading for the same specimen, and validated by the ground-truth data using the estimated parameters.

• The Korean Journal of Applied Statistics
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• v.36 no.2
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• pp.115-127
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• 2023

Multinomial probit model is a popular model for multiclass classification and choice model. Markov chain Monte Carlo (MCMC) method is widely used for estimating multinomial probit model, but its computational cost is high. However, it is well known that variational Bayesian approximation is more computationally efficient than MCMC, because it uses subsets of samples. In this study, we describe multinomial probit model with Gaussian process classification and how to employ variational Bayesian approximation on the model. This study also compares the results of variational Bayesian multinomial probit model to the results of naive Bayes, K-nearest neighbors and support vector machine for the UCI mice protein expression level data.

• The Korean Journal of Applied Statistics
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• v.22 no.6
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• pp.1167-1176
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• 2009

Few studies have investigated the quantitative relationship between port ownership structure and port efficiency with mixed results. This paper therefore contributes to the empirical literature by investigating the impact of port privatization on port efficiency using sample data drawn from the world's major ports. Moreover, this study applies the Bayesian approach to estimate the impact of port ownership on port efficiency. We fit Bayesian stochastic frontier model which is introduced by Griffin and Steel (2007) by WinBUGS. World's 25 main ports data are used for analysis. Based on MCMC sampling, we estimate parameters of the model and efficiency index of each ports. Moreover, we add estimates from package Frontier 4.1c in order to compare them with Bayesian results.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.127-127
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• 2021

In order to estimate parameter uncertainty of hydrological models, the consideration of the likelihood functions which provide reliable parameters of model is necessary. In this study, the Bayesian Markov Chain Monte Carlo (MCMC) method with informal likelihood functions is used to analyze the uncertainty of parameters of the SURR model for estimating the hourly streamflow of Gunnam station of Imjin basin, Korea. Three events were used to calibrate and one event was used to validate the posterior distributions of parameters. Moreover, the performance of four informal likelihood functions (Nash-Sutcliffe efficiency, Normalized absolute error, Index of agreement, and Chiew-McMahon efficiency) on uncertainty of parameter is assessed. The indicators used to assess the uncertainty of the streamflow simulation were P-factor (percentage of observed streamflow included in the uncertainty interval) and R-factor (the average width of the uncertainty interval). The results showed that the sensitivities of parameters strongly depend on the likelihood functions and vary for different likelihood functions. The uncertainty bounds illustrated the slight differences from various likelihood functions. This study confirms the importance of the likelihood function selection in the application of Bayesian MCMC to the uncertainty assessment of the SURR model.

• Communications for Statistical Applications and Methods
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• v.12 no.2
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• pp.323-333
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• 2005

In this paper, we develop a MCMC method for estimating the skew normal distributions. The method utilizing the data augmentation technique gives a simple way of inferring the distribution where fully parametric frequentist approaches are not available for small to moderate sample cases. Necessary theories involved in the method and computation are provided. Two numerical examples are given to demonstrate the performance of the method.

• Journal of the Korean Data Analysis Society
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• v.20 no.6
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• pp.2747-2757
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• 2018

We consider the MLE (maximum likelihood estimate) and Bayesian estimates of three-parameter bathtub-shaped lifetime distribution based on the progressive type II censoring with binomial removal. Jung, Chung (2018) proposed the three-parameter bathtub-shaped distribution which is the extension of the two-parameter bathtub-shaped distribution given by Zhang (2004). Jung, Chung (2018) investigated its properties and estimations. The maximum likelihood estimates are computed using Newton-Raphson algorithm. Also, Bayesian estimates are obtained under the balanced loss function using MCMC (Markov chain Monte Carlo) method. In particular, BSEL (balanced squared error loss) function is considered as a special form of balanced loss function given by Zellner (1994). For comparing theirs MLEs with the corresponding Bayes estimates, some simulations are performed. It shows that Bayes estimates is better than MLEs in terms of risks. Finally, concluding remarks are mentioned.

• Communications for Statistical Applications and Methods
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• v.29 no.2
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• pp.239-250
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• 2022

In many applications, we frequently encounter correlated multiple outcomes measured on the same subject. Joint modeling of such multiple outcomes can improve efficiency of inference compared to independent modeling. For instance, in developmental toxicity studies, fetal weight and number of malformed pups are measured on the pregnant dams exposed to different levels of a toxic substance, in which the association between such outcomes should be taken into account in the model. The number of malformations may possibly have many zeros, which should be analyzed via zero-inflated count models. Motivated by applications in developmental toxicity studies, we propose a Bayesian joint modeling framework for continuous and count outcomes with excess zeros. In our model, zero-inflated Poisson (ZIP) regression model would be used to describe count data, and a subject-specific random effects would account for the correlation across the two outcomes. We implement a Bayesian approach using MCMC procedure with data augmentation method and adaptive rejection sampling. We apply our proposed model to dose-response analysis in a developmental toxicity study to estimate the benchmark dose in a risk assessment.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.9
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• pp.1060-1068
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• 2016

The range-free localization using connectivity information has problems of mobile tracking. This paper proposes two Bayesian filter-based mobile tracking algorithms considering a propagation scenario. Kalman and Markov Chain Monte Carlo (MCMC) particle filters are applied according to linearity of two measurement models. Measurement models of the Kalman and MCMC particle filter-based algorithms respectively are defined as connectivity between mobiles, information fusion of connectivity information and received signal strength (RSS) from neighbors within one-hop. To perform the accurate simulation, we consider a real indoor map of shopping mall and degree of radio irregularity (DOI) model. According to obstacles between mobiles, we assume two types of DOIs. We show the superiority of the proposed algorithm over existing range-free algorithms through MATLAB simulations.