• Title/Summary/Keyword: bayesian algorithm

Search Result 471, Processing Time 0.034 seconds

Bayesian Estimation of Three-parameter Bathtub Shaped Lifetime Distribution Based on Progressive Type-II Censoring with Binomial Removal

  • Chung, Younshik
    • Journal of the Korean Data Analysis Society
    • /
    • v.20 no.6
    • /
    • pp.2747-2757
    • /
    • 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.

Bayesian Onset Measure of sEMG for Fall Prediction (베이지안 기반의 근전도 발화 측정을 이용한 낙상의 예측)

  • Seongsik Park;Keehoon Kim
    • The Journal of Korea Robotics Society
    • /
    • v.19 no.2
    • /
    • pp.213-220
    • /
    • 2024
  • Fall detection and prevention technologies play a pivotal role in ensuring the well-being of individuals, particularly those living independently, where falls can result in severe consequences. This paper addresses the challenge of accurate and quick fall detection by proposing a Bayesian probability-based measure applied to surface electromyography (sEMG) signals. The proposed algorithm based on a Bayesian filter that divides the sEMG signal into transient and steady states. The ratio of posterior probabilities, considering the inclusion or exclusion of the transient state, serves as a scale to gauge the dominance of the transient state in the current signal. Experimental results demonstrate that this approach enhances the accuracy and expedites the detection time compared to existing methods. The study suggests broader applications beyond fall detection, anticipating future research in diverse human-robot interface benefiting from the proposed methodology.

A Comparison study of Hybrid Monte Carlo Algorithm

  • 황진수;전성해;이찬범
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2000.11a
    • /
    • pp.135-140
    • /
    • 2000
  • 베이지안 신경망 모형(Bayesian Neural Networks Models)에서 주어진 입력값(input)은 블랙 박스(Black-Box)와 같은 신경망 구조의 각 층(layer)을 거쳐서 출력값(output)으로 계산된다. 새로운 입력 데이터에 대한 예측값은 사후분포(posterior distribution)의 기대값(mean)에 의해 계산된다. 주어진 사전분포(prior distribution)와 학습데이터에 의한 가능도함수(likelihood functions)를 통해 계산되어진 사후분포는 매우 복잡한 구조를 갖게 됨으로서 기대값의 적분계산에 대한 어려움이 발생한다. 이때 확률적 추정에 의한 근사 방법인 몬테칼로 적분을 이용한다. 이러한 방법으로서 Hybrid Monte Carlo 알고리즘은 우수한 결과를 제공하여준다(Neal 1996). 본 논문에서는 Hybrid Monte Carlo 알고리즘과 기존에 많이 사용되고 있는 Gibbs sampling, Metropolis algorithm, 그리고 Slice Sampling등의 몬테칼로 방법들을 비교한다.

  • PDF

On an Optimal Bayesian Variable Selection Method for Generalized Logit Model

  • Kim, Hea-Jung;Lee, Ae Kuoung
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.2
    • /
    • pp.617-631
    • /
    • 2000
  • This paper is concerned with suggesting a Bayesian method for variable selection in generalized logit model. It is based on Laplace-Metropolis algorithm intended to propose a simple method for estimating the marginal likelihood of the model. The algorithm then leads to a criterion for the selection of variables. The criterion is to find a subset of variables that maximizes the marginal likelihood of the model and it is seen to be a Bayes rule in a sense that it minimizes the risk of the variable selection under 0-1 loss function. Based upon two examples, the suggested method is illustrated and compared with existing frequentist methods.

  • PDF

Blind linear/nonlinear equalization for heavy noise-corrupted channels

  • Han, Soo- Whan;Park, Sung-Dae
    • Journal of information and communication convergence engineering
    • /
    • v.7 no.3
    • /
    • pp.383-391
    • /
    • 2009
  • In this paper, blind equalization using a modified Fuzzy C-Means algorithm with Gaussian Weights (MFCM_GW) is attempted to the heavy noise-corrupted channels. The proposed algorithm can deal with both of linear and nonlinear channels, because it searches for the optimal channel output states of a channel instead of estimating the channel parameters in a direct manner. In contrast to the common Euclidean distance in Fuzzy C-Means (FCM), the use of the Bayesian likelihood fitness function and the Gaussian weighted partition matrix is exploited in its search procedure. The selected channel states by MFCM_GW are always close to the optimal set of a channel even the additive white Gaussian noise (AWGN) is heavily corrupted in it. Simulation studies demonstrate that the performance of the proposed method is relatively superior to existing genetic algorithm (GA) and conventional FCM based methods in terms of accuracy and speed.

Posterior density estimation for structural parameters using improved differential evolution adaptive Metropolis algorithm

  • Zhou, Jin;Mita, Akira;Mei, Liu
    • Smart Structures and Systems
    • /
    • v.15 no.3
    • /
    • pp.735-749
    • /
    • 2015
  • The major difficulty of using Bayesian probabilistic inference for system identification is to obtain the posterior probability density of parameters conditioned by the measured response. The posterior density of structural parameters indicates how plausible each model is when considering the uncertainty of prediction errors. The Markov chain Monte Carlo (MCMC) method is a widespread medium for posterior inference but its convergence is often slow. The differential evolution adaptive Metropolis-Hasting (DREAM) algorithm boasts a population-based mechanism, which nms multiple different Markov chains simultaneously, and a global optimum exploration ability. This paper proposes an improved differential evolution adaptive Metropolis-Hasting algorithm (IDREAM) strategy to estimate the posterior density of structural parameters. The main benefit of IDREAM is its efficient MCMC simulation through its use of the adaptive Metropolis (AM) method with a mutation strategy for ensuring quick convergence and robust solutions. Its effectiveness was demonstrated in simulations on identifying the structural parameters with limited output data and noise polluted measurements.

A Region Search Algorithm and Improved Environment Map Building for Mobile Robot Navigation

  • Jin, Kwang-Sik;Jung, Suk-Yoon;Son, Jung-Su;Yoon, Tae-Sung
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.71.1-71
    • /
    • 2001
  • In this paper, an improved method of environment map building and a region search algorithm for mobile robot are presented. For the environment map building of mobile robot, measurement data of ultrasonic sensors and certainty grid representation is usually used. In this case, inaccuracies due to the uncertainty of ultrasonic data are included in the map. In order to solve this problem, an environment map building method using a Bayesian model was proposed previously[5]. In this study, we present an improved method of probability map building that uses infrared sensors and shift division Gaussian probability distribution with the existing Bayesian update method using ultrasonic sensors. Also, a region search algorithm for ...

  • PDF

Application of Bayesian Approach to Parameter Estimation of TANK Model: Comparison of MCMC and GLUE Methods (TANK 모형의 매개변수 추정을 위한 베이지안 접근법의 적용: MCMC 및 GLUE 방법의 비교)

  • Kim, Ryoungeun;Won, Jeongeun;Choi, Jeonghyeon;Lee, Okjeong;Kim, Sangdan
    • Journal of Korean Society on Water Environment
    • /
    • v.36 no.4
    • /
    • pp.300-313
    • /
    • 2020
  • The Bayesian approach can be used to estimate hydrologic model parameters from the prior expert knowledge about the parameter values and the observed data. The purpose of this study was to compare the performance of the two Bayesian methods, the Metropolis-Hastings (MH) algorithm and the Generalized Likelihood Uncertainty Estimation (GLUE) method. These two methods were applied to the TANK model, a hydrological model comprising 13 parameters, to examine the uncertainty of the parameters of the model. The TANK model comprises a combination of multiple reservoir-type virtual vessels with orifice-type outlets and implements a common major hydrological process using the runoff calculations that convert the rainfall to the flow. As a result of the application to the Nam River A watershed, the two Bayesian methods yielded similar flow simulation results even though the parameter estimates obtained by the two methods were of somewhat different values. Both methods ensure the model's prediction accuracy even when the observed flow data available for parameter estimation is limited. However, the prediction accuracy of the model using the MH algorithm yielded slightly better results than that of the GLUE method. The flow duration curve calculated using the limited observed flow data showed that the marginal reliability is secured from the perspective of practical application.

Emotion Recognition Based on Facial Expression by using Context-Sensitive Bayesian Classifier (상황에 민감한 베이지안 분류기를 이용한 얼굴 표정 기반의 감정 인식)

  • Kim, Jin-Ok
    • The KIPS Transactions:PartB
    • /
    • v.13B no.7 s.110
    • /
    • pp.653-662
    • /
    • 2006
  • In ubiquitous computing that is to build computing environments to provide proper services according to user's context, human being's emotion recognition based on facial expression is used as essential means of HCI in order to make man-machine interaction more efficient and to do user's context-awareness. This paper addresses a problem of rigidly basic emotion recognition in context-sensitive facial expressions through a new Bayesian classifier. The task for emotion recognition of facial expressions consists of two steps, where the extraction step of facial feature is based on a color-histogram method and the classification step employs a new Bayesian teaming algorithm in performing efficient training and test. New context-sensitive Bayesian learning algorithm of EADF(Extended Assumed-Density Filtering) is proposed to recognize more exact emotions as it utilizes different classifier complexities for different contexts. Experimental results show an expression classification accuracy of over 91% on the test database and achieve the error rate of 10.6% by modeling facial expression as hidden context.

Analysis of Saccharomyces Cell Cycle Expression Data using Bayesian Validation of Fuzzy Clustering (퍼지 클러스터링의 베이지안 검증 방법을 이용한 발아효모 세포주기 발현 데이타의 분석)

  • Yoo Si-Ho;Won Hong-Hee;Cho Sung-Bae
    • Journal of KIISE:Software and Applications
    • /
    • v.31 no.12
    • /
    • pp.1591-1601
    • /
    • 2004
  • Clustering, a technique for the analysis of the genes, organizes the patterns into groups by the similarity of the dataset and has been used for identifying the functions of the genes in the cluster or analyzing the functions of unknown gones. Since the genes usually belong to multiple functional families, fuzzy clustering methods are more appropriate than the conventional hard clustering methods which assign a sample to a group. In this paper, a Bayesian validation method is proposed to evaluate the fuzzy partitions effectively. Bayesian validation method is a probability-based approach, selecting a fuzzy partition with the largest posterior probability given the dataset. At first, the proposed Bayesian validation method is compared to the 4 representative conventional fuzzy cluster validity measures in 4 well-known datasets where foray c-means algorithm is used. Then, we have analyzed the results of Saccharomyces cell cycle expression data evaluated by the proposed method.