• Title/Summary/Keyword: bayesian algorithm

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A review of tree-based Bayesian methods

  • Linero, Antonio R.
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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    • pp.543-559
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    • 2017
  • Tree-based regression and classification ensembles form a standard part of the data-science toolkit. Many commonly used methods take an algorithmic view, proposing greedy methods for constructing decision trees; examples include the classification and regression trees algorithm, boosted decision trees, and random forests. Recent history has seen a surge of interest in Bayesian techniques for constructing decision tree ensembles, with these methods frequently outperforming their algorithmic counterparts. The goal of this article is to survey the landscape surrounding Bayesian decision tree methods, and to discuss recent modeling and computational developments. We provide connections between Bayesian tree-based methods and existing machine learning techniques, and outline several recent theoretical developments establishing frequentist consistency and rates of convergence for the posterior distribution. The methodology we present is applicable for a wide variety of statistical tasks including regression, classification, modeling of count data, and many others. We illustrate the methodology on both simulated and real datasets.

Bayesian and maximum likelihood estimation of entropy of the inverse Weibull distribution under generalized type I progressive hybrid censoring

  • Lee, Kyeongjun
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.469-486
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    • 2020
  • Entropy is an important term in statistical mechanics that was originally defined in the second law of thermodynamics. In this paper, we consider the maximum likelihood estimation (MLE), maximum product spacings estimation (MPSE) and Bayesian estimation of the entropy of an inverse Weibull distribution (InW) under a generalized type I progressive hybrid censoring scheme (GePH). The MLE and MPSE of the entropy cannot be obtained in closed form; therefore, we propose using the Newton-Raphson algorithm to solve it. Further, the Bayesian estimators for the entropy of InW based on squared error loss function (SqL), precautionary loss function (PrL), general entropy loss function (GeL) and linex loss function (LiL) are derived. In addition, we derive the Lindley's approximate method (LiA) of the Bayesian estimates. Monte Carlo simulations are conducted to compare the results among MLE, MPSE, and Bayesian estimators. A real data set based on the GePH is also analyzed for illustrative purposes.

Bayesian Analysis of Randomized Response Models : A Gibbs Sampling Approach

  • Oh, Man-Suk
    • Journal of the Korean Statistical Society
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    • v.23 no.2
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    • pp.463-482
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    • 1994
  • In Bayesian analysis of randomized response models, the likelihood function does not combine tractably with typical priors for the parameters of interest, causing computational difficulties in posterior analysis of the parameters of interest. In this article, the difficulties are solved by introducing appropriate latent variables to the model and using the Gibbs sampling algorithm.

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Robust Adaptive Beamforming Using Bayesian Beam-former : A Review

  • Lee, Hyun-Seok;Yoo, Kyung-Sang;Ryu, Hee-Seob;Kwon, Oh-Kyu
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.95.6-95
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    • 2002
  • 1. Introduction 2. Basic Concepts 2.1 Signal Model 2.2. Least-Mean-Square Adaptation Algorithm 3. Minimum Mean-Square Error 4. Bayesian Beamformer References

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Bayesian Test of Quasi-Independence in a Sparse Two-Way Contingency Table

  • Kwak, Sang-Gyu;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.495-500
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    • 2012
  • We consider a Bayesian test of independence in a two-way contingency table that has some zero cells. To do this, we take a three-stage hierarchical Bayesian model under each hypothesis. For prior, we use Dirichlet density to model the marginal cell and each cell probabilities. Our method does not require complicated computation such as a Metropolis-Hastings algorithm to draw samples from each posterior density of parameters. We draw samples using a Gibbs sampler with a grid method. For complicated posterior formulas, we apply the Monte-Carlo integration and the sampling important resampling algorithm. We compare the values of the Bayes factor with the results of a chi-square test and the likelihood ratio test.

Clustering Method of Weighted Preference Using K-means Algorithm and Bayesian Network for Recommender System (추천시스템을 위한 k-means 기법과 베이시안 네트워크를 이용한 가중치 선호도 군집 방법)

  • Park, Wha-Beum;Cho, Young-Sung;Ko, Hyung-Hwa
    • Journal of Information Technology Applications and Management
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    • v.20 no.3_spc
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    • pp.219-230
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    • 2013
  • Real time accessiblity and agility in Ubiquitous-commerce is required under ubiquitous computing environment. The Research has been actively processed in e-commerce so as to improve the accuracy of recommendation. Existing Collaborative filtering (CF) can not reflect contents of the items and has the problem of the process of selection in the neighborhood user group and the problems of sparsity and scalability as well. Although a system has been practically used to improve these defects, it still does not reflect attributes of the item. In this paper, to solve this problem, We can use a implicit method which is used by customer's data and purchase history data. We propose a new clustering method of weighted preference for customer using k-means clustering and Bayesian network in order to improve the accuracy of recommendation. To verify improved performance of the proposed system, we make experiments with dataset collected in a cosmetic internet shopping mall.

Bayesian Parameter Estimation of the Four-Parameter Gamma Distribution

  • Oh, Mi-Ra;Kim, Kyung-Sook;Cho, Wan-Hyun;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.14 no.1
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    • pp.255-266
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    • 2007
  • A Bayesian estimation of the four-parameter gamma distribution is considered under the noninformative prior. The Bayesian estimators are obtained by the Gibbs sampling. The generation of the shape/power parameter and the power parameter in the Gibbs sampler is implemented using the adaptive rejection sampling algorithm of Gilks and Wild (1992). Also, the location parameter is generated using the adaptive rejection Metropolis sampling algorithm of Gilks, Best and Tan (1995). Finally, the simulation result is presented.

Structure Learning in Bayesian Networks Using Asexual Reproduction Optimization

  • Khanteymoori, Ali Reza;Menhaj, Mohammad Bagher;Homayounpour, Mohammad Mehdi
    • ETRI Journal
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    • v.33 no.1
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    • pp.39-49
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    • 2011
  • A new structure learning approach for Bayesian networks based on asexual reproduction optimization (ARO) is proposed in this paper. ARO can be considered an evolutionary-based algorithm that mathematically models the budding mechanism of asexual reproduction. In ARO, a parent produces a bud through a reproduction operator; thereafter, the parent and its bud compete to survive according to a performance index obtained from the underlying objective function of the optimization problem: This leads to the fitter individual. The convergence measure of ARO is analyzed. The proposed method is applied to real-world and benchmark applications, while its effectiveness is demonstrated through computer simulations. Results of simulations show that ARO outperforms genetic algorithm (GA) because ARO results in a good structure and fast convergence rate in comparison with GA.

Bayesian Modeling of Mortality Rates for Colon Cancer

  • Kim Hyun-Joong
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.177-190
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    • 2006
  • The aim of this study is to propose a Bayesian model for fitting mortality rate of colon cancer. For the analysis of mortality rate of a disease, factors such as age classes of population and spatial characteristics of the location are very important. The model proposed in this study allows the age class to be a random effect in addition to its conventional role as the covariate of a linear regression, while the spatial factor being a random effect. The model is fitted using Metropolis-Hastings algorithm. Posterior expected predictive deviances, standardized residuals, and residual plots are used for comparison of models. It is found that the proposed model has smaller residuals and better predictive accuracy. Lastly, we described patterns in disease maps for colon cancer.

Application of Bayesian Computational Techniques in Estimation of Posterior Distributional Properties of Lognormal Distribution

  • Begum, Mun-Ni;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.227-237
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    • 2004
  • In this paper we presented a Bayesian inference approach for estimating the location and scale parameters of the lognormal distribution using iterative Gibbs sampling algorithm. We also presented estimation of location parameter by two non iterative methods, importance sampling and weighted bootstrap assuming scale parameter as known. The estimates by non iterative techniques do not depend on the specification of hyper parameters which is optimal from the Bayesian point of view. The estimates obtained by more sophisticated Gibbs sampler vary slightly with the choices of hyper parameters. The objective of this paper is to illustrate these tools in a simpler setup which may be essential in more complicated situations.

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