• 응용통계연구
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• 제7권2호
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• pp.9-19
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• 1994

평가자간 평가 일치도(measure of agreement)를 나타내는 모수 $\kappa$와 양성 반응 비율 $\mu$를 지닌 베타-이항 분포 모형은 심리학 분야에서 많이 다루어지는 모형이다. 이 모형에서 $\kappa$에 대한 추정은 $\mu$가 0에 가까운 값을 가질 때 우도함수를 이용한 전통적 추론 방법의 적용이 어렵다. 본 논문에서는 이러한 문제를 Gibbs sampler를 이용한 Bayesian 분석 방법을 적용시켜 주변 사후 밀도 함수를 추정하였으며 이를 이용하여 Bayesian 추정값도 구하였다.

• Journal of applied mathematics & informatics
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• 제9권1호
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• pp.289-301
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• 2002

This paper considers the Bayesian analysis of the regression model wish autoregressive errors. The Bayesian approach for finding the order p of autoregressive error is proposed and the proposed method can be simplified by generalized Savage-Dicky density ratio(Verdinelli and Wasser-man, [18]). And the Markov chain Monte Carlo method(Gibbs sample, [7]) is used in order to overcome the difficulty of Bayesian computations. Final1y, several examples are used to illustrate our proposed methodology.

• Journal of the Korean Data and Information Science Society
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• 제25권3호
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• pp.611-622
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• 2014

The inverse Weibull distribution (IWD) is the complementary Weibull distribution and plays an important role in many application areas. In Bayesian analysis, Soland's method can be considered to avoid computational complexities. One limitation of this approach is that parameters of interest are restricted to a finite number of values. This paper introduce nonparametric Bayesian estimator in the context of record statistics values from the exponentiated inverse Weibull distribution (EIWD). In stead of Soland's conjugate piror, stick-breaking prior is considered and the corresponding Bayesian estimators under the squared error loss function (quadratic loss) and LINEX loss function are obtained and compared with other estimators. The results may be of interest especially when only record values are stored.

• Communications for Statistical Applications and Methods
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• 제22권4호
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• pp.349-359
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• 2015

We study a semiparametric Bayesian approach to small area estimation under a nested error linear regression model with area level covariate subject to measurement error. Consideration is given to radial basis functions for the regression spline and knots on a grid of equally spaced sample quantiles of covariate with measurement errors in the nested error linear regression model setup. We conduct a hierarchical Bayesian structural measurement error model for small areas and prove the propriety of the joint posterior based on a given hierarchical Bayesian framework since some priors are defined non-informative improper priors that uses Markov Chain Monte Carlo methods to fit it. Our methodology is illustrated using numerical examples to compare possible models based on model adequacy criteria; in addition, analysis is conducted based on real data.

• Communications for Statistical Applications and Methods
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• 제23권6호
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• pp.445-466
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• 2016

Nonparametric Bayesian methods have seen rapid and sustained growth over the past 25 years. We present a gentle introduction to the methods, motivating the methods through the twin perspectives of consistency and false consistency. We then step through the various constructions of the Dirichlet process, outline a number of the basic properties of this process and move on to the mixture of Dirichlet processes model, including a quick discussion of the computational methods used to fit the model. We touch on the main philosophies for nonparametric Bayesian data analysis and then reanalyze a famous data set. The reanalysis illustrates the concept of admissibility through a novel perturbation of the problem and data, showing the benefit of shrinkage estimation and the much greater benefit of nonparametric Bayesian modelling. We conclude with a too-brief survey of fancier nonparametric Bayesian methods.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2012년도 학술발표회
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• pp.373-373
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• 2012

위험도(risk)는 복잡성(complexity)과 불확실성(uncertainty)라는 2가지 주요 특징으로 인해 위험도를 정확하게 예측하는 것은 불가능하다. 대표적인 수공구조물인 댐이 각종 모니터링을 통해서 안전하다고 판단된다 하더라도 하류지역에 도시가 존재한다면 여전히 잔존위험도(residual risk)는 존재한다. 댐의 파괴가 일반적으로 발생하는 사상은 아니지만 대규모 인명피해, 재산 및 환경피해로 이어지기 때문에 작은 위험도라 할지라도 이에 대한 감시 및 관리가 필수적이다. 댐 위험도 분석을 위해서 Event Tree 또는 Fault Tree가 일반적인 해석 방법으로 이용되고 있으나 잠재적인 파괴모드에 대한 복잡성과 불확실성을 고려하는데 한계가 존재한다. 본 연구에서는 이러한 문제점을 개선하기 위해서 Bayesian Network 기반의 위험도 해석기법을 제안하고자 한다. 특히 수문학적 위험도와 관련된 분석을 위해서 Bayesian Network의 구성 방안, 매개변수 추정, 위험도 해석 등 기존 해석 방법을 개선한 댐 위험도 해석 기법을 개발하고자 하며 개발된 방법론을 국내 실제댐에 적용하여 적합성을 평가하였다.

• Communications for Statistical Applications and Methods
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• 제31권3호
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• pp.323-336
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• 2024

The accurate forecasting of insurance claims is a critical component for insurers' risk management decisions. Hierarchical Bayesian parametric (BP) models can be used for health insurance claims forecasting, but they are unsatisfactory to describe the claims distribution. Therefore, Bayesian nonparametric (BNP) models can be a more suitable alternative to deal with the complex characteristics of the health insurance claims distribution, including heavy tails, skewness, and multimodality. In this study, we apply both a BP model and a BNP model to predict group health claims using simulated and real-world data for a private life insurer in Indonesia. The findings show that the BNP model outperforms the BP model in terms of claims prediction accuracy. Furthermore, our analysis highlights the flexibility and robustness of BNP models in handling diverse data structures in health insurance claims.

• Geomechanics and Engineering
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• 제27권6호
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• pp.605-614
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• 2021

Water inrush from fault is one of the most severe hazards during tunnel excavation. However, the traditional evaluation methods are deficient in both quantitative evaluation and uncertainty handling. In this paper, a comprehensive methodology method combined intuitionistic fuzzy AHP with a Bayesian network for the risk assessment of water inrush from fault in the subsea tunnel was proposed. Through the intuitionistic fuzzy analytic hierarchy process to replace the traditional expert scoring method to determine the prior probability of the node in the Bayesian network. After the field data is normalized, it is classified according to the data range. Then, using obtained results into the Bayesian network, conduct a risk assessment with field data which have processed of water inrush disaster on the tunnel. Simultaneously, a sensitivity analysis technique was utilized to investigate each factor's contribution rate to determine the most critical factor affecting tunnel water inrush risk. Taking Qingdao Kiaochow Bay Tunnel as an example, by predictive analysis of fifteen fault zones, thirteen of them are consistent with the actual situation which shows that the IFAHP-Bayesian Network method is feasible and applicable. Through sensitivity analysis, it is shown that the Fissure development and Apparent resistivity are more critical comparing than other factor especially the Permeability coefficient and Fault dip. The method can provide planners and engineers with adequate decision-making support, which is vital to prevent and control tunnel water inrush.

• Smart Structures and Systems
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• 제29권1호
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• pp.41-51
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• 2022

Cables are critical components of cable-stayed bridges. A structural health monitoring system provides real-time cable tension recording for cable health monitoring. However, the measurement data involve multiple sources of variability, i.e., varying environmental and operational factors, which increase the complexity of cable condition monitoring. In this study, a one-class classification method is developed for cable condition assessment using Bayesian factor analysis (FA). The single-peaked vehicle-induced cable tension is assumed to be relevant to vehicle positions and weights. The Bayesian FA is adopted to establish the correlation model between cable tensions and vehicles. Vehicle weights are assumed to be latent variables and the influences of different transverse positions are quantified by coefficient parameters. The Bayesian theorem is employed to estimate the parameters and variables automatically, and the damage index is defined on the basis of the well-trained model. The proposed method is applied to one cable-stayed bridge for cable damage detection. Significant deviations of the damage indices of Cable SJS11 were observed, indicating a damaged condition in 2011. This study develops a novel method to evaluate the health condition of individual cable using the FA in the Bayesian framework. Only vehicle-induced cable tensions are used and there is no need to monitor the vehicles. The entire process, including the data pre-processing, model training and damage index calculation of one cable, takes only 35 s, which is highly efficient.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 추계학술대회
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• pp.85-93
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• 2005

Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model procedures, we compare with the classical tests.