• 제목/요약/키워드: bayesian analysis

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Nonstationary Frequency Analysis of Hydrologic Extreme Variables Considering of Seasonality and Trend (계절성과 경향성을 고려한 극치수문자료의 비정상성 빈도해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Moon, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.581-585
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend seasonal analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel and GEV extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both trend and seasonal analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. In addition, full annual cycle of the design rainfall through seasonal model could be applied to annual control such as dam operation, flood control, irrigation water management, and so on. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

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Concept of Trend Analysis of Hydrologic Extreme Variables and Nonstationary Frequency Analysis (극치수문자료의 경향성 분석 개념 및 비정상성 빈도해석)

  • Lee, Jeong-Ju;Kwon, Hyun-Han;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.30 no.4B
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    • pp.389-397
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    • 2010
  • This study introduced a Bayesian based frequency analysis in which the statistical trend analysis for hydrologic extreme series is incorporated. The proposed model employed Gumbel extreme distribution to characterize extreme events and a fully coupled bayesian frequency model was finally utilized to estimate design rainfalls in Seoul. Posterior distributions of the model parameters in both Gumbel distribution and trend analysis were updated through Markov Chain Monte Carlo Simulation mainly utilizing Gibbs sampler. This study proposed a way to make use of nonstationary frequency model for dynamic risk analysis, and showed an increase of hydrologic risk with time varying probability density functions. The proposed study showed advantage in assessing statistical significance of parameters associated with trend analysis through statistical inference utilizing derived posterior distributions.

Population Pharmacokinetic Modeling of Vancomycin in Patients with Cancer (암환자에게 반코마이신의 집단약물동태학 모델연구)

  • 최준식;민영돈;범진필
    • YAKHAK HOEJI
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    • v.43 no.2
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    • pp.160-168
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    • 1999
  • The purpose of this study was to determine pharmacokinetic parameters of vancomycin using peak and trough plasma level (PTL) and Bayesian analysis in 20 Korean normal volunteers, 16 gastric cancer and 12 lymphoma patients and also using the compartment model dependent (nonlinear least squares regression: NLSR) and compartment model independent (Lagrange) analysis in 10 ovarian cancer patients. Nonparametric expected maximum (NPEM) algorithm for calculation of the population pharmacokinetic parameters was used, and these parameters were applied for clinical pharmacokinetic parameters by Bayesian analysis. Vancomycin was administered as dose of 1.0 g every 12 hrs for 3 days by IV infusion over 60 minutes in normal volunteers, gastric cancer and lymphoma patients. Population pharmacokinetic parameters, K and Vd in gastric cancer and lymphoma patients using NPEM algorithm were $0.158{\pm}0.014{\;}hr^{-1},{\;}0.630{\pm}0.043{\;}L/kg{\;}and{\;}0.131{\pm}0.0261{\;}hr^{-1},{\;}0.631{\pm}0.089{\;}L/kg$ respectively. The K and Vd in gastric cancer and lymphoma patients using Bayesian analysis were $0.151{\pm}0.027,{\;}0.126{\pm}0.056{\;}hr^{-1}{\;}and{\;}0.62{\pm}0.105,{\;}0.63{\pm}0.095{\;}L/kg$. The K and Vd in ovarian cancer patient using the NLSR and Lagrange analysis were $0.109{\pm}0.008,{\;}0.126{\pm}0.012{\;}hr^{-1}{\;}and{\;} 0.76{\pm}0.08,{\;}0.69{\pm}0.19{\;}L/kg$, respectively. It is necessary for effective dosage regimen of vancomycin in cancer patients to use these population parameters.

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Robust Bayesian meta analysis (로버스트 베이지안 메타분석)

  • Choi, Seong-Mi;Kim, Dal-Ho;Shin, Im-Hee;Kim, Ho-Gak;Kim, Sang-Gyung
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.459-466
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    • 2011
  • This article addresses robust Bayesian modeling for meta analysis which derives general conclusion by combining independently performed individual studies. Specifically, we propose hierarchical Bayesian models with unknown variances for meta analysis under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. For the numerical analysis, we use the Gibbs sampler for calculating Bayesian estimators and illustrate the proposed methods using actual data.

The Influence of Assay Error Weight on Gentamicin Pharmacokinetics Using the Bayesian and Nonlinear Least Square Regression Analysis in Appendicitis Patients

  • Jin, Pil-Burm
    • Archives of Pharmacal Research
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    • v.28 no.5
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    • pp.598-603
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    • 2005
  • The purpose of this study was to determine the influence of weight with gentamicin assay error on the Bayesian and nonlinear least squares regression analysis in 12 Korean appen dicitis patients. Gentamicin was administered intravenously over 0.5 h every 8 h. Three specimens were collected at 48 h after the first dose from all patients at the following times, just before regularly scheduled infusion, at 0.5 h and 2 h after the end of 0.5 h infusion. Serum gentamicin levels were analyzed by fluorescence polarization immunoassay technique with TDxFLx. The standard deviation (SD) of the assay over its working range had been determined at the serum gentamicin concentrations of 0, 2, 4, 8, 12, and 16 ${\mu}g$/mL in quadruplicate. The polynominal equation of gentamicin assay error was found to be SD (${\mu}g$/mL) = 0.0246-(0.0495C)+ (0.00203C$^2$). There were differences in the influence of weight with gentamicin assay error on pharmacokinetic parameters of gentamicin using the nonlinear least squares regression analysis but there were no differences on the Bayesian analysis. This polynominal equation can be used to improve the precision of fitting of pharmacokinetic models to optimize the process of model simulation both for population and for individualized pharmacokinetic models. The result would be improved dosage regimens and better, safer care of patients receiving gentamicin.

Clinical Pharmacokinetics of Gentamicin in Gastrointestinal Surgical Patients (위장관 수술환자에서 겐타마이신의 임상약물동태)

  • Choi, Jun-Shik;Moon, Hong-Seog;Choi, In;Burm, Jin-Pil
    • YAKHAK HOEJI
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    • v.40 no.1
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    • pp.1-9
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    • 1996
  • The purpose of this investigation was to determine pharmacokinetic parameters of gentamicin using nonlinear least square regression(NLSR) and Bayesian analysis in Korean normal volunteers and gastrointestinal surgical patients. Nonparametric expected maximum(NPEM) method for population pharmacokinetic parameters was used. Gentamicin was administered every 8 hours for 3 days by infusion over 30 minutes. The volume of distribution(V) and elimination rate constant(K) of gentamicin were $0.226{\pm}0.032,\;0.231{\pm}0.063L/Kg\;and\;0.357{\pm}0.024,\;0.337{\pm}0.041hr^{-1}$ for normal volunteers and gastrointestinal surgical patients using NLSR analysis. Population pharmacokinetic parameters, KS and VS were $0.00344{\pm}0.00049(hr{\cdot}ml/min/1.73m^2)^{-1}\;and\;0.214{\pm}0.0502L/Kg$ for gastrointestinal surgical patients using NPEM method. The V and K were $0.216{\pm}0.048L/Kg\;and\;0.336{\pm}0.043hr^{-1}$ for gastrointestinal surgical patients using Bayesian analysis. There were no differences in gentamicin pharmacokinetics between NLSR and Bayesian analysis in gastrointestinal surgical patient.

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Parameter Optimization and Uncertainty Analysis of the Rainfall-Runoff Model (강우-유출모형 매개변수의 최적화 및 불확실성 분석)

  • Moon, Young-Il;Kwon, Hyun-Han
    • 한국방재학회:학술대회논문집
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    • 2008.02a
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    • pp.723-726
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    • 2008
  • It is not always easy to estimate the parameters in hydrologic models due to insufficient hydrologic data when hydraulic structures are designed or water resources plan are established, uncertainty analysis, therefore, are inevitably needed to examine reliability for the estimated results. With regard to this point, this study applies a Bayesian Markov Chain Monte Carlo scheme to the NWS-PC rainfall-runoff model that has been widely used, and a case study is performed in Soyang Dam watershed in Korea. The NWS-PC model is calibrated against observed daily runoff, and thirteen parameters in the model are optimized as well as posterior distributions associated with each parameter are derived. The Bayesian Markov Chain Monte Carlo shows a improved result in terms of statistical performance measures and graphical examination. The patterns of runoff can be influenced by various factors and the Bayesian approaches are capable of translating the uncertainties into parameter uncertainties. One could provide against an expected runoff event by utilizing information driven by Bayesian methods. Therefore, the rainfall-runoff analysis coupled with the uncertainty analysis can give us an insight in evaluating flood risk and dam size in a reasonable way.

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Medical decision making tools : Bayesian analysis and ROC analysis (의학적 의사결정 도구들에 대한 고찰 : Bayesian analysis and ROC analysis)

  • Lee Byung-Do
    • Imaging Science in Dentistry
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    • v.36 no.1
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    • pp.1-5
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    • 2006
  • During the diagnostic process of the various oral and maxillofacial lesions, we should consider the following: 'When should we order diagnostic tests? What tests should be ordered? How should we interpret the results clinically? And how should we use this frequently imperfect information to make optimal medical decisions?' For the clinicians to make proper judgement, several decision making tools are suggested. This article discusses the concept of the diagnostic accuracy (sensitivity and specificity values) with several decision making tools such as decision matrix, ROC analysis and Bayesian analysis. The article also explain the introductory concept of ORAD program.

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The Application of Machine Learning Algorithm In The Analysis of Tissue Microarray; for the Prediction of Clinical Status

  • Cho, Sung-Bum;Kim, Woo-Ho;Kim, Ju-Han
    • Proceedings of the Korean Society for Bioinformatics Conference
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    • 2005.09a
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    • pp.366-370
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    • 2005
  • Tissue microarry is one of the high throughput technologies in the post-genomic era. Using tissue microarray, the researchers are able to investigate large amount of gene expressions at the level of DNA, RNA, and protein The important aspect of tissue microarry is its ability to assess a lot of biomarkers which have been used in clinical practice. To manipulate the categorical data of tissue microarray, we applied Bayesian network classifier algorithm. We identified that Bayesian network classifier algorithm could analyze tissue microarray data and integrating prior knowledge about gastric cancer could achieve better performance result. The results showed that relevant integration of prior knowledge promote the prediction accuracy of survival status of the immunohistochemical tissue microarray data of 18 tumor suppressor genes. In conclusion, the application of Bayesian network classifier seemed appropriate for the analysis of the tissue microarray data with clinical information.

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A Bayesian test for the first-order autocorrelations in regression analysis (회귀모형 오차항의 1차 자기상관에 대한 베이즈 검정법)

  • 김혜중;한성실
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.97-111
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    • 1998
  • This paper suggests a Bayesian method for testing first-order markov correlation among linear regression disturbances. As a Bayesian test criterion, Bayes factor is derived in the form of generalized Savage-Dickey density ratio that is easily estimated by means of posterior simulation via Gibbs sampling scheme. Performance of the Bayesian test is evaluated and examined based upon a Monte Carlo experiment and an empirical data analysis. Efficiency of the posterior simulation is also examined.

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