• Title/Summary/Keyword: bayesian decision

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The Subjectively Weighted Linear Utility Model using Bayesian Approach (베이지안 기법을 이용한 주관적 가중선형효용모형)

  • 김기윤;나관식
    • Journal of the Korean Operations Research and Management Science Society
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    • v.19 no.3
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    • pp.111-129
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    • 1994
  • In this study, we develope a revised model as well as application of decision problem under ambiguity based on the subjectively weighted linear utility medel. Bayes'rule is used when there are ambiguous probabilities on a decision problem and test information is available. A procedure for assessing the ambiguity aversion function is also presented. Decision problem of chemical corporation is used for an illustration of the application of the subjectively weighted linear utility model using Bayesian approach. We present the optimal decisiond using newly developed model. We also perform the sensitivity analysis to assure ourselves about the conclusion we obtianed on degree of ambiguity aversion due to characterize parameter of subjectively weighted linear utility model.

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Development of Influence Diagram Based Knowledge Base in Probabilistic Reasoning (인플루언스 다이아그램을 기초로 한 이상진단 지식베이스의 개발)

  • 김영진
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.17 no.12
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    • pp.3124-3134
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    • 1993
  • Diagnosis is composed of two different but interrelated steps ; retrieving the sensory responses f the system and reasoning the state of the system through the given sensor data. This paper explains the probabilistic nature of reasoning involved in the diagnosis when the uncertainties are inevitably included in experts' diagnostic decision making. Uncertainties in decision making are experts' personal experiences, preferences, and system's coherent characteristics. In order to ensure a consistent decision based on the same responses from the system, expert system technology is adopted with the Bayesian reasoning scheme.

Relative SATD-based Minimum Risk Bayesian Framework for Fast Intra Decision of HEVC

  • Gwon, Daehyeok;Choi, Haechul
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.1
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    • pp.385-405
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    • 2019
  • High Efficiency Video Coding (HEVC) enables significantly improved compression performance relative to existing standards. However, the advance also requires high computational complexity. To accelerate the intra prediction mode decision, a minimum risk Bayesian classification framework is introduced. The classifier selects a small number of candidate modes to be evaluated by a rate-distortion optimization process using the sum of absolute Hadamard transformed difference (SATD). Moreover, the proposed method provides a loss factor that is a good trade-off model between computational complexity and coding efficiency. Experimental results show that the proposed method achieves a 31.54% average reduction in the encoding run time with a negligible coding loss of 0.93% BD-rate relative to HEVC test model 16.6 for the Intra_Main common test condition.

A Bayesian approach for vibration-based long-term bridge monitoring to consider environmental and operational changes

  • Kim, Chul-Woo;Morita, Tomoaki;Oshima, Yoshinobu;Sugiura, Kunitomo
    • Smart Structures and Systems
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    • v.15 no.2
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    • pp.395-408
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    • 2015
  • This study aims to propose a Bayesian approach to consider changes in temperature and vehicle weight as environmental and operational factors for vibration-based long-term bridge health monitoring. The Bayesian approach consists of three steps: step 1 is to identify damage-sensitive features from coefficients of the auto-regressive model utilizing bridge accelerations; step 2 is to perform a regression analysis of the damage-sensitive features to consider environmental and operational changes by means of the Bayesian regression; and step 3 is to make a decision on the bridge health condition based on residuals, differences between the observed and predicted damage-sensitive features, utilizing 95% confidence interval and the Bayesian hypothesis testing. Feasibility of the proposed approach is examined utilizing monitoring data on an in-service bridge recorded over a one-year period. Observations through the study demonstrated that the Bayesian regression considering environmental and operational changes led to more accurate results than that without considering environmental and operational changes. The Bayesian hypothesis testing utilizing data from the healthy bridge, the damage probability of the bridge was judged as no damage.

Understanding Bayesian Experimental Design with Its Applications (베이지안 실험계획법의 이해와 응용)

  • Lee, Gunhee
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1029-1038
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    • 2014
  • Bayesian experimental design is a useful concept in applied statistics for the design of efficient experiments especially if prior knowledge in the experiment is available. However, a theoretical or numerical approach is not simple to implement. We review the concept of a Bayesian experiment approach for linear and nonlinear statistical models. We investigate relationships between prior knowledge and optimal design to identify Bayesian experimental design process characteristics. A balanced design is important if we do not have prior knowledge; however, prior knowledge is important in design and expert opinions should reflect an efficient analysis. Care should be taken if we set a small sample size with a vague improper prior since both Bayesian design and non-Bayesian design provide incorrect solutions.

Bayesian methods in clinical trials with applications to medical devices

  • Campbell, Gregory
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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    • pp.561-581
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    • 2017
  • Bayesian statistics can play a key role in the design and analysis of clinical trials and this has been demonstrated for medical device trials. By 1995 Bayesian statistics had been well developed and the revolution in computing powers and Markov chain Monte Carlo development made calculation of posterior distributions within computational reach. The Food and Drug Administration (FDA) initiative of Bayesian statistics in medical device clinical trials, which began almost 20 years ago, is reviewed in detail along with some of the key decisions that were made along the way. Both Bayesian hierarchical modeling using data from previous studies and Bayesian adaptive designs, usually with a non-informative prior, are discussed. The leveraging of prior study data has been accomplished through Bayesian hierarchical modeling. An enormous advantage of Bayesian adaptive designs is achieved when it is accompanied by modeling of the primary endpoint to produce the predictive posterior distribution. Simulations are crucial to providing the operating characteristics of the Bayesian design, especially for a complex adaptive design. The 2010 FDA Bayesian guidance for medical device trials addressed both approaches as well as exchangeability, Type I error, and sample size. Treatment response adaptive randomization using the famous extracorporeal membrane oxygenation example is discussed. An interesting real example of a Bayesian analysis using a failed trial with an interesting subgroup as prior information is presented. The implications of the likelihood principle are considered. A recent exciting area using Bayesian hierarchical modeling has been the pediatric extrapolation using adult data in clinical trials. Historical control information from previous trials is an underused area that lends itself easily to Bayesian methods. The future including recent trends, decision theoretic trials, Bayesian benefit-risk, virtual patients, and the appalling lack of penetration of Bayesian clinical trials in the medical literature are discussed.

A Design of FHIDS(Fuzzy logic based Hybrid Intrusion Detection System) using Naive Bayesian and Data Mining (나이브 베이지안과 데이터 마이닝을 이용한 FHIDS(Fuzzy Logic based Hybrid Intrusion Detection System) 설계)

  • Lee, Byung-Kwan;Jeong, Eun-Hee
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.5 no.3
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    • pp.158-163
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    • 2012
  • This paper proposes an FHIDS(Fuzzy logic based Hybrid Intrusion Detection System) design that detects anomaly and misuse attacks by using a Naive Bayesian algorithm, Data Mining, and Fuzzy Logic. The NB-AAD(Naive Bayesian based Anomaly Attack Detection) technique using a Naive Bayesian algorithm within the FHIDS detects anomaly attacks. The DM-MAD(Data Mining based Misuse Attack Detection) technique using Data Mining within it analyzes the correlation rules among packets and detects new attacks or transformed attacks by generating the new rule-based patterns or by extracting the transformed rule-based patterns. The FLD(Fuzzy Logic based Decision) technique within it judges the attacks by using the result of the NB-AAD and DM-MAD. Therefore, the FHIDS is the hybrid attack detection system that improves a transformed attack detection ratio, and reduces False Positive ratio by making it possible to detect anomaly and misuse attacks.

Two-Dimensional Joint Bayesian Method for Face Verification

  • Han, Sunghyu;Lee, Il-Yong;Ahn, Jung-Ho
    • Journal of Information Processing Systems
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    • v.12 no.3
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    • pp.381-391
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    • 2016
  • The Joint Bayesian (JB) method has been used in most state-of-the-art methods for face verification. However, since the publication of the original JB method in 2012, no improved verification method has been proposed. A lot of studies on face verification have been focused on extracting good features to improve the performance in the challenging Labeled Faces in the Wild (LFW) database. In this paper, we propose an improved version of the JB method, called the two-dimensional Joint Bayesian (2D-JB) method. It is very simple but effective in both the training and test phases. We separated two symmetric terms from the three terms of the JB log likelihood ratio function. Using the two terms as a two-dimensional vector, we learned a decision line to classify same and not-same cases. Our experimental results show that the proposed 2D-JB method significantly outperforms the original JB method by more than 1% in the LFW database.

Bayesian Hypothesis Testing for the Ratio of Means in Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.205-213
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    • 2006
  • This paper considers testing for the ratio of two exponential means. We propose a solution based on a Bayesian decision rule to this problem in which no subjective input is considered. The criterion for testing is the Bayesian reference criterion (Bernardo, 1999). We derive the Bayesian reference criterion for testing the ratio of two exponential means. Simulation study and a real data example are provided.

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Two Bayesian methods for sample size determination in clinical trials

  • Kwak, Sang-Gyu;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.21 no.6
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    • pp.1343-1351
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    • 2010
  • Sample size determination is very important part in clinical trials because it influences the time and the cost of the experimental studies. In this article, we consider the Bayesian methods for sample size determination based on hypothesis testing. Specifically we compare the usual Bayesian method using Bayes factor with the decision theoretic method using Bayesian reference criterion in mean difference problem for the normal case with known variances. We illustrate two procedures numerically as well as graphically.