• Title/Summary/Keyword: bayesian model

Search Result 1,323, Processing Time 0.118 seconds

A Bayesian Method to Semiparametric Hierarchical Selection Models (준모수적 계층적 선택모형에 대한 베이지안 방법)

  • 정윤식;장정훈
    • The Korean Journal of Applied Statistics
    • /
    • v.14 no.1
    • /
    • pp.161-175
    • /
    • 2001
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

  • PDF

Development of a Stochastic Snow Depth Prediction Model Using a Bayesian Deep Learning Method (베이지안 딥러닝 기법을 이용한 확률적 적설심 예측 모델 개발)

  • Jeong, Youngjoon;Lee, Sang-ik;Lee, Jonghyuk;Seo, Byunghun;Kim, Dongsu;Seo, Yejin;Choi, Won
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.64 no.6
    • /
    • pp.35-41
    • /
    • 2022
  • Heavy snow damage can be prevented in advance with an appropriate security system. To develop the security system, we developed a model that predicts snow depth after a few hours when the snow depth is observed, and utilized it to calculate a failure probability with various types of greenhouses and observed snow depth data. We compared the Markov chain model and Bayesian long short-term memory models with varying input data. Markov chain model showed the worst performance, and the models that used only past snow depth data outperformed the models that used other weather data with snow depth (temperature, humidity, wind speed). Also, the models that utilized 1-hour past data outperformed the models that utilized 3-hour data and 6-hour data. Finally, the Bayesian LSTM model that uses 1-hour snow depth data was selected to predict snow depth. We compared the selected model and the shifting method, which uses present data as future data without prediction, and the model outperformed the shifting method when predicting data after 11-24 hours.

Bayesian Network-based Probabilistic Management of Software Metrics for Refactoring (리팩토링을 위한 소프트웨어 메트릭의 베이지안 네트워크 기반 확률적 관리)

  • Choi, Seunghee;Lee, Goo Yeon
    • Journal of KIISE
    • /
    • v.43 no.12
    • /
    • pp.1334-1341
    • /
    • 2016
  • In recent years, the importance of managing software defects in the implementation stage has emerged because of the rapid development and wide-range usage of intelligent smart devices. Even if not a few studies have been conducted on the prediction models for software defects, their outcomes have not been widely shared. This paper proposes an efficient probabilistic management model of software metrics based on the Bayesian network, to overcome limits such as binary defect prediction models. We expect the proposed model to configure the Bayesian network by taking advantage of various software metrics, which can help in identifying improvements for refactoring. Once the source code has improved through code refactoring, the measured related metric values will also change. The proposed model presents probability values reflecting the effects after defect removal, which can be achieved by improving metrics through refactoring. This model could cope with the conclusive binary predictions, and consequently secure flexibilities on decision making, using indeterminate probability values.

A Development of Hydrologic Dam Risk Analysis Model Using Bayesian Network (BN) (Bayesian Network (BN)를 활용한 수문학적 댐 위험도 해석 기법 개발)

  • Kim, Jin-Young;Kim, Jin-Guk;Choi, Byoung-Han;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
    • /
    • v.48 no.10
    • /
    • pp.781-791
    • /
    • 2015
  • Dam risk analysis requires a systematic process to ensure that hydrologic variables (e.g. precipitation, discharge and water surface level) contribute to each other. However, the existing dam risk approach showed a limitation in assessing the interdependencies across the variables. This study aimed to develop Bayesian network based dam risk analysis model to better characterize the interdependencies. It was found that the proposed model provided advantages which would enable to better identify and understand the interdependencies and uncertainties over dam risk analysis. The proposed model also provided a scenario-based risk evaluation framework which is a function of the failure probability and the consequence. This tool would give dam manager a framework for prioritizing risks more effectively.

Assessing Stock Biomass and Analyzing Management Effects Regarding the Black Scraper (Thamnaconus modestus) Using Bayesian State-space Model (Bayesian state-space 모델을 이용한 말쥐치 자원평가 및 관리효과 분석)

  • Choi, Min-Je;Kim, Do-Hoon;Lee, Hae-Won;Seo, Young-Il;Lee, Sung-Il
    • Ocean and Polar Research
    • /
    • v.42 no.1
    • /
    • pp.63-76
    • /
    • 2020
  • This study sought to assess the stock status and analyze the management effects with regard to the Black scraper, which is one of the more commercially important species in Korea. The catch amounts of Black scraper have significantly decreased since 1991. In this analysis, a Bayesian state-space model was utilized to assess the biomass of the Black scraper given the limited data. Model results showed that MSY and BMSY of Black scraper were estimated to be 26,587 tons and 365,200 tons, respectively. In addition, the current biomass level of the Black scraper was assessed to be only 2.1% (7,549 tons) of BMSY. For this reason, the effects of a moratorium policy on the Black scraper were evaluated. The results showed that if such a moratorium policy was implemented, it would take at least 18-40 years to restore the biomass level of the Black scraper to BMSY depending upon its growth rates.

A Study of Improvement of a Prediction Accuracy about Wind Resources based on Training Period of Bayesian Kalman Filter Technique (베이지안 칼만 필터 기법의 훈련 기간에 따른 풍력 자원 예측 정확도 향상성 연구)

  • Lee, Soon-Hwan
    • Journal of the Korean earth science society
    • /
    • v.38 no.1
    • /
    • pp.11-23
    • /
    • 2017
  • The short term predictability of wind resources is an important factor in evaluating the economic feasibility of a wind power plant. As a method of improving the predictability, a Bayesian Kalman filter is applied as the model data postprocessing. At this time, a statistical training period is needed to evaluate the correlation between estimated model and observation data for several Kalman training periods. This study was quantitatively analyzes for the prediction characteristics according to different training periods. The prediction of the temperature and wind speed with 3-day short term Bayesian Kalman training at Taebaek area is more reasonable than that in applying the other training periods. In contrast, it may produce a good prediction result in Ieodo when applying the training period for more than six days. The prediction performance of a Bayesian Kalman filter is clearly improved in the case in which the Weather Research Forecast (WRF) model prediction performance is poor. On the other hand, the performance improvement of the WRF prediction is weak at the accurate point.

Bayesian Model Selection for Inverse Gaussian Populations with Heterogeneity

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.19 no.2
    • /
    • pp.621-634
    • /
    • 2008
  • This paper addresses the problem of testing whether the means in several inverse Gaussian populations with heterogeneity are equal. The analysis of reciprocals for the equality of inverse Gaussian means needs the assumption of equal scale parameters. We propose Bayesian model selection procedures for testing equality of the inverse Gaussian means under the noninformative prior without the assumption of equal scale parameters. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian model selection procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and real data analysis are provided.

  • PDF

Sensitivity analysis in Bayesian nonignorable selection model for binary responses

  • Choi, Seong Mi;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • v.25 no.1
    • /
    • pp.187-194
    • /
    • 2014
  • We consider a Bayesian nonignorable selection model to accommodate the selection bias. Markov chain Monte Carlo methods is known to be very useful to fit the nonignorable selection model. However, sensitivity to prior assumptions on parameters for selection mechanism is a potential problem. To quantify the sensitivity to prior assumption, the deviance information criterion and the conditional predictive ordinate are used to compare the goodness-of-fit under two different prior specifications. It turns out that the 'MLE' prior gives better fit than the 'uniform' prior in viewpoints of goodness-of-fit measures.

An Alternative Approach in Analyzing the Impacts of Online Feedback System;A Bayesian Inference Model

  • Yoo, Byung-Joon;Lee, Gun-Woong
    • 한국경영정보학회:학술대회논문집
    • /
    • 2007.06a
    • /
    • pp.395-400
    • /
    • 2007
  • Previous studies present the mixed results on online reputation mechanism. In this study, we have found that an approach based on Bayesian statistics can explain most results of previous studies which are conflicting with each others. With this model, we explain why negative ratings have more significant marginal impacts on sellers' reputation than positive ones do. Furthermore, we even show why the feedbacks with a few negative ratings may increase the value of the item and final prices by confirming buyers' prior beliefs on the sellers' reputation much more than those without negative ratings. Also, we explain why there are not many negative ratings. Even though some studies suggest this because of generosity of users, our model shows that the reason is that the existence of FS itself prevents bad sellers from participating to the market as a signal itself. Even further, we show how this extreme tendency of positive ratings gets even stronger as markets evolve. Finally, to validate our analytical results, we examine the previous studies and see what factors effect the outcomes of their analyses.

  • PDF

Bayesian Hierarchical Model with Skewed Elliptical Distribution

  • Chung Younshik
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2000.11a
    • /
    • pp.5-12
    • /
    • 2000
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution and it is shown to be useful in such Bayesian meta-analysis. A general class of skewed elliptical distribution is reviewed and developed. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierarchical selection model and use Markov chain Monte Carlo methods to develop inference for the parameters of interest.

  • PDF