• Title/Summary/Keyword: bayesian modeling

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Bayesian Modeling of Random Effects Covariance Matrix for Generalized Linear Mixed Models

  • Lee, Keunbaik
    • Communications for Statistical Applications and Methods
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    • v.20 no.3
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    • pp.235-240
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    • 2013
  • Generalized linear mixed models(GLMMs) are frequently used for the analysis of longitudinal categorical data when the subject-specific effects is of interest. In GLMMs, the structure of the random effects covariance matrix is important for the estimation of fixed effects and to explain subject and time variations. The estimation of the matrix is not simple because of the high dimension and the positive definiteness; subsequently, we practically use the simple structure of the covariance matrix such as AR(1). However, this strong assumption can result in biased estimates of the fixed effects. In this paper, we introduce Bayesian modeling approaches for the random effects covariance matrix using a modified Cholesky decomposition. The modified Cholesky decomposition approach has been used to explain a heterogenous random effects covariance matrix and the subsequent estimated covariance matrix will be positive definite. We analyze metabolic syndrome data from a Korean Genomic Epidemiology Study using these methods.

Prototyping a Student Model for Educational Games

  • Choi, Young-Mee;Choo, Moon-Won;Chin, Seong-Ah
    • Journal of Information Processing Systems
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    • v.1 no.1 s.1
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    • pp.107-111
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    • 2005
  • When a pedagogical agent system aims to provide students with interactive help, it needs to know what knowledge the student has and what goals the student is currently trying to achieve. That is, it must do both assessment and plan recognition. These modeling tasks involve a high level of uncertainty when students are allowed to follow various lines of reasoning and are not required to show all their reasoning explicitly. In this paper, the student model for interactive edutainment applications is proposed. This model is based on Bayesian Networks to expose constructs and parameters of rules and propositions pertaining to game and problem solving activities. This student model could be utilized as the emotion generation model for student and agent as well.

A SOFTWARE RELIABILITY ESTIMATION METHOD TO NUCLEAR SAFETY SOFTWARE

  • Park, Gee-Yong;Jang, Seung Cheol
    • Nuclear Engineering and Technology
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    • v.46 no.1
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    • pp.55-62
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    • 2014
  • A method for estimating software reliability for nuclear safety software is proposed in this paper. This method is based on the software reliability growth model (SRGM), where the behavior of software failure is assumed to follow a non-homogeneous Poisson process. Two types of modeling schemes based on a particular underlying method are proposed in order to more precisely estimate and predict the number of software defects based on very rare software failure data. The Bayesian statistical inference is employed to estimate the model parameters by incorporating software test cases as a covariate into the model. It was identified that these models are capable of reasonably estimating the remaining number of software defects which directly affects the reactor trip functions. The software reliability might be estimated from these modeling equations, and one approach of obtaining software reliability value is proposed in this paper.

Health State Clustering and Prediction Based on Bayesian HMM (Bayesian HMM 기반의 건강 상태 분류 및 예측)

  • Sin, Bong-Kee
    • Journal of KIISE
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    • v.44 no.10
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    • pp.1026-1033
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    • 2017
  • In this paper a Bayesian modeling and duration-based prediction method is proposed for health clinic time series data using the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM). HDP-HMM is a Bayesian extension of HMM which can find the optimal number of health states, a number which is highly uncertain and even difficult to estimate under the context of health dynamics. Test results of HDP-HMM using simulated data and real health clinic data have shown interesting modeling behaviors and promising prediction performance over the span of up to five years. The future of health change is uncertain and its prediction is inherently difficult, but experimental results on health clinic data suggests that practical long-term prediction is possible and can be made useful if we present multiple hypotheses given dynamic contexts as defined by HMM states.

Fuzzy Cognitive Map and Bayesian Belief Network for Causal Knowledge Engineering: A Comparative Study (인과관계 지식 모델링을 위한 퍼지인식도와 베이지안 신뢰 네트워크의 비교 연구)

  • Cheah, Wooi-Ping;Kim, Kyoung-Yun;Yang, Hyung-Jeong;Kim, Soo-Hyung;Kim, Jeong-Sik
    • The KIPS Transactions:PartB
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    • v.15B no.2
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    • pp.147-158
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    • 2008
  • Fuzzy Cognitive Map (FCM) and Bayesian Belief Network (BBN) are two major frameworks for modeling, representing and reasoning about causal knowledge. Despite their extensive use in causal knowledge engineering, there is no reported work which compares their respective roles. This paper aims to fill the gap by providing a qualitative comparison of the two frameworks through a systematic analysis based on some inherent features of the frameworks. We proposed a set of comparison criteria which covers the entire process of causal knowledge engineering, including modeling, representation, and reasoning. These criteria are usability, expressiveness, reasoning capability, formality, and soundness. The results of comparison have revealed some important facts about the characteristics of FCM and BBN, which will help to determine how FCM and BBN should be used, with respect to each other, in causal knowledge engineering.

Probabilistic Approach for Predicting Degradation Characteristics of Corrosion Fatigue Crack (환경피로균열 열화특성 예측을 위한 확률론적 접근)

  • Lee, Taehyun;Yoon, Jae Young;Ryu, KyungHa;Park, Jong Won
    • Journal of Applied Reliability
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    • v.18 no.3
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    • pp.271-279
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    • 2018
  • Purpose: Probabilistic safety analysis was performed to enhance the safety and reliability of nuclear power plants because traditional deterministic approach has limitations in predicting the risk of failure by crack growth. The study introduces a probabilistic approach to establish a basis for probabilistic safety assessment of passive components. Methods: For probabilistic modeling of fatigue crack growth rate (FCGR), various FCGR tests were performed either under constant load amplitude or constant ${\Delta}K$ conditions by using heat treated X-750 at low temperature with adequate cathodic polarization. Bayesian inference was employed to update uncertainties of the FCGR model using additional information obtained from constant ${\Delta}K$ tests. Results: Four steps of Bayesian parameter updating were performed using constant ${\Delta}K$ test results. The standard deviation of the final posterior distribution was decreased by a factor of 10 comparing with that of the prior distribution. Conclusion: The method for developing a probabilistic crack growth model has been designed and demonstrated, in the paper. Alloy X-750 has been used for corrosion fatigue crack growth experiments and modeling. The uncertainties of parameters in the FCGR model were successfully reduced using the Bayesian inference whenever the updating was performed.

Object Relationship Modeling based on Bayesian Network Integration for Improving Object Detection Performance of Service Robots (서비스 로봇의 물체 탐색 성능 향상을 위한 베이지안 네트워크 결합 기반 물체 관계 모델링)

  • Song Youn-Suk;Cho Sung-Bae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.7
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    • pp.817-822
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    • 2005
  • Recently tile study that exploits visual information for tile services of robot in indoor environments is active. Conventional image processing approaches are based on the pre-defined geometric models, so their performances are likely to decrease when they are applied to the uncertain and dynamic environments. For this, diverse researches to manage the uncertainty based on the knowledge for improving image recognition performance have been doing. In this paper we propose a Bayesian network modeling method for predicting the existence of target objects when they are occluded by other ones for improving the object detection performance of the service robots. The proposed method makes object relationship, so that it allows to predict the target object through observed ones. For this, we define the design method for small size Bayesian networks (primitive Bayesian netqork), and allow to integrate them following to the situations. The experiments are performed for verifying the performance of constructed model, and they shows $82.8\%$ of accuracy in 5 places.

The Study on the Extraction of the Distribution Potential Area of Debris Landform Using Fuzzy Set and Bayesian Predictive Discriminate Model (퍼지집합과 베이지안 확률 기법을 이용한 암설사면지형 분포지역 추출에 관한 연구)

  • Wi, Nun-Sol;JANG, Dong-Ho
    • Journal of The Geomorphological Association of Korea
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    • v.24 no.3
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    • pp.105-118
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    • 2017
  • The debris slope landforms which are existent in Korean mountains is generally on the steep slopes and mostly covered by vegetation, it is difficult to investigate the landform. Therefore a scientific method is required to come up with an effective field investigation plan. For this purpose, the use of Remote Sensing and GIS technologies for a spatial analysis is essential. This study has extracted the potential area of debrisslope landform formation using Fuzzy set and Bayesian Predictive Discriminate Model as mathematical data integration methods. The first step was to obtain information about debris locations and their related factors. This information was verified through field investigation and then used to build a database. In the second step, the map that zoning the study area based on the degree of debris formation possibility was generated using two modeling methods, and then cross validation technique was applied. In order to quantitatively analyze the accuracy of two modeling methods, the calculated potential rate of debrisformation within the study area was evaluated by plotting SRC(Success Rate Curve) and calculating AUC(Area Under the Curve). As a result, the prediction accuracy of Fuzzy set model wes 83.1% and Bayesian Predictive Discriminate Model wes 84.9%. It showed that two models are accurate and reliable and can contribute to efficient field investigation and debris landform management.

Restricted Bayesian Optimal Designs in Turning Point Problem

  • Seo, Han-Son
    • Journal of the Korean Statistical Society
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    • v.30 no.1
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    • pp.163-178
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    • 2001
  • We consider the experimental design problem of selecting values of design variables x for observation of a response y that depends on x and on model parameters $\theta$. The form of the dependence may be quite general, including all linear and nonlinear modeling situations. The goal of the design selection is to efficiently estimate functions of $\theta$. Three new criteria for selecting design points x are presented. The criteria generalized the usual Bayesian optimal design criteria to situations n which the prior distribution for $\theta$ amy be uncertain. We assume that there are several possible prior distributions,. The new criteria are applied to the nonlinear problem of designing to estimate the turning point of a quadratic equation. We give both analytic and computational results illustrating the robustness of the optimal designs based on the new criteria.

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Spatio-temporal models for generating a map of high resolution NO2 level

  • Yoon, Sanghoo;Kim, Mingyu
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.3
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    • pp.803-814
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    • 2016
  • Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.