• 제목/요약/키워드: bayesian predictive model

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랜덤중단(中斷)된 Burr모형(模型)에서 베이지안 예측추론(豫測推論) (Bayesian Prediction Inferences for the Burr Model Under the Random Censoring)

  • 손중권;고정환
    • Journal of the Korean Data and Information Science Society
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    • 제4권
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    • pp.109-120
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    • 1993
  • Using a noninformative prior and a gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p-th order statistic of n' future observations from the Burr distribution have been obtained. In additions, we examine the sensitivities of the results to the choice of model.

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국내 원자력발전소 사고 예측 (Predicting Nuclear Power Plant Accidents in Korea)

  • 양희중
    • 산업공학
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    • 제6권2호
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    • pp.79-89
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    • 1993
  • We develop a statistical model to describe nuclear power plant accidents and predict time to next accident of various levels. We adopt Bayesian approach to obtain posterior and predictive distributions for the time to next accident. We also derive an approximation method to solve many dimensional numerical integration problems that we often encounter in a Bayesian approach. We introduce Influence Diagrams in modeling, and parameter updating, thereby the dependency or independency among model parameters are clearly shown. Also Separable Updating Theorem is utilized to easily obtain the posterior distributions.

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공간통합 모델을 적용한 암괴류 및 애추 지형 분포가능지 추출 (Extraction of Potential Area for Block Stream and Talus Using Spatial Integration Model)

  • 이성호;장동호
    • 한국지형학회지
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    • 제26권2호
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    • pp.1-14
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    • 2019
  • This study analyzed the relativity between block stream and talus distributions by employing a likelihood ratio approach. Possible distribution sites for each debris slope landform were extracted by applying a spatial integration model, in which we combined fuzzy set model, Bayesian predictive model, and logistic regression model. Moreover, to verify model performance, a success rate curve was prepared by cross-validation. The results showed that elevation, slope, curvature, topographic wetness index, geology, soil drainage, and soil depth were closely related to the debris slope landform sites. In addition, all spatial integration models displayed an accuracy of over 90%. The accuracy of the distribution potential area map of the block stream was highest in the logistic regression model (93.79%). Eventually, the accuracy of the distribution potential area map of the talus was also highest in the logistic regression model (97.02%). We expect that the present results will provide essential data and propose methodologies to improve the performance of efficient and systematic micro-landform studies. Moreover, our research will potentially help to enhance field research and topographic resource management.

The Predictive QSAR Model for hERG Inhibitors Using Bayesian and Random Forest Classification Method

  • Kim, Jun-Hyoung;Chae, Chong-Hak;Kang, Shin-Myung;Lee, Joo-Yon;Lee, Gil-Nam;Hwang, Soon-Hee;Kang, Nam-Sook
    • Bulletin of the Korean Chemical Society
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    • 제32권4호
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    • pp.1237-1240
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    • 2011
  • In this study, we have developed a ligand-based in-silico prediction model to classify chemical structures into hERG blockers using Bayesian and random forest modeling methods. These models were built based on patch clamp experimental results. The findings presented in this work indicate that Laplacian-modified naive Bayesian classification with diverse selection is useful for predicting hERG inhibitors when a large data set is not obtained.

원자력 발전소 사고의 근사적인 베이지안 예측기법 (An Approximation Method in Bayesian Prediction of Nuclear Power Plant Accidents)

  • 양희중
    • 대한산업공학회지
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    • 제16권2호
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    • pp.135-147
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    • 1990
  • A nuclear power plant can be viewed as a large complex man-machine system where high system reliability is obtained by ensuring that sub-systems are designed to operate at a very high level of performance. The chance of severe accident involving at least partial core-melt is very low but once it happens the consequence is very catastrophic. The prediction of risk in low probability, high-risk incidents must be examined in the contest of general engineering knowledge and operational experience. Engineering knowledge forms part of the prior information that must be quantified and then updated by statistical evidence gathered from operational experience. Recently, Bayesian procedures have been used to estimate rate of accident and to predict future risks. The Bayesian procedure has advantages in that it efficiently incorporates experts opinions and, if properly applied, it adaptively updates the model parameters such as the rate or probability of accidents. But at the same time it has the disadvantages of computational complexity. The predictive distribution for the time to next incident can not always be expected to end up with a nice closed form even with conjugate priors. Thus we often encounter a numerical integration problem with high dimensions to obtain a predictive distribution, which is practically unsolvable for a model that involves many parameters. In order to circumvent this difficulty, we propose a method of approximation that essentially breaks down a problem involving many integrations into several repetitive steps so that each step involves only a small number of integrations.

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CSRP 시험데이터를 사용한 베이시안 추정모델 기반 K-1 방독면 저장수명 분석 (Bayesian Estimation based K-1 Gas-Mask Shelf Life Assessment using CSRP Test Data)

  • 김종환;정치정;김현정
    • 한국군사과학기술학회지
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    • 제21권1호
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    • pp.124-132
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    • 2018
  • This paper presents a shelf life assessment for K-1 military gas masks in the Republic of Korea using test data of Chemical Materiels Stockpile Reliability Program(CSRP). For the shelf life assessment, over 2,500 samples between 2006 and 2015 were collected from field tests and analyzed to estimate a probability of proper and improper functionality using Bayesian estimation. For this, three stages were considered; a pre-processing, a processing and an assessment. In the pre-processing, major components which directly influence the shelf life of the mask were statistically analyzed and selected by applying principal component analysis from all test components. In the processing, with the major components chosen in the previous stage, both proper and improper probability of gas masks were computed by applying Bayesian estimation. In the assessment, the probability model of the mask shelf life was analyzed with respect to storage periods between 0 and 29 years resulting in between 66.1 % and 100 % performances in accuracy, sensitivity, positive predictive value, and negative predictive value.

Statistical Estimates from Black Non-Hispanic Female Breast Cancer Data

  • Khan, Hafiz Mohammad Rafiqullah;Ibrahimou, Boubakari;Saxena, Anshul;Gabbidon, Kemesha;Abdool-Ghany, Faheema;Ramamoorthy, Venkataraghavan;Ullah, Duff;Stewart, Tiffanie Shauna-Jeanne
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권19호
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    • pp.8371-8376
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    • 2014
  • Background: The use of statistical methods has become an imperative tool in breast cancer survival data analysis. The purpose of this study was to develop the best statistical probability model using the Bayesian method to predict future survival times for the black non-Hispanic female breast cancer patients diagnosed during 1973-2009 in the U.S. Materials and Methods: We used a stratified random sample of black non-Hispanic female breast cancer patient data from the Surveillance Epidemiology and End Results (SEER) database. Survival analysis was performed using Kaplan-Meier and Cox proportional regression methods. Four advanced types of statistical models, Exponentiated Exponential (EE), Beta Generalized Exponential (BGE), Exponentiated Weibull (EW), and Beta Inverse Weibull (BIW) were utilized for data analysis. The statistical model building criteria, Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC) were used to measure the goodness of fit tests. Furthermore, we used the Bayesian approach to obtain the predictive survival inferences from the best-fit data based on the exponentiated Weibull model. Results: We identified the highest number of black non-Hispanic female breast cancer patients in Michigan and the lowest in Hawaii. The mean (SD), of age at diagnosis (years) was 58.3 (14.43). The mean (SD), of survival time (months) for black non-Hispanic females was 66.8 (30.20). Non-Hispanic blacks had a significantly increased risk of death compared to Black Hispanics (Hazard ratio: 1.96, 95%CI: 1.51-2.54). Compared to other statistical probability models, we found that the exponentiated Weibull model better fits for the survival times. By making use of the Bayesian method predictive inferences for future survival times were obtained. Conclusions: These findings will be of great significance in determining appropriate treatment plans and health-care cost allocation. Furthermore, the same approach should contribute to build future predictive models for any health related diseases.

Survival Analysis for White Non-Hispanic Female Breast Cancer Patients

  • Khan, Hafiz Mohammad Rafiqullah;Saxena, Anshul;Gabbidon, Kemesha;Stewart, Tiffanie Shauna-Jeanne;Bhatt, Chintan
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권9호
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    • pp.4049-4054
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    • 2014
  • Background: Race and ethnicity are significant factors in predicting survival time of breast cancer patients. In this study, we applied advanced statistical methods to predict the survival of White non-Hispanic female breast cancer patients, who were diagnosed between the years 1973 and 2009 in the United States (U.S.). Materials and Methods: Demographic data from the Surveillance Epidemiology and End Results (SEER) database were used for the purpose of this study. Nine states were randomly selected from 12 U.S. cancer registries. A stratified random sampling method was used to select 2,000 female breast cancer patients from these nine states. We compared four types of advanced statistical probability models to identify the best-fit model for the White non-Hispanic female breast cancer survival data. Three model building criterion were used to measure and compare goodness of fit of the models. These include Akaike Information Criteria (AIC), Bayesian Information Criteria (BIC), and Deviance Information Criteria (DIC). In addition, we used a novel Bayesian method and the Markov Chain Monte Carlo technique to determine the posterior density function of the parameters. After evaluating the model parameters, we selected the model having the lowest DIC value. Using this Bayesian method, we derived the predictive survival density for future survival time and its related inferences. Results: The analytical sample of White non-Hispanic women included 2,000 breast cancer cases from the SEER database (1973-2009). The majority of cases were married (55.2%), the mean age of diagnosis was 63.61 years (SD = 14.24) and the mean survival time was 84 months (SD = 35.01). After comparing the four statistical models, results suggested that the exponentiated Weibull model (DIC= 19818.220) was a better fit for White non-Hispanic females' breast cancer survival data. This model predicted the survival times (in months) for White non-Hispanic women after implementation of precise estimates of the model parameters. Conclusions: By using modern model building criteria, we determined that the data best fit the exponentiated Weibull model. We incorporated precise estimates of the parameter into the predictive model and evaluated the survival inference for the White non-Hispanic female population. This method of analysis will assist researchers in making scientific and clinical conclusions when assessing survival time of breast cancer patients.

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
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    • 제25권1호
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    • pp.187-194
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    • 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.

Statistical Inference in Non-Identifiable and Singular Statistical Models

  • Amari, Shun-ichi;Amari, Shun-ichi;Tomoko Ozeki
    • Journal of the Korean Statistical Society
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    • 제30권2호
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    • pp.179-192
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    • 2001
  • When a statistical model has a hierarchical structure such as multilayer perceptrons in neural networks or Gaussian mixture density representation, the model includes distribution with unidentifiable parameters when the structure becomes redundant. Since the exact structure is unknown, we need to carry out statistical estimation or learning of parameters in such a model. From the geometrical point of view, distributions specified by unidentifiable parameters become a singular point in the parameter space. The problem has been remarked in many statistical models, and strange behaviors of the likelihood ratio statistics, when the null hypothesis is at a singular point, have been analyzed so far. The present paper studies asymptotic behaviors of the maximum likelihood estimator and the Bayesian predictive estimator, by using a simple cone model, and show that they are completely different from regular statistical models where the Cramer-Rao paradigm holds. At singularities, the Fisher information metric degenerates, implying that the cramer-Rao paradigm does no more hold, and that he classical model selection theory such as AIC and MDL cannot be applied. This paper is a first step to establish a new theory for analyzing the accuracy of estimation or learning at around singularities.

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