• 제목/요약/키워드: bayesian probability

검색결과 460건 처리시간 0.024초

A Matrix-Based Genetic Algorithm for Structure Learning of Bayesian Networks

  • Ko, Song;Kim, Dae-Won;Kang, Bo-Yeong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제11권3호
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    • pp.135-142
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    • 2011
  • Unlike using the sequence-based representation for a chromosome in previous genetic algorithms for Bayesian structure learning, we proposed a matrix representation-based genetic algorithm. Since a good chromosome representation helps us to develop efficient genetic operators that maintain a functional link between parents and their offspring, we represent a chromosome as a matrix that is a general and intuitive data structure for a directed acyclic graph(DAG), Bayesian network structure. This matrix-based genetic algorithm enables us to develop genetic operators more efficient for structuring Bayesian network: a probability matrix and a transpose-based mutation operator to inherit a structure with the correct edge direction and enhance the diversity of the offspring. To show the outstanding performance of the proposed method, we analyzed the performance between two well-known genetic algorithms and the proposed method using two Bayesian network scoring measures.

베이즈 추론을 수학과 교육과정에 도입하는 것의 실제 의미에 대한 일고찰 (A consideration of the real meanings of introducing Bayesian inference into school mathematics curriculum)

  • 박선용
    • 한국수학사학회지
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    • 제37권1호
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    • pp.1-17
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    • 2024
  • In this study, we identified the intellectual triggers for Bayesian inference and what key ideas contributed to its occurrence and discussed the practical implications of introducing Bayesian inference into the school mathematics curriculum by reflecting them. The results of the study show that the need for statistical inference about the parameter itself served as a trigger for the occurrence of Bayesian inference, and the most important idea for the occurrence of that inference was to regard the parameter itself as a probability variable rather than any fixed value. On the other hand, these research results suggest that the meaning of introducing Bayesian inference into the secondary mathematics curriculum is 'statistics education that expands the scope of uncertainty'.

Analysis of Structural Reliability under Model and Statistical Uncertainties: a Bayesian Approach

  • Kiureghian, Armen-Der
    • Computational Structural Engineering : An International Journal
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    • 제1권2호
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    • pp.81-87
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    • 2001
  • A framework for reliability analysis of structural components and systems under conditions of statistical and model uncertainty is presented. The Bayesian parameter estimation method is used to derive the posterior distribution of model parameters reflecting epistemic uncertainties. Point, predictive and bound estimates of reliability accounting for parameter uncertainties are derived. The bounds estimates explicitly reflect the effect of epistemic uncertainties on the reliability measure. These developments are enhance-ments of second-moment uncertainty analysis methods developed by A. H-S. Ang and others three decades ago.

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Bayesian Multiple Comparisons for the Ratio of the Failure Rates in Two Components System

  • Cho, Jang-Sik;Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.647-655
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    • 2006
  • In this paper, we consider multiple comparisons for the ratio of the failure rates in two components system that the lifetimes of the components have independent exponential distributions. Also we suggest Bayesian multiple comparisons procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. Finally, we give numerical examples to illustrate our procedure.

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Bayesian Conjugate Analysis for Transition Probabilities of Non-Homogeneous Markov Chain: A Survey

  • Sung, Minje
    • Communications for Statistical Applications and Methods
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    • 제21권2호
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    • pp.135-145
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    • 2014
  • The present study surveys Bayesian modeling structure for inferences about transition probabilities of Markov chain. The motivation of the study came from the data that shows transitional behaviors of emotionally disturbed children undergoing residential treatment program. Dirichlet distribution was used as prior for the multinomial distribution. The analysis with real data was implemented in WinBUGS programming environment. The performance of the model was compared to that of alternative approaches.

베이지안 방법을 이용한 우리나라 강수특성(1954-2007)의 변화시점 및 변화유형 분석 (Change-point and Change Pattern of Precipitation Characteristics using Bayesian Method over South Korea from 1954 to 2007)

  • 김찬수;서명석
    • 대기
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    • 제19권2호
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    • pp.199-211
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    • 2009
  • In this paper, we examine the multiple change-point and change pattern in the 54 years (1954-2007) time series of the annual and the heavy precipitation characteristics (amount, days and intensity) averaged over South Korea. A Bayesian approach is used for detecting of mean and/or variance changes in a sequence of independent univariate normal observations. Using non-informative priors for the parameters, the Bayesian model selection is performed by the posterior probability through the intrinsic Bayes factor of Berger and Pericchi (1996). To investigate the significance of the changes in the precipitation characteristics between before and after the change-point, the posterior probability and 90% highest posterior density credible intervals are examined. The results showed that no significant changes have occurred in the annual precipitation characteristics (amount, days and intensity) and the heavy precipitation intensity. On the other hand, a statistically significant single change has occurred around 1996 or 1997 in the heavy precipitation days and amount. The heavy precipitation amount and days have increased after the change-point but no changes in the variances.

베이지안 신경망을 이용한 분류분석 (A Classification Analysis using Bayesian Neural Network)

  • 황진수;최성용;전홍석
    • Journal of the Korean Data and Information Science Society
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    • 제12권2호
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    • pp.11-25
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    • 2001
  • 자료들 사이에 존재하는 관계, 패턴, 규칙등을 찾아내서 모형화 하는 통계적인 분류기법은 여러가지가 있다. 그러나 우리가 얻게 되는 지식은 어떤 일련의 분류규칙에 의해서가 아닌 관찰과 학습을 통한 훈련으로부터 얻게 된다. 본 베이지안 학습은 모든 형태의 불확실성을 표현하는 확률로써 우리의 믿음의 정도를 표현하는 것으로 해석될 수 있으며, 확실한 결과가 알려짐에 따라 확률이론 법칙을 사용하여 이러한 확률들을 갱신한다. 또한 신경망 모형은 이미 알고 있는 속성들에 근거하여 아직 알지 못하는 집단이나 특질들을 예측하게 해준다. 본 논문에서는 이러한 두 가지 방법을 결합한 베이지안 신경망과 기존의 CHAID, CART, QUBST 분류 알고리즘에 있어서 각각 오분류율을 비교연구하였다.

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Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.237-249
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    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

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부적합률의 다중검정을 위한 베이지안절차 (Bayesian Procedure for the Multiple Test of Fraction Nonconforming)

  • 김경숙;김희정;나명환;손영숙
    • 품질경영학회지
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    • 제34권1호
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    • pp.73-77
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    • 2006
  • In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

Estimation of Geometric Mean for k Exponential Parameters Using a Probability Matching Prior

  • Kim, Hea-Jung;Kim, Dae Hwang
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.1-9
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    • 2003
  • In this article, we consider a Bayesian estimation method for the geometric mean of $textsc{k}$ exponential parameters, Using the Tibshirani's orthogonal parameterization, we suggest an invariant prior distribution of the $textsc{k}$ parameters. It is seen that the prior, probability matching prior, is better than the uniform prior in the sense of correct frequentist coverage probability of the posterior quantile. Then a weighted Monte Carlo method is developed to approximate the posterior distribution of the mean. The method is easily implemented and provides posterior mean and HPD(Highest Posterior Density) interval for the geometric mean. A simulation study is given to illustrates the efficiency of the method.