• Title/Summary/Keyword: bayesian statistics

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Bayesian Hypothesis Testing for Intraclass Correlation Coefficient

  • Lee, Seung-A;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.551-566
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    • 2006
  • In this paper, we consider a Bayesian model selection for the intraclass correlation coefficient in familiar data. In particular, we compare two nested models such as the independence and intraclass models using the reference prior. A criterion for testing is the Bayesian Reference Criterion by Bernardo (1999) and the Intrinsic Bayes Factor by Berger and Pericchi (1996). We provide numerical examples using simulation data sets for illustration.

Bayesian Multiple Comparison of Binomial Populations based on Fractional Bayes Factor

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.233-244
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    • 2006
  • In this paper, we develop the Bayesian multiple comparisons procedure for the binomial distribution. We suggest the Bayesian procedure based on fractional Bayes factor when noninformative priors are applied for the parameters. An example is illustrated for the proposed method. For this example, the suggested method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required comparison. Also, some simulation was performed.

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Bayesian analysis of longitudinal traits in the Korea Association Resource (KARE) cohort

  • Chung, Wonil;Hwang, Hyunji;Park, Taesung
    • Genomics & Informatics
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    • v.20 no.2
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    • pp.16.1-16.12
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    • 2022
  • Various methodologies for the genetic analysis of longitudinal data have been proposed and applied to data from large-scale genome-wide association studies (GWAS) to identify single nucleotide polymorphisms (SNPs) associated with traits of interest and to detect SNP-time interactions. We recently proposed a grid-based Bayesian mixed model for longitudinal genetic data and showed that our Bayesian method increased the statistical power compared to the corresponding univariate method and well detected SNP-time interactions. In this paper, we further analyze longitudinal obesity-related traits such as body mass index, hip circumference, waist circumference, and waist-hip ratio from Korea Association Resource data to evaluate the proposed Bayesian method. We first conducted GWAS analyses of cross-sectional traits and combined the results of GWAS analyses through a meta-analysis based on a trajectory model and a random-effects model. We then applied our Bayesian method to a subset of SNPs selected by meta-analysis to further discover SNPs associated with traits of interest and SNP-time interactions. The proposed Bayesian method identified several novel SNPs associated with longitudinal obesity-related traits, and almost 25% of the identified SNPs had significant p-values for SNP-time interactions.

Estimating dose-response curves using splines: a nonparametric Bayesian knot selection method

  • Lee, Jiwon;Kim, Yongku;Kim, Young Min
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.287-299
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    • 2022
  • In radiation epidemiology, the excess relative risk (ERR) model is used to determine the dose-response relationship. In general, the dose-response relationship for the ERR model is assumed to be linear, linear-quadratic, linear-threshold, quadratic, and so on. However, since none of these functions dominate other functions for expressing the dose-response relationship, a Bayesian semiparametric method using splines has recently been proposed. Thus, we improve the Bayesian semiparametric method for the selection of the tuning parameters for splines as the number and location of knots using a Bayesian knot selection method. Equally spaced knots cannot capture the characteristic of radiation exposed dose distribution which is highly skewed in general. Therefore, we propose a nonparametric Bayesian knot selection method based on a Dirichlet process mixture model. Inference of the spline coefficients after obtaining the number and location of knots is performed in the Bayesian framework. We apply this approach to the life span study cohort data from the radiation effects research foundation in Japan, and the results illustrate that the proposed method provides competitive curve estimates for the dose-response curve and relatively stable credible intervals for the curve.

Bayesian pooling for contingency tables from small areas

  • Jo, Aejung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1621-1629
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    • 2016
  • This paper studies Bayesian pooling for analysis of categorical data from small areas. Many surveys consist of categorical data collected on a contingency table in each area. Statistical inference for small areas requires considerable care because the subpopulation sample sizes are usually very small. Typically we use the hierarchical Bayesian model for pooling subpopulation data. However, the customary hierarchical Bayesian models may specify more exchangeability than warranted. We, therefore, investigate the effects of pooling in hierarchical Bayesian modeling for the contingency table from small areas. In specific, this paper focuses on the methods of direct or indirect pooling of categorical data collected on a contingency table in each area through Dirichlet priors. We compare the pooling effects of hierarchical Bayesian models by fitting the simulated data. The analysis is carried out using Markov chain Monte Carlo methods.

Development of the Bayesian method and its application to the water resources field (베이지안 기법의 발전 및 수자원 분야에의 적용)

  • Na, Wooyoung;Yoo, Chulsang
    • Journal of Korea Water Resources Association
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    • v.54 no.1
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    • pp.1-13
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    • 2021
  • The Bayesian method is a very useful statistical tool in various fields including water resources. Therefore, in this study, the background of the Bayesian statistics and its application to the water resources field are reviewed. First, the history of the Bayesian method from the birth to the present, and the achievements of Bayesian statisticians are summarized. Next, the derivation of the Bayes' theorem, which is the basis of the Bayesian method, is presented, and the roles of the three elements of the Bayes' theorem: priori distribution, likelihood function, and posteriori distribution are explained. In addition, the unique features and advantages of the Bayesian statistics are summarized. Finally, the cases in water resources where the Bayesian method is applied are summarized by dividing them into several categories. With a prevalence of information and big data in the future, the Bayesian method is expected to be used more actively in the water resources field.

Classical and Bayesian inferences of stress-strength reliability model based on record data

  • Sara Moheb;Amal S. Hassan;L.S. Diab
    • Communications for Statistical Applications and Methods
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    • v.31 no.5
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    • pp.497-519
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    • 2024
  • In reliability analysis, the probability P(Y < X) is significant because it denotes availability and dependability in a stress-strength model where Y and X are the stress and strength variables, respectively. In reliability theory, the inverse Lomax distribution is a well-established lifetime model, and the literature is developing inference techniques for its reliability attributes. In this article, we are interested in estimating the stress-strength reliability R = P(Y < X), where X and Y have an unknown common scale parameter and follow the inverse Lomax distribution. Using Bayesian and non-Bayesian approaches, we discuss this issue when both stress and strength are expressed in terms of lower record values. The parametric bootstrapping techniques of R are taken into consideration. The stress-strength reliability estimator is investigated using uniform and gamma priors with several loss functions. Based on the proposed loss functions, the reliability R is estimated using Bayesian analyses with Gibbs and Metropolis-Hasting samplers. Monte Carlo simulation studies and real-data-based examples are also performed to analyze the behavior of the proposed estimators. We analyze electrical insulating fluids, particularly those used in transformers, for data sets using the stress-strength model. In conclusion, as expected, the study's results showed that the mean squared error values decreased as the record number increased. In most cases, Bayesian estimates under the precautionary loss function are more suitable in terms of simulation conclusions than other specified loss functions.

Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

Bayesian approach for categorical Table with Nonignorable Nonresponse

  • Choi, Bo-Seung;Park, You-Sung
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.59-65
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    • 2005
  • We propose five Bayesian methods to estimate the cell expectation in an incomplete multi-way categorical table with nonignorable nonresponse mechanism. We study 3 Bayesian methods which were previously applied to one-way categorical tables. We extend them to multi-way tables and, in addition, develop 2 new Bayesian methods for multi-way categorical tables. These five methods are distinguished by different priors on the cell probabilities: two of them have the priors determined only by information of respondents; one has a constant prior; and the remaining two have priors reflecting the difference in the response mechanisms between respondent and non-respondent. We also compare the five Bayesian methods using a categorical data for a prospective study of pregnant women.

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A nonnormal Bayesian imputation

  • Shin Minwoong;Lee Jinhee;Lee Juyoung;Lee Sangeun
    • Proceedings of the Korean Statistical Society Conference
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    • 2000.11a
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    • pp.51-56
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    • 2000
  • When the standard inference is to be used with complete data and nonresponse is ignorable, then multiple imputations should be created as repetitions under a Bayesian normal model. Many Bayesian models besides the normal, however, approximately yield the standard inference with complete data and thus many such models can be used to create proper imputations. We consider the Bayesian bootstrap (BB) application.

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