• Title/Summary/Keyword: bayesian test

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BAYESIAN INFERENCE FOR MTAR MODEL WITH INCOMPLETE DATA

  • Park, Soo-Jung;Oh, Man-Suk;Shin, Dong-Wan
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.183-189
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    • 2003
  • A momentum threshold autoregressive (MTAR) model, a nonlinear autoregressive model, is analyzed in a Bayesian framework. Parameter estimation in the presence of missing data is done by using Markov chain Monte Carlo methods. We also propose simple Bayesian test procedures for asymmetry and unit roots. The proposed method is applied to a set of Korea unemployment rate data and reveals evidence for asymmetry and a unit root.

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Bayesian Testing for the Shape Parameter of Gamma Distribution : An Encompassing Approach

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.861-870
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    • 2005
  • The Bayesian model selection procedures for the shape parameter of gamma distribution are proposed in order to test that the failure rate of gamma distribution is constant, increasing or decreasing. The encompassing intrinsic Bayes factor by Beger and Pericchi (1996) based on Jeffreys prior for shape parameter is used to investigate the usefulness of the proposed Bayesian model selection procedures via both real data and pseudo data.

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A tutorial on generalizing the default Bayesian t-test via posterior sampling and encompassing priors

  • Faulkenberry, Thomas J.
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.217-238
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    • 2019
  • With the advent of so-called "default" Bayesian hypothesis tests, scientists in applied fields have gained access to a powerful and principled method for testing hypotheses. However, such default tests usually come with a compromise, requiring the analyst to accept a one-size-fits-all approach to hypothesis testing. Further, such tests may not have the flexibility to test problems the scientist really cares about. In this tutorial, I demonstrate a flexible approach to generalizing one specific default test (the JZS t-test) (Rouder et al., Psychonomic Bulletin & Review, 16, 225-237, 2009) that is becoming increasingly popular in the social and behavioral sciences. The approach uses two results, the Savage-Dickey density ratio (Dickey and Lientz, 1980) and the technique of encompassing priors (Klugkist et al., Statistica Neerlandica, 59, 57-69, 2005) in combination with MCMC sampling via an easy-to-use probabilistic modeling package for R called Greta. Through a comprehensive mathematical description of the techniques as well as illustrative examples, the reader is presented with a general, flexible workflow that can be extended to solve problems relevant to his or her own work.

Study on Volume Measurement of Cerebral Infarct using SVD and the Bayesian Algorithm (SVD와 Bayesian 알고리즘을 이용한 뇌경색 부피 측정에 관한 연구)

  • Kim, Do-Hun;Lee, Hyo-Young
    • Journal of the Korean Society of Radiology
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    • v.15 no.5
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    • pp.591-602
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    • 2021
  • Acute ischemic stroke(AIS) should be diagnosed within a few hours of onset of cerebral infarction symptoms using diagnostic radiology. In this study, we evaluated the clinical usefulness of SVD and the Bayesian algorithm to measure the volume of cerebral infarction using computed tomography perfusion(CTP) imaging and magnetic resonance diffusion-weighted imaging(MR DWI). We retrospectively included 50 patients (male : female = 33 : 17) who visited the emergency department with symptoms of AIS from September 2017 to September 2020. The cerebral infarct volume measured by SVD and the Bayesian algorithm was analyzed using the Wilcoxon signed rank test and expressed as a median value and an interquartile range of 25 - 75 %. The core volume measured by SVD and the Bayesian algorithm using was CTP imaging was 18.07 (7.76 - 33.98) cc and 47.3 (23.76 - 79.11) cc, respectively, while the penumbra volume was 140.24 (117.8 - 176.89) cc and 105.05 (72.52 - 141.98) cc, respectively. The mismatch ratio was 7.56 % (4.36 - 15.26 %) and 2.08 % (1.68 - 2.77 %) for SVD and the Bayesian algorithm, respectively, and all the measured values had statistically significant differences (p < 0.05). Spearman's correlation analysis showed that the correlation coefficient of the cerebral infarct volume measured by the Bayesian algorithm using CTP imaging and MR DWI was higher than that of the cerebral infarct volume measured by SVD using CTP imaging and MR DWI (r = 0.915 vs. r = 0.763 ; p < 0.01). Furthermore, the results of the Bland Altman plot analysis demonstrated that the slope of the scatter plot of the cerebral infarct volume measured by the Bayesian algorithm using CTP imaging and MR DWI was more steady than that of the cerebral infarct volume measured by SVD using CTP imaging and MR DWI (y = -0.065 vs. y = -0.749), indicating that the Bayesian algorithm was more reliable than SVD. In conclusion, the Bayesian algorithm is more accurate than SVD in measuring cerebral infarct volume. Therefore, it can be useful in clinical utility.

Genetic Function Approximation and Bayesian Models for the Discovery of Future HDAC8 Inhibitors

  • Thangapandian, Sundarapandian;John, Shalini;Lee, Keun-Woo
    • Interdisciplinary Bio Central
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    • v.3 no.4
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    • pp.15.1-15.11
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    • 2011
  • Background: Histone deacetylase (HDAC) 8 is one of its family members catalyzes the removal of acetyl groups from N-terminal lysine residues of histone proteins thereby restricts transcription factors from being expressed. Inhibition of HDAC8 has become an emerging and effective anti-cancer therapy for various cancers. Application computational methodologies may result in identifying the key components that can be used in developing future potent HDAC8 inhibitors. Results: Facilitating the discovery of novel and potential chemical scaffolds as starting points in the future HDAC8 inhibitor design, quantitative structure-activity relationship models were generated with 30 training set compounds using genetic function approximation (GFA) and Bayesian algorithms. Six GFA models were selected based on the significant statistical parameters calculated during model development. A Bayesian model using fingerprints was developed with a receiver operating characteristic curve cross-validation value of 0.902. An external test set of 54 diverse compounds was used in validating the models. Conclusions: Finally two out of six models based on their predictive ability over the test set compounds were selected as final GFA models. The Bayesian model has displayed a high classifying ability with the same test set compounds and the positively and negatively contributing molecular fingerprints were also unveiled by the model. The effectively contributing physicochemical properties and molecular fingerprints from a set of known HDAC8 inhibitors were identified and can be used in designing future HDAC8 inhibitors.

A Study on Null Hypothesis and Alternative Hypothesis, Reduction to Absurdity and Application of Bayesian Statistics in Korean Medicine Otolaryngology (임상연구방법론에서 귀무가설과 대립가설, 귀류법에 대한 고찰과 한방이비인후과에서 베이지안 통계학의 활용)

  • Nam, Seung-Pyo;Bae, Jae-Min;Kwon, Kang
    • The Journal of Korean Medicine Ophthalmology and Otolaryngology and Dermatology
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    • v.32 no.4
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    • pp.41-61
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    • 2019
  • Background : The current medical statistics used in clinical research are the results of Fisher's significance test and the Neyman-Pearson hypothesis test, which were combined by psychologists. Also, in the philosophical background, it is related to Popper's falsificationism based hypothesis-deductive method and reduction to absurdity. Objectives : This study was designed to find complementary and alternative methods of null hypothesis and alternative hypothesis used for the clinical research methodology of Korean medicine otolaryngology. Methods : The body of this paper was divided into seven part. These are historical background, hypothesis test, hypothesis test method used in the design of clinical study, falsificationism and reduction to absurdity, problem and alternative method of the Neyman-Pearson hypothesis test, diagnosis example of sinusitis differentiation syndromes by Bayesian statistics. Through this process, we found out problems of frequentist statistics and suggested alternative methods. Result & Conclusion : As a solution to the problems of the null hypothesis and the alternative hypothesis, there are effects size, confidence interval, Bayesian statistics and Lakatos methodology of scientific research programmes.

Optimal Bayesian design for discrimination of acceleration models in the exponential distribution

  • Park, Choon-Il
    • Journal of the Korean Mathematical Society
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    • v.31 no.4
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    • pp.709-715
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    • 1994
  • The aim of of the study is a powerful test for the discrimination and therefore an optimal desin for that purpose. This problem is studied by Chernoff ([5]) and used in Chernoff ([6]) for accelerated life tests using the exponential distribution for life times. The approach used here is similar to that suggested by Lauter ([10]) and used in Chaloner ([3]) and Chaloner and Larntz ([4]) where it is motivated using Bayesian arguments. The approach taken in this paper the loss function $L(\cdot)$ evaluating a test procedure and a design d.

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Bayesian Test for the Intraclass Correlation Coefficient in the One-Way Random Effect Model

  • Kang, Sang-Gil;Lee, Hee-Choon
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.3
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    • pp.645-654
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    • 2004
  • In this paper, we develop the Bayesian test procedure for the intraclass correlation coefficient in the unbalanced one-way random effect model based on the reference priors. That is, the objective is to compare two nested model such as the independent and intraclass models using the factional Bayes factor. Thus the model comparison problem in this case amounts to testing the hypotheses $H_1:\rho=0$ versus $H_2:{\rho}{\neq}0$. Some real data examples are provided.

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Estimating the Failure Rate of a Large Scaled Software in Multiple Input Domain Testing (다중입력영역시험에서의 대형 소프트웨어 고장률 추정 연구)

  • 문숙경
    • Journal of Korean Society for Quality Management
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    • v.30 no.3
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    • pp.186-194
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    • 2002
  • In this paper we introduce formulae for estimating the failure rate of a large scaled software by using the Bayesian rule when a black-box random testing which selects an element(test case) at random with equally likely probability, is performed. A program or software can be treated as a mathematical function with a well-defined (input)domain and range. For a large scaled software, their input domains can be partitioned into multiple subdomains and exhaustive testing is not generally practical. Testing is proceeding with selecting a subdomain, and then picking a test case from within the selected subdomain. Whether or not the proportion of selecting one of the subdomains is assumed probability, we developed the formulae either case by using Bayesian rule with gamma distribution as a prior distribution.

Bayesian estimation of kinematic parameters of disk galaxies in large HI galaxy surveys

  • Oh, Se-Heon;Staveley-Smith, Lister
    • The Bulletin of The Korean Astronomical Society
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    • v.41 no.2
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    • pp.62.2-62.2
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    • 2016
  • We present a newly developed algorithm based on a Bayesian method for 2D tilted-ring analysis of disk galaxies which operates on velocity fields. Compared to the conventional ones based on a chi-squared minimisation procedure, this new Bayesian-based algorithm less suffers from local minima of the model parameters even with high multi-modality of their posterior distributions. Moreover, the Bayesian analysis implemented via Markov Chain Monte Carlo (MCMC) sampling only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature is essential for performing kinematic analysis of an unprecedented number of resolved galaxies from the upcoming Square Kilometre Array (SKA) pathfinders' galaxy surveys. A standalone code, the so-called '2D Bayesian Automated Tilted-ring fitter' (2DBAT) that implements the Bayesian fits of 2D tilted-ring models is developed for deriving rotation curves of galaxies that are at least marginally resolved (> 3 beams across the semi-major axis) and moderately inclined (20 < i < 70 degree). The main layout of 2DBAT and its performance test are discussed using sample galaxies from Australia Telescope Compact Array (ATCA) observations as well as artificial data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies.

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