• Title/Summary/Keyword: conditional inference

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A Bayesian Approach to Linear Calibration Design Problem

  • Kim, Sung-Chul
    • Journal of the Korean Operations Research and Management Science Society
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    • v.20 no.3
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    • pp.105-122
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    • 1995
  • Based on linear models, the inference about the true measurement x$_{f}$ and the optimal designs x (nx1) for the calibration experiments are considered via Baysian statistical decision analysis. The posterior distribution of x$_{f}$ given the observation y$_{f}$ (qxl) and the calibration experiment is obtained with normal priors for x$_{f}$ and for themodel parameters (.alpha., .betha.). This posterior distribution is not in the form of any known distributions, which leads to the use of a numerical integration or an approximation for the calculation of the overall expected loss. The general structure of the expected loss function is characterized in the form of a conjecture. A near-optimal design is obtained through the approximation nof the conditional covariance matrix of the joint distribution of (x$_{f}$ , y$_{f}$ $^{T}$ )$^{T}$ . Numerical results for the univariate case are given to demonstrate the conjecture and to evaluate the approximation.n.

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Some Remarks on the Likelihood Inference for the Ratios of Regression Coefficients in Linear Model

  • Kim, Yeong-Hwa;Yang, Wan-Yeon;Kim, M.J.;Park, C.G.
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.251-261
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    • 2004
  • The paper focuses primarily on the standard linear multiple regression model where the parameter of interest is a ratio of two regression coefficients. The general model includes the calibration model, the Fieller-Creasy problem, slope-ratio assays, parallel-line assays, and bioequivalence. We provide an orthogonal transformation (cf. Cox and Reid (1987)) of the original parameter vector. Also, we give some remarks on the difficulties associated with likelihood based confidence interval.

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Hidden truncation circular normal distribution

  • Kim, Sung-Su;Sengupta, Ashis
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.797-805
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    • 2012
  • Many circular distributions are known to be not only asymmetric but also bimodal. Hidden truncation method of generating asymmetric distribution is applied to a bivariate circular distribution to generate an asymmetric circular distribution. While many other existing asymmetric circular distributions can only model an asymmetric data, this new circular model has great flexibility in terms of asymmetry and bi-modality. Some properties of the new model, such as the trigonometric moment generating function, and asymptotic inference about the truncation parameter are presented. Simulation and real data examples are provided at the end to demonstrate the utility of the novel distribution.

Design of Ship's Steering System by Introducting the Improved Fuzzy Logic (새로운 Fuzzy Logic을 이용한 선박조타계의 제어)

  • 이철영;채양범
    • Journal of the Korean Institute of Navigation
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    • v.8 no.1
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    • pp.15-42
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    • 1984
  • Many studies have been done in the field of fuzzy logic theory, but it's application to the ship's steering system is few until this date. This paper is to survey the effect of application of fuzzy logic control by new compositional rule of Inference to the ship's steering system. The controller is made up of a set of Linguistic Control Rules which are conditional linguistic statements connecting the inputs and output, and take the inputs derived from deviation angle and it's angular velocity. The Linguistic Control Rules are implemented on the digital computer to verify the performance of the fuzzy logic controller and simulations have been done in six cases of initial condition and disturbance type. Consequently, it was proved that the ship's steering system by introducing the F.L.C. is performed efficiently and less energy loss system compared with the conventional autopilot.

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Bayesian Analysis for Multiple Change-point hazard Rate Models

  • Jeong, Kwangmo
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.801-812
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    • 1999
  • Change-point hazard rate models arise for example in applying "burn-in" techniques to screen defective items and in studing times until undesirable side effects occur in clinical trials. Sometimes in screening defectives it might be sensible to model two stages of burn-in. In a clinical trial there might be an initial hazard rate for a side effect which after a period of time changes to an intermediate hazard rate before settling into a long term hazard rate. In this paper we consider the multiple change points hazard rate model. The classical approach's asymptotics can be poor for the small to all moderate sample sizes often encountered in practice. We propose a Bayesian approach avoiding asymptotics to provide more reliable inference conditional only upon the data actually observed. The Bayesian models can be fitted using simulation methods. Model comparison is made using recently developed Bayesian model selection criteria. The above methodology is applied to a generated data and to a generated data and the Lawless(1982) failure times of electrical insulation.

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Bayesian Analysis for Categorical Data with Missing Traits Under a Multivariate Threshold Animal Model (다형질 Threshold 개체모형에서 Missing 기록을 포함한 이산형 자료에 대한 Bayesian 분석)

  • Lee, Deuk-Hwan
    • Journal of Animal Science and Technology
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    • v.44 no.2
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    • pp.151-164
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    • 2002
  • Genetic variance and covariance components of the linear traits and the ordered categorical traits, that are usually observed as dichotomous or polychotomous outcomes, were simultaneously estimated in a multivariate threshold animal model with concepts of arbitrary underlying liability scales with Bayesian inference via Gibbs sampling algorithms. A multivariate threshold animal model in this study can be allowed in any combination of missing traits with assuming correlation among the traits considered. Gibbs sampling algorithms as a hierarchical Bayesian inference were used to get reliable point estimates to which marginal posterior means of parameters were assumed. Main point of this study is that the underlying values for the observations on the categorical traits sampled at previous round of iteration and the observations on the continuous traits can be considered to sample the underlying values for categorical data and continuous data with missing at current cycle (see appendix). This study also showed that the underlying variables for missing categorical data should be generated with taking into account for the correlated traits to satisfy the fully conditional posterior distributions of parameters although some of papers (Wang et al., 1997; VanTassell et al., 1998) presented that only the residual effects of missing traits were generated in same situation. In present study, Gibbs samplers for making the fully Bayesian inferences for unknown parameters of interests are played rolls with methodologies to enable the any combinations of the linear and categorical traits with missing observations. Moreover, two kinds of constraints to guarantee identifiability for the arbitrary underlying variables are shown with keeping the fully conditional posterior distributions of those parameters. Numerical example for a threshold animal model included the maternal and permanent environmental effects on a multiple ordered categorical trait as calving ease, a binary trait as non-return rate, and the other normally distributed trait, birth weight, is provided with simulation study.

Early diagnosis of jaw osteomyelitis by easy digitalized panoramic analysis

  • Park, Moo Soung;Eo, Mi Young;Myoung, Hoon;Kim, Soung Min;Lee, Jong Ho
    • Maxillofacial Plastic and Reconstructive Surgery
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    • v.41
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    • pp.6.1-6.10
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    • 2019
  • Background: Osteomyelitis is an intraosseous inflammatory disease characterized by progressive inflammatory osteoclasia and ossification. The use of quantitative analysis to assist interpretation of osteomyelitis is increasingly being considered. The objective of this study was to perform early diagnosis of osteomyelitis on digital panoramic radiographs using basic functions provided by picture archiving and communication system (PACS), a program used to show radiographic images. Methods: This study targeted a total of 95 patients whose symptoms were confirmed as osteomyelitis under clinical, radiologic, pathological diagnosis over 11 years from 2008 to 2017. Five categorized patients were osteoradionecrosis, bisphosphonate-related osteonecrosis of jaw (BRONJ, suppurative and sclerosing type), and bacterial osteomyelitis (suppurative and sclerosing type), and the control group was 117 randomly sampled. The photographic density in a certain area of the digital panoramic radiograph was determined and compared using the "measure area rectangle," one of the basic PACS functions in INFINITT PACS® (INFINITT Healthcare, Seoul, South Korea). A conditional inference tree, one type of decision making tree, was generated with the program R for statistical analysis with SPSS®. Results: In the conditional inference tree generated from the obtained data, cases where the difference in average value exceeded 54.49 and the difference in minimum value was less than 54.49 and greater than 12.81 and the difference in minimum value exceeded 39 were considered suspicious of osteomyelitis. From these results, the disease could be correctly classified with a probability of 88.1%. There was no difference in photographic density value of BRONJ and bacterial osteomyelitis; therefore, it was not possible to classify BRONJ and bacterial osteomyelitis by quantitative analysis of panoramic radiographs based on existing research. Conclusions: This study demonstrates that it is feasible to measure photographic density using a basic function in PACS and apply the data to assist in the diagnosis of osteomyelitis.

Cancer incidence and mortality estimations in Busan by using spatial multi-level model (공간 다수준 분석을 이용한 부산지역 암발생 및 암사망 추정)

  • Ko, Younggyu;Han, Junhee;Yoon, Taeho;Kim, Changhoon;Noh, Maengseok
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1169-1182
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    • 2016
  • Cancer is a typical cause of death in Korea that becomes a major issue in health care. According to Cause of Death Statistics (2014) by National Statistical Office, SMRs (standardized mortality rates) in Busan were counted as the highest among all cities. In this paper, we used data of Busan Regional Cancer Center to estimate the extent of the cancer incidence rate and cancer mortality rate. The data are considered in small areas of administrative units such as Gu/Dong from years 2003 to 2009. All cancer including four major cancers (stomach cancer, colorectal cancer, lung cancer, liver cancer) have been analyzed. We carried out model selection and parameter estimation using spatial multi-level model incorporating a spatial correlation. For the spatial effects, CAR (conditional autoregressive model) has been assumed.

A Bayesian Poisson model for analyzing adverse drug reaction in self-controlled case series studies (베이지안 포아송 모형을 적용한 자기-대조 환자군 연구에서의 약물상호작용 위험도 분석)

  • Lee, Eunchae;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.33 no.2
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    • pp.203-213
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    • 2020
  • The self-controlled case series (SCCS) study measures the relative risk of exposure to exposure period by setting the non-exposure period of the patient as the control period without a separate control group. This method minimizes the bias that occurs when selecting a control group and is often used to measure the risk of adverse events after taking a drug. This study used SCCS to examine the increased risk of side effects when two or more drugs are used in combination. A conditional Poisson model is assumed and analyzed for drug interaction between the narcotic analgesic, tramadol and multi-frequency combination drugs. Bayesian inference is used to solve the overfitting problem of MLE and the normal or Laplace prior distributions are used to measure the sensitivity of the prior distribution.

A Study of Anomaly Detection for ICT Infrastructure using Conditional Multimodal Autoencoder (ICT 인프라 이상탐지를 위한 조건부 멀티모달 오토인코더에 관한 연구)

  • Shin, Byungjin;Lee, Jonghoon;Han, Sangjin;Park, Choong-Shik
    • Journal of Intelligence and Information Systems
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    • v.27 no.3
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    • pp.57-73
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    • 2021
  • Maintenance and prevention of failure through anomaly detection of ICT infrastructure is becoming important. System monitoring data is multidimensional time series data. When we deal with multidimensional time series data, we have difficulty in considering both characteristics of multidimensional data and characteristics of time series data. When dealing with multidimensional data, correlation between variables should be considered. Existing methods such as probability and linear base, distance base, etc. are degraded due to limitations called the curse of dimensions. In addition, time series data is preprocessed by applying sliding window technique and time series decomposition for self-correlation analysis. These techniques are the cause of increasing the dimension of data, so it is necessary to supplement them. The anomaly detection field is an old research field, and statistical methods and regression analysis were used in the early days. Currently, there are active studies to apply machine learning and artificial neural network technology to this field. Statistically based methods are difficult to apply when data is non-homogeneous, and do not detect local outliers well. The regression analysis method compares the predictive value and the actual value after learning the regression formula based on the parametric statistics and it detects abnormality. Anomaly detection using regression analysis has the disadvantage that the performance is lowered when the model is not solid and the noise or outliers of the data are included. There is a restriction that learning data with noise or outliers should be used. The autoencoder using artificial neural networks is learned to output as similar as possible to input data. It has many advantages compared to existing probability and linear model, cluster analysis, and map learning. It can be applied to data that does not satisfy probability distribution or linear assumption. In addition, it is possible to learn non-mapping without label data for teaching. However, there is a limitation of local outlier identification of multidimensional data in anomaly detection, and there is a problem that the dimension of data is greatly increased due to the characteristics of time series data. In this study, we propose a CMAE (Conditional Multimodal Autoencoder) that enhances the performance of anomaly detection by considering local outliers and time series characteristics. First, we applied Multimodal Autoencoder (MAE) to improve the limitations of local outlier identification of multidimensional data. Multimodals are commonly used to learn different types of inputs, such as voice and image. The different modal shares the bottleneck effect of Autoencoder and it learns correlation. In addition, CAE (Conditional Autoencoder) was used to learn the characteristics of time series data effectively without increasing the dimension of data. In general, conditional input mainly uses category variables, but in this study, time was used as a condition to learn periodicity. The CMAE model proposed in this paper was verified by comparing with the Unimodal Autoencoder (UAE) and Multi-modal Autoencoder (MAE). The restoration performance of Autoencoder for 41 variables was confirmed in the proposed model and the comparison model. The restoration performance is different by variables, and the restoration is normally well operated because the loss value is small for Memory, Disk, and Network modals in all three Autoencoder models. The process modal did not show a significant difference in all three models, and the CPU modal showed excellent performance in CMAE. ROC curve was prepared for the evaluation of anomaly detection performance in the proposed model and the comparison model, and AUC, accuracy, precision, recall, and F1-score were compared. In all indicators, the performance was shown in the order of CMAE, MAE, and AE. Especially, the reproduction rate was 0.9828 for CMAE, which can be confirmed to detect almost most of the abnormalities. The accuracy of the model was also improved and 87.12%, and the F1-score was 0.8883, which is considered to be suitable for anomaly detection. In practical aspect, the proposed model has an additional advantage in addition to performance improvement. The use of techniques such as time series decomposition and sliding windows has the disadvantage of managing unnecessary procedures; and their dimensional increase can cause a decrease in the computational speed in inference.The proposed model has characteristics that are easy to apply to practical tasks such as inference speed and model management.