• Title/Summary/Keyword: conjugate prior

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Application of Conjugate Distribution using Deductive and Inductive Reasoning in Quality and Reliability Tools (품질 및 신뢰성 기법에서 연역 및 귀납 추론에 의한 Conjugate 분포의 적용)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2010.11a
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    • pp.27-33
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    • 2010
  • The paper proposes the guidelines of application and interpretation for quality and reliability methodologies using deductive or inductive reasoning. The research also reviews Bayesian quality and reliability tools by deductive prior function and inductive posterior function.

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A Study on Poisson-lognormal Model (포아송-로그정규분포 모형에 관한 연구)

  • 김용철
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.189-196
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    • 2000
  • Conjugate prior density families were motivated by considerations of tractability in implementing the Bayesian paradigm. But we consider problem that the conjugate prior p($\Theta$) cannot be used in restriction of the parameter $\Theta$. This article considers the nonconjugate prior problem of hierarchical Poisson model. We demonstrate the use of latent variables for sampling non-standard densities which arise in the context of the Bayesian analysis of non-conjugate by using a Gibbs sampler.

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Bayes Factor for Change-point with Conjugate Prior

  • Chung, Youn-Shik;Dey, Dipak-K.
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.577-588
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    • 1996
  • The Bayes factor provides a possible hierarchical Bayesian approach for studying the change point problems. A hypothesis for testing change versus no change is considered using predictive distributions. When the underlying distribution is in one-parameter exponential family with conjugate priors, Bayes factors are investigated to the hypothesis above. Finally one example is provided .

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Empirical Bayes Estimation of the Binomial and Normal Parameters

  • Hong, Jee-Chang;Inha Jung
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.87-96
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    • 2001
  • We consider the empirical Bayes estimation problems with the binomial and normal components when the prior distributions are unknown but are assumed to be in certain families. There may be the families of all distributions on the parameter space or subfamilies such as the parametric families of conjugate priors. We treat both cases and establish the asymptotic optimality for the corresponding decision procedures.

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Keyword Data Analysis Using Bayesian Conjugate Prior Distribution (베이지안 공액 사전분포를 이용한 키워드 데이터 분석)

  • Jun, Sunghae
    • The Journal of the Korea Contents Association
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    • v.20 no.6
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    • pp.1-8
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    • 2020
  • The use of text data in big data analytics has been increased. So, much research on methods for text data analysis has been performed. In this paper, we study Bayesian learning based on conjugate prior for analyzing keyword data extracted from text big data. Bayesian statistics provides learning process for updating parameters when new data is added to existing data. This is an efficient process in big data environment, because a large amount of data is created and added over time in big data platform. In order to show the performance and applicability of proposed method, we carry out a case study by analyzing the keyword data from real patent document data.

A BAYESIAN APPROACH TO THE IMPERFECT INSPECTION MODEL

  • Park, Choon-Il
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.589-598
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    • 1999
  • Classification errors are included in sampling -with -re-placement model where items are sampled from a Bernoulli process. Bayesian imperfect inspection model is considered. In addition con-jugate prior and predctive densities for imperfect inspection model are obtained.

Bayesian Inference for the Two-Parameter Exponential Models : Type-II Censored Case

  • Sohn, Joong-Kweon;Kim, Heon-Joo
    • Journal of the Korean Statistical Society
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    • v.24 no.2
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    • pp.313-335
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    • 1995
  • Suppose that we have $k(k \geq 2)$ populations (or systems), say $\pi_1, \cdots, \pi_k$, to be tested. Under the type-II censored testing without replacement we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population. Also we compare the perfomances of the proposed Bayes estimators with another estiamtors under the Jeffrey-type noninformative prior distribution.

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Bayes Estimation of Component Steady-State Availability (Component Steady-State Availabilty 의 Bayes 추정)

  • 박춘일
    • Journal of the Korean Institute of Navigation
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    • v.17 no.1
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    • pp.91-98
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    • 1993
  • This paper presents a class of Bayes estimation of component steady-state availability . Throughout this paper, we will denote the mean time between failure and the mean time between repair by MTBF and MTBR respectively. In section 2 , we investigated Bayes estimation of the steady-state availability for noninformative prior density function and in section 3, we compute Bayes estimation for conjugate prior density function.

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Review of Classification Models for Reliability Distributions from the Perspective of Practical Implementation (실무적 적용 관점에서 신뢰성 분포의 유형화 모형의 고찰)

  • Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.13 no.1
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    • pp.195-202
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    • 2011
  • The study interprets each of three classification models based on Bath-Tub Failure Rate (BTFR), Extreme Value Distribution (EVD) and Conjugate Bayesian Distribution (CBD). The classification model based on BTFR is analyzed by three failure patterns of decreasing, constant, or increasing which utilize systematic management strategies for reliability of time. Distribution model based on BTFR is identified using individual factors for each of three corresponding cases. First, in case of using shape parameter, the distribution based on BTFR is analyzed with a factor of component or part number. In case of using scale parameter, the distribution model based on BTFR is analyzed with a factor of time precision. Meanwhile, in case of using location parameter, the distribution model based on BTFR is analyzed with a factor of guarantee time. The classification model based on EVD is assorted into long-tailed distribution, medium-tailed distribution, and short-tailed distribution by the length of right-tail in distribution, and depended on asymptotic reliability property which signifies skewness and kurtosis of distribution curve. Furthermore, the classification model based on CBD is relied upon conjugate distribution relations between prior function, likelihood function and posterior function for dimension reduction and easy tractability under the occasion of Bayesian posterior updating.

Inverse Problem of Determining Unknown Inlet Temperature Profile in Two Phase Laminar Flow in a Parallel Plate Duct by Using Regularization Method (조정법을 이용한 덕트 내의 이상 층류 유동에 대한 입구 온도분포 역해석)

  • Hong, Yun-Ky;Baek, Seung-Wook
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.28 no.9
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    • pp.1124-1132
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    • 2004
  • The inverse problem of determining unknown inlet temperature in thermally developing, hydrodynamically developed two phase laminar flow in a parallel plate duct is considered. The inlet temperature profile is determined by measuring temperature in the flow field. No prior information is needed for the functional form of the inlet temperature profile. The inverse convection problem is solved by minimizing the objective function with regularization method. The conjugate gradient method as iterative method and the Tikhonov regularization method are employed. The effects of the functional form of inlet temperature, the number of measurement points and the measurement errors are investigated. The accuracy and efficiency of these two methods are compared and discussed.