• Journal of the Korean Statistical Society
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• v.31 no.1
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• pp.93-107
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• 2002

Random effects generalised linear models are useful for analysing clustered count data in which responses are usually correlated. We propose a Bayesian approach to parameter estimation and variable selection in random effects generalised linear models for count data. A simple Gibbs sampling algorithm for parameter estimation is presented and a simple and efficient variable selection is done by using the Gibbs outputs. An illustrative example is provided.

• Journal of the Korean Data and Information Science Society
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• v.24 no.4
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• pp.885-893
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• 2013

This paper considers Bayes estimations of the small area means under Fay-Herriot model with measurement errors. We provide empirical Bayes predictors of small area means with the corresponding jackknifed mean squared prediction errors. Also we obtain hierarchical Bayes predictors and the corresponding posterior standard deviations using Gibbs sampling. Numerical studies are provided to illustrate our methods and compare their eciencies.

• Journal of applied mathematics & informatics
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• v.8 no.1
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• pp.243-252
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• 2001

The points of failure of a decomposition process are defined to be the union of the points of failure from two component point processes for software reliability systems. Because sampling from the likelihood function of the decomposition model is difficulty, Gibbs Sampler can be applied in a straightforward manner. A Markov Chain Monte Carlo method with data augmentation is developed to compute the features of the posterior distribution. For model determination, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. A numerical example with a simulated data set is given.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.457-480
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• 2017

We develop a random partition procedure based on a Dirichlet process prior with Laplace distribution. Gibbs sampling of a Laplace mixture of linear mixed regressions with a Dirichlet process is implemented as a random partition model when the number of clusters is unknown. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities, unlike its counterparts. A full Gibbs-sampling algorithm is developed for an efficient Markov chain Monte Carlo posterior computation. The proposed method is illustrated with simulated data and one real data of the energy efficiency of Tsanas and Xifara (Energy and Buildings, 49, 560-567, 2012).

• Journal of the Korean Statistical Society
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• v.34 no.2
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• pp.85-98
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• 2005

A Bayesian analysis for the product of different powers of k independent Poisson rates, written ${\theta}$, is developed. This is done by considering a prior for ${\theta}$ that satisfies the differential equation due to Tibshirani and induces a proper posterior distribution. The Gibbs sampling procedure utilizing the rejection method is suggested for the posterior inference of ${\theta}$. The procedure is straightforward to specify distributionally and to implement computationally, with output readily adapted for required inference summaries. A salient feature of the procedure is that it provides a unified method for inferencing ${\theta}$ with any type of powers, and hence it solves all the existing problems (in inferencing ${\theta}$) simultaneously in a completely satisfactory way, at least within the Bayesian framework. In two examples, practical applications of the procedure is described.

• Journal of the Korean Data and Information Science Society
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• v.12 no.1
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• pp.1-9
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• 2001

In this paper, the problem of information related to I binomial experiments, each having a distinct probability of success ${\theta}_i$, i = 1,2, $\cdots$, I, is considered. Instead of using a standard exchangeable prior for ${\theta}\;=\;({\theta}_1,\;{\theta}_2,\;{\cdots},\;{\theta}_I)$, we con-sider a partition of the experiments and take the ${\theta}_i$'s belonging to the same partition subset to be exchangeable and the ${\theta}_i$'s belonging to distinct subsets to be independent. And we perform Gibbs sampler approach for Bayesian inference on $\theta$ conditional on a partition. Also we illustrate the methodology with a real data.

• Journal of Korea Multimedia Society
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• v.23 no.4
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• pp.595-602
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• 2020

We propose a generative probabilistic model with Dirichlet prior distribution for topic modeling and text similarity analysis. It assigns a topic and calculates text correlation between documents within a corpus. It also provides posterior probabilities that are assigned to each topic of a document based on the prior distribution in the corpus. We then present a Gibbs sampling algorithm for inference about the posterior distribution and compute text correlation among 50 abstracts from the papers published by IEEE. We also conduct a supervised learning to set a benchmark that justifies the performance of the LDA (Latent Dirichlet Allocation). The experiments show that the accuracy for topic assignment to a certain document is 76% for LDA. The results for supervised learning show the accuracy of 61%, the precision of 93% and the f1-score of 96%. A discussion for experimental results indicates a thorough justification based on probabilities, distributions, evaluation metrics and correlation coefficients with respect to topic assignment.

• The Korean Journal of Applied Statistics
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• v.25 no.4
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• pp.641-650
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• 2012

Spatial time series data can be viewed as a set of time series simultaneously collected at a number of spatial locations. This paper studies Bayesian inferences in a spatial time bilinear model with a Gibbs sampling algorithm to overcome problems in the numerical analysis techniques of a spatial time series model. For illustration, the data set of mumps cases reported from the Korea Center for Disease Control and Prevention monthly over the years 2001~2009 are selected for analysis.

• Communications for Statistical Applications and Methods
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• v.23 no.2
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• pp.179-187
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• 2016

The fixed effects panel probit model faces "incidental parameters problem" because it has a property that the number of parameters to be estimated will increase with sample size. The maximum likelihood estimation fails to give a consistent estimator of slope parameter. Unlike the panel regression model, it is not feasible to find an orthogonal reparameterization of fixed effects to get a consistent estimator. In this note, a hierarchical Bayesian model is proposed. The model is essentially equivalent to the frequentist's random effects model, but the individual specific effects are estimable with the help of Gibbs sampling. The Bayesian estimator is shown to reduce reduced the small sample bias. The maximum likelihood estimator in the random effects model is also efficient, which contradicts Green (2004)'s conclusion.

• Journal of the Korean Data and Information Science Society
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• v.10 no.1
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• pp.119-133
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• 1999

A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.