• Title/Summary/Keyword: hierarchical Bayesian

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Multi-dimension Categorical Data with Bayesian Network (베이지안 네트워크를 이용한 다차원 범주형 분석)

  • Kim, Yong-Chul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.2
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    • pp.169-174
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    • 2018
  • In general, the methods of the analysis of variance(ANOVA) for the continuous data and the chi-square test for the discrete data are used for statistical analysis of the effect and the association. In multidimensional data, analysis of hierarchical structure is required and statistical linear model is adopted. The structure of the linear model requires the normality of the data. A multidimensional categorical data analysis methods are used for causal relations, interactions, and correlation analysis. In this paper, Bayesian network model using probability distribution is proposed to reduce analysis procedure and analyze interactions and causal relationships in categorical data analysis.

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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Probabilistic assessment on the basis of interval data

  • Thacker, Ben H.;Huyse, Luc J.
    • Structural Engineering and Mechanics
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    • v.25 no.3
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    • pp.331-345
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    • 2007
  • Uncertainties enter a complex analysis from a variety of sources: variability, lack of data, human errors, model simplification and lack of understanding of the underlying physics. However, for many important engineering applications insufficient data are available to justify the choice of a particular probability density function (PDF). Sometimes the only data available are in the form of interval estimates which represent, often conflicting, expert opinion. In this paper we demonstrate that Bayesian estimation techniques can successfully be used in applications where only vague interval measurements are available. The proposed approach is intended to fit within a probabilistic framework, which is established and widely accepted. To circumvent the problem of selecting a specific PDF when only little or vague data are available, a hierarchical model of a continuous family of PDF's is used. The classical Bayesian estimation methods are expanded to make use of imprecise interval data. Each of the expert opinions (interval data) are interpreted as random interval samples of a parent PDF. Consequently, a partial conflict between experts is automatically accounted for through the likelihood function.

Bayesian Hierachical Model using Gibbs Sampler Method: Field Mice Example (깁스 표본 기법을 이용한 베이지안 계층적 모형: 야생쥐의 예)

  • Song, Jae-Kee;Lee, Gun-Hee;Ha, Il-Do
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.247-256
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    • 1996
  • In this paper, we applied bayesian hierarchical model to analyze the field mice example introduced by Demster et al.(1981). For this example, we use Gibbs sampler method to provide the posterior mean and compared it with LSE(Least Square Estimator) and MLR(Maximum Likelihood estimator with Random effect) via the EM algorithm.

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Bayes tests of independence 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.28 no.1
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    • pp.207-215
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    • 2017
  • In this paper we study pooling effects in Bayesian testing procedures of independence for contingency tables from small areas. In small area estimation setup, we typically use a hierarchical Bayesian model for borrowing strength across small areas. This techniques of borrowing strength in small area estimation is used to construct a Bayes test of independence for contingency tables from small areas. In specific, we consider the methods of direct or indirect pooling in multinomial models through Dirichlet priors. We use the Bayes factor (or equivalently the ratio of the marginal likelihoods) to construct the Bayes test, and the marginal density is obtained by integrating the joint density function over all parameters. The Bayes test is computed by performing a Monte Carlo integration based on the method proposed by Nandram and Kim (2002).

A Finite Mixture Model for Gene Expression and Methylation Pro les in a Bayesian Framewor

  • Jeong, Jae-Sik
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.609-622
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    • 2011
  • The pattern of methylation draws significant attention from cancer researchers because it is believed that DNA methylation and gene expression have a causal relationship. As the interest in the role of methylation patterns in cancer studies (especially drug resistant cancers) increases, many studies have been done investigating the association between gene expression and methylation. However, a model-based approach is still in urgent need. We developed a finite mixture model in the Bayesian framework to find a possible relationship between gene expression and methylation. For inference, we employ Expectation-Maximization(EM) algorithm to deal with latent (unobserved) variable, producing estimates of parameters in the model. Then we validated our model through simulation study and then applied the method to real data: wild type and hydroxytamoxifen(OHT) resistant MCF7 breast cancer cell lines.

Bayesian Nonstationary Flood Frequency Analysis Using Climate Information

  • Moon, Young-Il;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1441-1444
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    • 2007
  • It is now widely acknowledged that climate variability modifies the frequency spectrum of hydrological extreme events. Traditional hydrological frequency analysis methodologies are not devised to account for nonstationarity that arises due to variation in exogenous factors of the causal structure. We use Hierarchical Bayesian Analysis to consider the exogenous factors that can influence on the frequency of extreme floods. The sea surface temperatures, predicted GCM precipitation, climate indices and snow pack are considered as potential predictors of flood risk. The parameters of the model are estimated using a Markov Chain Monte Carlo (MCMC) algorithm. The predictors are compared in terms of the resulting posterior distributions of the parameters associated with estimated flood frequency distributions.

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A Bayesian Method for Narrowing the Scope of Variable Selection in Binary Response Logistic Regression

  • Kim, Hea-Jung;Lee, Ae-Kyung
    • Journal of Korean Society for Quality Management
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    • v.26 no.1
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    • pp.143-160
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    • 1998
  • This article is concerned with the selection of subsets of predictor variables to be included in bulding the binary response logistic regression model. It is based on a Bayesian aproach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the logistic regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. It is done by use of the fact that cdf of logistic distribution is a, pp.oximately equivalent to that of $t_{(8)}$/.634 distribution. The a, pp.opriate posterior probability of each subset of predictor variables is obtained by the Gibbs sampler, which samples indirectly from the multinomial posterior distribution on the set of possible subset choices. Thus, in this procedure, the most promising subset of predictors can be identified as that with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.

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A spatial heterogeneity mixed model with skew-elliptical distributions

  • Farzammehr, Mohadeseh Alsadat;McLachlan, Geoffrey J.
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.373-391
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    • 2022
  • The distribution of observations in most econometric studies with spatial heterogeneity is skewed. Usually, a single transformation of the data is used to approximate normality and to model the transformed data with a normal assumption. This assumption is however not always appropriate due to the fact that panel data often exhibit non-normal characteristics. In this work, the normality assumption is relaxed in spatial mixed models, allowing for spatial heterogeneity. An inference procedure based on Bayesian mixed modeling is carried out with a multivariate skew-elliptical distribution, which includes the skew-t, skew-normal, student-t, and normal distributions as special cases. The methodology is illustrated through a simulation study and according to the empirical literature, we fit our models to non-life insurance consumption observed between 1998 and 2002 across a spatial panel of 103 Italian provinces in order to determine its determinants. Analyzing the posterior distribution of some parameters and comparing various model comparison criteria indicate the proposed model to be superior to conventional ones.

An analysis of the potential impact of various ozone regulatory standards on mortality

  • Kim, Yong-Ku
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.1
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    • pp.125-136
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    • 2011
  • Ground-level ozone, an air pollutant that is monitored by the Environmental Protection Agency (EPA), damages human health by irritating the respiratory system, reducing lung function, damaging lung cells, and aggravating asthma and other chronic conditions. In March 2008, the EPA strengthened ozone standards by lowering acceptable limits from 84 parts per billion to 75 parts per billion. Here epidemiologic data is used to study the effects of ozone regulation on human health and assessed how various regulatory standards for ozone may affect nonaccidental mortality, including respiratory-related deaths during ozone season. The assessment uses statistical methods based on hierarchical Bayesian models to predict the potential effects of the different regulatory standards. It also analyzes the variability of the results and ho they are impacted by different modeling assumptions. We focused on the technical an statistical approach to assessing relationship between new ozone regulations and mortality while other researches have detailed the relationship between ozone and human mortality. We shows a statistical correlation between ozone regulations and mortality, with lower limits of acceptable ozone linked to a decrease in deaths, and projects that mortality is expected to decrease by reducing ozone regulatory standards.