• Title/Summary/Keyword: hierarchical Bayesian

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A Fusion of the Period Characterized and Hierarchical Bayesian Techniques for Efficient Cluster Analysis of Time Series Data (시계열자료의 효율적 군집분석을 위한 구간특징화와 계층적 베이지안 기법의 융합)

  • Jung, Young-Ae;Jeon, Jin-Ho
    • Journal of Digital Convergence
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    • v.13 no.7
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    • pp.169-175
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    • 2015
  • An effective way to understand the dynamic and time series that follows the passage of time, as valuation is to establish a model to analyze the phenomena of the system. Model of the decision process is efficient clustering information of the total mass of the time series data of the relevant population been collected in a particular number of sub-groups than to look at all a time to an understand of the overall data through each community-specific model determination. In this study, a sub-grouping of the group and the first of the two process model of each cluster by determining, in the following in sub-population characterized by a fusion with heuristic Bayesian clustering techniques proposed a process which can reduce calculation time and cost was confirmed by experiments using actual effectiveness valuation.

Small area estimation of the insurance benefit for customer segmentations (고객집단별 보험금에 대한 소지역 추정)

  • Kim, Yeong-Hwa;Kim, Ki-Su
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.77-87
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    • 2009
  • Bayesian methods have been focused in recent years for solving small area estimation problems. In this paper, the hierarchical Bayes procedure is implemented via MCMC techniques and compared with the results of One-way, GLM-Normal, and GLM-Gamma cases by analyzing real data of insurance benefit for customer segmentations. After analyzing insurance benefit real data for customer segmentations, we can conclude that the insurance benefit estimator through the small area estimation is more efficient than the estimators by other methods. In addition, we found that the small area estimation gave accurate estimation result for the small number domains.

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Prediction of extreme rainfall with a generalized extreme value distribution (일반화 극단 분포를 이용한 강우량 예측)

  • Sung, Yong Kyu;Sohn, Joong K.
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.857-865
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    • 2013
  • Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.

DISPARITY ESTIMATION/COMPENSATION OF MULTIPLE BASELINED STEREOGRAM USING MAXIMUM A POSTERIORI ALGORITHM

  • Sang-Hwa;Park, Jong-Il;Lee, Choong-Woong
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 1999.06a
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    • pp.49-56
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    • 1999
  • In this paper, the general formula of disparity estimation based on Bayesian Maximum A Posteriori (MAP) algorithm is derived. The generalized formula is implemented with the plane configuration model and applied to multiple baselined stereograms. The probabilistic plane configuration model consists of independence and similarity among the neighboring disparities in the configuration. The independence probabilistic model reduces the computation and guarantees the discontinuity at the object boundary region. The similarity model preserves the continuity or the high correlation of disparity distribution. In addition, we propose a hierarchical scheme of disparity compensation in the application to multiple-view stereo images. According to the experiments, the derived formula and the proposed estimation algorithm outperformed other ones. The proposed probabilistic models are reasonable and approximate the pure joint probability distribution very well with decreasing the computations to O(n(D)) from O(n(D)4) of the generalized formula. And, the hierarchical scheme of disparity compensation with multiple-view stereos improves the performance without any additional overhead to the decoder.

A Bayesian GLM Model Based Regional Frequency Analysis Using Scaling Properties of Extreme Rainfalls (극치자료계열의 Scaling 특성과 Bayesian GLM Model을 이용한 지역빈도해석)

  • Kim, Jin-Young;Kwon, Hyun-Han;Lee, Byung-Suk
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.37 no.1
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    • pp.29-41
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    • 2017
  • Design rainfalls are one of the most important hydrologic data for river management, hydraulic structure design and risk analysis. The design rainfalls are first estimated by a point frequency analysis and the IDF (intensity-duration-frequency) curve is then constructed by a nonlinear regression to either interpolate or extrapolate the design rainfalls for other durations which are not used in the frequency analysis. It has been widely recognised that the more reliable approaches are required to better account for uncertainties associated with the model parameters under circumstances where limited hydrologic data are available for the watershed of interest. For these reasons, this study developed a hierarchical Bayesian based GLM (generalized linear model) for a regional frequency analysis in conjunction with a scaling function of the parameters in probability distribution. The proposed model provided a reliable estimation of a set of parameters for each individual station, as well as offered a regional estimate of the parameters, which allow us to have a regional IDF curve. Overall, we expected the proposed model can be used for different aspects of water resources planning at various stages and in addition for the ungaged basin.

Genetic Diversity and Population Genetic Structure of Exochorda serratifolia in South Korea (가침박달 집단의 유전다양성 및 유전구조 분석)

  • Hong, Kyung Nak;Lee, Jei Wan;Kang, Jin Taek
    • Journal of Korean Society of Forest Science
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    • v.102 no.1
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    • pp.122-128
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    • 2013
  • Genetic diversity and population genetic structure were estimated in nine natural populations of Exochorda serratifolia in South Korea using ISSR marker system. Average of polymorphic loci per primer was 5.8 (S.D.=2.32) and percentage of polymorphic loci per population was 78.7% with total 35 loci from 6 ISSR primers. In AMOVA, 27.8% of total genetic variation came from genetic difference among populations and 72.2% was resulted from difference among individual trees within populations. Genetic differentiations by Bayesian inference were 0.249 of ${\theta}^{11}$ and 0.227 of $G_{ST}$. Inbreeding coefficient for total populations was 0.412. There was significant correlation between genetic distance and geographic distance among populations. On the results of Bayesian cluster analysis, nine populations were assigned into three groups. The first group included 5 populations, and the second and the third had two populations per group, respectively. These three regions could explain 10.0% of total genetic variation from hierarchical AMOVA, and the levels of among-population and among-individual were explained 19.7% and 70.3%, respectively. The geographic distribution of populations following the three Bayesian clusters could be explained with mountain range as Baekdudaegan which is the main chain of mountains in Korea. The mountains as the physical barrier might hamper gene flow in the pearlbush. So when protected areas are designated for conservation of this species, we should consider those three regions into considerations and would better to choose at least one population per region.

Korean Welfare Panel Data: A Computational Bayesian Method for Ordered Probit Random Effects Models

  • Lee, Hyejin;Kyung, Minjung
    • Communications for Statistical Applications and Methods
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    • v.21 no.1
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    • pp.45-60
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    • 2014
  • We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.

A mixed-initiative conversational agent using hierarchical Bayesian networks for ubiquitous home environments (유비쿼터스 가정환경을 위한 계층적 베이지안 네트워크 기반 상호주도형 대화 에이전트)

  • Song In-Jee;Hong Jin-Hyuk;Cho Sung-Bae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2005.11a
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    • pp.157-160
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    • 2005
  • 유비쿼터스 환경에서 다양한 서비스를 사용자에게 제공하기 위해 지능형 에이전트는 먼저 사용자의 의도를 정확히 파악해야 한다. 명령어 기반의 기존 사용자 인터페이스와는 달리, 대화는 인간과 에이전트 사이의 유연하고 풍부한 의사소통에 유용하지만, 사용자의 배경지식이나 대화의 문맥에 따라 그 표현이 매우 다양하기 때문에 본 논문에서는 '상호주도형' 의사소통을 위한 계층적 베이지안 네트워크를 이용하여 사용자와 에이전트 사이에 발생하는 대화의 모호성을 해결한다. 서비스 추론 시 정보가 부족할 경우에는 계층적 베이지안 네트워크를 이용하여 추가로 필요한 정보를 분석하고 사용자로부터 수집한다. 제안하는 방법을 유비쿼터스 가정환경에 적용하고 시뮬레이션 환경을 구축하여 그 유용성을 확인하였다.

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Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1241-1247
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    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

Sampling Based Approach for Combining Results from Binomial Experiments

  • Cho, Jang-Sik;Kim, Dal-Ho;Kang, Sang-Gil
    • 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.

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