• Communications for Statistical Applications and Methods
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• v.31 no.3
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• pp.323-336
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• 2024

The accurate forecasting of insurance claims is a critical component for insurers' risk management decisions. Hierarchical Bayesian parametric (BP) models can be used for health insurance claims forecasting, but they are unsatisfactory to describe the claims distribution. Therefore, Bayesian nonparametric (BNP) models can be a more suitable alternative to deal with the complex characteristics of the health insurance claims distribution, including heavy tails, skewness, and multimodality. In this study, we apply both a BP model and a BNP model to predict group health claims using simulated and real-world data for a private life insurer in Indonesia. The findings show that the BNP model outperforms the BP model in terms of claims prediction accuracy. Furthermore, our analysis highlights the flexibility and robustness of BNP models in handling diverse data structures in health insurance claims.

• Journal of KIISE:Software and Applications
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• v.33 no.10
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• pp.877-885
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• 2006

Recently it is proposed that the Bayesian networks used as conversational agent for topic inference is useful but the Bayesian networks require much time to model, and the Bayesian networks also have to be modified when the scripts, the database for conversation, are added or modified and this hinders the scalability of the agent. This paper presents a method to improve the scalability of the agent by constructing the Bayesian network from scripts automatically. The proposed method is to model the structure of Bayesian networks hierarchically and to utilize Noisy-OR gate to form the conditional probability distribution table (CPT). Experimental results with ten subjects confirm the usefulness of the proposed method.

• The Korean Journal of Applied Statistics
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• v.26 no.3
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• pp.453-470
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• 2013

In this paper, we consider a Bayesian analysis of the dose-effect relationship of cadmium to evaluate a benchmark dose(BMD). For this purpose, two dose-response curves commonly used in the toxicity study are fitted based on Bayesian methods to the data collected from the scientific literature on cadmium toxicity. Specifically, Bayesian meta-analysis and hierarchical modeling build an overall dose-effect relationship that use a piecewise linear model and Hill model, where the inter-study heterogeneity and inter-individual variability of dose and effect such as gender, age and ethnicity are accounted. Estimation of the unknown parameters is made by using a Markov chain Monte Carlo algorithm based user-friendly software WinBUGS. Benchmark dose estimates are evaluated for various cut-offs and compared with different tested subpopulations with with gender, age and ethnicity based on these two Bayesian hierarchical models.

• Proceedings of the Korea Water Resources Association Conference
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• 2019.05a
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• pp.312-312
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• 2019

지구온난화로 인하여 기상학적 변동성 증가 및 수질, 수자원, 생태계 등의 다양한 영역에 영향을 야기하고 있으며, 이를 통한 피해가 전 세계적으로 증가하고 있는 추세이다. 이에 본 연구에서는 최근 다양한 분야에서 수문학적 빈도에 영향을 미친다고 알려진 AO(Arctic Oscillation), NAO(North Atlantic Oscillation), ENSO(El $Ni{\tilde{n}}o$-Southern Oscillation), PDO(Pacific Decadal Oscillation), MJO(Madden-Julian Oscillation)등의 외부인자중 SST, MJO를 활용하여 계절단위의 수문량 정도에서 기상학적 변량과 관측유역 강수량의 관계를 정립하고 발생 가능한 24시간 지속시간 극치강수량을 모의하였다. 이를 위하여 Bayesian 통계기법을 이용한 비정상성 빈도해석모형을 근간으로 외부 기상인자에 의한 계절강수량 예측모형인 계층적 베이지안 네트워크(Hierarchical Bayesian Network, HBN)를 구축한 후 산정된 결과를 입력 자료로 하여 직접적으로 일단위 이하의 극치강수량을 상세화 시킬 수 있는 베타 모델(four parameter beta, 4PB)을 연계한 계층적 베이지안 네트워크 베타모델(Hierarchical Bayesian Network-4beta Model, HBN4BM)을 개발하여 기상변동성을 고려한 상세화 모형을 개발하였다. 여름강수량 산정 결과 한강 유역의 경우 2016년은 관측값 573.85mm, 모의 값 567.15mm를 나타내어 약 1.2%의 오차를 나타냈으며, 2017년 및 2018년은 4.5%, 6.8%의 오차에서 모의가 이루어졌다. 금강의 경우 2016년은 다른 연도에 비하여 35.2%라는 큰 오차를 보였지만 불확실성 구간에서 모의가 이루어 졌으며, 2017년 및 2018년은 0.3%, 2.1%의 작은 오차가 발생하였다. 24시간 모의 결과는 최소 0.7%에서 최대 27.1%의 오차를 나타냈으며, 평균적으로 16.4%의 오차 결과가 모의되어 모형의 신뢰성을 확인하였다.

• Journal of KIISE:Software and Applications
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• v.36 no.12
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• pp.1028-1033
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• 2009

This paper presents a real-time hand gesture recognition approach for controlling a computer. We define hand gestures as continuous hand postures and their movements for easy expression of various gestures and propose a Two-layered Bayesian Network (TBN) to recognize those gestures. The proposed method can compensate an incorrectly recognized hand posture and its location via the preceding and following information. In order to vertify the usefulness of the proposed method, we implemented a Virtual Mouse interface, the gesture-based interface of a physical mouse device. In experiments, the proposed method showed a recognition rate of 94.8% and 88.1% for a simple and cluttered background, respectively. This outperforms the previous HMM-based method, which had results of 92.4% and 83.3%, respectively, under the same conditions.

• Communications for Statistical Applications and Methods
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• v.29 no.5
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• pp.547-559
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• 2022

For a chi-squared test, which is a statistical method used to test the independence of a contingency table of two factors, the expected frequency of each cell must be greater than 5. The percentage of cells with an expected frequency below 5 must be less than 20% of all cells. However, there are many cases in which the regional expected frequency is below 5 in general small area studies. Even in large-scale surveys, it is difficult to forecast the expected frequency to be greater than 5 when there is small area estimation with subgroup analysis. Another statistical method to test independence is to use the Bayes factor, but since there is a high ratio of data dependency due to the nature of the Bayesian approach, the low expected frequency tends to decrease the precision of the test results. To overcome these limitations, we will borrow information from areas with similar characteristics and pool the data statistically to propose a pooled Bayes test of independence in target areas. Jo et al. (2021) suggested hierarchical Bayesian pooling models for small area estimation of categorical data, and we will introduce the pooled Bayes factors calculated by expanding their restricted pooling model. We applied the pooled Bayes factors using bone mineral density and body mass index data from the Third National Health and Nutrition Examination Survey conducted in the United States and compared them with chi-squared tests often used in tests of independence.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2005.05a
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• pp.798-805
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• 2005

Estimating the effects of price increase on a company's sales is important task faced by managers. If consumer has prior information on price increase or expect it, there would be stockpiling and subsequent drops in sales. In addition, consumer can suppress demand in the short run. Above factors make the sales dynamic and unstable. We develop a time series model to evaluate the sales patterns with stockpiling and short term suppression of demand and also propose a forecasting procedure. For estimation, we use panel data and extend the model to Bayesian hierarchical structure. By borrowing strength across cross-sectional units, this estimation scheme gives more robust and reasonable result than one from the individual estimation. Furthermore, the proposed scheme yields improved predictive power in the forecasting of hold-out sample periods.

• Journal of the Korean Statistical Society
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• v.29 no.4
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• pp.407-422
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• 2000

This article is concerned with the selecting predictor variables to be included in building a class of binary response t-link regression models where both probit and logistic regression models can e approximately taken as members of the class. It is based on a modification of the stochastic search variable selection method(SSVS), intended to propose and develop a Bayesian procedure that used probabilistic considerations for selecting promising subsets of predictor variables. The procedure reformulates the binary response t-link regression setup in a hierarchical truncated normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. In this setup, the most promising subset of predictors can be identified as that with highest posterior probability in the marginal posterior distribution of the hyperparameters. To highlight the merit of the procedure, an illustrative numerical example is given.

• Journal of the Korean Statistical Society
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• v.32 no.4
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• pp.425-448
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• 2003

Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. We consider hierarchical models including selection models under a skewed heavy tailed error distribution proposed originally by Chen et al. (1999) and Branco and Dey (2001). These rich classes of models combine the information of independent studies, allowing investigation of variability both between and within studies, and incorporate weight function. Here, the testing for the skewness parameter is discussed. The score test statistic for such a test can be shown to be expressed as the posterior expectations. Also, we consider the detail computational scheme under skewed normal and skewed Student-t distribution using MCMC method. Finally, we introduce one example from Johnson (1993)'s real data and apply our proposed methodology. We investigate sensitivity of our results under different skewed errors and under different prior distributions.

• Journal of the Korean Statistical Society
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• v.28 no.2
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• pp.167-182
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• 1999

This article is concerned with the selection of subsets of predictor variables to be included in building the binary response probit regression model. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting promising subsets. This procedure reformulates the probit regression setup in a hierarchical normal mixture model by introducing a set of hyperparameters that will be used to identify subset choices. The appropriate posterior probability of each subset of predictor variables is obtained through 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 the one with highest posterior probability. To highlight the merit of this procedure a couple of illustrative numerical examples are given.