• 제목/요약/키워드: informative prior

검색결과 50건 처리시간 0.022초

Application of Principal Component Analysis Prior to Cluster Analysis in the Concept of Informative Variables

  • Chae, Seong-San
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.1057-1068
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    • 2003
  • Results of using principal component analysis prior to cluster analysis are compared with results from applying agglomerative clustering algorithm alone. The retrieval ability of the agglomerative clustering algorithm is improved by using principal components prior to cluster analysis in some situations. On the other hand, the loss in retrieval ability for the agglomerative clustering algorithms decreases, as the number of informative variables increases, where the informative variables are the variables that have distinct information(or, necessary information) compared to other variables.

사전확률분포와 Marcov Chain Monte Carlo법을 이용한 최적보전정책 연구 (Optimal Maintenance Policy Using Non-Informative Prior Distribution and Marcov Chain Monte Carlo Method)

  • 하정랑;박민재
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제17권3호
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    • pp.188-196
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    • 2017
  • Purpose: The purpose of this research is to determine optimal replacement age using non-informative prior information and Bayesian method. Methods: We propose a novel approach using Bayesian method to determine the optimal replacement age in block replacement policy by defining the prior probability with data on failure time and repair time. The Marcov Chain Monte Carlo simulation is used to investigate the asymptotic distribution of posterior parameters. Results: An optimal replacement age of block replacement policy is determined which minimizes cost and nonoperating time when no information on prior distribution of parameters is given. Conclusion: We find the posterior distribution of parameters when lack of information on prior distribution, so that the optimal replacement age which minimizes the total cost and maximizes the total values is determined.

Bayesian Statistical Modeling of System Energy Saving Effectiveness for MAC Protocols of Wireless Sensor Networks: The Case of Non-Informative Prior Knowledge

  • Kim, Myong-Hee;Park, Man-Gon
    • 한국멀티미디어학회논문지
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    • 제13권6호
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    • pp.890-900
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    • 2010
  • The Bayesian networks methods provide an efficient tool for performing information fusion and decision making under conditions of uncertainty. This paper proposes Bayes estimators for the system effectiveness in energy saving of the wireless sensor networks by use of the Bayesian method under the non-informative prior knowledge about means of active and sleep times based on time frames of sensor nodes in a wireless sensor network. And then, we conduct a case study on some Bayesian estimation models for the system energy saving effectiveness of a wireless sensor network, and evaluate and compare the performance of proposed Bayesian estimates of the system effectiveness in energy saving of the wireless sensor network. In the case study, we have recognized that the proposed Bayesian system energy saving effectiveness estimators are excellent to adapt in evaluation of energy efficiency using non-informative prior knowledge from previous experience with robustness according to given values of parameters.

A Study on Bayesian p-values

  • Hwnag, Hyungtae;Oh, Heejung
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.725-732
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    • 2002
  • P-values are often perceived as measurements of degree of compatibility between the current data and the hypothesized model. In this paper, a new concept of Bayesian p-values is proposed and studied under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical p-values in the sense of using the concept of significance level. The performances of the proposed Bayesian p-values are compared with those of the classical p-values through several examples.

A Bayesian Hypothesis Testing Procedure Possessing the Concept of Significance Level

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.787-795
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    • 2001
  • In this paper, Bayesian hypothesis testing procedures are proposed under the non-informative prior distributions, which can be thought as the Bayesian counterparts of the classical ones in the sense of using the concept of significance level. The performances of proposed procedures are compared with those of classical procedures through several examples.

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A Study on the Role of Pivots in Bayesian Statistics

  • Hwang, Hyungtae
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.221-227
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    • 2002
  • The concept of pivot has been widely used in various classical inferences. In this paper, it is proved by use of pivotal quantities that the Bayesian inferences can be arrived at the same results of classical inferences for the location-scale parameters models under the assumption of non-informative prior distributions. Some theorems are proposed in which the posterior distribution and the sampling distribution of a pivotal quantity coincide. The theorems are applied illustratively to some statistical models.

Bayesian estimation for the exponential distribution based on generalized multiply Type-II hybrid censoring

  • Jeon, Young Eun;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
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    • 제27권4호
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    • pp.413-430
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    • 2020
  • The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

Bayesian approach for prediction of primary water stress corrosion cracking in Alloy 690 steam generator tubing

  • Falaakh, Dayu Fajrul;Bahn, Chi Bum
    • Nuclear Engineering and Technology
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    • 제54권9호
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    • pp.3225-3234
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    • 2022
  • Alloy 690 tubing has been shown to be highly resistant to primary water stress corrosion cracking (PWSCC). Nevertheless, predicting the failure by PWSCC in Alloy 690 SG tubes is indispensable. In this work, a Bayesian-based statistical approach is proposed to predict the occurrence of failure by PWSCC in Alloy 690 SG tubing. The prior distributions of the model parameters are developed based on the prior knowledge or information regarding the parameters. Since Alloy 690 is a replacement for Alloy 600, the parameter distributions of Alloy 600 tubing are used to gain prior information about the parameters of Alloy 690 tubing. In addition to estimating the model parameters, analysis of tubing reliability is also performed. Since no PWSCC has been observed in Alloy 690 tubing, only right-censored free-failure life of the tubing are available. Apparently the inference is sensitive to the choice of prior distribution when only right-censored data exist. Thus, one must be careful in choosing the prior distributions for the model parameters. It is found that the use of non-informative prior distribution yields unsatisfactory results, and strongly informative prior distribution will greatly influence the inference, especially when it is considerably optimistic relative to the observed data.

Bayesian 추계학적 신뢰도 기법을 이용한 소양강댐 퇴사용량 감소의 불확실성 분석 (Identification of Uncertainty on the Reduction of Dead Storage in Soyang Dam Using Bayesian Stochastic Reliability Analysis)

  • 이철응;김상욱
    • 한국수자원학회논문집
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    • 제46권3호
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    • pp.315-326
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    • 2013
  • 저수지 내 퇴적과정으로 의한 저수용량 감소에 대한 효율적 관리의 중요성에도 불구하고, 불확실성을 포함하는 확률론적 관점의 신뢰도 분석이론을 활용한 저수용량 감소에 관한 연구는 많지 않다. 본 연구에서는 신뢰도 분석모형의 하나인 추계학적 감마 과정(stochastic gamma process)을 이용하고 개발된 모형을 소양강댐에서 적용하여 향후 발생될 수 있는 저수용량의 감소를 불확실성 측면에서 분석하였다. 특히 불확실성을 분석하기 위하여 정보적 사전분포(informative prior distribution)를 이용한 Bayesian MCMC 기법을 사용하여 추계학적 감마 과정의 모수(parameter)를 추정하였다. 구축된 정보적 사전분포를 적용한 결과사전분포의 불확실성에 비해 사후분포의 불확실성이 상당히 감소되어져 정보적 사전분포의 효과를 확인할 수 있었으며, 소양강댐 퇴사용량의 기대수명은(expected life time)은 5%유의수준에서 119.3년부터 183.5년의 불확실성을 나타내는 것으로 분석되었다. 이와 같은 연구는 저수용량의 감소에 관한 불확실성 측면의 정보를 신뢰도 분석결과와 함께 제공할 수 있으므로, 향후 퇴적과정으로 인한 저수지의 유지관리계획을 수립함에 있어 댐관리자 등에게 효과적으로 활용될 수 있을 것으로 판단된다.

Bayes Prediction Density in Linear Models

  • Kim, S.H.
    • Communications for Statistical Applications and Methods
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    • 제8권3호
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    • pp.797-803
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    • 2001
  • This paper obtained Bayes prediction density for the spatial linear model with non-informative prior. It showed the results that predictive inferences is completely unaffected by departures from the normality assumption in the direction of the elliptical family and the structure of prediction density is unchanged by more than one additional future observations.

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