• 제목/요약/키워드: linear Bayes method

검색결과 32건 처리시간 0.019초

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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    • 제23권6호
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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.

A Method of Obtaning Least Squares Estimators of Estimable Functions in Classification Linear Models

  • Kim, Byung-Hwee;Chang, In-Hong;Dong, Kyung-Hwa
    • Journal of the Korean Statistical Society
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    • 제28권2호
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    • pp.183-193
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    • 1999
  • In the problem of estimating estimable functions in classification linear models, we propose a method of obtaining least squares estimators of estimable functions. This method is based on the hierarchical Bayesian approach for estimating a vector of unknown parameters. Also, we verify that estimators obtained by our method are identical to least squares estimators of estimable functions obtained by using either generalized inverses or full rank reparametrization of the models. Some examples are given which illustrate our results.

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Evaluation of Genome Based Estimated Breeding Values for Meat Quality in a Berkshire Population Using High Density Single Nucleotide Polymorphism Chips

  • Baby, S.;Hyeong, K.E.;Lee, Y.M.;Jung, J.H.;Oh, D.Y.;Nam, K.C.;Kim, T.H.;Lee, H.K.;Kim, Jong-Joo
    • Asian-Australasian Journal of Animal Sciences
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    • 제27권11호
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    • pp.1540-1547
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    • 2014
  • The accuracy of genomic estimated breeding values (GEBV) was evaluated for sixteen meat quality traits in a Berkshire population (n = 1,191) that was collected from Dasan breeding farm, Namwon, Korea. The animals were genotyped with the Illumina porcine 62 K single nucleotide polymorphism (SNP) bead chips, in which a set of 36,605 SNPs were available after quality control tests. Two methods were applied to evaluate GEBV accuracies, i.e. genome based linear unbiased prediction method (GBLUP) and Bayes B, using ASREML 3.0 and Gensel 4.0 software, respectively. The traits composed different sets of training (both genotypes and phenotypes) and testing (genotypes only) data. Under the GBLUP model, the GEBV accuracies for the training data ranged from $0.42{\pm}0.08$ for collagen to $0.75{\pm}0.02$ for water holding capacity with an average of $0.65{\pm}0.04$ across all the traits. Under the Bayes B model, the GEBV accuracy ranged from $0.10{\pm}0.14$ for National Pork Producers Council (NPCC) marbling score to $0.76{\pm}0.04$ for drip loss, with an average of $0.49{\pm}0.10$. For the testing samples, the GEBV accuracy had an average of $0.46{\pm}0.10$ under the GBLUP model, ranging from $0.20{\pm}0.18$ for protein to $0.65{\pm}0.06$ for drip loss. Under the Bayes B model, the GEBV accuracy ranged from $0.04{\pm}0.09$ for NPCC marbling score to $0.72{\pm}0.05$ for drip loss with an average of $0.38{\pm}0.13$. The GEBV accuracy increased with the size of the training data and heritability. In general, the GEBV accuracies under the Bayes B model were lower than under the GBLUP model, especially when the training sample size was small. Our results suggest that a much greater training sample size is needed to get better GEBV accuracies for the testing samples.

Comparison of genome-wide association and genomic prediction methods for milk production traits in Korean Holstein cattle

  • Lee, SeokHyun;Dang, ChangGwon;Choy, YunHo;Do, ChangHee;Cho, Kwanghyun;Kim, Jongjoo;Kim, Yousam;Lee, Jungjae
    • Asian-Australasian Journal of Animal Sciences
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    • 제32권7호
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    • pp.913-921
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    • 2019
  • Objective: The objectives of this study were to compare identified informative regions through two genome-wide association study (GWAS) approaches and determine the accuracy and bias of the direct genomic value (DGV) for milk production traits in Korean Holstein cattle, using two genomic prediction approaches: single-step genomic best linear unbiased prediction (ss-GBLUP) and Bayesian Bayes-B. Methods: Records on production traits such as adjusted 305-day milk (MY305), fat (FY305), and protein (PY305) yields were collected from 265,271 first parity cows. After quality control, 50,765 single-nucleotide polymorphic genotypes were available for analysis. In GWAS for ss-GBLUP (ssGWAS) and Bayes-B (BayesGWAS), the proportion of genetic variance for each 1-Mb genomic window was calculated and used to identify informative genomic regions. Accuracy of the DGV was estimated by a five-fold cross-validation with random clustering. As a measure of accuracy for DGV, we also assessed the correlation between DGV and deregressed-estimated breeding value (DEBV). The bias of DGV for each method was obtained by determining regression coefficients. Results: A total of nine and five significant windows (1 Mb) were identified for MY305 using ssGWAS and BayesGWAS, respectively. Using ssGWAS and BayesGWAS, we also detected multiple significant regions for FY305 (12 and 7) and PY305 (14 and 2), respectively. Both single-step DGV and Bayes DGV also showed somewhat moderate accuracy ranges for MY305 (0.32 to 0.34), FY305 (0.37 to 0.39), and PY305 (0.35 to 0.36) traits, respectively. The mean biases of DGVs determined using the single-step and Bayesian methods were $1.50{\pm}0.21$ and $1.18{\pm}0.26$ for MY305, $1.75{\pm}0.33$ and $1.14{\pm}0.20$ for FY305, and $1.59{\pm}0.20$ and $1.14{\pm}0.15$ for PY305, respectively. Conclusion: From the bias perspective, we believe that genomic selection based on the application of Bayesian approaches would be more suitable than application of ss-GBLUP in Korean Holstein populations.

다중소스 데이터 융합 기반의 가스 누출 예측을 위한 선형 보간 및 머신러닝 기법 (Linear interpolation and Machine Learning Methods for Gas Leakage Prediction Base on Multi-source Data Integration)

  • 홍고르출;조겨리;김미혜
    • 한국융합학회논문지
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    • 제13권3호
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    • pp.33-41
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    • 2022
  • 본 논문에서는 다중 요인을 고려한 천연 가스 누출 정도 예측을 위해 관련 요인을 포함하는 기상청 자료와 천연가스 누출 자료를 통합하고, 요인 분석을 기반으로 중요 특성을 선택하는 머신러닝 기법을 제안한다. 제안된 기법은 3단계 절차로 구성되어 있다. 먼저, 통합 데이터 셋에 대해 선형 보간법을 수행하여 결측 데이터를 보완하는 전처리를 수행한다. 머신러닝 모델 학습 최적화를 위해 OrdinalEncoder(OE) 기반 정규화와 함께 요인 분석을 사용하여 필수 특징을 선택하며, 데이터 셋은 k-평균 클러스터링으로 레이블을 지정한다. 최종적으로 K-최근접 이웃, DT(Decision Tree), RF(Random Forest), NB(Naive Bayes)의 네 가지 알고리즘을 사용하여 가스 누출 수준을 예측한다. 제안된 방법은 정확도, AUC, 평균 표준 오차(MSE)로 평가되었으며, 테스트 결과 OE-F 전처리를 수행한 경우 기존 기법에 비해 성공적으로 개선되었음을 보였다. 또한 OE-F 기반 KNN(OE-F-KNN)은 95.20%의 정확도, 96.13%의 AUC, 0.031의 MSE로 비교 알고리즘 중 최고 성능을 보였다.

A Bayesian Diagnostic for Influential Observations in LDA

  • Lim, Jae-Hak;Lee, Chong-Hyung;Cho, Byung-Yup
    • 품질경영학회지
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    • 제28권1호
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    • pp.119-131
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    • 2000
  • This paper suggests a new diagnostic measure for detecting influential observations in linear discriminant analysis (LDA). It is developed from a Bayesian point of view using a default Bayes factor obtained from the imaginary training sample methodology. The Bayes factor is taken as a criterion for testing homogeneity of covariance matrices in LDA model. It is noted that the effect of an observation over the criterion is fully explained by the diagnostic measure. We suggest a graphical method that can be taken as a tool for interpreting the diagnostic measure and detecting influential observations. Performance of the measure is examined through an illustrative example.

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Windows NT 기반의 회전 기계 진동 모니터링 시스템 개발 (Development of Rotating Machine Vibration Condition Monitoring System based upon Windows NT)

  • 김창구;홍성호;기석호;기창두
    • 한국정밀공학회지
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    • 제17권7호
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    • pp.98-105
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    • 2000
  • In this study, we developed rotating machine vibration condition monitoring system based upon Windows NT and DSP Board. Developed system includes signal analysis module, trend monitoring and simple diagnosis using threshold value. Trend analysis and report generation are offered with database management tool which was developed in MS-ACCESS environment. Post-processor, based upon Matlab, is developed for vibration signal analysis and fault detection using statistical pattern recognition scheme based upon Bayes discrimination rule and neural networks. Concerning to Bayes discrimination rule, the developed system contains the linear discrimination rule with common covariance matrices and the quadratic discrimination rule under different covariance matrices. Also the system contains k-nearest neighbor method to directly estimate a posterior probability of each class. The result of case studies with the data acquired from Pyung-tak LNG pump and experimental setup show that the system developed in this research is very effective and useful.

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회전기계 고장 진단에 적용한 인공 신경회로망과 통계적 패턴 인식 기법의 비교 연구 (A Comparison of Artificial Neural Networks and Statistical Pattern Recognition Methods for Rotation Machine Condition Classification)

  • 김창구;박광호;기창두
    • 한국정밀공학회지
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    • 제16권12호
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    • pp.119-125
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    • 1999
  • This paper gives an overview of the various approaches to designing statistical pattern recognition scheme based on Bayes discrimination rule and the artificial neural networks for rotating machine condition classification. Concerning to Bayes discrimination rule, this paper contains the linear discrimination rule applied to classification into several multivariate normal distributions with common covariance matrices, the quadratic discrimination rule under different covariance matrices. Also we discribes k-nearest neighbor method to directly estimate a posterior probability of each class. Five features are extracted in time domain vibration signals. Employing these five features, statistical pattern classifier and neural networks have been established to detect defects on rotating machine. Four different cases of rotation machine were observed. The effects of k number and neural networks structures on monitoring performance have also been investigated. For the comparison of diagnosis performance of these two method, their recognition success rates are calculated form the test data. The result of experiment which classifies the rotating machine conditions using each method presents that the neural networks shows the highest recognition rate.

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IMPLEMENTATION OF DATA ASSIMILATION METHODOLOGY FOR PHYSICAL MODEL UNCERTAINTY EVALUATION USING POST-CHF EXPERIMENTAL DATA

  • Heo, Jaeseok;Lee, Seung-Wook;Kim, Kyung Doo
    • Nuclear Engineering and Technology
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    • 제46권5호
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    • pp.619-632
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    • 2014
  • The Best Estimate Plus Uncertainty (BEPU) method has been widely used to evaluate the uncertainty of a best-estimate thermal hydraulic system code against a figure of merit. This uncertainty is typically evaluated based on the physical model's uncertainties determined by expert judgment. This paper introduces the application of data assimilation methodology to determine the uncertainty bands of the physical models, e.g., the mean value and standard deviation of the parameters, based upon the statistical approach rather than expert judgment. Data assimilation suggests a mathematical methodology for the best estimate bias and the uncertainties of the physical models which optimize the system response following the calibration of model parameters and responses. The mathematical approaches include deterministic and probabilistic methods of data assimilation to solve both linear and nonlinear problems with the a posteriori distribution of parameters derived based on Bayes' theorem. The inverse problem was solved analytically to obtain the mean value and standard deviation of the parameters assuming Gaussian distributions for the parameters and responses, and a sampling method was utilized to illustrate the non-Gaussian a posteriori distributions of parameters. SPACE is used to demonstrate the data assimilation method by determining the bias and the uncertainty bands of the physical models employing Bennett's heated tube test data and Becker's post critical heat flux experimental data. Based on the results of the data assimilation process, the major sources of the modeling uncertainties were identified for further model development.

Bayesian Analysis of Multivariate Threshold Animal Models Using Gibbs Sampling

  • Lee, Seung-Chun;Lee, Deukhwan
    • Journal of the Korean Statistical Society
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    • 제31권2호
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    • pp.177-198
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    • 2002
  • The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.