• 제목/요약/키워드: posterior probabilities

검색결과 97건 처리시간 0.024초

On the Development of Probability Matching Priors for Non-regular Pareto Distribution

  • Lee, Woo Dong;Kang, Sang Gil;Cho, Jang Sik
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.333-339
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    • 2003
  • In this paper, we develop the probability matching priors for the parameters of non-regular Pareto distribution. We prove the propriety of joint posterior distribution induced by probability matching priors. Through the simulation study, we show that the proposed probability matching Prior matches the coverage probabilities in a frequentist sense. A real data example is given.

베이지안기법에 의한 임무 신뢰도 예측 (Mission Reliability Prediction Using Bayesian Approach)

  • 전치혁;양희중;정의승
    • 한국경영과학회지
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    • 제18권1호
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    • pp.71-78
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    • 1993
  • A Baysian approach is proposed is estimating the mission failure rates by criticalities. A mission failure which occurs according to a Poisson process with unknown rate is assumed to be classified as one of the criticality levels with an unknown probability. We employ the Gamma prior for the mission failure rate and the Dirichlet prior for the criticality probabilities. Posterior distributions of the mission rates by criticalities and predictive distributions of the time to failure are derived.

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Noninformative priors for the common location parameter in half-normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제21권4호
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    • pp.757-764
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    • 2010
  • In this paper, we develop the reference priors for the common location parameter in the half-normal distributions with unequal scale paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Group Ordering Reference Priors for the Difference of Intraclass Correlation Coefficients in Familial Data

  • Jin, Bong-Soo;Chang, In-Hong;Kim, Byung-Hwee
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 춘계 학술발표회 논문집
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    • pp.53-57
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    • 2005
  • In this paper, we develp the group ordering referecne priors for the differecne of the intraclass correlation coefficient in familial data. Using marginal posterior distributions under those priors, we compare frequentist coverage probabilities.

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Noninformative priors for the reliability function of two-parameter exponential distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제22권2호
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    • pp.361-369
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    • 2011
  • In this paper, we develop the reference and the matching priors for the reliability function of two-parameter exponential distribution. We derive the reference priors and the matching prior, and prove the propriety of joint posterior distribution under the general prior including the reference priors and the matching prior. Through the sim-ulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Reference priors for nonregular Pareto distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제22권4호
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    • pp.819-826
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    • 2011
  • In this paper, we develop the reference priors for the scale and shape parameters in the nonregular Pareto distribution. We derive the reference priors as noninformative priors and prove the propriety of joint posterior distribution under the general priors including reference priors in the order of inferential importance. Through the simulation study, we compare the reference priors with respect to coverage probabilities of parameter of interest in a frequentist sense.

Reference Priors for the Location Parameter in the Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1409-1418
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    • 2008
  • In this paper, we develop the reference priors for the common location parameter in two parameter exponential distributions. We derive the reference priors and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

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Noninformative priors for the common scale parameter in Pareto distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.335-343
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    • 2010
  • In this paper, we develop the reference priors for the common scale parameter in the nonregular Pareto distributions with unequal shape paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Dynamic quantitative risk assessment of accidents induced by leakage on offshore platforms using DEMATEL-BN

  • Meng, Xiangkun;Chen, Guoming;Zhu, Gaogeng;Zhu, Yuan
    • International Journal of Naval Architecture and Ocean Engineering
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    • 제11권1호
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    • pp.22-32
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    • 2019
  • On offshore platforms, oil and gas leaks are apt to be the initial events of major accidents that may result in significant loss of life and property damage. To prevent accidents induced by leakage, it is vital to perform a case-specific and accurate risk assessment. This paper presents an integrated method of Ddynamic Qquantitative Rrisk Aassessment (DQRA)-using the Decision Making Trial and Evaluation Laboratory (DEMATEL)-Bayesian Network (BN)-for evaluation of the system vulnerabilities and prediction of the occurrence probabilities of accidents induced by leakage. In the method, three-level indicators are established to identify factors, events, and subsystems that may lead to leakage, fire, and explosion. The critical indicators that directly influence the evolution of risk are identified using DEMATEL. Then, a sequential model is developed to describe the escalation of initial events using an Event Tree (ET), which is converted into a BN to calculate the posterior probabilities of indicators. Using the newly introduced accident precursor data, the failure probabilities of safety barriers and basic factors, and the occurrence probabilities of different consequences can be updated using the BN. The proposed method overcomes the limitations of traditional methods that cannot effectively utilize the operational data of platforms. This work shows trends of accident risks over time and provides useful information for risk control of floating marine platforms.

PCMM 기반 특징 보상 기법에서 변별력 향상을 위한 Minimum Classification Error 훈련의 적용 (Minimum Classification Error Training to Improve Discriminability of PCMM-Based Feature Compensation)

  • 김우일;고한석
    • 한국음향학회지
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    • 제24권1호
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    • pp.58-68
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    • 2005
  • 본 논문에서는 잡음 환경에서 강인한 음성 인식을 위하여 특징 보상 기법의 성능을 향상시킬 수 있는 방법을 제안한다. 기존의 음성 모델 기반의 특징 보상 기법에서 이용되는 오염 음성 모델 추정 방식은 입력 음성에 대한 변별력 있는 사후 확률 예측을 보장하지 못하며, 부정확하게 계산된 사후 확률은 복구된 음성에서 명료도 하락의 문제를 일으킨다. 제안하는 기법에서는 오염 음성 모델 추정 과정에 분별적 훈련 방식의 하나인 최소 분류 오류 (MCE) 훈련 기법을 도입한다. MCE 훈련 기법을 적용하기 위해 변별력 하락의 가능성을 가지는 '경쟁 요소' 를 결정하는 기법을 제안한다. 병렬결합된 혼합 모델 (PCMM) 기반의 특징 보상에 MCE 훈련 기법을 적용하는 과정을 제안하고 변별력 향상의 영향을 관찰한다. Aurora 2.0 데이터베이스와 실제 자동차 주행 환경에서 수집된 음성 데이터베이스에 대한 성능 평가를 실시한다. 실험 결과는 제안한 기법이 음성 인식 성능 향상에 도움이 되는 것을 입증한다.