• Title/Summary/Keyword: posterior probabilities

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Empirical Bayesian Misclassification Analysis on Categorical Data (범주형 자료에서 경험적 베이지안 오분류 분석)

  • 임한승;홍종선;서문섭
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.39-57
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    • 2001
  • Categorical data has sometimes misclassification errors. If this data will be analyzed, then estimated cell probabilities could be biased and the standard Pearson X2 tests may have inflated true type I error rates. On the other hand, if we regard wellclassified data with misclassified one, then we might spend lots of cost and time on adjustment of misclassification. It is a necessary and important step to ask whether categorical data is misclassified before analyzing data. In this paper, when data is misclassified at one of two variables for two-dimensional contingency table and marginal sums of a well-classified variable are fixed. We explore to partition marginal sums into each cells via the concepts of Bound and Collapse of Sebastiani and Ramoni (1997). The double sampling scheme (Tenenbein 1970) is used to obtain informations of misclassification. We propose test statistics in order to solve misclassification problems and examine behaviors of the statistics by simulation studies.

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Gradient Descent Approach for Value-Based Weighting (점진적 하강 방법을 이용한 속성값 기반의 가중치 계산방법)

  • Lee, Chang-Hwan;Bae, Joo-Hyun
    • The KIPS Transactions:PartB
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    • v.17B no.5
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    • pp.381-388
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    • 2010
  • Naive Bayesian learning has been widely used in many data mining applications, and it performs surprisingly well on many applications. However, due to the assumption that all attributes are equally important in naive Bayesian learning, the posterior probabilities estimated by naive Bayesian are sometimes poor. In this paper, we propose more fine-grained weighting methods, called value weighting, in the context of naive Bayesian learning. While the current weighting methods assign a weight to each attribute, we assign a weight to each attribute value. We investigate how the proposed value weighting effects the performance of naive Bayesian learning. We develop new methods, using gradient descent method, for both value weighting and feature weighting in the context of naive Bayesian. The performance of the proposed methods has been compared with the attribute weighting method and general Naive bayesian, and the value weighting method showed better in most cases.

Multi-focus Image Fusion Technique Based on Parzen-windows Estimates (Parzen 윈도우 추정에 기반한 다중 초점 이미지 융합 기법)

  • Atole, Ronnel R.;Park, Daechul
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.8 no.4
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    • pp.75-88
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    • 2008
  • This paper presents a spatial-level nonparametric multi-focus image fusion technique based on kernel estimates of input image blocks' underlying class-conditional probability density functions. Image fusion is approached as a classification task whose posterior class probabilities, P($wi{\mid}Bikl$), are calculated with likelihood density functions that are estimated from the training patterns. For each of the C input images Ii, the proposed method defines i classes wi and forms the fused image Z(k,l) from a decision map represented by a set of $P{\times}Q$ blocks Bikl whose features maximize the discriminant function based on the Bayesian decision principle. Performance of the proposed technique is evaluated in terms of RMSE and Mutual Information (MI) as the output quality measures. The width of the kernel functions, ${\sigma}$, were made to vary, and different kernels and block sizes were applied in performance evaluation. The proposed scheme is tested with C=2 and C=3 input images and results exhibited good performance.

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A study on MERS-CoV outbreak in Korea using Bayesian negative binomial branching processes (베이지안 음이항 분기과정을 이용한 한국 메르스 발생 연구)

  • Park, Yuha;Choi, Ilsu
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.153-161
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    • 2017
  • Branching processes which is used for epidemic dispersion as stochastic process model have advantages to estimate parameters by real data. We have to estimate both mean and dispersion parameter in order to use the negative binomial distribution as an offspring distribution on branching processes. In existing studies on biology and epidemiology, it is estimated using maximum-likelihood methods. However, for most of epidemic data, it is hard to get the best precision of maximum-likelihood estimator. We suggest a Bayesian inference that have good properties of statistics for small-sample. After estimating dispersion parameter we modelled the posterior distribution for 2015 Korea MERS cases. As the result, we found that the estimated dispersion parameter is relatively stable no matter how we assume prior distribution. We also computed extinction probabilities on branching processes using estimated dispersion parameters.

Bayesian Survival Analysis of High-Dimensional Microarray Data for Mantle Cell Lymphoma Patients

  • Moslemi, Azam;Mahjub, Hossein;Saidijam, Massoud;Poorolajal, Jalal;Soltanian, Ali Reza
    • Asian Pacific Journal of Cancer Prevention
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    • v.17 no.1
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    • pp.95-100
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    • 2016
  • Background: Survival time of lymphoma patients can be estimated with the help of microarray technology. In this study, with the use of iterative Bayesian Model Averaging (BMA) method, survival time of Mantle Cell Lymphoma patients (MCL) was estimated and in reference to the findings, patients were divided into two high-risk and low-risk groups. Materials and Methods: In this study, gene expression data of MCL patients were used in order to select a subset of genes for survival analysis with microarray data, using the iterative BMA method. To evaluate the performance of the method, patients were divided into high-risk and low-risk based on their scores. Performance prediction was investigated using the log-rank test. The bioconductor package "iterativeBMAsurv" was applied with R statistical software for classification and survival analysis. Results: In this study, 25 genes associated with survival for MCL patients were identified across 132 selected models. The maximum likelihood estimate coefficients of the selected genes and the posterior probabilities of the selected models were obtained from training data. Using this method, patients could be separated into high-risk and low-risk groups with high significance (p<0.001). Conclusions: The iterative BMA algorithm has high precision and ability for survival analysis. This method is capable of identifying a few predictive variables associated with survival, among many variables in a set of microarray data. Therefore, it can be used as a low-cost diagnostic tool in clinical research.

Empirical Bayes Estimation and Comparison of Credit Migration Matrices (신용등급전이행렬의 경험적 베이지안 추정과 비교)

  • Kim, Sung-Chul;Park, Ji-Yeon
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.443-461
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    • 2009
  • In order to overcome the lack of Korean credit rating migration data, we consider an empirical Bayes procedure to estimate credit rating migration matrices. We derive the posterior probabilities of Korean credit rating transitions by utilizing the Moody's rating migration data and the credit rating assignments from Korean rating agency as prior information and likelihood, respectively. Metrics based upon the average transition probability are developed to characterize the migration matrices and compare our Bayesian migration matrices with some given matrices. Time series data for the metrics show that our Bayesian matrices are stable, while the matrices based on Korean data have large variation in time. The bootstrap tests demonstrate that the results from the three estimation methods are significantly different and the Bayesian matrices are more affected by Korean data than the Moody's data. Finally, Monte Carlo simulations for computing the values of a portfolio and its credit VaRs are performed to compare these migration matrices.

A Study of Outlier Detection Using the Mixture of Extreme Distributions Based on Deep-Sea Fishery Data (원양어선 조업 데이터의 혼합 극단분포를 이용한 이상점 탐색 연구)

  • Lee, Jung Jin;Kim, Jae Kyoung
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.847-858
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    • 2015
  • Deep-sea fishery in the Antarctic Ocean has been actively progressed by the developed countries including Korea. In order to prevent the environmental destruction of the Antarctic Ocean, related countries have established the Commission for the Conservation of Antarctic Marine Living Resources (CCAMLR) and have monitored any illegal unreported or unregulated fishing. Fishing of tooth fish, an expensive fish, in the Antarctic Ocean has increased recently and high catches per unit effort (CPUE) of fishing boats, which is suspicious for an illegal activity, have been frequently reported. The data of CPUEs in a fishing area of the Antarctic Ocean often show an extreme Distribution or a mixture of two extreme distributions. This paper proposes an algorithm to detect an outlier of CPUEs by using the mixture of two extreme distributions. The parameters of the mixture distribution are estimated by the EM algorithm. Log likelihood value and posterior probabilities are used to detect an outlier. Experiments show that the proposed algorithm to detect outlier of the data can be adopted instead of simple criteria such as a CPUE is greater than 1.

Feasibility Mapping of Groundwater Yield Characteristics using Weight of Evidence Technique based on GIS in the Pocheon Area (GIS 기반 Weight of Evidence 기법을 이용한 포천 지역의 지하수 산출특성 예측도 작성)

  • Heo Seon-Hee;Lee Kiwon
    • Korean Journal of Remote Sensing
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    • v.21 no.6
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    • pp.493-503
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    • 2005
  • In this study, the weight of evidence(WofE) technique based on GIS was applied to spatially estimate the groundwater yield characteristics at the Pocheon area In Gyunggi-do. The groundwater preservation depends on many hydro-geologic factors that include hydrologic data, land-use data, topographic data, geological map and other natural materials collected at the site, even with man-made things. All these data can be digitally processed and managed by GIS database. In the applied technique of WofE, the prior probabilities were estimated as the factors that affect the yield on lineament, geology, drainage pattern or river system density, landuse and soil. We calculated the value of the weight values, W+ and W-, of each factor and estimated the contrast value of it. Results by the groundwater yield characteristic computation using this scheme were presented feasibility map in the form of the posterior probability to the consideration of in-situ samples. It is concluded that this technique is regarded as one of the effective techniques for the feasibility mapping related to the estimation of groundwater-bearing potential zones and its spatial pattern.

The Risk Rating System for Noise-induced Hearing Loss in Korean Manufacturing Sites Based on the 2009 Survey on Work Environments

  • Kim, Young-Sun;Cho, Youn-Ho;Kwon, Oh-Jun;Choi, Seong-Weon;Rhee, Kyung-Yong
    • Safety and Health at Work
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    • v.2 no.4
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    • pp.336-347
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    • 2011
  • Objectives: In Korea, an average of 258 workers claim compensation for their noise-induced hearing loss (NIHL) on an annual basis. Indeed, hearing disorder ranks first in the number of diagnoses made by occupational medical check-ups. Against this backdrop, this study analyzed the impact of 19 types of noise-generating machines and equipment on the sound pressure levels in workplaces and NIHL occurrence based on a 2009 national survey on work environments. Methods: Through this analysis, a series of statistical models were built to determine posterior probabilities for each worksite with an aim to present risk ratings for noise levels at work. Results: It was found that air compressors and grinding machines came in first and second, respectively in the number of installed noise-generating machines and equipment. However, there was no direct relationship between workplace noise and NIHL among workers since noise-control equipment and protective gear had been in place. By building a logistic regression model and neural network, statistical models were set to identify the influence of the noise-generating machines and equipment on workplace noise levels and NIHL occurrence. Conclusion: This study offered NIHL prevention measures which are fit for the worksites in each risk grade.

Variable selection for latent class analysis using clustering efficiency (잠재변수 모형에서의 군집효율을 이용한 변수선택)

  • Kim, Seongkyung;Seo, Byungtae
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.721-732
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    • 2018
  • Latent class analysis (LCA) is an important tool to explore unseen latent groups in multivariate categorical data. In practice, it is important to select a suitable set of variables because the inclusion of too many variables in the model makes the model complicated and reduces the accuracy of the parameter estimates. Dean and Raftery (Annals of the Institute of Statistical Mathematics, 62, 11-35, 2010) proposed a headlong search algorithm based on Bayesian information criteria values to choose meaningful variables for LCA. In this paper, we propose a new variable selection procedure for LCA by utilizing posterior probabilities obtained from each fitted model. We propose a new statistic to measure the adequacy of LCA and develop a variable selection procedure. The effectiveness of the proposed method is also presented through some numerical studies.