• Title/Summary/Keyword: posterior probability

Search Result 224, Processing Time 0.025 seconds

Variable Selection in Linear Random Effects Models for Normal Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
    • /
    • v.27 no.4
    • /
    • pp.407-420
    • /
    • 1998
  • This paper is concerned with selecting covariates to be included in building linear random effects models designed to analyze clustered response normal data. It is based on a Bayesian approach, intended to propose and develop a procedure that uses probabilistic considerations for selecting premising subsets of covariates. The approach reformulates the linear random effects model in a hierarchical normal and point mass mixture model by introducing a set of latent variables that will be used to identify subset choices. The hierarchical model is flexible to easily accommodate sign constraints in the number of regression coefficients. Utilizing Gibbs sampler, the appropriate posterior probability of each subset of covariates is obtained. Thus, In this procedure, the most promising subset of covariates can be identified as that with highest posterior probability. The procedure is illustrated through a simulation study.

  • PDF

Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
    • /
    • v.6 no.1
    • /
    • pp.237-249
    • /
    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

  • PDF

Bayesian Procedure for the Multiple Test of Fraction Nonconforming (부적합률의 다중검정을 위한 베이지안절차)

  • Kim, Kyung-Sook;Kim, Hee-Jeong;Na, Myung-Hwan;Son, Young-Sook
    • Journal of Korean Society for Quality Management
    • /
    • v.34 no.1
    • /
    • pp.73-77
    • /
    • 2006
  • In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

Bayesian Procedure for the Multiple Test of Fraction Nonconforming (부적합률의 다중검정을 위한 베이지안절차)

  • Kim, Kyung-Sook;Kim, Hee-Jeong;Na, Myung-Hwan;Son, Young-Sook
    • Proceedings of the Korean Society for Quality Management Conference
    • /
    • 2006.04a
    • /
    • pp.325-329
    • /
    • 2006
  • In this paper, the Bayesian procedure for the multiple test of fraction nonconforming, p, is proposed. It is the procedure for checking whether the process is out of control, in control, or under the permissible level for p. The procedure is as follows: first, setting up three types of models, $M_1:p=p_0,\;M_2:pp_0$, second, computing the posterior probability of each model. and then choosing the model with the largest posterior probability as a model most fitted for the observed sample among three competitive models. Finally, the simulation study is performed to examine the proposed method.

  • PDF

Excel macro for applying Bayes' rule (베이즈 법칙의 활용을 위한 엑셀 매크로)

  • Kim, Jae-Hyun;Baek, Hoh-Yoo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.22 no.6
    • /
    • pp.1183-1197
    • /
    • 2011
  • The prior distribution is the probability distribution we have before observing data. Using Bayes' rule, we can compute the posterior distribution, the new probability distribution, after observing data. Computing the posterior distribution is much easier than before by using Excel VBA macro. In addition, we can conveniently compute the successive updating posterior distributions after observing the independent and sequential outcomes. In this paper we compose some Excel VBA macros for applying Bayes' rule and give some examples.

Effects of Numerical Formats and Frequency ranges on Judgment of Risk and Inference in the Bayesian InferenceTask (숫자양식과 빈도범위가 베이스 추론 과제에서 위험판단과 추론에 미치는 영향)

  • Lee, Hyun-Ju;Lee, Young-Ai
    • Korean Journal of Cognitive Science
    • /
    • v.20 no.3
    • /
    • pp.335-355
    • /
    • 2009
  • We examined risk judgment and the accuracy of inference based on two kinds of probabilities in a Bayesian inference task: the death probability from a disease (base rates) and the probability of having a disease with positive results in the screening test (posterior probabilities). Risk information were presented in either a probability or a frequency format. In Study 1, we found a numerical format effect for both base rate and posterior probability. Participants rated information as riskier and inferred more accurately in the frequency condition than in the probability condition for both base rate and posterior probability. However, there was no frequency range effect, which suggested that the ranges of frequency format did not influence risk ratings. In order to find out how the analytic thought system influences risk ratings, we compared the ratings of a computation condition and those of a no-computation condition and still found the numerical format effect in computation condition. In Study 2, we examined the numerical format effect and frequency range effect in a high and a low probability condition and found the numerical format effect at each probability level. This result suggests that people feel riskier in the frequency format than in the probability format regardless of the base rates and the posterior probability. We also found a frequency range effect only for the low base rate condition. Our results were discussed in terms of the dual process theories.

  • PDF

Real-Time Motion Estimation Algorithm for Mobile Surveillance Robot (모바일 감시 로봇을 위한 실시간 움직임 추정 알고리즘)

  • Han, Cheol-Hoon;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.19 no.3
    • /
    • pp.311-316
    • /
    • 2009
  • This paper presents the motion estimation algorithm on real-time for mobile surveillance robot using particle filter. the particle filter that based on the monte carlo's sampling method, use bayesian conditional probability model which having prior distribution probability and posterior distribution probability. However, the initial probability density was set to define randomly in the most of particle filter. In this paper, we find first the initial probability density using Sum of Absolute Difference(SAD). and we applied it in the partical filter. In result, more robust real-time estimation and tracking system on the randomly moving object was realized in the mobile surveillance robot environments.

A Study on Maximum Posterior Probability Estimator for Direction of Arrival Estimation of Incoming Signal (입사신호의 도래방향 추정을 위한 최대 사후 확률 추정기에 대한 연구)

  • Lee, Kwan-Hyeong;Park, Sung-Kon;Jeong, Youn-Seo
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
    • /
    • v.9 no.2
    • /
    • pp.190-195
    • /
    • 2016
  • In this paper, we are comparative analysis both class method and proposal method in order to estimation of incident signal direction on uniform array antenna system. Proposal method of this paper decrease error probability for a signal direction of arrival estimation using maximum posterior probability estimator. If it decrease to signal estimation direction error probability, signal direction of arrival can correctly estimate. Through simulation, we were comparative analysis proposed method and class method. Also, we were comparative analysis about signal estimation error probability with increasing array antenna element. We show the superior performance of the proposed method relative to the class method to decrease of signal estimation error probability about 12%.

Approximated Posterior Probability for Scoring Speech Recognition Confidence

  • Kim Kyuhong;Kim Hoirin
    • MALSORI
    • /
    • no.52
    • /
    • pp.101-110
    • /
    • 2004
  • This paper proposes a new confidence measure for utterance verification with posterior probability approximation. The proposed method approximates probabilistic likelihoods by using Viterbi search characteristics and a clustered phoneme confusion matrix. Our measure consists of the weighted linear combination of acoustic and phonetic confidence scores. The proposed algorithm shows better performance even with the reduced computational complexity than those utilizing conventional confidence measures.

  • PDF