• Title/Summary/Keyword: posterior probability

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Lifetime Assessments on 154 kV Transmission Porcelain Insulators with a Bayesian Approach (베이지안 방법론을 적용한 154 kV 송전용 자기애자의 수명 평가 개발)

  • Choi, In-Hyuk;Kim, Tae-Kyun;Yoon, Yong-Beum;Yi, Junsin;Kim, Seong Wook
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.30 no.9
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    • pp.551-557
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    • 2017
  • It is extremely important to improve methodologies for the lifetime assessment of porcelain insulators. While there has been a considerable amount of work regarding the phenomena of lifetime distributions, most of the studies assume that aging distributions follow the Weibull distribution. However, the true underlying distribution is unknown, giving rise to unrealistic inferences, such as parameter estimations. In this article, we review several distributions that are commonly used in reliability and survival analysis, such as the exponential, Weibull, log-normal, and gamma distributions. Some properties, including the characteristics of failure rates of these distributions, are presented. We use a Bayesian approach for model selection and parameter estimation procedures. A well-known measure, called the Bayes factor, is used to find the most plausible model among several contending models. The posterior mean can be used as a parameter estimate for unknown parameters, once a model with the highest posterior probability is selected. Extensive simulation studies are performed to demonstrate our methodologies.

Prediction of extreme rainfall with a generalized extreme value distribution (일반화 극단 분포를 이용한 강우량 예측)

  • Sung, Yong Kyu;Sohn, Joong K.
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.857-865
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    • 2013
  • Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.

Performance of Pseudomorpheme-Based Speech Recognition Units Obtained by Unsupervised Segmentation and Merging (비교사 분할 및 병합으로 구한 의사형태소 음성인식 단위의 성능)

  • Bang, Jeong-Uk;Kwon, Oh-Wook
    • Phonetics and Speech Sciences
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    • v.6 no.3
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    • pp.155-164
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    • 2014
  • This paper proposes a new method to determine the recognition units for large vocabulary continuous speech recognition (LVCSR) in Korean by applying unsupervised segmentation and merging. In the proposed method, a text sentence is segmented into morphemes and position information is added to morphemes. Then submorpheme units are obtained by splitting the morpheme units through the maximization of posterior probability terms. The posterior probability terms are computed from the morpheme frequency distribution, the morpheme length distribution, and the morpheme frequency-of-frequency distribution. Finally, the recognition units are obtained by sequentially merging the submorpheme pair with the highest frequency. Computer experiments are conducted using a Korean LVCSR with a 100k word vocabulary and a trigram language model obtained by a 300 million eojeol (word phrase) corpus. The proposed method is shown to reduce the out-of-vocabulary rate to 1.8% and reduce the syllable error rate relatively by 14.0%.

A Multiple Test of a Poisson Mean Parameter Using Default Bayes Factors (디폴트 베이즈인자를 이용한 포아송 평균모수에 대한 다중검정)

  • 김경숙;손영숙
    • Journal of Korean Society for Quality Management
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    • v.30 no.2
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    • pp.118-129
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    • 2002
  • A multiple test of a mean parameter, λ, in the Poisson model is considered using the Bayes factor. Under noninformative improper priors, the intrinsic Bayes factor(IBF) of Berger and Pericchi(1996) and the fractional Bayes factor(FBF) of O'Hagan(1995) called as the default or automatic Bayes factors are used to select one among three models, M$_1$: λ< $λ_0, M$_2$: λ= $λ_0, M$_3$: λ> $λ_0. Posterior probability of each competitive model is computed using the default Bayes factors. Finally, theoretical results are applied to simulated data and real data.

Default Bayesian Method for Detecting the Changes in Sequences of Independent Exponential and Poisson Random Variates

  • Jeong, Su-Youn;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.129-139
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    • 2002
  • Default Bayesian method for detecting the changes in sequences of independent exponential random variates and independent Poisson random variates is considered. Noninformative priors are assumed for all the parameters in both of change models. Default Bayes factors, AIBF, MIBF, FBF, to check whether there is any change or not on each sequence and the posterior probability densities of change at each time point are derived. Theoretical results discussed in this paper are applied to some numerical data.

Graphical Methods for the Sensitivity Analysis in Discriminant Analysis

  • Jang, Dae-Heung;Anderson-Cook, Christine M.;Kim, Youngil
    • Communications for Statistical Applications and Methods
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    • v.22 no.5
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    • pp.475-485
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    • 2015
  • Similar to regression, many measures to detect influential data points in discriminant analysis have been developed. Many follow similar principles as the diagnostic measures used in linear regression in the context of discriminant analysis. Here we focus on the impact on the predicted classification posterior probability when a data point is omitted. The new method is intuitive and easily interpretable compared to existing methods. We also propose a graphical display to show the individual movement of the posterior probability of other data points when a specific data point is omitted. This enables the summaries to capture the overall pattern of the change.

Feature Voting for Object Localization via Density Ratio Estimation

  • Wang, Liantao;Deng, Dong;Chen, Chunlei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.12
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    • pp.6009-6027
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    • 2019
  • Support vector machine (SVM) classifiers have been widely used for object detection. These methods usually locate the object by finding the region with maximal score in an image. With bag-of-features representation, the SVM score of an image region can be written as the sum of its inside feature-weights. As a result, the searching process can be executed efficiently by using strategies such as branch-and-bound. However, the feature-weight derived by optimizing region classification cannot really reveal the category knowledge of a feature-point, which could cause bad localization. In this paper, we represent a region in an image by a collection of local feature-points and determine the object by the region with the maximum posterior probability of belonging to the object class. Based on the Bayes' theorem and Naive-Bayes assumptions, the posterior probability is reformulated as the sum of feature-scores. The feature-score is manifested in the form of the logarithm of a probability ratio. Instead of estimating the numerator and denominator probabilities separately, we readily employ the density ratio estimation techniques directly, and overcome the above limitation. Experiments on a car dataset and PASCAL VOC 2007 dataset validated the effectiveness of our method compared to the baselines. In addition, the performance can be further improved by taking advantage of the recently developed deep convolutional neural network features.

A Probabilistic Detection Algorithm for Noiseless Group Testing (무잡음 그룹검사에 대한 확률적 검출 알고리즘)

  • Seong, Jin-Taek
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.23 no.10
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    • pp.1195-1200
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    • 2019
  • This paper proposes a detection algorithm for group testing. Group testing is a problem of finding a very small number of defect samples out of a large number of samples, which is similar to the problem of Compressed Sensing. In this paper, we define a noiseless group testing and propose a probabilistic algorithm for detection of defective samples. The proposed algorithm is constructed such that the extrinsic probabilities between the input and output signals exchange with each other so that the posterior probability of the output signal is maximized. Then, defective samples are found in the group testing problem through a simulation on the detection algorithm. The simulation results for this study are compared with the lower bound in the information theory to see how much difference in failure probability over the input and output signal sizes.

Shadow Economy, Corruption and Economic Growth: An Analysis of BRICS Countries

  • NGUYEN, Diep Van;DUONG, My Tien Ha
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.4
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    • pp.665-672
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    • 2021
  • The paper examines the impact of shadow economy and corruption, along with public expenditure, trade openness, foreign direct investment (FDI), inflation, and tax revenue on the economic growth of the BRICS countries. Data were collected from the World Bank, Transparency International, and Heritage Foundation over the 1991-2017 period. The Bayesian linear regression method is used to examine whether shadow economy, corruption and other indicators affect the economic growth of countries studied. This paper applies the normal prior suggested by Lemoine (2019) while the posterior distribution is simulated using Monte Carlo Markov Chain (MCMC) technique through the Gibbs sampling algorithm. The results indicate that public expenditure and trade openness can enhance the BRICS countries' economic growth, with the positive impact probability of 75.69% and 67.11%, respectively. Also, FDI, inflation, and tax revenue positively affect this growth, though the probability of positive effect is ambiguous, ranging from 51.13% to 56.36%. Further, the research's major finding is that shadow economy and control of corruption have a positive effect on the economic growth of the BRICS countries. Nevertheless, the posterior probabilities of these two factors are 62.23% and 65.25%, respectively. This result suggests that their positive effect probability is not high.

A Bayes Rule for Determining the Number of Common Factors in Oblique Factor Model

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.29 no.1
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    • pp.95-108
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    • 2000
  • Consider the oblique factor model X=Af+$\varepsilon$, with defining relation $\Sigma$$\Phi$Λ'+Ψ. This paper is concerned with suggesting an optimal Bayes criterion for determining the number of factors in the model, i.e. dimension of the vector f. The use of marginal likelihood as a method for calculating posterior probability of each model with given dimension is developed under a generalized conjugate prior. Then based on an appropriate loss function, a Bayes rule is developed by use of the posterior probabilities. It is shown that the approach is straightforward to specify distributionally and to imploement computationally, with output readily adopted for constructing required cirterion.

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