• Journal of the Korean Data and Information Science Society
• /
• v.14 no.1
• /
• pp.83-92
• /
• 2003

In this paper, we derive noninformative priors for the ratio of parameters in the Burr model. We obtain Jeffreys' prior, reference prior and second order probability matching prior. Also we prove that the noninformative prior matches the alternative coverage probabilities and a HPD matching prior up to the second order, respectively. Finally, we provide simulated frequentist coverage probabilities under the derived noninformative priors for small and moderate size of samples.

• ETRI Journal
• /
• v.33 no.5
• /
• pp.712-719
• /
• 2011

In this paper, we study the problem of domain adaptation for structural support vector machines (SVMs). We consider a number of domain adaptation approaches for structural SVMs and evaluate them on named entity recognition, part-of-speech tagging, and sentiment classification problems. Finally, we show that a prior model for structural SVMs outperforms other domain adaptation approaches in most cases. Moreover, the training time for this prior model is reduced compared to other domain adaptation methods with improvements in performance.

• Journal of the Korean Statistical Society
• /
• v.28 no.4
• /
• pp.503-513
• /
• 1999

The Bayes factor for the identification of stationary ARM(p,q) models is exactly computed using the Monte Carlo method. As priors are used the uniform prior for (\ulcorner,\ulcorner) in its stationarity-invertibility region, the Jefferys prior and the reference prior that are noninformative improper for ($\mu$,$\sigma$\ulcorner).

• Journal of the Korean Data and Information Science Society
• /
• v.16 no.1
• /
• pp.71-78
• /
• 2005

Recently an important issue in Bayesian methodology is determination of noninformative prior distributions, often required when there is no idea of prior information. In this thesis attention is focused on the development of noninformative priors for stationary AR(1) model. The noninformative priors primarily discussed are the Jeffreys prior, and the reference priors. The remarkable points in the result are that the Jeffreys prior coincides with the reference prior for the case that $\rho$ is the parameter of interest.

• Communications for Statistical Applications and Methods
• /
• v.10 no.3
• /
• pp.719-729
• /
• 2003

We propose a Bayesian model selection procedure for nonlinear regression models under noninformative prior. For informative prior, Na and Kim (2002) suggested the Bayesian model selection procedure through MCMC techniques. We extend this method to the case of noninformative prior. The difficulty with the use of noninformative prior is that it is typically improper and hence is defined only up to arbitrary constant. The methods, such as Intrinsic Bayes Factor(IBF) and Fractional Bayes Factor(FBF), are used as a resolution to the problem. We showed the detailed model selection procedure through the specific real data set.

• Communications for Statistical Applications and Methods
• /
• v.9 no.3
• /
• pp.835-844
• /
• 2002

For the one-way random model when the ratio of the variance components is of interest, Bayesian analysis is often appropriate. In this paper, we develop the noninformative priors for the ratio of the variance components under the balanced one-way random effect model. We reveal that the second order matching prior matches alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and is a HPD(Highest Posterior Density) matching prior. It turns out that among all of the reference priors, the only one reference prior (one-at-a-time reference prior) satisfies a second order matching criterion. Finally we show that one-at-a-time reference prior produces confidence sets with expected length shorter than the other reference priors and Cox and Reid (1987) adjustment.

• Journal of the Korean Data and Information Science Society
• /
• v.13 no.2
• /
• pp.317-328
• /
• 2002

We first derive group ordering reference priors in a two-way mixed-effects analysis of variance (ANOVA) model. We show that posterior distributions are proper and provide marginal posterior distributions under reference priors. We also examine whether the reference priors satisfy the probability matching criterion. Finally, the reference prior satisfying the probability matching criterion is shown to be good in the sense of frequentist coverage probability of the posterior quantile.

• Journal of the Korean Statistical Society
• /
• v.29 no.2
• /
• pp.137-153
• /
• 2000

Conjoint analysis is a widely-used statistical technique for measuring relative importance that individual place on the product's attributes. Despsite its practical importance, the complexity of conjoint model makes it difficult to analyze. In this paper, w consider a Bayesian approach using Jeffrey's noninformative prior. We derive Jeffrey's prior and give a sufficient condition under which the posterior derived from the Jeffrey's prior is paper.

• Nuclear Engineering and Technology
• /
• v.54 no.9
• /
• pp.3225-3234
• /
• 2022

Alloy 690 tubing has been shown to be highly resistant to primary water stress corrosion cracking (PWSCC). Nevertheless, predicting the failure by PWSCC in Alloy 690 SG tubes is indispensable. In this work, a Bayesian-based statistical approach is proposed to predict the occurrence of failure by PWSCC in Alloy 690 SG tubing. The prior distributions of the model parameters are developed based on the prior knowledge or information regarding the parameters. Since Alloy 690 is a replacement for Alloy 600, the parameter distributions of Alloy 600 tubing are used to gain prior information about the parameters of Alloy 690 tubing. In addition to estimating the model parameters, analysis of tubing reliability is also performed. Since no PWSCC has been observed in Alloy 690 tubing, only right-censored free-failure life of the tubing are available. Apparently the inference is sensitive to the choice of prior distribution when only right-censored data exist. Thus, one must be careful in choosing the prior distributions for the model parameters. It is found that the use of non-informative prior distribution yields unsatisfactory results, and strongly informative prior distribution will greatly influence the inference, especially when it is considerably optimistic relative to the observed data.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.4
• /
• pp.1329-1341
• /
• 2006

When X and Y have independent gamma distributions, we consider the testing problem for two gamma means. We propose a solution based on a Bayesian model selection procedure to this problem in which no subjective input is considered. The reference prior is derived. Using the derived reference prior, we compute the fractional Bayes factor and the intrinsic Bayes factors. The posterior probability of each model is used as a model selection tool. Simulation study and a real data example are provided.