• Title/Summary/Keyword: sampler model

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Reliability of the Mixture Model with Gamma Family Using Gibbs Sampler (깁스추출법을 이용한 감마족 신뢰확률 혼합모형에 대한 연구)

  • 김평구
    • Journal of Korean Society for Quality Management
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    • v.27 no.1
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    • pp.80-90
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    • 1999
  • In this paper, reliability estimation using Gibbs sampler is considered for the mixture model with Gamma family, Gibbs sampler is derived to compute the features for the posterior distribution. By simulation study, the maximum likelihood estimator and the Gibbs estimator are obtained. A numerical study with a simulated data is provided.

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RELIABILITY ESTIMATION OF A MIXTURE EXPONENTIAL MODEL USIGN GIBBS SAMPLER

  • Kim, Hee-Cheul;Kim, Pyong-Koo
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.661-668
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    • 1999
  • Reliability estimation using Gibbs sampler considered for modeling mixture exponential reliability problems. Gibbs sampler is developed to compute the features of the posterior distribution. Bayesian estimation of complicated functions requires simpler esti-mation techniques due to the mathematical difficulties involved in the Bayes approach. The Maximum likelihood estimator and the Gibbs estimator of reliability of the system are derived. By simula-tion risk behaviors of derived estimators are compared. model de-termination based on relative error is considered. A numerical study with a simulated data set is provided.

Sampler Model of P-type Current Mode Control Utilizing Low Pass Filter (저역 통과 필터를 사용하는 P-type 전류모드제어의 샘플러 모델)

  • Jung, Young-Seok
    • The Transactions of the Korean Institute of Power Electronics
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    • v.17 no.5
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    • pp.388-392
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    • 2012
  • In this paper, a sampler model for the P-type current mode control employing low pass filter is proposed. Even though the frequency response of the compensator used in a P-type current mode control employing low pass filter is similar to that of P-type compensator, the sampler model has to be obtained from the method used in PI-type current mode control. In order to show the usefulness of the proposed method, prediction results of the proposed model are compared to those from the circuit level simulator, PSIM.

Posterior density estimation of Kappa via Gibbs sampler in the beta-binomial model (베타-이항 분포에서 Gibbs sampler를 이용한 평가 일치도의 사후 분포 추정)

  • 엄종석;최일수;안윤기
    • The Korean Journal of Applied Statistics
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    • v.7 no.2
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    • pp.9-19
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    • 1994
  • Beta-binomial model, which is reparametrized in terms of the mean probability $\mu$ of a positive deagnosis and the $\kappa$ of agreement, is widely used in psychology. When $\mu$ is close to 0, inference about $\kappa$ become difficult because likelihood function becomes constant. We consider Bayesian approach in this case. To apply Bayesian analysis, Gibbs sampler is used to overcome difficulties in integration. Marginal posterior density functions are estimated and Bayesian estimates are derived by using Gibbs sampler and compare the results with the one obtained by using numerical integration.

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Bayesian Estimation of State-Space Model Using the Hybrid Monte Carlo within Gibbs Sampler

  • Park, Ilsu
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.203-210
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    • 2003
  • In a standard Metropolis-type Monte Carlo simulation, the proposal distribution cannot be easily adapted to "local dynamics" of the target distribution. To overcome some of these difficulties, Duane et al. (1987) introduced the method of hybrid Monte Carlo(HMC) which combines the basic idea of molecular dynamics and the Metropolis acceptance-rejection rule to produce Monte Carlo samples from a given target distribution. In this paper, using the HMC within Gibbs sampler, an asymptotical estimate of the smoothing mean and a general solution to state space modeling in Bayesian framework is obtaineds obtained.

Bayesian Analysis for Multiple Capture-Recapture Models using Reference Priors

  • Younshik;Pongsu
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.165-178
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    • 2000
  • Bayesian methods are considered for the multiple caputure-recapture data. Reference priors are developed for such model and sampling-based approach through Gibbs sampler is used for inference from posterior distributions. Furthermore approximate Bayes factors are obtained for model selection between trap and nontrap response models. Finally one methodology is implemented for a capture-recapture model in generated data and real data.

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Bayes Estimation for the Rayleigh Failure Model

  • Ko, Jeong-Hwan;Kang, Sang-Gil;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.227-235
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    • 1998
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and hazard rate function based on type-II censored samples from a Rayleigh failure model. Bayes calculations can be implemented easily by means of the Gibbs sampler. A numerical study is provided.

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MF sampler: Sampling method for improving the performance of a video based fashion retrieval model (MF sampler: 동영상 기반 패션 검색 모델의 성능 향상을 위한 샘플링 방법)

  • Baek, Sanghun;Park, Jonghyuk
    • Journal of Intelligence and Information Systems
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    • v.28 no.4
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    • pp.329-346
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    • 2022
  • Recently, as the market for short form videos (Instagram, TikTok, YouTube) on social media has gradually increased, research using them is actively being conducted in the artificial intelligence field. A representative research field is Video to Shop, which detects fashion products in videos and searches for product images. In such a video-based artificial intelligence model, product features are extracted using convolution operations. However, due to the limitation of computational resources, extracting features using all the frames in the video is practically impossible. For this reason, existing studies have improved the model's performance by sampling only a part of the entire frame or developing a sampling method using the subject's characteristics. In the existing Video to Shop study, when sampling frames, some frames are randomly sampled or sampled at even intervals. However, this sampling method degrades the performance of the fashion product search model while sampling noise frames where the product does not exist. Therefore, this paper proposes a sampling method MF (Missing Fashion items on frame) sampler that removes noise frames and improves the performance of the search model. MF sampler has improved the problem of resource limitations by developing a keyframe mechanism. In addition, the performance of the search model is improved through noise frame removal using the noise detection model. As a result of the experiment, it was confirmed that the proposed method improves the model's performance and helps the model training to be effective.

Bayesian Estimation for the Multiple Regression with Censored Data : Mutivariate Normal Error Terms

  • Yoon, Yong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.165-172
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    • 1998
  • This paper considers a linear regression model with censored data where each error term follows a multivariate normal distribution. In this paper we consider the diffuse prior distribution for parameters of the linear regression model. With censored data we derive the full conditional densities for parameters of a multiple regression model in order to obtain the marginal posterior densities of the relevant parameters through the Gibbs Sampler, which was proposed by Geman and Geman(1984) and utilized by Gelfand and Smith(1990) with statistical viewpoint.

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Bayesian Approaches to Zero Inflated Poisson Model (영 과잉 포아송 모형에 대한 베이지안 방법 연구)

  • Lee, Ji-Ho;Choi, Tae-Ryon;Wo, Yoon-Sung
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.677-693
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    • 2011
  • In this paper, we consider Bayesian approaches to zero inflated Poisson model, one of the popular models to analyze zero inflated count data. To generate posterior samples, we deal with a Markov Chain Monte Carlo method using a Gibbs sampler and an exact sampling method using an Inverse Bayes Formula(IBF). Posterior sampling algorithms using two methods are compared, and a convergence checking for a Gibbs sampler is discussed, in particular using posterior samples from IBF sampling. Based on these sampling methods, a real data analysis is performed for Trajan data (Marin et al., 1993) and our results are compared with existing Trajan data analysis. We also discuss model selection issues for Trajan data between the Poisson model and zero inflated Poisson model using various criteria. In addition, we complement the previous work by Rodrigues (2003) via further data analysis using a hierarchical Bayesian model.