응용통계연구 (The Korean Journal of Applied Statistics)

  • 제14권2호
  • /
  • Pages.379-391
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  • 2001
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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확률난수를 이용한 공간자료가 생성과 베이지안 분석

Computing Methods for Generating Spatial Random Variable and Analyzing Bayesian Model

  • 이윤동 (서울대학교 복잡계통계연구센터)
  • 발행 : 2001.09.01
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초록

본 연구에서는 관심거리가 되고 있는 마코프인쇄 몬테칼로(Markov Chain Monte Carlo, MCMC)방법에 근거한 공간 확률난수 (spatial random variate)생성법과 깁스표본추출법(Gibbs sampling)에 의한 베이지안 분석 방법에 대한 기술적 사항들에 관하여 검토하였다. 먼저 기본적인 확률난수 생성법과 관련된 사항을 살펴보고, 다음으로 조건부명시법(conditional specification)을 이용한 공간 확률난수 생성법을 예를 들어 살펴보기로한다. 다음으로는 이렇게 생성된 공간자료를 분석하기 위하여 깁스표본추출법을 이용한 베이지안 사후분포를 구하는 방법을 살펴보았다.

키워드

참고문헌

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