응용통계연구 (The Korean Journal of Applied Statistics)

  • 제30권1호
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  • Pages.57-68
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  • 2017
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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군집 특정 변량효과를 포함한 유한 혼합 모형의 베이지안 분석

Bayesian analysis of finite mixture model with cluster-specific random effects

  • 이혜진 (덕성여자대학교 통계학과) ;
  • 경민정 (덕성여자대학교 통계학과)
  • Lee, Hyejin (Department of Statistics, Duksung Women's University) ;
  • Kyung, Minjung (Department of Statistics, Duksung Women's University)
  • 투고 : 2016.09.22
  • 심사 : 2016.12.20
  • 발행 : 2017.02.28
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초록

대량의 데이터에 있어 전반적인 특성 및 구조를 파악하는데 유용하기 때문에 다양한 분야에서 군집분석을 사용하고 있다. Dempster 등 (1977)에서 정의된 expectation-maximization(EM) 알고리즘은 가장 보편적으로 사용되는 군집분석 방법이다. 선형모형의 유한혼합물(finite mixture of linear model) 기법 또한 군집분석 방법 중 많이 사용되는 방법이며 베이지안 군집방법은 Bernardo와 Giron (1988)이 군집에 대한 가중치 확률만 모를 경우 처음 적용하였다. 우리는 이 연구에서 일반적인 선형모형의 유한혼합물이 아닌 군집특정(cluster-specific) 변량효과를 모형에 포함하여 베이지안 분석방법인 깁스표집법(Gibbs sampling)을 사용한다. 제안한 모형의 특성 및 표집법에 대하여 설명하였고 모의실험 및 실제 데이터 분석을 통하여 모형의 유용성을 파악하였다. Hurn 등 (2003)의 CO2 데이터에 모형을 적용하여 변량효과가 없는 모형, 개체특정(subject-specific) 변량효과 모형과 비교하였다.

Clustering algorithms attempt to find a partition of a finite set of objects in to a potentially predetermined number of nonempty subsets. Gibbs sampling of a normal mixture of linear mixed regressions with a Dirichlet prior distribution calculates posterior probabilities when the number of clusters was known. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities. A Monte Carlo study of curve estimation results showed that the model was useful for function estimation. Examples are given to show how these models perform on real data.

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