• Title/Summary/Keyword: 계층적 베이즈

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경시적 자료의 계층적 베이즈 분석

  • 김달호;신임희
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.431-437
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    • 1998
  • 본 논문의 목적은 계층적 베이즈 일반화 선형모형을 이용하여 경시적 자료를 분석하는 것이다. 구체적으로 계층적 베이즈 변량효과 모형을 소개하고 무정보적 사전분포 하에서 사후분포가 진(proper)인지에 대한 충분조건을 찾는다 또한, 깁스(Gibbs) 표본자를 사용하여 제안된 계층적 베이즈 절차의 수행에 관해 논의한다. 현실자료를 사용하여 제안된 계층적 베이즈 분석을 예시하고, 이에 대응하는 경험적 베이즈 분석과 비교한다.

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Hierarchical Bayes Estimation of Parameter and Reliability Function in Doubly Censored Exponential Distribution (양쪽중단된 지수분포의 모수와 신뢰도에 대한 계층적 베이즈추정)

  • 조장식;강상길
    • The Korean Journal of Applied Statistics
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    • v.12 no.2
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    • pp.405-414
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    • 1999
  • 양쪽중단(doubly censored)된 지수분포에서 모수와 신뢰도함수를 계층적 베이지안(hierarchical Bayesian)방법을 이용하여 추정하였다. 베이즈 계산은 깁스표본기법(Gibbs sampler)을 이용하고 또한 완전조건부 분포(full conditional distribution)의 정량화 상수를 모르는 경우에는 적합기각방법(adaptive rejection sampling)을 이용하였다. 그리고 실제자료를 이용하여 분석을 하였다.

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소지역 추정법을 이용한 시군구의 실업자 추정

  • 이계오;정연수
    • Proceedings of the Korean Association for Survey Research Conference
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    • 2000.11a
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    • pp.229-250
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    • 2000
  • 신뢰할 만한 소지역 통계 작성을 위한 다양한 소지역 추정 기법들이 최근 많은 관심속에 개발되고 있다. 이 논문은 다양한 소지역 추정 기법들 중 일부 기법들에 대한 간략한 소개 및 실례를 제시한다. 먼저 대표적인 소지역에 대한 간접추정법인 인구통계학적 방법, 합성추정법과 복합추정법에 관한 이론 및 추정절차를 살펴보았고, 모형 기반 추정법으로써 경험적 베이즈(EB) 추정법과 계층적 베이즈(HB) 추정법을 소개하였다. 마지막으로 합성추정법과 복합추정법을 이용하여 충북의 시군구 실업자 추정에 적용해 보았고, 시군구 실업자 추정결과를 직접 추정법의 결과와 비교하였다.

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Hierachical Bayes Estimation of Small Area Means in Repeated Survey (반복조사에서 소지역자료 베이지안 분석)

  • 김달호;김남희
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.119-128
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    • 2002
  • In this paper, we consider the HB estimators of small area means with repeated survey. mao and Yu(1994) considered small area model with repeated survey data and proposed empirical best linear unbiased estimators. We propose a hierachical Bayes version of Rao and Yu by assigning prior distributions for unknown hyperparameters. We illustrate our HB estimator using very popular data in small area problem and then compare the results with the estimator of Census Bureau and other estimators previously proposed.

깁스표본기법을 이용한 설명변수 선택문제에서 사전분포의 설정-선형회귀모형을 중심으로-

  • 박종선;남궁평;한숙영
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.333-343
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    • 1997
  • 선형회귀분석에서 변수의 선택문제는 최적의 모형을 찾는데 아주 중요한 부분을 차지한다. George와 McCulloch(1993)는 계층적 베이즈 모형과 깁스표본법을 이용하여 선형회귀모형에서 변수를 선택하는 문제를 고려하였다. 이 논문에서는 George와 McCulloch의 모형을 바탕으로 각각의 설명변수가 모형에 포함될 사전확률을 객관적인 기준에 의하여 결정하는 문제를 고려하여 보았다.

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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.

Evaluations of Small Area Estimations with/without Spatial Terms (공간 통계 활용에 따른 소지역 추정법의 평가)

  • Shin, Key-Il;Choi, Bong-Ho;Lee, Sang-Eun
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.229-244
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    • 2007
  • Among the small area estimation methods, it has been known that hierarchical Bayesian(HB) approach is the most reasonable and effective method. However any model based approaches need good explanatory variables and finding them is the key role in the model based approach. As the lacking of explanatory variables, adopting the spatial terms in the model was introduced. Here in this paper, we evaluate the model based methods with/without spatial terms using the diagnostic methods which were introduced by Brown et al. (2001). And Economic Active Population Survey(2005) is used for data analysis.

Small area estimation of the insurance benefit for customer segmentations (고객집단별 보험금에 대한 소지역 추정)

  • Kim, Yeong-Hwa;Kim, Ki-Su
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.77-87
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    • 2009
  • Bayesian methods have been focused in recent years for solving small area estimation problems. In this paper, the hierarchical Bayes procedure is implemented via MCMC techniques and compared with the results of One-way, GLM-Normal, and GLM-Gamma cases by analyzing real data of insurance benefit for customer segmentations. After analyzing insurance benefit real data for customer segmentations, we can conclude that the insurance benefit estimator through the small area estimation is more efficient than the estimators by other methods. In addition, we found that the small area estimation gave accurate estimation result for the small number domains.

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A Hierarchical CPV Solar Generation Tracking System based on Modular Bayesian Network (베이지안 네트워크 기반 계층적 CPV 태양광 추적 시스템)

  • Park, Susang;Yang, Kyon-Mo;Cho, Sung-Bae
    • Journal of KIISE:Software and Applications
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    • v.41 no.7
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    • pp.481-491
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    • 2014
  • The power production using renewable energy is more important because of a limited amount of fossil fuel and the problem of global warming. A concentrative photovoltaic system comes into the spotlight with high energy production, since the rate of power production using solar energy is proliferated. These systems, however, need to sophisticated tracking methods to give the high power production. In this paper, we propose a hierarchical tracking system using modular Bayesian networks and a naive Bayes classifier. The Bayesian networks can respond flexibly in uncertain situations and can be designed by domain knowledge even when the data are not enough. Bayesian network modules infer the weather states which are classified into nine classes. Then, naive Bayes classifier selects the most effective method considering inferred weather states and the system makes a decision using the rules. We collected real weather data for the experiments and the average accuracy of the proposed method is 93.9%. In addition, comparing the photovoltaic efficiency with the pinhole camera system results in improved performance of about 16.58%.

Model selection method for categorical data with non-response (무응답을 가지고 있는 범주형 자료에 대한 모형 선택 방법)

  • Yoon, Yong-Hwa;Choi, Bo-Seung
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.627-641
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    • 2012
  • We consider a model estimation and model selection methods for the multi-way contingency table data with non-response or missing values. We also consider hierarchical Bayesian model in order to handle a boundary solution problem that can happen in the maximum likelihood estimation under non-ignorable non-response model and we deal with a model selection method to find the best model for the data. We utilized Bayes factors to handle model selection problem under Bayesian approach. We applied proposed method to the pre-election survey for the 2004 Korean National Assembly race. As a result, we got the non-ignorable non-response model was favored and the variable of voting intention was most suitable.