• Title/Summary/Keyword: 메트로폴리스-해스팅 알고리즘

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Computing Methods for Generating Spatial Random Variable and Analyzing Bayesian Model (확률난수를 이용한 공간자료가 생성과 베이지안 분석)

  • 이윤동
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.379-391
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    • 2001
  • 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.

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A Bayesian Method to Semiparametric Hierarchical Selection Models (준모수적 계층적 선택모형에 대한 베이지안 방법)

  • 정윤식;장정훈
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.161-175
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    • 2001
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

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