• Title/Summary/Keyword: 베이즈 인자

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메타분석에서 그룹화 임의효과 모형의 베이지안 해석

  • 정윤식;정호진
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.81-96
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    • 2000
  • 본 논문은 의학분야에서 주로 사용되는 메타분석 중 그룹화 임의효과 모형(grouped random effects model)을 프라빗 연결함수(probit link function)를 이용하여 베이즈적 관점에서 연구하였다. 이때 프라빗 함수를 강요하기 위해 잠재변수를 정의하였고, 사전 분포를 달리한 세가지 모형을 고려하였다. 주어진 세가지 모형들에게서 적합한 모형 선택을 위하여 베이즈 인자(Bayes factor, BF)와 유사베이즈 인자(pseudo-Bayes factor, PsBF)를 이용하였다. 깁스샘플러와 메트로폴리스 알고리즘을 이용하여 베이지안 계산상의 어려움을 해결하였다. 예로써, 새로운 간질약에 대한 효과를 조사하기 위하여 앞에서 제시된 방법으로 해석하였다.

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A Bayesian Outlier Detection in Random Effects Model (변량모형 자료에서의 베이지안 이상점검출)

  • 정윤식;이상진
    • The Korean Journal of Applied Statistics
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    • v.13 no.1
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    • pp.115-131
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    • 2000
  • 이 논문에서는 평균-이동모형(mean-shift model)을 이상점을 위한 대립모형으로 사용하여 변량모형(random effect model)에서의 이상점 검출을 위한 베이즈인자(Bayes factor)를 제시한다. 그러나 가능한 사전 정보가 없어서 무정보사전분포(noninformative prior distribution)가 사용되어야만 할 때, 대부분의 무정보사전분포는 부적절분포(improper distribution)이기 때문에 베이즌 인자에는 사전분포로부터 나온 미지의 상수가 포함되어 잇다. 이 문제를 해결하기 위해 이 논문에서는 Berger와 Pericchi (1996)가 제시한 내재베이즈인자(the intrinsic Bayes factor;IBF)를 사용한다. 또한 이 베이즈인자를 계산상 어려움을 해결하기 위해 Verdinellidh Wasserman(1995)의 일반화 세비디지키 밀도비를 이용하여 수정하고 이것을 이용하여 이상점을 검출하는 방법을 제시한다. 마지막으로 인위적으로 이상점을 포함하고 있는 데이터를 만들고 제시된 방법으로 가상실험을 하고 또한 실제 데이터에서 제시한 방법으로 이상점을 찾아보았다.

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Bayesian Method for the Multiple Test of an Autoregressive Parameter in Stationary AR(L) Model (AR(1)모형에서 자기회귀계수의 다중검정을 위한 베이지안방법)

  • 김경숙;손영숙
    • The Korean Journal of Applied Statistics
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    • v.16 no.1
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    • pp.141-150
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    • 2003
  • This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.

Development of a Screening Method for Deforestation Area Prediction using Probability Model (확률모델을 이용한 산림전용지역의 스크리닝방법 개발)

  • Lee, Jung-Soo
    • Journal of the Korean Association of Geographic Information Studies
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    • v.11 no.2
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    • pp.108-120
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    • 2008
  • This paper discusses the prediction of deforestation areas using probability models from forest census database, Geographic information system (GIS) database and the land cover database. The land cover data was analyzed using remotely-sensed (RS) data of the Landsat TM data from 1989 to 2001. Over the analysis period of 12 years, the deforestation area was about 40ha. Most of the deforestation areas were attributable to road construction and residential development activities. About 80% of the deforestation areas for residential development were found within 100m of the road network. More than 20% of the deforestation areas for forest road construction were within 100m of the road network. Geographic factors and vegetation change detection (VCD) factors were used in probability models to construct deforestation occurrence map. We examined the size effect of area partition as training area and validation area for the probability models. The Bayes model provided a better deforestation prediction rate than that of the regression model.

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Study of Joint Histogram Based Statistical Features for Early Detection of Lung Disease (폐질환 조기 검출을 위한 결합 히스토그램 기반의 통계적 특징 인자에 대한 연구)

  • Won, Chul-ho
    • Journal of rehabilitation welfare engineering & assistive technology
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    • v.10 no.4
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    • pp.259-265
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    • 2016
  • In this paper, new method was proposed to classify lung tissues such as Broncho vascular, Emphysema, Ground Glass Reticular, Ground Glass, Honeycomb, Normal for early lung disease detection. 459 Statistical features was extraced from joint histogram matrix based on multi resolution analysis, volumetric LBP, and CT intensity, then dominant features was selected by using adaboost learning. Accuracy of proposed features and 3D AMFM was 90.1% and 85.3%, respectively. Proposed joint histogram based features shows better classification result than 3D AMFM in terms of accuracy, sensitivity, and specificity.

Improving Naïve Bayes Text Classifiers with Incremental Feature Weighting (점진적 특징 가중치 기법을 이용한 나이브 베이즈 문서분류기의 성능 개선)

  • Kim, Han-Joon;Chang, Jae-Young
    • The KIPS Transactions:PartB
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    • v.15B no.5
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    • pp.457-464
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    • 2008
  • In the real-world operational environment, most of text classification systems have the problems of insufficient training documents and no prior knowledge of feature space. In this regard, $Na{\ddot{i}ve$ Bayes is known to be an appropriate algorithm of operational text classification since the classification model can be evolved easily by incrementally updating its pre-learned classification model and feature space. This paper proposes the improving technique of $Na{\ddot{i}ve$ Bayes classifier through feature weighting strategy. The basic idea is that parameter estimation of $Na{\ddot{i}ve$ Bayes considers the degree of feature importance as well as feature distribution. We can develop a more accurate classification model by incorporating feature weights into Naive Bayes learning algorithm, not performing a learning process with a reduced feature set. In addition, we have extended a conventional feature update algorithm for incremental feature weighting in a dynamic operational environment. To evaluate the proposed method, we perform the experiments using the various document collections, and show that the traditional $Na{\ddot{i}ve$ Bayes classifier can be significantly improved by the proposed technique.

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.

Population Genetic Variation of Ulmus davidiana var. japonica in South Korea Based on ISSR Markers (ISSR 표지자를 이용한 느릅나무 자연집단의 유전변이 분석)

  • Ahn, Ji Young;Hong, Kyung Nak;Lee, Jei Wan;Yang, Byung Hoon
    • Journal of Korean Society of Forest Science
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    • v.102 no.4
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    • pp.560-565
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    • 2013
  • Population genetic structure and diversity of Ulmus davidiana var. japonica in South Korea were studied using ISSR markers. A total of 45 polymorphic ISSR amplicons were cropped from 7 ISSR primers and 171 individuals of 7 populations. The average of effective alleles and the proportion of polymorphic loci were 1.5 and 89% respectively. The Shannon's diversity index (I) was 0.435 and the expected heterozygosity from the frequentist's method ($H_e$) and the Bayesian inference (hs) were 0.289 and 0.323 respectively. From AMOVA, 4.2% of total genetic variation in the elm populations was explained with the difference among populations (${\Phi}_{ST}=0.042$) and the other 95.8% was distributed within populations. The ${\theta}^{II}$ value by Bayesian method which was comparable to the FST was 0.043. So the level of genetic diversity in the elm populations was similar to that in Genus Ulmus and the level of genetic differentiation was lower than that of others. No population showed a significant difference in the population-specific fixation indices (average of $PS-F_{IS}=0.822$) or the population-specific genetic differentiations (average of $PS-F_{ST}=0.101$). Seven populations were allocated into 3 groups in the UPGMA and the PCA, but the grouping patterns were different. Also, we could not confirm any geographic trend from Bayesian clustering.

A Multiple Test of a Poisson Mean Parameter Using Default Bayes Factors (디폴트 베이즈인자를 이용한 포아송 평균모수에 대한 다중검정)

  • 김경숙;손영숙
    • Journal of Korean Society for Quality Management
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    • v.30 no.2
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    • pp.118-129
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    • 2002
  • A multiple test of a mean parameter, λ, in the Poisson model is considered using the Bayes factor. Under noninformative improper priors, the intrinsic Bayes factor(IBF) of Berger and Pericchi(1996) and the fractional Bayes factor(FBF) of O'Hagan(1995) called as the default or automatic Bayes factors are used to select one among three models, M$_1$: λ< $λ_0, M$_2$: λ= $λ_0, M$_3$: λ> $λ_0. Posterior probability of each competitive model is computed using the default Bayes factors. Finally, theoretical results are applied to simulated data and real data.

Determination of the Optimal Return Period for River Design using Bayes Theory (베이즈 이론을 활용한 적정 하천설계빈도 결정)

  • Ryu, Jae Hee;Lee, Jin-Young;Kim, Ji Eun;Kim, Tae-Woong
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.6
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    • pp.793-800
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    • 2018
  • It is necessary to determine an optimal design frequency for establishing stable flood control against frequent flood disasters. Depending on the importance of river and regional characteristics, design return periods are suggested from at least 50 years up to 200 years for river design. However, due to the wide range of applications, it is not desirable to reflect the geographical and flood control characteristics of river. In this study, Bayes theory was applied to seven evaluation factors to determine the optimal design return period of rivers in Chungcheongnam-do; urbanization flooded area, watershed area, basin coefficient, slope, water system and stream order, range of backwater effect, abnormal rainfall occurrence frequency. The potential flood damage (PFD) capacity was estimated considering climate change and the appropriate design return period was determined by analyzing the capacity of each district. We compared the design return periods of 382 rivers in Chungcheongnam-do with the existing design return periods. The number of rivers that were upgraded from the existing return period were 65, which have relatively large flooding areas and have large PFDs. Whereas, the number of rivers that were downgraded were 169.