• Title/Summary/Keyword: 통계추론

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A Bayesian zero-inflated negative binomial regression model based on Pólya-Gamma latent variables with an application to pharmaceutical data (폴랴-감마 잠재변수에 기반한 베이지안 영과잉 음이항 회귀모형: 약학 자료에의 응용)

  • Seo, Gi Tae;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.311-325
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    • 2022
  • For count responses, the situation of excess zeros often occurs in various research fields. Zero-inflated model is a common choice for modeling such count data. Bayesian inference for the zero-inflated model has long been recognized as a hard problem because the form of conditional posterior distribution is not in closed form. Recently, however, Pillow and Scott (2012) and Polson et al. (2013) proposed a Pólya-Gamma data-augmentation strategy for logistic and negative binomial models, facilitating Bayesian inference for the zero-inflated model. We apply Bayesian zero-inflated negative binomial regression model to longitudinal pharmaceutical data which have been previously analyzed by Min and Agresti (2005). To facilitate posterior sampling for longitudinal zero-inflated model, we use the Pólya-Gamma data-augmentation strategy.

기초 통계량을 이용한 저작자 진위 추론

  • 이근무;이근우
    • Proceedings of the Korean Statistical Society Conference
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    • 2001.11a
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    • pp.69-73
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    • 2001
  • 이 논문에서 문장특성을 파악하는 방법으로 주로 이용한 것은 특정문자의 출현율이다. 어떤 사람이나 그 글 속에는 자신의 개성이 들어있다. 문장의 길이를 비롯하여 문장의 구조나 어휘량, 유의어 중에서 선호하는 글자, 평서문이나 의문문의 사용, 품사의 사용, 문두나 문말에 오는 글자 등에서 각각의 개성이 드러난다. 그 중에서도 접속사나 조사, 접두어, 접미어 등 상대적으로 의미적인 요소보다는 형식적인 요소에 가까운 영역에서 문장의 특성이 두드러지는 것으로 보고되어 있다, 이런 특징을 이용하여 화랑세기의 저작자의 진위를 추론하고자 한다.

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Mathematical Review on the Local Linearizing Method of Drift Coefficient (추세계수 국소선형근사법의 특성과 해석)

  • Yoon, Min;Choi, Young-Soo;Lee, Yoon-Dong
    • The Korean Journal of Applied Statistics
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    • v.21 no.5
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    • pp.801-811
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    • 2008
  • Modeling financial phenomena with diffusion processes is a commonly used methodology in the area of modern finance. Recently, various types of diffusion models have been suggested to explain the specific financial processes, and their related inference methodology have been also developed. In particular, likelihood methods for the efficient and accurate inference have been explored in various ways. In this paper, we review the mathematical properties of an approximated likelihood method, which is obtained by linearizing the drift coefficient of a diffusion process.

Scientific Reasoning Differences in Science Writing of Elementary School Students by Grades (초등학생들의 과학 글쓰기에 나타나는 과학적 추론의 학년별 차이)

  • Lim, Ok-Ki;Kim, Hyo-Nam
    • Journal of The Korean Association For Science Education
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    • v.38 no.6
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    • pp.839-851
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    • 2018
  • The purpose of this study is to analyze the science reasoning differences of elementary school students' science writing. For this purpose, science writing activities and analysis frameworks were developed. Science writing data were collected and analyzed. Third to sixth grade elementary students were selected from a middle high level elementary school in terms of a national achievement test in Seoul. A total of 320 writing materials were analyzed. The results of the analysis were as follows. Science writings show science reasoning at 52 % for $3^{rd}$ grade, 68% for $4^{th}$ grade, 85% for $5^{th}$ grade, and 89% for $6^{th}$ grade. Three types of scientific reasoning such as inductive reasoning, deductive reasoning, and abductive reasoning appeared in science writing of the third to sixth graders. The abductive reasoning appeared very low in comparing with inductive and deductive reasoning. Level three appeared the most frequently in the science writing of the elementary students. The levels of inductive and deductive reasoning in science writing increased according to increasing grade and showed statistical differences between grades. But the levels of abductive reasoning did not show an increasing aspect according to increasing grade and also did not show statistical differences between grades. The levels of inductive reasoning and deductive reasoning of the 3rd grade was very low in comparing with the other grades.

On the Bayesian Statistical Inference (베이지안 통계 추론)

  • Lee, Ho-Suk
    • Proceedings of the Korean Information Science Society Conference
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    • 2007.06c
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    • pp.263-266
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    • 2007
  • This paper discusses the Bayesian statistical inference. This paper discusses the Bayesian inference, MCMC (Markov Chain Monte Carlo) integration, MCMC method, Metropolis-Hastings algorithm, Gibbs sampling, Maximum likelihood estimation, Expectation Maximization algorithm, missing data processing, and BMA (Bayesian Model Averaging). The Bayesian statistical inference is used to process a large amount of data in the areas of biology, medicine, bioengineering, science and engineering, and general data analysis and processing, and provides the important method to draw the optimal inference result. Lastly, this paper discusses the method of principal component analysis. The PCA method is also used for data analysis and inference.

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Comparison of Some Nonparametric Statistical Inference for Logit Model (로짓모형의 비모수적 추론의 비교)

  • 정형철;김대학
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.355-366
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    • 2002
  • Nonparametric statistical inference for the parameter of logit model were examined. Usually nonparametric approach is milder than parametric approach based on normal theory assumption. We compared the two nonparametric methods for legit model, the bootstrap and random permutation in the sense of coverage probability. Monte Carlo simulation is conducted for small sample cases. Empirical power of hypothesis test and coverage probability for confidence interval estimation were presented for simple and multiple legit model respectively. An example were also introduced.

Design and implementation of Web Course_ware based on Simulation for statistical Inference Study (통계적 추론 학습을 위한 시뮬레이션 중심 웹 코스웨어의 설계와 구현)

  • Choi, Eun-Seon;Choi, Jin-Seek
    • Proceedings of the Korean Information Science Society Conference
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    • 2006.10a
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    • pp.113-118
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    • 2006
  • 고등학교 수학과 교육과정에서의 ‘확률과 통계'단원은 실제로 자료의 수집과 요약을 통하여 자료 분석방법을 배우고 사회와 자연현상을 인식하고 추론하는 능력을 기르는데 목표를 두고 있다. 추상적인 수학내용을 직접 시도하거나 학생들이 실제적인 자료를 수집하고 직접 자료를 해석하고 추론해 보는 경험과정은 수학실험과 시뮬레이션이라는 컴퓨터 학습을 통해 가능하고 개념학습의 전 단계에서 보다 구성적이고 탐구적인 활동을 강화할 수 있다. 본 논문에서는 ‘확률과 통계'의 교수-학습과정에서 수학적 시뮬레이션을 활용한 웹 기반 학습모형을 제시하여 학습자들에게 수학적 내용과 관련된 구체적 매체를 조작하는 컴퓨터 실험 활동을 통하여 수학에서의 원리발견과 통계적 추론을 경험하고 유도할 수 있는 탐구적 학습 환경을 조성해 보고자 한다.

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Saddlepoint Approximation to the Smooth Functions of Means Model (평균 벡터의 평활함수모형에 대한 안부점근사 -스튜던트화 분산을 중심으로-)

  • 나종화;김주성
    • The Korean Journal of Applied Statistics
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    • v.14 no.2
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    • pp.333-344
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    • 2001
  • 통계적 추론에 사용되는 많은 통계량들은 평균벡터의 평활함수의 형태로 표현이 가능하다. 본 연구에서는 이들 통계량들의 분포함수에 대한 안부점근사법을 제시하였다. 이 방법은 Na(1998)에서 제시된 일반적 통계량의 분포함수에 대한 안부점근사법이 평균벡터의 평활함수모형에 특히 유용하게 사용될 수 있음을 보인 것이다. 이 근사법은 정규근사에 비해 근사의 정도가 뛰어나며, 특히 통계량의 꼬리부분의 확률에 대해서도 정확도가 그대로 유지되는 장점이 있어 정밀한 추론이 요구되는 많은 문제에 효과적으로 사용될 수 있다. 모의 실험에 사용할 평균벡터의 평활함수 모형으로는 스튜던트화 분산을 고려하였다.

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Bayesian logit models with auxiliary mixture sampling for analyzing diabetes diagnosis data (보조 혼합 샘플링을 이용한 베이지안 로지스틱 회귀모형 : 당뇨병 자료에 적용 및 분류에서의 성능 비교)

  • Rhee, Eun Hee;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.131-146
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    • 2022
  • Logit models are commonly used to predicting and classifying categorical response variables. Most Bayesian approaches to logit models are implemented based on the Metropolis-Hastings algorithm. However, the algorithm has disadvantages of slow convergence and difficulty in ensuring adequacy for the proposal distribution. Therefore, we use auxiliary mixture sampler proposed by Frühwirth-Schnatter and Frühwirth (2007) to estimate logit models. This method introduces two sequences of auxiliary latent variables to make logit models satisfy normality and linearity. As a result, the method leads that logit model can be easily implemented by Gibbs sampling. We applied the proposed method to diabetes data from the Community Health Survey (2020) of the Korea Disease Control and Prevention Agency and compared performance with Metropolis-Hastings algorithm. In addition, we showed that the logit model using auxiliary mixture sampling has a great classification performance comparable to that of the machine learning models.

Undecided inference using the difference of AUCs (AUC 차이를 이용한 미결정자 추론방법)

  • Hong, Chong Sun;Na, Hae Rin
    • The Korean Journal of Applied Statistics
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    • v.34 no.2
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    • pp.141-152
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    • 2021
  • A new statistical model needs additional variables in order to re-evaluate the undecided inference. Then the MNAR assumption is required, since the probabilities for the positivity of the indeterminant and the determinant is calculated differently. In this study, since two statistical models have a hierarchical relationship, we determine the undecided inference under the MNAR assumption using the confidence interval of the difference between two AUCs. Among many methods of estimating the confidence interval of the AUC difference, it is found that four kinds of methods show excellent performance through simulations. And based on these methods, we propose a variable selection method that are useful for the undecided inference using logistic regression models.