• 제목/요약/키워드: Bayes factors

검색결과 106건 처리시간 0.023초

Bayesian Analysis for Multiple Capture-Recapture Models using Reference Priors

  • Younshik;Pongsu
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.165-178
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    • 2000
  • Bayesian methods are considered for the multiple caputure-recapture data. Reference priors are developed for such model and sampling-based approach through Gibbs sampler is used for inference from posterior distributions. Furthermore approximate Bayes factors are obtained for model selection between trap and nontrap response models. Finally one methodology is implemented for a capture-recapture model in generated data and real data.

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부분 베이즈요인을 이용한 로그정규분포의 상등에 관한 베이지안검정 (Bayesian Testing for the Equality of Two Lognormal Populations with the fractional Bayes factor)

  • 문경애;김달호
    • Journal of the Korean Data and Information Science Society
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    • 제12권1호
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    • pp.51-59
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    • 2001
  • 독립이면서 로그정규분포를 따르는 두 모집단의 평균 차이에 대한 검정으로 O'Hagan (1995)이 제안한 부분 베이즈요인을 이용한 베이지안 방법을 제안한다. 이 때 모수에 대한 사전분포로는 무정보적 사전분포를 사용한다. 제안한 검정 방법의 유용성을 알아보기 위하여 실제 자료의 분석과 모의실험을 이용하여 고전적인 검정방법과 그 결과를 비교한다.

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Bayesian Tests for Independence and Symmetry in Freund's Bivariate Exponential Model

  • Cho, Jang-Sik;Kim, Dal-Ho;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.135-146
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    • 1999
  • In this paper, we consider the Bayesian hypotheses testing for independence and symmetry in Freund's bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results to analyze some data sets.

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Bayesian Multiple Comparison of Normal Populations based on Bayes Factor

  • Kang, Sang-Gil;Lee, Chang-Soon
    • 한국산업정보학회논문지
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    • 제7권1호
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    • pp.42-49
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    • 2002
  • 이 논문에서는 정규분포를 하는 모집단에 대한 베이지안 다중비교를 개발한다. 베이지안 다중비교를 위해서는 베이즈요인의 계산이 필수적인데 베이즈 요인의 계산은 O'Hagan (1995)이 제안한 부분베이즈 요인을 이용한다. 그리고 베이지안에서 필수적인 모수에 대한 사전분포로는 무정보적 사전분포를 이용한다. 또한, 비교대상이 되는 모집단의 수가 3이상인 경우에 대하여 베이즈요인의 정확한 형태를 유도했으며 정규분포를 한다고 널리 알려져 있는 자료를 제안된 방법으로 분석하는 사례를 보였으며, 모의실험을 통하여 제안된 방법의 유용성을 보였다.

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나이브 베이즈 빅데이터 분류기를 이용한 렌터카 교통사고 심각도 예측 (Prediction of Severities of Rental Car Traffic Accidents using Naive Bayes Big Data Classifier)

  • 정하림;김홍회;박상민;한음;김경현;윤일수
    • 한국ITS학회 논문지
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    • 제16권4호
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    • pp.1-12
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    • 2017
  • 교통사고는 인적요인, 차량요인, 환경요인이 복합적으로 작용하여 발생한다. 이 중 렌터카 교통사고는 운전자의 평소 익숙하지 않은 환경 등으로 인해 교통사고 발생 가능성과 심각도가 다른 교통사고와는 다를 것으로 예상된다. 이에 본 연구에서는 국내 대표 관광도시인 부산광역시, 강릉시, 제주시를 대상으로 최근 빅데이터 분석에 사용되는 기계학습 기법중 하나인 나이브 베이즈 분류기를 이용하여 렌터카 교통사고의 심각도를 예측하는 모형을 개발하였다. 또한, 기존 연구에 유의성이 검증된 변수와 수집 가능한 모든 변수를 이용하는 두 가지 모형에 대하여 모형의 예측 정확도를 비교하였다. 비교 결과 통계적 기법을 통해 유의성이 검증된 변수를 사용할 경우 모형이 더 높은 예측 정확도를 보이는 것으로 나타났다.

A novel nomogram of naïve Bayesian model for prevalence of cardiovascular disease

  • Kang, Eun Jin;Kim, Hyun Ji;Lee, Jea Young
    • Communications for Statistical Applications and Methods
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    • 제25권3호
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    • pp.297-306
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    • 2018
  • Cardiovascular disease (CVD) is the leading cause of death worldwide and has a high mortality rate after onset; therefore, the CVD management requires the development of treatment plans and the prediction of prevalence rates. In our study, age, income, education level, marriage status, diabetes, and obesity were identified as risk factors for CVD. Using these 6 factors, we proposed a nomogram based on a $na{\ddot{i}}ve$ Bayesian classifier model for CVD. The attributes for each factor were assigned point values between -100 and 100 by Bayes' theorem, and the negative or positive attributes for CVD were represented to the values. Additionally, the prevalence rate can be calculated even in cases with some missing attribute values. A receiver operation characteristic (ROC) curve and calibration plot verified the nomogram. Consequently, when the attribute values for these risk factors are known, the prevalence rate for CVD can be predicted using the proposed nomogram based on a $na{\ddot{i}}ve$ Bayesian classifier model.

Bayesian inference for an ordered multiple linear regression with skew normal errors

  • Jeong, Jeongmun;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제27권2호
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    • pp.189-199
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    • 2020
  • This paper studies a Bayesian ordered multiple linear regression model with skew normal error. It is reasonable that the kind of inherent information available in an applied regression requires some constraints on the coefficients to be estimated. In addition, the assumption of normality of the errors is sometimes not appropriate in the real data. Therefore, to explain such situations more flexibly, we use the skew-normal distribution given by Sahu et al. (The Canadian Journal of Statistics, 31, 129-150, 2003) for error-terms including normal distribution. For Bayesian methodology, the Markov chain Monte Carlo method is employed to resolve complicated integration problems. Also, under the improper priors, the propriety of the associated posterior density is shown. Our Bayesian proposed model is applied to NZAPB's apple data. For model comparison between the skew normal error model and the normal error model, we use the Bayes factor and deviance information criterion given by Spiegelhalter et al. (Journal of the Royal Statistical Society Series B (Statistical Methodology), 64, 583-639, 2002). We also consider the problem of detecting an influential point concerning skewness using Bayes factors. Finally, concluding remarks are discussed.

감리결과에 텍스트마이닝 기법을 적용한 프로젝트 실패 주요요인 분석 (Project Failure Main Factors Analysis using Text Mining in Audit Evaluation)

  • 장경애;장성용;김우제
    • 정보과학회 논문지
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    • 제42권4호
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    • pp.468-474
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    • 2015
  • 기업은 프로젝트의 중요성을 인지하고 프로젝트의 실패요인을 찾아 위험을 미연에 방지하여 프로젝트의 성공율을 높이기 위해 노력해야 한다. 이것은 급변하는 외부의 변화에 신속히 대응하기 위해 필요하다. 선행연구에서도 이러한 프로젝트의 성공요인 및 실패요인에 대한 연구가 다양하게 수행되었으나, 대부분 설문조사와 샘플링 통계분석으로 연구가 수행되어 데이터의 객관성과 정량적 분석에 한계를 갖고 있었다. 따라서 본 연구에서는 프로젝트의 실패요인 분석을 객관적인 프로젝트의 평가보고서인 감리결과보고서에서 프로젝트의 문제를 발견하고 개선권고사항을 제시하는 부분의 텍스트를 도출하여 텍스트 마이닝을 수행하였다. 텍스트 마이닝에 적용한 알고리즘은 분류 성능이 우수한 NaiveBayes, SMO, J48 알고리즘이다. 실험은 10배 교차검증을 수행하였고 정확률과 재현율로 평가하였다. 도출된 텍스트에서 프로젝트의 실패요인을 분석하여 프로젝트 수행에 활용될 수 있도록 하였다.

Prediction of coal and gas outburst risk at driving working face based on Bayes discriminant analysis model

  • Chen, Liang;Yu, Liang;Ou, Jianchun;Zhou, Yinbo;Fu, Jiangwei;Wang, Fei
    • Earthquakes and Structures
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    • 제18권1호
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    • pp.73-82
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    • 2020
  • With the coal mining depth increasing, both stress and gas pressure rapidly enhance, causing coal and gas outburst risk to become more complex and severe. The conventional method for prediction of coal and gas outburst adopts one prediction index and corresponding critical value to forecast and cannot reflect all the factors impacting coal and gas outburst, thus it is characteristic of false and missing forecasts and poor accuracy. For the reason, based on analyses of both the prediction indicators and the factors impacting coal and gas outburst at the test site, this work carefully selected 6 prediction indicators such as the index of gas desorption from drill cuttings Δh2, the amount of drill cuttings S, gas content W, the gas initial diffusion velocity index ΔP, the intensity of electromagnetic radiation E and its number of pulse N, constructed the Bayes discriminant analysis (BDA) index system, studied the BDA-based multi-index comprehensive model for forecast of coal and gas outburst risk, and used the established discriminant model to conduct coal and gas outburst prediction. Results showed that the BDA - based multi-index comprehensive model for prediction of coal and gas outburst has an 100% of prediction accuracy, without wrong and omitted predictions, can also accurately forecast the outburst risk even for the low indicators outburst. The prediction method set up by this study has a broad application prospect in the prediction of coal and gas outburst risk.

Development of Squat Posture Guidance System Using Kinect and Wii Balance Board

  • Oh, SeungJun;Kim, Dong Keun
    • Journal of information and communication convergence engineering
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    • 제17권1호
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    • pp.74-83
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    • 2019
  • This study designs a squat posture recognition system that can provide correct squat posture guidelines. This system comprises two modules: a Kinect camera for monitoring users' body movements and a Wii Balance Board(WBB) for measuring balanced postures with legs. Squat posture recognition involves two states: "Stand" and "Squat." Further, each state is divided into two postures: correct and incorrect. The incorrect postures of the Stand and Squat states were classified into three and two different types of postures, respectively. The factors that determine whether a posture is incorrect or correct include the difference between shoulder width and ankle width, knee angle, and coordinate of center of pressure(CoP). An expert and 10 participants participated in experiments, and the three factors used to determine the posture were measured using both Kinect and WBB. The acquired data from each device show that the expert's posture is more stable than that of the subjects. This data was classified using a support vector machine (SVM) and $na{\ddot{i}}ve$ Bayes classifier. The classification results showed that the accuracy achieved using the SVM and $na{\ddot{i}}ve$ Bayes classifier was 95.61% and 81.82%, respectively. Therefore, the developed system that used Kinect and WBB could classify correct and incorrect postures with high accuracy. Unlike in other studies, we obtained the spatial coordinates using Kinect and measured the length of the body. The balance of the body was measured using CoP coordinates obtained from the WBB, and meaningful results were obtained from the measured values. Finally, the developed system can help people analyze the squat posture easily and conveniently anywhere and can help present correct squat posture guidelines. By using this system, users can easily analyze the squat posture in daily life and suggest safe and accurate postures.