• Title/Summary/Keyword: Bayes method

Search Result 365, Processing Time 0.022 seconds

Introduction to variational Bayes for high-dimensional linear and logistic regression models (고차원 선형 및 로지스틱 회귀모형에 대한 변분 베이즈 방법 소개)

  • Jang, Insong;Lee, Kyoungjae
    • The Korean Journal of Applied Statistics
    • /
    • v.35 no.3
    • /
    • pp.445-455
    • /
    • 2022
  • In this paper, we introduce existing Bayesian methods for high-dimensional sparse regression models and compare their performance in various simulation scenarios. Especially, we focus on the variational Bayes approach proposed by Ray and Szabó (2021), which enables scalable and accurate Bayesian inference. Based on simulated data sets from sparse high-dimensional linear regression models, we compare the variational Bayes approach with other Bayesian and frequentist methods. To check the practical performance of the variational Bayes in logistic regression models, a real data analysis is conducted using leukemia data set.

Effects on the Accident Reduction of Red Light Camera Using Empirical Bayes Method (경험적 베이즈 방법을 이용한 무인신호위반단속장비의 사고감소 효과)

  • Kim, Tae-Young;Park, Byung-Ho
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.8 no.6
    • /
    • pp.46-54
    • /
    • 2009
  • This study deals with the effects on the accident reduction according to the installation of RLC (red light cameras). The objective is to analyze the effects on the accident reduction using EB (Empirical Bayes) method. In pursuing the above, the study uses the 728 accident data occurred at the 28 intersections which RLC are installed. The main results are as follows. First, the effects of accident reduction were analyzed to be 20.74% by simple before-after study method. Second, the safety performance functions (SPF) were developed by the Poisson and negative binominal regression models, and since the over-dispersion parameter was close to zero, Poisson model was evaluated to be more appropriate than the negative binominal model. Also, the Poisson model was analyzed to be statistically significant because its ${\rho}^2$ value was 0.409. Finally, the results of analysis using an EB method showed that the accidents were reduced by range from 3.89 to 29.23%.

  • PDF

Probabilistic Safety Assessment of Nuclear Power Plants Using Bayes Method

  • Shim, Kyu-Bark
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.2
    • /
    • pp.453-464
    • /
    • 2001
  • A commercial nuclear power station contains at least tow emergency diesel generators(EDG) to control the risk of severe core damage during station blackout accidents. Therefore, the reliability of the EDG's to start and load-run on demand must be maintained at a sufficiently high level. Probabilistic safety assessments(PSA) are increasingly being used to quantify the public risk of operating potentially hazardous systems such as nuclear power reactors. In this paper, to perform PSA, we will introduce three different types of data and use Bayes procedure to estimate the error rate of nuclear power plant EDG, and using practical examples, illustrate which method is more reasonable in our situation.

  • PDF

Maximum penalized likelihood estimation for a stress-strength reliability model using complete and incomplete data

  • Hassan, Marwa Khalil
    • Communications for Statistical Applications and Methods
    • /
    • v.25 no.4
    • /
    • pp.355-371
    • /
    • 2018
  • The two parameter negative exponential distribution has many practical applications in queuing theory such as the service times of agents in system, the time it takes before your next telephone call, the time until a radioactive practical decays, the distance between mutations on a DNA strand, and the extreme values of annual snowfall or rainfall; consequently, has many applications in reliability systems. This paper considers an estimation problem of stress-strength model with two parameter negative parameter exponential distribution. We introduce a maximum penalized likelihood method, Bayes estimator using Lindley approximation to estimate stress-strength model and compare the proposed estimators with regular maximum likelihood estimator for complete data. We also introduce a maximum penalized likelihood method, Bayes estimator using a Markov chain Mote Carlo technique for incomplete data. A Monte Carlo simulation study is performed to compare stress-strength model estimates. Real data is used as a practical application of the proposed model.

An Experimental Study on Fault Detection and Diagnosis Method for a Water Chiller Using Bayes Classifier (베이즈 분류기를 이용한 수냉식 냉동기의 고장 진단 방법에 관한 실험적 연구)

  • Lee, Heung-Ju;Chang, Young-Soo;Kang, Byung-Ha
    • Proceedings of the SAREK Conference
    • /
    • 2008.06a
    • /
    • pp.36-41
    • /
    • 2008
  • Fault detection and diagnosis(FDD) system is beneficial in equipment management by providing the operator with tools which can help find out a failure of the system. An experimental study has been performed on fault detection and diagnosis method for a water chiller. Bayes classifier, which is one of classical pattern classifiers, is adopted in deciding whether fault occurred or not. FDD algorithm can detect refrigerant leak failure, when 20% amount of charged refrigerant for normal operation leaks from the water chiller. The refrigerant leak failure caused COP reduction by 6.7% compared with normal operation performance. When two kinds of faults, such as a decrease in the mass flow rate of cooling water and temperature sensor fault of cooling water inlet, are detected, COP is a little decreased by these faults.

  • PDF

Development of Probability Based Defect Verification Algorithm for Automatic Visual Inspection (자동외관검사를 위한 확률기반 불량 확인 알고리즘 개발)

  • Kim, Youngheub;Ryu, Sun-Joong
    • Journal of the Semiconductor & Display Technology
    • /
    • v.16 no.2
    • /
    • pp.1-8
    • /
    • 2017
  • The visual inspection of electronic parts consists of two steps: automatic visual inspection and verification inspection. In the stage of a verification inspection, the human inspector sequentially inspects all the areas which detected in the automatic inspection. In this study, we propose an algorithm to determine the order of verification inspection by Bayes inference well known in the field of machine learning. This is a method of prioritizing a region estimated to have a high probability of defect using experience data of past inspection. This algorithm was applied to the visual inspection of ultraviolet filters to verify its effectiveness. As a result of the comparison experiment, it was confirmed that the verification inspection can be completed 30% of the conventional method by adapting proposed algorithm.

  • PDF

A Study on Estimation of Parameters in Bivariate Exponential Distribution

  • Kim, Jae Joo;Park, Byung-Gu
    • Journal of Korean Society for Quality Management
    • /
    • v.15 no.1
    • /
    • pp.20-32
    • /
    • 1987
  • Estimation for the parameters of a bivariate exponential (BVE) model of Marshall and Olkin (1967) is investigated for the cases of complete sampling and time-truncated parallel sampling. Maximum likelihood estimators, method of moment estimators and Bayes estimators for the parameters of a BVE model are obtained and compared with each other. A Monte Cario simulation study for a moderate sized samples indicates that the Bayes estimators of parameters perform better than their maximum likelihood and method of moment estimators.

  • PDF

Application of Neyman-Pearson Theorem and Bayes' Rule to Bankruptcy Prediction (네이만-피어슨 정리와 베이즈 규칙을 이용한 기업도산의 가능성 예측)

  • Chang, Kyung;Kwon, Youngsig
    • Journal of Korean Society for Quality Management
    • /
    • v.22 no.3
    • /
    • pp.179-190
    • /
    • 1994
  • Financial variables have been used in bankruptcy prediction. Despite of possible errors in prediction, most existing approaches do not consider the causal time sequence of prediction activity and bankruptcy phenomena. This paper proposes a prediction method using Neyman-Pearson Theorem and Bayes' rule. The proposed method uses posterior probability concept and determines a prediction policy with appropriate error rate.

  • PDF

Personal Information Detection by Using Na$\ddot{i}$ve Bayes Methodology (Na$\ddot{i}$ve Bayes 방법론을 이용한 개인정보 분류)

  • Kim, Nam-Won;Park, Jin-Soo
    • Journal of Intelligence and Information Systems
    • /
    • v.18 no.1
    • /
    • pp.91-107
    • /
    • 2012
  • As the Internet becomes more popular, many people use it to communicate. With the increasing number of personal homepages, blogs, and social network services, people often expose their personal information online. Although the necessity of those services cannot be denied, we should be concerned about the negative aspects such as personal information leakage. Because it is impossible to review all of the past records posted by all of the people, an automatic personal information detection method is strongly required. This study proposes a method to detect or classify online documents that contain personal information by analyzing features that are common to personal information related documents and learning that information based on the Na$\ddot{i}$ve Bayes algorithm. To select the document classification algorithm, the Na$\ddot{i}$ve Bayes classification algorithm was compared with the Vector Space classification algorithm. The result showed that Na$\ddot{i}$ve Bayes reveals more excellent precision, recall, F-measure, and accuracy than Vector Space does. However, the measurement level of the Na$\ddot{i}$ve Bayes classification algorithm is still insufficient to apply to the real world. Lewis, a learning algorithm researcher, states that it is important to improve the quality of category features while applying learning algorithms to some specific domain. He proposes a way to incrementally add features that are dependent on related documents and in a step-wise manner. In another experiment, the algorithm learns the additional dependent features thereby reducing the noise of the features. As a result, the latter experiment shows better performance in terms of measurement than the former experiment does.

Highly Reliable Watermark Detection Algorithm using Statistical Decision Method in Wavelet Domain (웨이블릿 영역에서 통계적 판정법을 이용한 고신뢰 워터마크 검출 알고리즘)

  • 권성근;김병주;이석환;권기구;김영춘;권기룡;이건일
    • Journal of Korea Multimedia Society
    • /
    • v.6 no.1
    • /
    • pp.67-77
    • /
    • 2003
  • Watermark detection has a crucial role in copyright protection and authentication for multimedia Because be the correlation -based algorithm which has widely been used in the watermark detection doesn't utilize the distributional characteristics of cover image to be marked, its performance is not optimum. So a new detection algorithm is proposed which is optimum for multiplicative watermark embedding. By relying on statistical decision method, the proposed method is derived according to the Bayes decision theory. Neyman Pearson criterion, and distribution of wavelet coefficients, thus Permitting to minimize the missed detection probability subject to a given false detection probability The superiority of the proposed method has been tested from a robustness perspective. The results confirm the superiority of the proposed technique over classical correlation -based method.

  • PDF