• Title/Summary/Keyword: Bayesian Algorithm

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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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Group-Sparse Channel Estimation using Bayesian Matching Pursuit for OFDM Systems

  • Liu, Yi;Mei, Wenbo;Du, Huiqian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.2
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    • pp.583-599
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    • 2015
  • We apply the Bayesian matching pursuit (BMP) algorithm to the estimation of time-frequency selective channels in orthogonal frequency division multiplexing (OFDM) systems. By exploiting prior statistics and sparse characteristics of propagation channels, the Bayesian method provides a more accurate and efficient detection of the channel status information (CSI) than do conventional sparse channel estimation methods that are based on compressive sensing (CS) technologies. Using a reasonable approximation of the system model and a skillfully designed pilot arrangement, the proposed estimation scheme is able to address the Doppler-induced inter-carrier interference (ICI) with a relatively low complexity. Moreover, to further reduce the computational cost of the channel estimation, we make some modifications to the BMP algorithm. The modified algorithm can make good use of the group-sparse structure of doubly selective channels and thus reconstruct the CSI more efficiently than does the original BMP algorithm, which treats the sparse signals in the conventional manner and ignores the specific structure of their sparsity patterns. Numerical results demonstrate that the proposed Bayesian estimation has a good performance over rapidly time-varying channels.

Bayesian Nonlinear Blind Channel Equalizer based on Gaussian Weighted MFCM

  • Han, Soo-Whan;Park, Sung-Dae;Lee, Jong-Keuk
    • Journal of Korea Multimedia Society
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    • v.11 no.12
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    • pp.1625-1634
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    • 2008
  • In this study, a modified Fuzzy C-Means algorithm with Gaussian weights (MFCM_GW) is presented for the problem of nonlinear blind channel equalization. The proposed algorithm searches for the optimal channel output states of a nonlinear channel based on received symbols. In contrast to conventional Euclidean distance in Fuzzy C-Means (FCM), the use of the Bayesian likelihood fitness function and the Gaussian weighted partition matrix is exploited in this method. In the search procedure, all possible sets of desired channel states are constructed by considering the combinations of estimated channel output states. The set of desired states characterized by the maxima] value of the Bayesian fitness is selected and updated by using the Gaussian weights. After this procedure, the Bayesian equalizer with the final desired states is implemented to reconstruct transmitted symbols. The performance of the proposed method is compared with those of a simplex genetic algorithm (GA), a hybrid genetic algorithm (GA merged with simulated annealing (SA):GASA), and a previously developed version of MFCM. In particular, a relative]y high accuracy and a fast search speed have been observed.

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A Bayesian Approach for Record Value Statistics Model Using Nonhomogeneous Poisson Process

  • Kiheon Choi;Hee chual Kim
    • Communications for Statistical Applications and Methods
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    • v.4 no.1
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    • pp.259-269
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    • 1997
  • Bayesian inference for a record value statistics(RVS) model of nonhomogeneous Poisson process is considered. We seal with Bayesian inference for double exponential, Gamma, Rayleigh, Gumble RVS models using Gibbs sampling and Metropolis algorithm and also explore Bayesian computation and model selection.

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Implementation of Crime Prediction Algorithm based on Crime Influential Factors (범죄발생 요인 분석 기반 범죄예측 알고리즘 구현)

  • Park, Ji Ho;Cha, Gyeong Hyeon;Kim, Kyung Ho;Lee, Dong Chang;Son, Ki Jun;Kim, Jin Young
    • Journal of Satellite, Information and Communications
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    • v.10 no.2
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    • pp.40-45
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    • 2015
  • In this paper, we proposed and implemented a crime prediction algorithm based upon crime influential factors. To collect the crime-related big data, we used a data which had been collected and was published in the supreme prosecutors' office. The algorithm analyzed various crime patterns in Seoul from 2011 to 2013 using the spatial statistics analysis. Also, for the crime prediction algorithm, we adopted a Bayesian network. The Bayesian network consist of various spatial, populational and social characteristics. In addition, for the more precise prediction, we also considered date, time, and weather factors. As the result of the proposed algorithm, we could figure out the different crime patterns in Seoul, and confirmed the prediction accuracy of the proposed algorithm.

Pattern Classification of Multi-Spectral Satellite Images based on Fusion of Fuzzy Algorithms (퍼지 알고리즘의 융합에 의한 다중분광 영상의 패턴분류)

  • Jeon, Young-Joon;Kim, Jin-Il
    • Journal of KIISE:Software and Applications
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    • v.32 no.7
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    • pp.674-682
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    • 2005
  • This paper proposes classification of multi-spectral satellite image based on fusion of fuzzy G-K (Gustafson-Kessel) algorithm and PCM algorithm. The suggested algorithm establishes the initial cluster centers by selecting training data from each category, and then executes the fuzzy G-K algorithm. PCM algorithm perform using classification result of the fuzzy G-K algorithm. The classification categories are allocated to the corresponding category when the results of classification by fuzzy G-K algorithm and PCM algorithm belong to the same category. If the classification result of two algorithms belongs to the different category, the pixels are allocated by Bayesian maximum likelihood algorithm. Bayesian maximum likelihood algorithm uses the data from the interior of the average intracluster distance. The information of the pixels within the average intracluster distance has a positive normal distribution. It improves classification result by giving a positive effect in Bayesian maximum likelihood algorithm. The proposed method is applied to IKONOS and Landsat TM remote sensing satellite image for the test. As a result, the overall accuracy showed a better outcome than individual Fuzzy G-K algorithm and PCM algorithm or the conventional maximum likelihood classification algorithm.

A Study on the Data Fusion Algorithm under Operational Environment of the Sensors for Helicopter ASE System (헬기 생존계통 센서 운용 환경 하에서의 데이터 융합 알고리즘에 관한 연구)

  • Park, Young-Sun;Kim, Hwa-Soo;Kim, Sook-Gyeong;Wu, Sang-Min;Jung, Hun-Gi
    • Journal of the military operations research society of Korea
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    • v.34 no.3
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    • pp.79-92
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    • 2008
  • The purpose of this paper is to design an algorithm for data fusion of sensors data in the helicopter ASE system, using Bayesian Network, which was selected among several knowledge base data fusion methods after consideration and applied to this study. The result of the algorithm analysis shows that Bayesian Network is effective method for solving this problem.

The Application of Machine Learning Algorithm In The Analysis of Tissue Microarray; for the Prediction of Clinical Status

  • Cho, Sung-Bum;Kim, Woo-Ho;Kim, Ju-Han
    • Proceedings of the Korean Society for Bioinformatics Conference
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    • 2005.09a
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    • pp.366-370
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    • 2005
  • Tissue microarry is one of the high throughput technologies in the post-genomic era. Using tissue microarray, the researchers are able to investigate large amount of gene expressions at the level of DNA, RNA, and protein The important aspect of tissue microarry is its ability to assess a lot of biomarkers which have been used in clinical practice. To manipulate the categorical data of tissue microarray, we applied Bayesian network classifier algorithm. We identified that Bayesian network classifier algorithm could analyze tissue microarray data and integrating prior knowledge about gastric cancer could achieve better performance result. The results showed that relevant integration of prior knowledge promote the prediction accuracy of survival status of the immunohistochemical tissue microarray data of 18 tumor suppressor genes. In conclusion, the application of Bayesian network classifier seemed appropriate for the analysis of the tissue microarray data with clinical information.

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Bayesian Analysis for Heat Effects on Mortality

  • Jo, Young-In;Lim, Youn-Hee;Kim, Ho;Lee, Jae-Yong
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.705-720
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    • 2012
  • In this paper, we introduce a hierarchical Bayesian model to simultaneously estimate the thresholds of each 6 cities. It was noted in the literature there was a dramatic increases in the number of deaths if the mean temperature passes a certain value (that we call a threshold). We estimate the difference of mortality before and after the threshold. For the hierarchical Bayesian analysis, some proper prior distribution of parameters and hyper-parameters are assumed. By combining the Gibbs and Metropolis-Hastings algorithm, we constructed a Markov chain Monte Carlo algorithm and the posterior inference was based on the posterior sample. The analysis shows that the estimates of the threshold are located at $25^{\circ}C{\sim}29^{\circ}C$ and the mortality around the threshold changes from -1% to 2~13%.

Computationally efficient variational Bayesian method for PAPR reduction in multiuser MIMO-OFDM systems

  • Singh, Davinder;Sarin, Rakesh Kumar
    • ETRI Journal
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    • v.41 no.3
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    • pp.298-307
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    • 2019
  • This paper investigates the use of the inverse-free sparse Bayesian learning (SBL) approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency-division multiplexing (OFDM)-based multiuser massive multiple-input multiple-output (MIMO) systems. The Bayesian inference method employs a truncated Gaussian mixture prior for the sought-after low-PAPR signal. To learn the prior signal, associated hyperparameters and underlying statistical parameters, we use the variational expectation-maximization (EM) iterative algorithm. The matrix inversion involved in the expectation step (E-step) is averted by invoking a relaxed evidence lower bound (relaxed-ELBO). The resulting inverse-free SBL algorithm has a much lower complexity than the standard SBL algorithm. Numerical experiments confirm the substantial improvement over existing methods in terms of PAPR reduction for different MIMO configurations.