• 제목/요약/키워드: Bayesian Techniques

검색결과 167건 처리시간 0.025초

BAYESIAN AND CLASSICAL INFERENCE FOR TOPP-LEONE INVERSE WEIBULL DISTRIBUTION BASED ON TYPE-II CENSORED DATA

  • ZAHRA SHOKOOH GHAZANI
    • Journal of applied mathematics & informatics
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    • 제42권4호
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    • pp.819-829
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    • 2024
  • This paper delves into an examination of both non-Bayesian and Bayesian estimation techniques for determining the Topp-leone inverse Weibull distribution parameters based on progressive Type-II censoring. The first approach employs expectation maximization (EM) algorithms to derive maximum likelihood estimates for these variables. Subsequently, Bayesian estimators are obtained by utilizing symmetric and asymmetric loss functions such as Squared error and Linex loss functions. The Markov chain Monte Carlo method is invoked to obtain these Bayesian estimates, solidifying their reliability in this framework.

A review of tree-based Bayesian methods

  • Linero, Antonio R.
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.543-559
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    • 2017
  • Tree-based regression and classification ensembles form a standard part of the data-science toolkit. Many commonly used methods take an algorithmic view, proposing greedy methods for constructing decision trees; examples include the classification and regression trees algorithm, boosted decision trees, and random forests. Recent history has seen a surge of interest in Bayesian techniques for constructing decision tree ensembles, with these methods frequently outperforming their algorithmic counterparts. The goal of this article is to survey the landscape surrounding Bayesian decision tree methods, and to discuss recent modeling and computational developments. We provide connections between Bayesian tree-based methods and existing machine learning techniques, and outline several recent theoretical developments establishing frequentist consistency and rates of convergence for the posterior distribution. The methodology we present is applicable for a wide variety of statistical tasks including regression, classification, modeling of count data, and many others. We illustrate the methodology on both simulated and real datasets.

Comparative analysis of Bayesian and maximum likelihood estimators in change point problems with Poisson process

  • Kitabo, Cheru Atsmegiorgis;Kim, Jong Tae
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.261-269
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    • 2015
  • Nowadays the application of change point analysis has been indispensable in a wide range of areas such as quality control, finance, environmetrics, medicine, geographics, and engineering. Identification of times where process changes would help minimize the consequences that might happen afterwards. The main objective of this paper is to compare the change-point detection capabilities of Bayesian estimate and maximum likelihood estimate. We applied Bayesian and maximum likelihood techniques to formulate change points having a step change and multiple number of change points in a Poisson rate. After a signal from c-chart and Poisson cumulative sum control charts have been detected, Monte Carlo simulation has been applied to investigate the performance of Bayesian and maximum likelihood estimation. Change point detection capacities of Bayesian and maximum likelihood estimation techniques have been investigated through simulation. It has been found that the Bayesian estimates outperforms standard control charts well specially when there exists a small to medium size of step change. Moreover, it performs convincingly well in comparison with the maximum like-lihood estimator and remains good choice specially in confidence interval statistical inference.

Geostatistics for Bayesian interpretation of geophysical data

  • Oh Seokhoon;Lee Duk Kee;Yang Junmo;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
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    • 한국지구물리탐사학회 2003년도 Proceedings of the international symposium on the fusion technology
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    • pp.340-343
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    • 2003
  • This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

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베이지안 기법을 적용한 일회성 장비의 경제적 시험 수량 연구 (A Study of Economical Sample Size for Reliability Test of One-Shot Device with Bayesian Techniques)

  • 이연호;이계신;이학재;김상문;문기성
    • 한국신뢰성학회지:신뢰성응용연구
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    • 제14권3호
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    • pp.162-168
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    • 2014
  • This paper discusses the application of Bayesian techniques with test data on similar products for performing the Economical Reliability Test of new one-shot device. Using the test data on similar products, reliability test required lower sample size currently being spent in order to demonstrate a target reliability with a specified confidence level. Furthermore, lower sample size reduces cost, time and various resources on reliability test. In this paper, we use similarity as calculating weight of similar products and analyze similarity between new and similar product for comparison of the essential function.

HMM을 기반으로 한 사전 확률의 문제점을 해결하기 위해 베이시안 기법 어휘 인식 모델에의 사후 확률을 융합한 잡음 제거 (Noise Removal using a Convergence of the posteriori probability of the Bayesian techniques vocabulary recognition model to solve the problems of the prior probability based on HMM)

  • 오상엽
    • 디지털융복합연구
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    • 제13권8호
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    • pp.295-300
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    • 2015
  • 사전 확률분포를 모델링하는 HMM을 사용하는 어휘 인식에서 인식 어휘의 모델들의 대한 인식 확률이 이산적인 분포를 나타내며 인식을 위한 계산량이 적은 장점이 있지만 인식률을 계산했을 때 상대적으로 낮은 단점이 있다. 이를 개선하기 위하여 베이시안 기법 어휘 인식 모델을 융합한 잡음 제거 인식률 향상을 제안한다. 본 논문은 베이시안 기법 어휘 인식을 위한 모델 구성을 베이시안 기법의 최적화한 인식 모델을 구성하였다. HMM을 기반으로 한 사전 확률 방법과 베이시안 기법인 사후확률을 융합하여 잡음을 제거하고 인식률을 향상시켰다. 본 논문에서 제안한 방법을 적용한 결과 어휘 인식률에서 98.1%의 인식률을 나타내었다.

The Useful Techniques to Determine the Prior Odds and the Likelihood Ratios Bayesian Processor in Built-In-Test System

  • Yoo, Wang-Jin;Kim, Kyeong Taek
    • 품질경영학회지
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    • 제24권1호
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    • pp.61-72
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    • 1996
  • It is very important to determine the likelihood ratios and the prior odds for designing a Bayesian processor in Built-In-Test system. Using traditional statistics, it is not difficult to determine the initial prior odds from the field data. For a newly designed system, development testing data or laboratory testing data could be used to replace field data. The likelihood ratios which playa key role in the Bayesian processor must be carefully determined, based on laboratory testing and statistical techniques. In this paper, expressing and determining the likelihood ratios by Geometric areas, Test, and Analytical method will be presented.

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Application of Bayesian Computational Techniques in Estimation of Posterior Distributional Properties of Lognormal Distribution

  • Begum, Mun-Ni;Ali, M. Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제15권1호
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    • pp.227-237
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    • 2004
  • In this paper we presented a Bayesian inference approach for estimating the location and scale parameters of the lognormal distribution using iterative Gibbs sampling algorithm. We also presented estimation of location parameter by two non iterative methods, importance sampling and weighted bootstrap assuming scale parameter as known. The estimates by non iterative techniques do not depend on the specification of hyper parameters which is optimal from the Bayesian point of view. The estimates obtained by more sophisticated Gibbs sampler vary slightly with the choices of hyper parameters. The objective of this paper is to illustrate these tools in a simpler setup which may be essential in more complicated situations.

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A Bayesian Analysis in Multivariate Bioassay and Multivariate Calibration

  • Park, Nae-Hyun;Lee, Suk-Hoon
    • Journal of the Korean Statistical Society
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    • 제19권1호
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    • pp.71-79
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    • 1990
  • In the linear model which consider both the multivariate parallel-line bioassay and the multivariate linear calibration, this paper presents a Bayesian procedure which is an extension of Hunter and Lamboy (1981) and has several advantages compared with the non Bayesian techniques. Based on the methods of this article we discuss the effect of multivariate calibration and give a numerical example.

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베이즈 추정방식의 품질우수성지수 적용 방안에 관한 연구 (A Study on the Bayes Estimation Application for Korean Standard-Quality Excellence Index(KS-QEI))

  • 김태규;김명준
    • 품질경영학회지
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    • 제42권4호
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    • pp.747-756
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    • 2014
  • Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.