• Title/Summary/Keyword: Bayesian Techniques

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Bayesian Model Selection for Nonlinear Regression under Noninformative Prior

  • Na, Jonghwa;Kim, Jeongsuk
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.719-729
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    • 2003
  • We propose a Bayesian model selection procedure for nonlinear regression models under noninformative prior. For informative prior, Na and Kim (2002) suggested the Bayesian model selection procedure through MCMC techniques. We extend this method to the case of noninformative prior. The difficulty with the use of noninformative prior is that it is typically improper and hence is defined only up to arbitrary constant. The methods, such as Intrinsic Bayes Factor(IBF) and Fractional Bayes Factor(FBF), are used as a resolution to the problem. We showed the detailed model selection procedure through the specific real data set.

Spatio-temporal models for generating a map of high resolution NO2 level

  • Yoon, Sanghoo;Kim, Mingyu
    • Journal of the Korean Data and Information Science Society
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    • 제27권3호
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    • pp.803-814
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    • 2016
  • Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.

REVIEW OF VARIOUS DYNAMIC MODELING METHODS AND DEVELOPMENT OF AN INTUITIVE MODELING METHOD FOR DYNAMIC SYSTEMS

  • Shin, Seung-Ki;Seong, Poong-Hyun
    • Nuclear Engineering and Technology
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    • 제40권5호
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    • pp.375-386
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    • 2008
  • Conventional static reliability analysis methods are inadequate for modeling dynamic interactions between components of a system. Various techniques such as dynamic fault tree, dynamic Bayesian networks, and dynamic reliability block diagrams have been proposed for modeling dynamic systems based on improvement of the conventional modeling methods. In this paper, we review these methods briefly and introduce dynamic nodes to the existing reliability graph with general gates (RGGG) as an intuitive modeling method to model dynamic systems. For a quantitative analysis, we use a discrete-time method to convert an RGGG to an equivalent Bayesian network and develop a software tool for generation of probability tables.

The Fractional Bayes Factor Approach to the Bayesian Testing of the Weibull Shape Parameter

  • Cha, Young-Joon;Cho, Kil-Ho;Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제17권3호
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    • pp.927-932
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    • 2006
  • The techniques for selecting and evaluating prior distributions are studied over recent years which the primary emphasis is on noninformative priors. But, noninformative priors are typically improper so that such priors are defined only up to arbitrary constants which affect the values of Bayes factors. In this paper, we consider the Bayesian hypotheses testing for the Weibull shape parameter based on fractional Bayes factor which is to remove the arbitrariness of improper priors. Also we present a numerical example to further illustrate our results.

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PROBABILISTIC MEASUREMENT OF RISK ASSOCIATED WITH INITIAL COST ESTIMATES

  • Seokyon Hwang
    • 국제학술발표논문집
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    • The 5th International Conference on Construction Engineering and Project Management
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    • pp.488-493
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    • 2013
  • Accurate initial cost estimates are essential to effective management of construction projects where many decisions are made in the course of project management by referencing the estimates. In practice, the initial estimates are frequently derived from historical actual cost data, for which standard distribution-based techniques are widely applied in the construction industry to account for risk associated with the estimates. This approach assumes the same probability distribution of estimate errors for any selected estimates. This assumption, however, is not always satisfied. In order to account for the probabilistic nature of estimate errors, an alternative method for measuring the risk associated with a selected initial estimate is developed by applying the Bayesian probability approach. An application example include demonstrates how the method is implemented. A hypothesis test is conducted to reveal the robustness of the Bayesian probability model. The method is envisioned to effectively complement cost estimating methods that are currently in use by providing benefits as follows: (1) it effectively accounts for the probabilistic nature of errors in estimates; (2) it is easy to implement by using historical estimates and actual costs that are readily available in most construction companies; and (3) it minimizes subjective judgment by using quantitative data only.

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Integration of Multi-spectral Remote Sensing Images and GIS Thematic Data for Supervised Land Cover Classification

  • Jang Dong-Ho;Chung Chang-Jo F
    • 대한원격탐사학회지
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    • 제20권5호
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    • pp.315-327
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    • 2004
  • Nowadays, interests in land cover classification using not only multi-sensor images but also thematic GIS information are increasing. Often, although useful GIS information for the classification is available, the traditional MLE (maximum likelihood estimation techniques) does not allow us to use the information, due to the fact that it cannot handle the GIS data properly. This paper propose two extended MLE algorithms that can integrate both remote sensing images and GIS thematic data for land-cover classification. They include modified MLE and Bayesian predictive likelihood estimation technique (BPLE) techniques that can handle both categorical GIS thematic data and remote sensing images in an integrated manner. The proposed algorithms were evaluated through supervised land-cover classification with Landsat ETM+ images and an existing land-use map in the Gongju area, Korea. As a result, the proposed method showed considerable improvements in classification accuracy, when compared with other multi-spectral classification techniques. The integration of remote sensing images and the land-use map showed that overall accuracy indicated an improvement in classification accuracy of 10.8% when using MLE, and 9.6% for the BPLE. The case study also showed that the proposed algorithms enable the extraction of the area with land-cover change. In conclusion, land cover classification results produced through the integration of various GIS spatial data and multi-spectral images, will be useful to involve complementary data to make more accurate decisions.

Event date model: a robust Bayesian tool for chronology building

  • Philippe, Lanos;Anne, Philippe
    • Communications for Statistical Applications and Methods
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    • 제25권2호
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    • pp.131-157
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    • 2018
  • We propose a robust event date model to estimate the date of a target event by a combination of individual dates obtained from archaeological artifacts assumed to be contemporaneous. These dates are affected by errors of different types: laboratory and calibration curve errors, irreducible errors related to contaminations, and taphonomic disturbances, hence the possible presence of outliers. Modeling based on a hierarchical Bayesian statistical approach provides a simple way to automatically penalize outlying data without having to remove them from the dataset. Prior information on individual irreducible errors is introduced using a uniform shrinkage density with minimal assumptions about Bayesian parameters. We show that the event date model is more robust than models implemented in BCal or OxCal, although it generally yields less precise credibility intervals. The model is extended in the case of stratigraphic sequences that involve several events with temporal order constraints (relative dating), or with duration, hiatus constraints. Calculations are based on Markov chain Monte Carlo (MCMC) numerical techniques and can be performed using ChronoModel software which is freeware, open source and cross-platform. Features of the software are presented in Vibet et al. (ChronoModel v1.5 user's manual, 2016). We finally compare our prior on event dates implemented in the ChronoModel with the prior in BCal and OxCal which involves supplementary parameters defined as boundaries to phases or sequences.

Bayesian Inversion of Gravity and Resistivity Data: Detection of Lava Tunnel

  • Kwon, Byung-Doo;Oh, Seok-Hoon
    • 한국지구과학회지
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    • 제23권1호
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    • pp.15-29
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    • 2002
  • Bayesian inversion for gravity and resistivity data was performed to investigate the cavity structure appearing as a lava tunnel in Cheju Island, Korea. Dipole-dipole DC resistivity data were proposed for a prior information of gravity data and we applied the geostatistical techniques such as kriging and simulation algorithms to provide a prior model information and covariance matrix in data domain. The inverted resistivity section gave the indicator variogram modeling for each threshold and it provided spatial uncertainty to give a prior PDF by sequential indicator simulations. We also presented a more objective way to make data covariance matrix that reflects the state of the achieved field data by geostatistical technique, cross-validation. Then Gaussian approximation was adopted for the inference of characteristics of the marginal distributions of model parameters and Broyden update for simple calculation of sensitivity matrix and SVD was applied. Generally cavity investigation by geophysical exploration is difficult and success is hard to be achieved. However, this exotic multiple interpretations showed remarkable improvement and stability for interpretation when compared to data-fit alone results, and suggested the possibility of diverse application for Bayesian inversion in geophysical inverse problem.

Relation Based Bayesian Network for NBNN

  • Sun, Mingyang;Lee, YoonSeok;Yoon, Sung-eui
    • Journal of Computing Science and Engineering
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    • 제9권4호
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    • pp.204-213
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    • 2015
  • Under the conditional independence assumption among local features, the Naive Bayes Nearest Neighbor (NBNN) classifier has been recently proposed and performs classification without any training or quantization phases. While the original NBNN shows high classification accuracy without adopting an explicit training phase, the conditional independence among local features is against the compositionality of objects indicating that different, but related parts of an object appear together. As a result, the assumption of the conditional independence weakens the accuracy of classification techniques based on NBNN. In this work, we look into this issue, and propose a novel Bayesian network for an NBNN based classification to consider the conditional dependence among features. To achieve our goal, we extract a high-level feature and its corresponding, multiple low-level features for each image patch. We then represent them based on a simple, two-level layered Bayesian network, and design its classification function considering our Bayesian network. To achieve low memory requirement and fast query-time performance, we further optimize our representation and classification function, named relation-based Bayesian network, by considering and representing the relationship between a high-level feature and its low-level features into a compact relation vector, whose dimensionality is the same as the number of low-level features, e.g., four elements in our tests. We have demonstrated the benefits of our method over the original NBNN and its recent improvement, and local NBNN in two different benchmarks. Our method shows improved accuracy, up to 27% against the tested methods. This high accuracy is mainly due to consideration of the conditional dependences between high-level and its corresponding low-level features.

ZigBee 실내 위치 인식 알고리즘의 정확도 평가 (Accuracy evaluation of ZigBee's indoor localization algorithm)

  • 노안젤라송이;이웅재
    • 인터넷정보학회논문지
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    • 제11권1호
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    • pp.27-33
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    • 2010
  • 본 논문은 실내 위치 인식을 위하여 ZigBee 이동 장치의 위치를 측정하였으며 Bayesian Markov 위치 추론 기법을 적용하였다. 정확도 분석을 위해 기존의 지도 기반의 위치 인식 기법과 비교하였는데 이 기법은 이미 지정된 위치에서의 RSSI 데이터를 데이터베이스화하여 참조하도록 하는 반면 Bayesian Markov 추론 방법은 시간, 방향, 거리의 변화에 영향을 받았다. 이 두가지 방법에 따른 측정은 지그비 모듈을 사용하여 RSSI를 측정한 결과를 토대로 이루어졌으며 그 결과 실내에서의 RSSI와 거리와의 관계로 접근하는 것이 바람직하며 Bayesian Markov에 의한 분석결과 기존의 지도 기반 위치 인식 기법에 비하여 높은 정확도를 보여주었다. 결과적으로 기존의 지도 기반 위치 인식 기법은 사전에 환경 요인에 대한 설정을 해주어야 하고, 보다 낮은 정확도를 가지고 있으므로 환경 변화가 잦은 실내에서는 부적합하다고 생각된다.