• 제목/요약/키워드: Bayesian Techniques

검색결과 165건 처리시간 0.027초

실시간 프로젝트 위험관리를 위한 베이지안 네트워크 모형의 개발 (Developing a Bayesian Network Model for Real-time Project Risk Management)

  • 김지영;안선응
    • 산업공학
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    • 제24권2호
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    • pp.119-127
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    • 2011
  • Most companies have been increasing temporary work projects to maximize the usage of their resources. They also have been developing the effective techniques for analyzing and managing the state of the projects. In order to monitor the state of a project in real-time and predict the project's future state more accurately, this paper suggests the Bayesian Network (BN) as a tool for discovering the causes of project risk and presenting the failure probability of the project. The proposed BN modeling method with consideration of the Earned Value Management (EVM) method shows how to induce the predictive and conditional probability of the risk occurrence in the future. The advantages of the suggested model are (1) that the cause of a project risk can be easily figured out via the BN, (2) that the future value of the project can be sufficiently increased by updating relevant components of the project, and (3) that more credible prediction can be made in the similar and future situation by using the data obtained in current analysis. A numerical example is also given.

Comparison of missing data methods in clustered survival data using Bayesian adaptive B-Spline estimation

  • Yoo, Hanna;Lee, Jae Won
    • Communications for Statistical Applications and Methods
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    • 제25권2호
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    • pp.159-172
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    • 2018
  • In many epidemiological studies, missing values in the outcome arise due to censoring. Such censoring is what makes survival analysis special and differentiated from other analytical methods. There are many methods that deal with censored data in survival analysis. However, few studies have dealt with missing covariates in survival data. Furthermore, studies dealing with missing covariates are rare when data are clustered. In this paper, we conducted a simulation study to compare results of several missing data methods when data had clustered multi-structured type with missing covariates. In this study, we modeled unknown baseline hazard and frailty with Bayesian B-Spline to obtain more smooth and accurate estimates. We also used prior information to achieve more accurate results. We assumed the missing mechanism as MAR. We compared the performance of five different missing data techniques and compared these results through simulation studies. We also presented results from a Multi-Center study of Korean IBD patients with Crohn's disease(Lee et al., Journal of the Korean Society of Coloproctology, 28, 188-194, 2012).

Beyond gene expression level: How are Bayesian methods doing a great job in quantification of isoform diversity and allelic imbalance?

  • Oh, Sunghee;Kim, Chul Soo
    • Journal of the Korean Data and Information Science Society
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    • 제27권1호
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    • pp.225-243
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    • 2016
  • Thanks to recent advance of next generation sequencing techniques, RNA-seq enabled to have an unprecedented opportunity to identify transcript variants with isoform diversity and allelic imbalance (Anders et al., 2012) by different transcriptional rates. To date, it is well known that those features might be associated with the aberrant patterns of disease complexity such as tissue (Anders and Huber, 2010; Anders et al., 2012; Nariai et al., 2014) specific differential expression at isoform levels or tissue specific allelic imbalance in mal-functionality of disease processes, etc. Nevertheless, the knowledge of post-transcriptional modification and AI in transcriptomic and genomic areas has been little known in the traditional platforms due to the limitation of technology and insufficient resolution. We here stress the potential of isoform variability and allelic specific expression that are relevant to the abnormality of disease mechanisms in transcriptional genetic regulatory networks. In addition, we systematically review how robust Bayesian approaches in RNA-seq have been developed and utilized in this regard in the field.

Bayesian reliability estimation of bivariate Marshal-Olkin exponential stress-strength model

  • Chandra, N.;Pandey, M.
    • International Journal of Reliability and Applications
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    • 제13권1호
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    • pp.37-47
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    • 2012
  • In this article we attempted reliability analysis of a component under the stress-strength pattern with both classical as well as Bayesian techniques. The main focus is made to develop the theory for dealing the reliability problems in various circumstances for bivariate environmental set up in context of Bayesian paradigm. A stress-strength based model describes the life of a component which has strength (Y) and is subjected to stress(X). We develop the Bayes and moment estimators of reliability of a component for each of the three possible conditions, under the assumption that the two stresses (i.e. $X_1$ and $X_2$) on a component are dependent and follow a Bivariate exponential (BVE) of Marshall-Olkin distribution, the strength of a component (Y) following exponential distribution is independent of the stresses. The simulation study is performed with Markov Chain Monte Carlo technique via Gibbs sampler to obtain the estimates of Bayes estimators of reliability, are compared with moment estimators of reliabilities on the basis of absolute biases.

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베이지안 확률기법을 이용한 당량비 오차분석에 관한 연구 (Error Analysis of Equivalence Ratio using Bayesian Statistics)

  • 안중기;박익수;이호일
    • 한국추진공학회지
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    • 제22권2호
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    • pp.131-137
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    • 2018
  • 엔진 당량비의 제어오차가 요구범위를 불만족할 확률을 분석하였다. 당량비의 제어오차는 무작위 불확실요소와 인식론적 불확실요소로부터 동시에 영향을 받는다. 무작위 불확실요소는 일반적으로 확률 분포가 주어지므로 민감도 기반의 신뢰성 해석기법을 이용해 쉽게 해석이 가능하다. 확률분포를 알기 어려운 인식론적 불확실요소를 다루기 위해서는 새로운 접근법이 필요하다. 무작위 불확실요소에 대한 신뢰성 해석결과를 베이지안 추론에 이용함으로서 엔진 당량비의 제어오차가 요구범위를 불만족할 확률에 대한 확률분포를 구할 수 있었다. 이러한 접근은 무작위 불확실요소와 인식론적 불확실 요소가 동시에 존재하는 공학시스템 해석에 유용하게 사용될 수 있다.

A tutorial on generalizing the default Bayesian t-test via posterior sampling and encompassing priors

  • Faulkenberry, Thomas J.
    • Communications for Statistical Applications and Methods
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    • 제26권2호
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    • pp.217-238
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    • 2019
  • With the advent of so-called "default" Bayesian hypothesis tests, scientists in applied fields have gained access to a powerful and principled method for testing hypotheses. However, such default tests usually come with a compromise, requiring the analyst to accept a one-size-fits-all approach to hypothesis testing. Further, such tests may not have the flexibility to test problems the scientist really cares about. In this tutorial, I demonstrate a flexible approach to generalizing one specific default test (the JZS t-test) (Rouder et al., Psychonomic Bulletin & Review, 16, 225-237, 2009) that is becoming increasingly popular in the social and behavioral sciences. The approach uses two results, the Savage-Dickey density ratio (Dickey and Lientz, 1980) and the technique of encompassing priors (Klugkist et al., Statistica Neerlandica, 59, 57-69, 2005) in combination with MCMC sampling via an easy-to-use probabilistic modeling package for R called Greta. Through a comprehensive mathematical description of the techniques as well as illustrative examples, the reader is presented with a general, flexible workflow that can be extended to solve problems relevant to his or her own work.

NEWLY DISCOVERED z ~ 5 QUASARS BASED ON DEEP LEARNING AND BAYESIAN INFORMATION CRITERION

  • Shin, Suhyun;Im, Myungshin;Kim, Yongjung;Jiang, Linhua
    • 천문학회지
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    • 제55권4호
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    • pp.131-138
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    • 2022
  • We report the discovery of four quasars with M1450 ≳ -25.0 mag at z ~ 5 and supermassive black hole mass measurement for one of the quasars. They were selected as promising high-redshift quasar candidates via deep learning and Bayesian information criterion, which are expected to be effective in discriminating quasars from the late-type stars and high-redshift galaxies. The candidates were observed by the Double Spectrograph on the Palomar 200-inch Hale Telescope. They show clear Lyα breaks at about 7000-8000 Å, indicating they are quasars at 4.7 < z < 5.6. For HSC J233107-001014, we measure the mass of its supermassive black hole (SMBH) using its C IV λ1549 emission line. The SMBH mass and Eddington ratio of the quasar are found to be ~108 M and ~0.6, respectively. This suggests that this quasar possibly harbors a fast growing SMBH near the Eddington limit despite its faintness (LBol < 1046 erg s-1). Our 100% quasar identification rate supports high efficiency of our deep learning and Bayesian information criterion selection method, which can be applied to future surveys to increase high-redshift quasar sample.

Bayesian bi-level variable selection for genome-wide survival study

  • Eunjee Lee;Joseph G. Ibrahim;Hongtu Zhu
    • Genomics & Informatics
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    • 제21권3호
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    • pp.28.1-28.13
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    • 2023
  • Mild cognitive impairment (MCI) is a clinical syndrome characterized by the onset and evolution of cognitive impairments, often considered a transitional stage to Alzheimer's disease (AD). The genetic traits of MCI patients who experience a rapid progression to AD can enhance early diagnosis capabilities and facilitate drug discovery for AD. While a genome-wide association study (GWAS) is a standard tool for identifying single nucleotide polymorphisms (SNPs) related to a disease, it fails to detect SNPs with small effect sizes due to stringent control for multiple testing. Additionally, the method does not consider the group structures of SNPs, such as genes or linkage disequilibrium blocks, which can provide valuable insights into the genetic architecture. To address the limitations, we propose a Bayesian bi-level variable selection method that detects SNPs associated with time of conversion from MCI to AD. Our approach integrates group inclusion indicators into an accelerated failure time model to identify important SNP groups. Additionally, we employ data augmentation techniques to impute censored time values using a predictive posterior. We adapt Dirichlet-Laplace shrinkage priors to incorporate the group structure for SNP-level variable selection. In the simulation study, our method outperformed other competing methods regarding variable selection. The analysis of Alzheimer's Disease Neuroimaging Initiative (ADNI) data revealed several genes directly or indirectly related to AD, whereas a classical GWAS did not identify any significant SNPs.

Probabilistic assessment on the basis of interval data

  • Thacker, Ben H.;Huyse, Luc J.
    • Structural Engineering and Mechanics
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    • 제25권3호
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    • pp.331-345
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    • 2007
  • Uncertainties enter a complex analysis from a variety of sources: variability, lack of data, human errors, model simplification and lack of understanding of the underlying physics. However, for many important engineering applications insufficient data are available to justify the choice of a particular probability density function (PDF). Sometimes the only data available are in the form of interval estimates which represent, often conflicting, expert opinion. In this paper we demonstrate that Bayesian estimation techniques can successfully be used in applications where only vague interval measurements are available. The proposed approach is intended to fit within a probabilistic framework, which is established and widely accepted. To circumvent the problem of selecting a specific PDF when only little or vague data are available, a hierarchical model of a continuous family of PDF's is used. The classical Bayesian estimation methods are expanded to make use of imprecise interval data. Each of the expert opinions (interval data) are interpreted as random interval samples of a parent PDF. Consequently, a partial conflict between experts is automatically accounted for through the likelihood function.

Characterization and modeling of a self-sensing MR damper under harmonic loading

  • Chen, Z.H.;Ni, Y.Q.;Or, S.W.
    • Smart Structures and Systems
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    • 제15권4호
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    • pp.1103-1120
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    • 2015
  • A self-sensing magnetorheological (MR) damper with embedded piezoelectric force sensor has recently been devised to facilitate real-time close-looped control of structural vibration in a simple and reliable manner. The development and characterization of the self-sensing MR damper are presented based on experimental work, which demonstrates its reliable force sensing and controllable damping capabilities. With the use of experimental data acquired under harmonic loading, a nonparametric dynamic model is formulated to portray the nonlinear behaviors of the self-sensing MR damper based on NARX modeling and neural network techniques. The Bayesian regularization is adopted in the network training procedure to eschew overfitting problem and enhance generalization. Verification results indicate that the developed NARX network model accurately describes the forward dynamics of the self-sensing MR damper and has superior prediction performance and generalization capability over a Bouc-Wen parametric model.