• 제목/요약/키워드: Bayesian calibration

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Default Bayesian hypothesis testing for the scale parameters in the half logistic distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제25권2호
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    • pp.465-472
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    • 2014
  • This article deals with the problem of testing the equality of the scale parameters in the half logistic distributions. We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative priors. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened up to a multiplicative constant. Thus we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Stochastic upscaling via linear Bayesian updating

  • Sarfaraz, Sadiq M.;Rosic, Bojana V.;Matthies, Hermann G.;Ibrahimbegovic, Adnan
    • Coupled systems mechanics
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    • 제7권2호
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    • pp.211-232
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    • 2018
  • In this work we present an upscaling technique for multi-scale computations based on a stochastic model calibration technique. We consider a coarse-scale continuum material model described in the framework of generalized standard materials. The model parameters are considered uncertain, and are determined in a Bayesian framework for the given fine scale data in a form of stored energy and dissipation potential. The proposed stochastic upscaling approach is independent w.r.t. the choice of models on coarse and fine scales. Simple numerical examples are shown to demonstrate the ability of the proposed approach to calibrate coarse scale elastic and inelastic material parameters.

Default Bayesian one sided testing for the shape parameter in the log-logistic distribution

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • 제26권6호
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    • pp.1583-1592
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    • 2015
  • This paper deals with the problem of testing on the shape parameter in the log-logistic distribution. We propose default Bayesian testing procedures for the shape parameter under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. We can solve the this problem by the intrinsic Bayes factor and the fractional Bayes factor. Therefore we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Default Bayesian testing for scale parameters in the log-logistic distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제26권6호
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    • pp.1501-1511
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    • 2015
  • This paper deals with the problem of testing on the equality of the scale parameters in the log-logistic distributions. We propose default Bayesian testing procedures for the scale parameters under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Therefore, we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference priors. To justify proposed procedures, a simulation study is provided and also, an example is given.

Objective Bayesian Testing for Effect Size in Paired Study

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1477-1489
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    • 2008
  • This article deals with the problem of testing whether the effect size in paired study exists. We propose Bayesian hypothesis testing procedures for the effect size in paired study under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

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Default Bayesian testing for normal mean with known coefficient of variation

  • Kang, Sang-Gil;Kim, Dal-Ho;Le, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.297-308
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    • 2010
  • This article deals with the problem of testing mean when the coefficient of variation in normal distribution is known. We propose Bayesian hypothesis testing procedures for the normal mean under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Specially, we develop intrinsic priors which give asymptotically same Bayes factor with the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

Default Bayesian testing for the scale parameters in two parameter exponential distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제24권4호
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    • pp.949-957
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    • 2013
  • In this paper, we consider the problem of testing the equality of the scale parameters in two parameter exponential distributions. We propose Bayesian testing procedures for the equality of the scale parameters under the noninformative priors. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Thus, we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Default Bayesian testing on the common mean of several normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제23권3호
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    • pp.605-616
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    • 2012
  • This article deals with the problem of testing on the common mean of several normal populations. We propose Bayesian hypothesis testing procedures for the common normal mean under the noninformative prior. The noninformative prior is usually improper and yields a calibration problem that makes the Bayes factor to be defined u to a multiplicative constant. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Objective Bayesian testing for the location parameters in the half-normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제22권6호
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    • pp.1265-1273
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    • 2011
  • This article deals with the problem of testing the equality of the location parameters in the half-normal distributions. We propose Bayesian hypothesis testing procedures for the equality of the location parameters under the noninformative prior. The non-informative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to arbitrary constants. This problem can be deal with the use of the fractional Bayes factor or intrinsic Bayes factor. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Default Bayesian testing for the equality of shape parameters in the inverse Weibull distributions

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • 제25권6호
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    • pp.1569-1579
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    • 2014
  • This article deals with the problem of testing for the equality of the shape parameters in two inverse Weibull distributions. We propose Bayesian hypothesis testing procedures for the equality of the shape parameters under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.