• The Korean Journal of Applied Statistics
• /
• v.22 no.1
• /
• pp.197-204
• /
• 2009

In the model selection problem, the main objective is to choose the true model from a manageable set of candidate models. An information criterion gauges the validity of a statistical model and judges the balance between goodness-of-fit and parsimony; "how well observed values ran approximate to the true values" and "how much information can be explained by the lower dimensional model" In this study, we introduce some information criteria modified from the Akaike Information Criterion (AIC) and the Bayesian Information Criterion(BIC). The information criteria considered in this study are compared via simulation studies and real application.

• The Korean Journal of Applied Statistics
• /
• v.22 no.4
• /
• pp.687-695
• /
• 2009

The Bayesian multiple change-point estimation has been applied to the daily means of ozone and PM10 data in Seoul for the period 1999. We focus on the detection of multiple change-points in the ozone and PM10 bivariate vectors by evaluating the posterior probabilities and Bayesian information criterion(BIC) using the stochastic approximation Monte Carlo(SAMC) algorithm. The result gives 5 change-points of mean vectors of ozone and PM10, which are related with the seasonal characteristics.

• Journal of the Korean Data and Information Science Society
• /
• v.17 no.2
• /
• pp.521-527
• /
• 2006

In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

• 한국데이터정보과학회:학술대회논문집
• /
• 2006.04a
• /
• pp.327-333
• /
• 2006

In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

• The Journal of the Korea Contents Association
• /
• v.6 no.6
• /
• pp.26-32
• /
• 2006

Predictions on stock prices have been a hot issue in stock market as people get more interested in stock investments. Assuming that the stock price is moving by a trend in a specific pattern, we believe that a model can be derived from past data to describe the change of the price. The best model can help predict the future stock price. In this paper, our model derivation is based on automata over temporal data to which the model is explicable. We use Bayesian Information Criterion(BIC) to determine the best number of states of the model. We confirm the validity of Bayesian Information Criterion and apply it to building models over stock price indices. The model derived for predicting daily stock price are compared with real price. The comparisons show the predictions have been found to be successful over the data sets we chose.

• The Journal of The Korea Institute of Intelligent Transport Systems
• /
• v.10 no.1
• /
• pp.84-90
• /
• 2011

In this paper, a VoIP-based voice secure telecommunication technology using the text-independent speaker authentication in the telematics environments is proposed. For the secure telecommunication, the sender's voice packets are encrypted by the public-key generated from the speaker's voice information and submitted to the receiver. It is constructed to resist against the man-in-the middle attack. At the receiver side, voice features extracted from the received voice packets are compared with the reference voice-key received from the sender side for the speaker authentication. To improve the accuracy of text-independent speaker authentication, Gaussian Mixture Model(GMM)-supervectors are applied to Support Vector Machine (SVM) kernel using Bayesian information criterion (BIC) and Mahalanobis distance (MD).

• Communications for Statistical Applications and Methods
• /
• v.29 no.5
• /
• pp.513-532
• /
• 2022

In this paper, the use of Bayes factors and the deviance information criterion for model selection are compared in a Bayesian accelerated life testing setup. In Bayesian accelerated life testing, the most used tool for model comparison is the deviance information criterion. An alternative and more formal approach is to use Bayes factors to compare models. However, Bayesian accelerated life testing models with more than one stressor often have mathematically intractable posterior distributions and Markov chain Monte Carlo methods are employed to obtain posterior samples to base inference on. The computation of the marginal likelihood is challenging when working with such complex models. In this paper, methods for approximating the marginal likelihood and the application thereof in the accelerated life testing paradigm are explored for dual-stress models. A simulation study is also included, where Bayes factors using the different approximation methods and the deviance information are compared.

• Journal of The Korean Astronomical Society
• /
• v.55 no.4
• /
• pp.131-138
• /
• 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 (L_Bol < 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.

• Communications for Statistical Applications and Methods
• /
• v.24 no.3
• /
• pp.193-209
• /
• 2017

The power Lindley distribution with some of its properties is considered in this article. Maximum likelihood, least squares, maximum product spacings, and Bayes estimators are proposed to estimate all the unknown parameters of the power Lindley distribution. Lindley's approximation and Markov chain Monte Carlo techniques are utilized for Bayesian calculations since posterior distribution cannot be reduced to standard distribution. The performances of the proposed estimators are compared based on simulated samples. The waiting times of research articles to be accepted in statistical journals are fitted to the power Lindley distribution with other competing distributions. Chi-square statistic, Kolmogorov-Smirnov statistic, Akaike information criterion and Bayesian information criterion are used to access goodness-of-fit. It was found that the power Lindley distribution gives a better fit for the data than other distributions.

• Communications for Statistical Applications and Methods
• /
• v.27 no.2
• /
• pp.189-199
• /
• 2020

This paper studies a Bayesian ordered multiple linear regression model with skew normal error. It is reasonable that the kind of inherent information available in an applied regression requires some constraints on the coefficients to be estimated. In addition, the assumption of normality of the errors is sometimes not appropriate in the real data. Therefore, to explain such situations more flexibly, we use the skew-normal distribution given by Sahu et al. (The Canadian Journal of Statistics, 31, 129-150, 2003) for error-terms including normal distribution. For Bayesian methodology, the Markov chain Monte Carlo method is employed to resolve complicated integration problems. Also, under the improper priors, the propriety of the associated posterior density is shown. Our Bayesian proposed model is applied to NZAPB's apple data. For model comparison between the skew normal error model and the normal error model, we use the Bayes factor and deviance information criterion given by Spiegelhalter et al. (Journal of the Royal Statistical Society Series B (Statistical Methodology), 64, 583-639, 2002). We also consider the problem of detecting an influential point concerning skewness using Bayes factors. Finally, concluding remarks are discussed.