• Title/Summary/Keyword: Bayesian information criterion

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Estimation of Optimal Mixture Number of GMM for Environmental Sounds Recognition (환경음 인식을 위한 GMM의 혼합모델 개수 추정)

  • Han, Da-Jeong;Park, Aa-Ron;Baek, Sung-June
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.13 no.2
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    • pp.817-821
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    • 2012
  • In this paper we applied the optimal mixture number estimation technique in GMM(Gaussian mixture model) using BIC(Bayesian information criterion) and MDL(minimum description length) as a model selection criterion for environmental sounds recognition. In the experiment, we extracted 12 MFCC(mel-frequency cepstral coefficients) features from 9 kinds of environmental sounds which amounts to 27747 data and classified them with GMM. As mentioned above, BIC and MDL is applied to estimate the optimal number of mixtures in each environmental sounds class. According to the experimental results, while the recognition performances are maintained, the computational complexity decreases by 17.8% with BIC and 31.7% with MDL. It shows that the computational complexity reduction by BIC and MDL is effective for environmental sounds recognition using GMM.

Prediction on Clusters by using Information Criterion and Multiple Seeds (정보기준과 다중 중심점을 활용한 클러스터별 예측)

  • Cho, Young-Hee;Lee, Gye-Sung
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.10 no.6
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    • pp.145-152
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    • 2010
  • Bayesian information criterion is used to do clustering for time series data. To acquire more stable clusters, multiple seeds are chosen first for the algorithm. Once clusters being set up, most similar time series data in the cluster to the one under consideration are to be chosen for prediction test. These chosen time series data are used to extract valid Markov rules by which we test the prediction accuracy. We confirmed that clustering with multiple seeds led to better prediction performance.

Bayesian information criterion accounting for the number of covariance parameters in mixed effects models

  • Heo, Junoh;Lee, Jung Yeon;Kim, Wonkuk
    • Communications for Statistical Applications and Methods
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    • v.27 no.3
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    • pp.301-311
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    • 2020
  • Schwarz's Bayesian information criterion (BIC) is one of the most popular criteria for model selection, that was derived under the assumption of independent and identical distribution. For correlated data in longitudinal studies, Jones (Statistics in Medicine, 30, 3050-3056, 2011) modified the BIC to select the best linear mixed effects model based on the effective sample size where the number of parameters in covariance structure was not considered. In this paper, we propose an extended Jones' modified BIC by considering covariance parameters. We conducted simulation studies under a variety of parameter configurations for linear mixed effects models. Our simulation study indicates that our proposed BIC performs better in model selection than Schwarz's BIC and Jones' modified BIC do in most scenarios. We also illustrate an example of smoking data using a longitudinal cohort of cancer patients.

Bayesian Tests for Independence and Symmetry in Freund's Bivariate Exponential Model

  • Cho, Jang-Sik;Kim, Dal-Ho;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.135-146
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    • 1999
  • In this paper, we consider the Bayesian hypotheses testing for independence and symmetry in Freund's 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 intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results to analyze some data sets.

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A Comparative Study for Several Bayesian Estimators Under Balanced Loss Function

  • Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.291-300
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    • 2006
  • In this research, the performance of widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained empirical Bayes estimator are compared by means of a measurement under balanced loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

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A Comparative Study for Several Bayesian Estimators Under Squared Error Loss Function

  • Kim, Yeong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.2
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    • pp.371-382
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    • 2005
  • The paper compares the performance of some widely used Bayesian estimators such as Bayes estimator, empirical Bayes estimator, constrained Bayes estimator and constrained Bayes estimator by means of a new measurement under squared error loss function for the typical normal-normal situation. The proposed measurement is a weighted sum of the precisions of first and second moments. As a result, one can gets the criterion according to the size of prior variance against the population variance.

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Binary Segmentation Procedure for Detecting Change Points in a DNA Sequence

  • Yang Tae Young;Kim Jeongjin
    • Communications for Statistical Applications and Methods
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    • v.12 no.1
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    • pp.139-147
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    • 2005
  • It is interesting to locate homogeneous segments within a DNA sequence. Suppose that the DNA sequence has segments within which the observations follow the same residue frequency distribution, and between which observations have different distributions. In this setting, change points correspond to the end points of these segments. This article explores the use of a binary segmentation procedure in detecting the change points in the DNA sequence. The change points are determined using a sequence of nested hypothesis tests of whether a change point exists. At each test, we compare no change-point model with a single change-point model by using the Bayesian information criterion. Thus, the method circumvents the computational complexity one would normally face in problems with an unknown number of change points. We illustrate the procedure by analyzing the genome of the bacteriophage lambda.

Grid-based Gaussian process models for longitudinal genetic data

  • Chung, Wonil
    • Communications for Statistical Applications and Methods
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    • v.29 no.1
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    • pp.65-83
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    • 2022
  • Although various statistical methods have been developed to map time-dependent genetic factors, most identified genetic variants can explain only a small portion of the estimated genetic variation in longitudinal traits. Gene-gene and gene-time/environment interactions are known to be important putative sources of the missing heritability. However, mapping epistatic gene-gene interactions is extremely difficult due to the very large parameter spaces for models containing such interactions. In this paper, we develop a Gaussian process (GP) based nonparametric Bayesian variable selection method for longitudinal data. It maps multiple genetic markers without restricting to pairwise interactions. Rather than modeling each main and interaction term explicitly, the GP model measures the importance of each marker, regardless of whether it is mostly due to a main effect or some interaction effect(s), via an unspecified function. To improve the flexibility of the GP model, we propose a novel grid-based method for the within-subject dependence structure. The proposed method can accurately approximate complex covariance structures. The dimension of the covariance matrix depends only on the number of fixed grid points although each subject may have different numbers of measurements at different time points. The deviance information criterion (DIC) and the Bayesian predictive information criterion (BPIC) are proposed for selecting an optimal number of grid points. To efficiently draw posterior samples, we combine a hybrid Monte Carlo method with a partially collapsed Gibbs (PCG) sampler. We apply the proposed GP model to a mouse dataset on age-related body weight.

Bayesian Analysis for the Ratio of Variance Components

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.559-568
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    • 2006
  • In this paper, we develop the noninformative priors for the linear mixed models when the parameter of interest is the ratio of variance components. We developed the first and second order matching priors. We reveal that the one-at-a-time reference prior satisfies the second order matching criterion. It turns out that the two group reference prior satisfies a first order matching criterion, but Jeffreys' prior is not first order matching prior. Some simulation study is performed.

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Design of Bayesian Zero-Failure Reliability Demonstration Test for Products with Weibull Lifetime Distribution (와이불 수명분포를 갖는 제품에 대한 베이지안 신뢰성 입증시험 설계)

  • Kwon, Young Il
    • Journal of Applied Reliability
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    • v.14 no.4
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    • pp.220-224
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    • 2014
  • A Bayesian zero-failure reliability demonstration test method for products with Weibull lifetime distribution is presented. Inverted gamma prior distribution for the scale parameter of the Weibull distribution is used to design the Bayesian test plan and selecting a prior distribution using a prior test information is discussed. A test procedure with zero-failure acceptance criterion is developed that guarantee specified reliability of a product with given confidence level. An example is provided to illustrate the use of the developed Bayesian reliability demonstration test method.