• Title/Summary/Keyword: Bayesian information criterion

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Bayesian Approach for Software Reliability Models (소프트웨어 신뢰모형에 대한 베이지안 접근)

  • Choi, Ki-Heon
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.119-133
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    • 1999
  • A Markov Chain Monte Carlo method is developed to compute the software reliability model. We consider computation problem for determining of posterior distibution in Bayseian inference. Metropolis algorithms along with Gibbs sampling are proposed to preform the Bayesian inference of the Mixed model with record value statistics. For model determiniation, we explored the prequential conditional predictive ordinate criterion that selects the best model with the largest posterior likelihood among models using all possible subsets of the component intensity functions. To relax the monotonic intensity function assumptions. A numerical example with simulated data set is given.

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A Unified Bayesian Tikhonov Regularization Method for Image Restoration (영상 복원을 위한 통합 베이즈 티코노프 정규화 방법)

  • Yoo, Jae-Hung
    • The Journal of the Korea institute of electronic communication sciences
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    • v.11 no.11
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    • pp.1129-1134
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    • 2016
  • This paper suggests a new method of finding regularization parameter for image restoration problems. If the prior information is not available, separate optimization functions for Tikhonov regularization parameter are suggested in the literature such as generalized cross validation and L-curve criterion. In this paper, unified Bayesian interpretation of Tikhonov regularization is introduced and applied to the image restoration problems. The relationship between Tikhonov regularization parameter and Bayesian hyper-parameters is established. Update formular for the regularization parameter using both maximum a posteriori(: MAP) and evidence frameworks is suggested. Experimental results show the effectiveness of the proposed method.

Optimal Bayesian MCMC based fire brigade non-suppression probability model considering uncertainty of parameters

  • Kim, Sunghyun;Lee, Sungsu
    • Nuclear Engineering and Technology
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    • v.54 no.8
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    • pp.2941-2959
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    • 2022
  • The fire brigade non-suppression probability model is a major factor that should be considered in evaluating fire-induced risk through fire probabilistic risk assessment (PRA), and also uncertainty is a critical consideration in support of risk-informed performance-based (RIPB) fire protection decision-making. This study developed an optimal integrated probabilistic fire brigade non-suppression model considering uncertainty of parameters based on the Bayesian Markov Chain Monte Carlo (MCMC) approach on electrical fire which is one of the most risk significant contributors. The result shows that the log-normal probability model with a location parameter (µ) of 2.063 and a scale parameter (σ) of 1.879 is best fitting to the actual fire experience data. It gives optimal model adequacy performance with Bayesian information criterion (BIC) of -1601.766, residual sum of squares (RSS) of 2.51E-04, and mean squared error (MSE) of 2.08E-06. This optimal log-normal model shows the better performance of the model adequacy than the exponential probability model suggested in the current fire PRA methodology, with a decrease of 17.3% in BIC, 85.3% in RSS, and 85.3% in MSE. The outcomes of this study are expected to contribute to the improvement and securement of fire PRA realism in the support of decision-making for RIPB fire protection programs.

Evaluation of Geo-based Image Fusion on Mobile Cloud Environment using Histogram Similarity Analysis

  • Lee, Kiwon;Kang, Sanggoo
    • Korean Journal of Remote Sensing
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    • v.31 no.1
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    • pp.1-9
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    • 2015
  • Mobility and cloud platform have become the dominant paradigm to develop web services dealing with huge and diverse digital contents for scientific solution or engineering application. These two trends are technically combined into mobile cloud computing environment taking beneficial points from each. The intention of this study is to design and implement a mobile cloud application for remotely sensed image fusion for the further practical geo-based mobile services. In this implementation, the system architecture consists of two parts: mobile web client and cloud application server. Mobile web client is for user interface regarding image fusion application processing and image visualization and for mobile web service of data listing and browsing. Cloud application server works on OpenStack, open source cloud platform. In this part, three server instances are generated as web server instance, tiling server instance, and fusion server instance. With metadata browsing of the processing data, image fusion by Bayesian approach is performed using functions within Orfeo Toolbox (OTB), open source remote sensing library. In addition, similarity of fused images with respect to input image set is estimated by histogram distance metrics. This result can be used as the reference criterion for user parameter choice on Bayesian image fusion. It is thought that the implementation strategy for mobile cloud application based on full open sources provides good points for a mobile service supporting specific remote sensing functions, besides image fusion schemes, by user demands to expand remote sensing application fields.

Model selection via Bayesian information criterion for divide-and-conquer penalized quantile regression (베이즈 정보 기준을 활용한 분할-정복 벌점화 분위수 회귀)

  • Kang, Jongkyeong;Han, Seokwon;Bang, Sungwan
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.217-227
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    • 2022
  • Quantile regression is widely used in many fields based on the advantage of providing an efficient tool for examining complex information latent in variables. However, modern large-scale and high-dimensional data makes it very difficult to estimate the quantile regression model due to limitations in terms of computation time and storage space. Divide-and-conquer is a technique that divide the entire data into several sub-datasets that are easy to calculate and then reconstruct the estimates of the entire data using only the summary statistics in each sub-datasets. In this paper, we studied on a variable selection method using Bayes information criteria by applying the divide-and-conquer technique to the penalized quantile regression. When the number of sub-datasets is properly selected, the proposed method is efficient in terms of computational speed, providing consistent results in terms of variable selection as long as classical quantile regression estimates calculated with the entire data. The advantages of the proposed method were confirmed through simulation data and real data analysis.

Can Housing Prices Be an Alternative to a Census-based Deprivation Index? An Evaluation Based on Multilevel Modeling (주택가격이 센서스에 기반한 박탈지수의 대안이 될 수 있는가?: 다수준 모델에 기반한 평가)

  • Sohn, Chul;Nakaya, Tomoki
    • Journal of Cadastre & Land InformatiX
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    • v.48 no.2
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    • pp.197-211
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    • 2018
  • We conducted this research to examine how well regional housing prices are suited to use as an alternative to conventional census-based regional deprivation indices in health and medical geography studies. To examine the relative performance of mean regional housing prices compared to conventional census-based regional deprivation indices, we compared several multilevel logistic regression models, where the first level was individuals and the second was health districts in the Seoul Metropolitan Area (SMA) in Korea, for the sake of adjusting the regional clustering tendency of unknown factors. In these models, we predicted two dichotomous variables that represented individuals' after-lunch tooth brushing behavior and use of dental floss by individual characteristics and regional indices. Then, we compared the relative predictive performance of the models using the Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC). The results from the estimations showed that mean regional housing prices and census-based deprivation indices were correlated with the two types of dental health behavior in a statistical sense. The results also revealed that the model with mean regional housing prices showed smaller AIC and BIC compared with other models with conventional census-based deprivation indices. These results imply that it is possible for housing prices summarized using aerial units to be used as an alternative to conventional census-based deprivation indices when the census variables employed cannot properly reflect the characteristics of the aerial units.

Bayesian Analysis for the Difference of Exponential Means

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
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    • 2005.04a
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    • pp.135-144
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    • 2005
  • In this paper, we develop the noninformative priors for the exponential models when the parameter of interest is the difference of two means. We develop the first and second order matching priors. We reveal that the second order matching priors do not exist. It turns out that Jeffreys' prior does not satisfy a first order matching criterion. The Bayesian credible intervals based on the first order matching meet the frequentist target coverage probabilities much better than the frequentist intervals of Jeffreys' prior.

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BAYESIAN TEST FOR THE EQUALITY OF THE MEANS AND VARIANCES OF THE TWO NORMAL POPULATIONS WITH VARIANCES RELATED TO THE MEANS USING NONINFORMATIVE PRIORS

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Statistical Society
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    • v.32 no.3
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    • pp.271-288
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    • 2003
  • In this paper, when the variance of the normal distribution is related to the mean, we develop noninformative priors such as matching priors and reference priors. We prove that the second order matching prior matches alternative coverage probabilities up to the same order and also it is a HPD matching prior. It turns out that one-at-a-time reference prior satisfies a second order matching criterion. Then using these noninformative priors, we develop a Bayesian test procedure for the equality of the means and variances of two independent normal distributions using fractional Bayes factor. Some simulation study is performed, and a real data example is also provided.

A Smooth Estimation of Failure Rate Function (고장률 함수의 평활추정)

  • 나명환;이현우;김재주
    • Journal of Korean Society for Quality Management
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    • v.25 no.3
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    • pp.51-61
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    • 1997
  • We introduce a method of estimating an unknown failure rate function based on sample data. We estimate failure rate function by a function s from a space of cubic splines constrained to be linear (or constant) in tails using maximum likelihood estimation. The number of knots are determined by Bayesian Information Criterion(BIC). Examples using simulated data are used to illustrate the performance of this method.

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SPLINE HAZARD RATE ESTIMATION USING CENSORED DATA

  • Na, Myung Hwan
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.2
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    • pp.99-106
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    • 1999
  • In this paper, the spline hazard rate model to the randomly censored data is introduced. The unknown hazard rate function is expressed as a linear combination of B-splines which is constrained to be linear(or constant) in tails. We determine the coefficients of the linear combination by maximizing the likelihood function. The number of knots are determined by Bayesian Information Criterion. Examples using simulated data are used to illustrate the performance of this method under presenting the random censoring.

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