• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.123-136
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• 2015

Science has developed with great achievements after Galileo's discovery of the law depicting a relationship between observable variables. However, many natural phenomena have been better explained by models including unobservable random effects. A mixed effect model was the first statistical model that included unobservable random effects. The importance of the mixed effect models is growing along with the advancement of computational technologies to infer complicated phenomena; subsequently mixed effect models have extended to various statistical models such as hierarchical generalized linear models. Hierarchical likelihood has been suggested to estimate unobservable random effects. Our special issue about mixed effect models shows how they can be used in statistical problems as well as discusses important needs for future developments. Frequentist and Bayesian approaches are also investigated.

• Proceedings of the Technology Innovation Conference
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• 2006.02a
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• pp.264-297
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• 2006

In this paper, we attempt to analyze consumer preference for the alternative-fuel vehicles based on data from a stated preference using the conjoint analysis. Five possible fuel types (gasoline, diesel, CNG, LPG, Hybrid (electricity+gasoline)) are covered in conjoint cards. To estimate and analyze consumer preference, discrete choice model is used. Specifically, Bayesian mixed logit model is used. Based on estimating results, we discuss the business strategy and policy for the alternative fuel vehicle.

• Journal of Technology Innovation
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• v.12 no.1
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• pp.189-218
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• 2004

In this paper, we estimate consumers' preferences for the key attributes of the future mobile telecommunication terminal using conjoint analysis. For statistical model, we estimate the mixed legit model which can reflect the heterogeneity of consumers' preferences, using the Bayesian approach with Gibbs sampling. The results show that there are large variations in consumers' preferences for the attributes of the future mobile telecommunication terminal, which justifies our using of mixed logit model. Also, the results show that most consumers prefer the medium size display and keyboard as input equipment. Additionally, far from general prediction, the results show that many consumers are indifferent to whether the future mobile telecommunication terminal is able to provide high quality internet service or not, and to operate many application programs and programs originally designed for PC. From those results, we can obtain some important implications for the R＆D strategies. Additionally, the results on the heterogeneity of consumers' preferences reveal that it is possible that the complete device convergence may not happen.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.13 no.11
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• pp.5631-5652
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• 2019

The existing defense strategy selection methods based on game theory basically select the optimal defense strategy in the form of mixed strategy. However, it is hard for network managers to understand and implement the defense strategy in this way. To address this problem, we constructed the incomplete information stochastic game model for the dynamic analysis to predict multi-stage attack-defense process by combining Bayesian game theory and the Markov decision-making method. In addition, the payoffs are quantified from the impact value of attack-defense actions. Based on previous statements, we designed an optimal defense strategy selection method. The optimal defense strategy is selected, which regards defense effectiveness as the criterion. The proposed method is feasibly verified via a representative experiment. Compared to the classical strategy selection methods based on the game theory, the proposed method can select the optimal strategy of the multi-stage attack-defense process in the form of pure strategy, which has been proved more operable than the compared ones.

• The Korean Journal of Applied Statistics
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• v.30 no.3
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• pp.377-390
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• 2017

When conducting a survey, item nonresponse occurs if the respondent does not respond to some items. Since analysis based only on completely observed data may cause biased results, imputation is often conducted to analyze data in its complete form. The panel study is a survey method that examines changes of responses over time. In panel studies, there has been a preference for using information from response values of previous waves when the imputation of item nonresponses is performed; however, limited research has been conducted to support this preference. Therefore, this study compares the performance of imputation methods according to whether or not information from previous waves is utilized in the panel study. Among imputation methods that utilize information from previous responses, we consider ratio imputation, imputation based on the linear mixed model, and imputation based on the Bayesian linear mixed model approach. We compare the results from these methods against the results of methods that do not use information from previous responses, such as mean imputation and hot deck imputation. Simulation results show that imputation based on the Bayesian linear mixed model performs best and yields small biases and high coverage rates of the 95% confidence interval even at higher nonresponse rates.

• Journal of the Korea institute for structural maintenance and inspection
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• v.16 no.5
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• pp.29-39
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• 2012

The main objective is to predict the future degradation and maintenance budget for a suspension bridge system. Bayesian inference is applied to find the posterior probability density function of the source parameters (damage indices and serviceability), given ten years of maintenance data. The posterior distribution of the parameters is sampled using a Markov chain Monte Carlo method. The simulated risk prediction for decreased serviceability conditions are posterior distributions based on prior distribution and likelihood of data updated from annual maintenance tasks. Compared with conventional linear prediction model, the proposed quadratic model provides highly improved convergence and closeness to measured data in terms of serviceability, risky factors, and maintenance budget for bridge components, which allows forecasting a future performance and financial management of complex infrastructures based on the proposed quadratic stochastic regression model.

• Journal of Animal Science and Technology
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• v.59 no.2
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• pp.3.1-3.7
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• 2017

Background: The modelling of lactation curve provides guidelines in formulating farm managerial practices in dairy cows. The aim of the present study was to determine the suitable non-linear model which most accurately fitted to lactation curves of five lactations in 134 Gir crossbred cows reared in Research-CumDevelopment Project (RCDP) on Cattle farm, MPKV (Maharashtra). Four models viz. gamma-type function, quadratic model, mixed log function and Wilmink model were fitted to each lactation separately and then compared on the basis of goodness of fit measures viz. adjusted $R^2$, root mean square error (RMSE), Akaike's Informaion Criteria (AIC) and Bayesian Information Criteria (BIC). Results: In general, highest milk yield was observed in fourth lactation whereas it was lowest in first lactation. Among the models investigated, mixed log function and gamma-type function provided best fit of the lactation curve of first and remaining lactations, respectively. Quadratic model gave least fit to lactation curve in almost all lactations. Peak yield was observed as highest and lowest in fourth and first lactation, respectively. Further, first lactation showed highest persistency but relatively higher time to achieve peak yield than other lactations. Conclusion: Lactation curve modelling using gamma-type function may be helpful to setting the management strategies at farm level, however, modelling must be optimized regularly before implementing them to enhance productivity in Gir crossbred cows.

• The Journal of Engineering Research
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• v.3 no.1
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• pp.65-73
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• 1998

One approach to improved image restoration methods has been the incorporation of additional source information via Gibbs priors that assume a source that is piecewise smooth. A natural Gibbs prior for expressing such constraints is an energy function defined on binary valued line processes as well as source intensities. However, the estimation of both continuous variables and binary variables is known to be a difficult problem. In this work, we consider the application of the deterministic annealing method. Unlike other methods, the deterministic annealing method offers a principled and efficient means of handling the problems associated with mixed continuous and binary variable objectives. The application of the deterministic annealing method results in a sequence of objective functions (defined only on the continuous variables) whose sequence of solutions approaches that of the original mixed variable objective function. The sequence is indexed by a control parameter (the temperature). The energy functions at high temperatures are smooth approximations of the energy functions at lower temperatures. Consequently, it is easier to minimize the energy functions at high temperatures and then track the minimum through the variation of the temperature. This is the essence of a continuation method. We show experimental results, which demonstrate the efficacy of the continuation method applied to a Bayesian restoration model.

• ETRI Journal
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• v.38 no.3
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• pp.510-517
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• 2016

Recent developments in the field of separation of mixed signals into music/voice components have attracted the attention of many researchers. Recently, iterative kernel back-fitting, also known as kernel additive modeling, was proposed to achieve good results for music/voice separation. To obtain minimum mean square error (MMSE) estimates of short-time Fourier transforms of sources, generalized spatial Wiener filtering (GW) is typically used. In this paper, we propose an advanced music/voice separation method that utilizes a generalized weighted ${\beta}$-order MMSE estimation (WbE) based on iterative kernel back-fitting (KBF). In the proposed method, WbE is used for the step of mixed music signal separation, while KBF permits kernel spectrogram model fitting at each iteration. Experimental results show that the proposed method achieves better separation performance than GW and existing Bayesian estimators.

• Asian-Australasian Journal of Animal Sciences
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• v.13 no.3
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• pp.413-422
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• 2000

In the class of models which include random effects, the variance component estimates are important to obtain accurate predictors and estimators. Variance component estimation is straightforward for balanced data but not for unbalanced data. Since orthogonality among factors is absent in unbalanced data, various methods for variance component estimation are available. REML estimation is the most widely used method in animal breeding because of its attractive statistical properties. Recently, Bayesian approach became feasible through Markov Chain Monte Carlo methods with increasingly powerful computers. Furthermore, advances in variance component estimation with complicated models such as generalized linear mixed models enabled animal breeders to analyze non-normal data.