• Communications for Statistical Applications and Methods
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• v.24 no.1
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• pp.81-96
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• 2017

Cumulative logit random effects models are typically used to analyze longitudinal ordinal data. The random effects covariance matrix is used in the models to demonstrate both subject-specific and time variations. The covariance matrix may also be homogeneous; however, the structure of the covariance matrix is assumed to be homoscedastic and restricted because the matrix is high-dimensional and should be positive definite. To satisfy these restrictions two Cholesky decomposition methods were proposed in linear (mixed) models for the random effects precision matrix and the random effects covariance matrix, respectively: modified Cholesky and moving average Cholesky decompositions. In this paper, we use these two methods to model the random effects precision matrix and the random effects covariance matrix in cumulative logit random effects models for longitudinal ordinal data. The methods are illustrated by a lung cancer data set.

• Communications for Statistical Applications and Methods
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• v.21 no.1
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• pp.45-60
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• 2014

We introduce a MCMC sampling for a generalized linear normal random effects model with the ordered probit link function based on latent variables from suitable truncated normal distribution. Such models have proven useful in practice and we have observed numerically reasonable results in the estimation of fixed effects when the random effect term is provided. Applications that utilize Korean Welfare Panel Study data can be difficult to model; subsequently, we find that an ordered probit model with the random effects leads to an improved analyses with more accurate and precise inferences.

• Communications for Statistical Applications and Methods
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• v.24 no.5
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• pp.457-480
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• 2017

We develop a random partition procedure based on a Dirichlet process prior with Laplace distribution. Gibbs sampling of a Laplace mixture of linear mixed regressions with a Dirichlet process is implemented as a random partition model when the number of clusters is unknown. Our approach provides simultaneous partitioning and parameter estimation with the computation of classification probabilities, unlike its counterparts. A full Gibbs-sampling algorithm is developed for an efficient Markov chain Monte Carlo posterior computation. The proposed method is illustrated with simulated data and one real data of the energy efficiency of Tsanas and Xifara (Energy and Buildings, 49, 560-567, 2012).

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.43 no.3 s.309
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• pp.34-42
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• 2006

In general, almost information is stored in only a few wavelet coefficients. This sparse characteristic of wavelet coefficient can be modeled by the mixture of Gaussian probability density function and point mass at zero, and denoising for this prior model is peformed by using Bayesian estimation. In this paper, we propose a method of parameter estimation for denoising using hypothesis-testing problem. Hypothesis-testing problem is applied to variance of wavelet coefficient, and $X^2$-test is used. Simulation results show our method outperforms about 0.3dB higher PSNR(peak signal-to-noise ratio) gains compared to the states-of-art denoising methods when using orthogonal wavelets.

• Asian-Australasian Journal of Animal Sciences
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• v.21 no.5
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• pp.633-639
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• 2008

The genetic relationship of gestation length (GL) with birth and weaning weight (BW, WW) was investigated using data collected from the Hanwoo Experiment Station, National Institute of Animal Science, RDA, Republic of Korea. Analytical mixed models including birth year‐season, sex of calf, linear and quadratic covariates of age of dam (days) and linear covariate of age at weaning (days) as fixed effects were used. Corresponding restricted maximum likelihood (REML) and Bayesian estimates of variance components and heritability were obtained with two models; Model 1 included only direct genetic effect and Model 2 included direct genetic, maternal genetic and permanent environmental effect. All the genetic parameter estimates from REML were corresponding to the Bayesian estimates. Direct heritability estimates for GL, BW, and WW were 0.48, 0.33 and 0.25 by Model 1. From Model 2, direct and maternal heritability estimates were 0.38 and 0.03 for GL, 0.14 and 0.05 for BW, and 0.08 and 0.05 for WW. Genetic correlation estimates between direct and maternal effects were 0.05 for GL, 0.59 for BW, and 0.52 for WW. Estimates of direct genetic correlation between GL and BW (WW) were 0.44 (0.21). Positive genetic correlation of GL with BW and WW imply that selection for greater BW or WW would lead to prolonged gestation length.

• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.923-932
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• 2014

The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.

• Asian-Australasian Journal of Animal Sciences
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• v.31 no.9
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• pp.1407-1414
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• 2018

Objective: The aim of this study was to estimate (co) variance components and genetic parameters for categorical carcass traits using Bayesian inference via mixed linear and threshold animal models in Anglonubian goats. Methods: Data were obtained from Anglonubian goats reared in the Brazilian Mid-North region. The traits in study were body condition score, marbling in the rib eye, ribeye area, fat thickness of the sternum, hip height, leg perimeter, and body weight. The numerator relationship matrix contained information from 793 animals. The single- and two-trait analyses were performed to estimate (co) variance components and genetic parameters via linear and threshold animal models. For estimation of genetic parameters, chains with 2 and 4 million cycles were tested. An 1,000,000-cycle initial burn-in was considered with values taken every 250 cycles, in a total of 4,000 samples. Convergence was monitored by Geweke criteria and Monte Carlo error chain. Results: Threshold model best fits categorical data since it is more efficient to detect genetic variability. In two-trait analysis the contribution of the increase in information and the correlations between traits contributed to increase the estimated values for (co) variance components and heritability, in comparison to single-trait analysis. Heritability estimates for the study traits were from low to moderate magnitude. Conclusion: Direct selection of the continuous distribution of traits such as thickness sternal fat and hip height allows obtaining the indirect selection for marbling of ribeye.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.413-413
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• 2011

강우의 공간분포에 대한 신뢰성 있는 추정은 수자원 해석 및 설계에 있어서 필수적인 요소이다. 강우장의 공간변동성에 대한 고해상도 추정은 홍수, 특히 돌발홍수의 원인이 되는 국지성 호우의 확인 및 분석에 있어서 중요하다. 또한 강우의 공간 변동성에 대한 고려는 면적평균강우량 추정의 정확도를 향상시키는데 있어서 중요하며, 강우-유출모델의 모의결과에 대한 신뢰도를 향상시키는데 큰 영향을 미친다. 최근 공간자료에 대한 공간분포예측에 있어서 공간상관성을 고려할 수 있는 공간통계학적 기법의 적용이 증가하고 있으며, 이러한 공간통계학적 기법의 적용에 있어서 신뢰성 있는 모델 매개변수의 추정 및 불확실성 평가는 공간분포 예측결과에 대한 신뢰성을 향상시키는데 중요한 역할을 한다. 외국의 경우 공간분포예측 및 모의, 매개변수의 불확실성 평가 등과 관련하여 활발한 연구가 이루어지고 있는 반면 국내 수자원 분야에서는 아직까지 활발한 연구가 이루어지고 있지 않은 실정이다. 따라서 본 연구에서는 계층구조로 구성된 가우시안 공간선형혼합모델을 적용하여 확률강우량의 공간분포를 추정함에 있어서 모델 매개변수에 대한 추정기법을 비교하였으며, 매개변수 추정기법으로서 경험베리오그램에 대한 곡선적합기법인 보통최소제곱법 및 가중최소제곱법, 우도함수를 기반으로 하는 최우도법 및 REML과 같은 기존의 매개변수 추정기법들과 최근 공간통계학 분야에서 적용이 증가하고 있는 Bayesian 기법을 비교하였다. 이로부터 매개변수 추정기법 간의 매개변수 추정치에 대한 정량적 비교결과를 제시하였으며, Bayesian 기법의 적용을 통해 매개변수에 대한 불확실성 추정결과를 제시하였다. 이러한 결과들은 확률강우량의 공간분포 추정에 있어서 공간예측모델의 매개변수 추정 및 예측에 대한 신뢰성을 향상시킬 수 있는 기초자료로 활용될 수 있을 것이다.

• Journal of the Society of Naval Architects of Korea
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• v.57 no.3
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• pp.175-181
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• 2020

For the success of a structural integrity management, it is essential to acquire structural response data at some critical locations with limited number of sensors. In this study, the structural response of numerical model was estimated by data fusion approach based on the Kalman filter known as stochastic recursive filter. Firstly, transient direct analysis was conducted to calculate the acceleration and strain of the numerical standing beam model, then the noise signals were mixed to generate the numerical measurement signals. The acceleration measurement signal was provided to the Kalman filter as an information on the external load, and the displacement measurement, which was transformed from the strain measurement by using strain-displacement conversion relationship, was provided into the Kalman filter as an observation information. Finally, the Kalman filter estimated the displacement by combining both displacements calculated from each numerically measured signal, then the estimated results were compared with the results of the transient direct analysis.

• Animal Bioscience
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• v.35 no.5
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• pp.648-658
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• 2022

Objective: The identification of nonlinear mixed models that describe the growth trajectory of New Zealand rabbits was performed based on weight records and carcass measures obtained using ultrasonography. Methods: Phenotypic records of body weight (BW) and loin eye area (LEA) were collected from 66 animals raised in a didactic-productive module of cuniculture located in the southern Piaui state, Brazil. The following nonlinear models were tested considering fixed parameters: Brody, Gompertz, Logistic, Richards, Meloun 1, modified Michaelis-Menten, Santana, and von Bertalanffy. The coefficient of determination (R²), mean squared error, percentage of convergence of each model (%C), mean absolute deviation of residuals, Akaike information criterion (AIC), and Bayesian information criterion (BIC) were used to determine the best model. The model that best described the growth trajectory for each trait was also used under the context of mixed models, considering two parameters that admit biological interpretation (A and k) with random effects. Results: The von Bertalanffy model was the best fitting model for BW according to the highest value of R² (0.98) and lowest values of AIC (6,675.30) and BIC (6,691.90). For LEA, the Logistic model was the most appropriate due to the results of R² (0.52), AIC (783.90), and BIC (798.40) obtained using this model. The absolute growth rates estimated using the von Bertalanffy and Logistic models for BW and LEA were 21.51g/d and 3.16 cm², respectively. The relative growth rates at the inflection point were 0.028 for BW (von Bertalanffy) and 0.014 for LEA (Logistic). Conclusion: The von Bertalanffy and Logistic models with random effect at the asymptotic weight are recommended for analysis of ponderal and carcass growth trajectories in New Zealand rabbits. The inclusion of random effects in the asymptotic weight and maturity rate improves the quality of fit in comparison to fixed models.