• 제목/요약/키워드: Bayesian posterior

검색결과 345건 처리시간 0.024초

SOM의 통계적 특성과 다중 스케일 Bayesian 영상 분할 기법을 이용한 텍스쳐 분할 (Texture Segmentation Using Statistical Characteristics of SOM and Multiscale Bayesian Image Segmentation Technique)

  • 김태형;엄일규;김유신
    • 대한전자공학회논문지SP
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    • 제42권6호
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    • pp.43-54
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    • 2005
  • 이본 논문에서는 Bayesian 영상 분할법과 SOM(Self Organization feature Map)을 이용한 텍스쳐(Texture) 분할 방법을 제안한다. SOM의 입력으로 다중 스케일에서의 웨이블릿 계수를 사용하고, 훈련된 SOM으로부터 관측 데이터에 대한 우도(尤度, likelihood)와 사후확률을 구하는 방법을 제시한다. 훈련된 SOM들로부터 구한 사후확률과 MAP(Maximum A Posterior) 분류법을 이용하여 텍스쳐 분할을 얻는다. 그리고 문맥 정보를 이용하여 텍스쳐 분할 결과를 개선하였다. 제안 방법은 HMT(Hidden Markov Tree)을 이용한 텍스쳐 분할보다 더 우수한 결과를 보여준다. 또한 SOM과 HMTseg라고 불리는 다중스케일 Bayesian 영상 분할 기법을 이용한 텍스쳐 분할 결과는 HMT와 HMTseg을 이용한 결과보다 더 우수한 성능을 보여준다.

A Bayesian Approach to Fuzzy Hypotheses Testing with Revision of possibility distribution

  • 강만기
    • 한국전산응용수학회:학술대회논문집
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    • 한국전산응용수학회 2003년도 KSCAM 학술발표회 프로그램 및 초록집
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    • pp.13.2-13
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    • 2003
  • We propose some properties of Bayesian fuzzy hypotheses testing by revision for prior possibility distribution and posterior possibility distribution using weighted fuzzy hypotheses versus on with loss function.

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Bayesian Inference on Variance Components Using Gibbs Sampling with Various Priors

  • Lee, C.;Wang, C.D.
    • Asian-Australasian Journal of Animal Sciences
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    • 제14권8호
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    • pp.1051-1056
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    • 2001
  • Data for teat number for Landrace (L), Yorkshire (Y), crossbred of Landrace and Yorkshire (LY), and crossbred of Landrace, Yorkshire and Chinese indigenous Min Pig (LYM) were analyzed using Gibbs sampling. In Bayesian inference, flat priors and some informative priors were used to examine their influence on posterior estimates. The posterior mean estimates of heritabilities with flat priors were $0.661{\pm}0.035$ for L, $0.540{\pm}0.072$ for Y, $0.789{\pm}0.074$ for LY, and $0.577{\pm}0.058$ for LYM, and they did not differ (p>0.05) from their corresponding estimates of REML. When inverse Gamma densities for variance components were used as priors with the shape parameter of 4, the posterior estimates were still corresponding (p>0.05) to REML estimates and mean estimates using Gibbs sampling with flat priors. However, when the inverse Gamma densities with the shape parameter of 10 were utilized, some posterior estimates differed (p<0.10) from REML estimates and/or from other Gibbs mean estimates. The use of moderate degree of belief was influential to the posterior estimates, especially for Y and for LY where data sizes were small. When the data size is small, REML estimates of variance components have unknown distributions. On the other hand, Bayesian approach gives exact posterior densities of variance components. However, when the data size is small and prior knowledge is lacked, researchers should be careful with even moderate priors.

Bayesian methods in clinical trials with applications to medical devices

  • Campbell, Gregory
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.561-581
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    • 2017
  • Bayesian statistics can play a key role in the design and analysis of clinical trials and this has been demonstrated for medical device trials. By 1995 Bayesian statistics had been well developed and the revolution in computing powers and Markov chain Monte Carlo development made calculation of posterior distributions within computational reach. The Food and Drug Administration (FDA) initiative of Bayesian statistics in medical device clinical trials, which began almost 20 years ago, is reviewed in detail along with some of the key decisions that were made along the way. Both Bayesian hierarchical modeling using data from previous studies and Bayesian adaptive designs, usually with a non-informative prior, are discussed. The leveraging of prior study data has been accomplished through Bayesian hierarchical modeling. An enormous advantage of Bayesian adaptive designs is achieved when it is accompanied by modeling of the primary endpoint to produce the predictive posterior distribution. Simulations are crucial to providing the operating characteristics of the Bayesian design, especially for a complex adaptive design. The 2010 FDA Bayesian guidance for medical device trials addressed both approaches as well as exchangeability, Type I error, and sample size. Treatment response adaptive randomization using the famous extracorporeal membrane oxygenation example is discussed. An interesting real example of a Bayesian analysis using a failed trial with an interesting subgroup as prior information is presented. The implications of the likelihood principle are considered. A recent exciting area using Bayesian hierarchical modeling has been the pediatric extrapolation using adult data in clinical trials. Historical control information from previous trials is an underused area that lends itself easily to Bayesian methods. The future including recent trends, decision theoretic trials, Bayesian benefit-risk, virtual patients, and the appalling lack of penetration of Bayesian clinical trials in the medical literature are discussed.

Bayesian Multiple Comparisons for Normal Variances

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제29권2호
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    • pp.155-168
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    • 2000
  • Regarding to multiple comparison problem (MCP) of k normal population variances, we suggest a Bayesian method for calculating posterior probabilities for various hypotheses of equality among population variances. This leads to a simple method for obtaining pairwise comparisons of variances in a statistical experiment with a partition on the parameter space induced by equality and inequality relationships among the variances. The method is derived from the fact that certain features of the hierarchical nonparametric family of Dirichlet process priors, in general, make it amenable to solving the MCP and estimating the posterior probabilities by means of posterior simulation, the Gibbs sampling. Two examples are illustrated for the method. For these examples, the method is straightforward for specifying distributionally and to implement computationally, with output readily adapted for required comparison.

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Variational Bayesian inference for binary image restoration using Ising model

  • Jang, Moonsoo;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제29권1호
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    • pp.27-40
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    • 2022
  • In this paper, the focus on the removal noise in the binary image based on the variational Bayesian method with the Ising model. The observation and the latent variable are the degraded image and the original image, respectively. The posterior distribution is built using the Markov random field and the Ising model. Estimating the posterior distribution is the same as reconstructing a degraded image. MCMC and variational Bayesian inference are two methods for estimating the posterior distribution. However, for the sake of computing efficiency, we adapt the variational technique. When the image is restored, the iterative method is used to solve the recursive problem. Since there are three model parameters in this paper, restoration is implemented using the VECM algorithm to find appropriate parameters in the current state. Finally, the restoration results are shown which have maximum peak signal-to-noise ratio (PSNR) and evidence lower bound (ELBO).

Bayesian Analysis of Randomized Response Models : A Gibbs Sampling Approach

  • Oh, Man-Suk
    • Journal of the Korean Statistical Society
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    • 제23권2호
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    • pp.463-482
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    • 1994
  • In Bayesian analysis of randomized response models, the likelihood function does not combine tractably with typical priors for the parameters of interest, causing computational difficulties in posterior analysis of the parameters of interest. In this article, the difficulties are solved by introducing appropriate latent variables to the model and using the Gibbs sampling algorithm.

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Gibbs Sampling for Double Seasonal Autoregressive Models

  • Amin, Ayman A.;Ismail, Mohamed A.
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.557-573
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    • 2015
  • In this paper we develop a Bayesian inference for a multiplicative double seasonal autoregressive (DSAR) model by implementing a fast, easy and accurate Gibbs sampling algorithm. We apply the Gibbs sampling to approximate empirically the marginal posterior distributions after showing that the conditional posterior distribution of the model parameters and the variance are multivariate normal and inverse gamma, respectively. The proposed Bayesian methodology is illustrated using simulated examples and real-world time series data.

A Closed-Form Bayesian Inferences for Multinomial Randomized Response Model

  • Heo, Tae-Young;Kim, Jong-Min
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.121-131
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    • 2007
  • In this paper, we examine the problem of estimating the sensitive characteristics and behaviors in a multinomial randomized response model using Bayesian approach. We derived a posterior distribution for parameter of interest for multinomial randomized response model. Based on the posterior distribution, we also calculated a credible intervals and mean squared error (MSE). We finally compare the maximum likelihood estimator and the Bayes estimator in terms of MSE.

손실함수에 의한 베이지안 퍼지 가설검정 (A Bayesian Fuzzy Hypotheses Testing with Loss Function)

  • 강만기;한성일;최규탁
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 추계 학술대회 학술발표 논문집
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    • pp.45-48
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    • 2003
  • We propose some properties of Bayesian fuzzy hypotheses testing by revision for prior possibility distribution and posterior possibility distribution using weighted fuzzy hypotheses H$\sub$0/($\theta$) versus H$_1$($\theta$) on $\theta$ with loss function.

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