• Title/Summary/Keyword: Hierarchical Bayesian method

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A Hierarchical Bayesian Model for Survey Data with Nonresponse

  • Han, Geunshik
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.435-451
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    • 2001
  • We describe a hierarchical bayesian model to analyze multinomial nonignorable nonresponse data. Using a Dirichlet and beta prior to model the cell probabilities, We develop a complete hierarchical bayesian analysis for multinomial proportions without making any algebraic approximation. Inference is sampling based and Markove chain Monte Carlo methods are used to perform the computations. We apply our method to the dta on body mass index(BMI) and show the model works reasonably well.

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Hierarchical Bayes Analysis of Smoking and Lung Cancer Data

  • Oh, Man-Suk;Park, Hyun-Jin
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.115-128
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    • 2002
  • Hierarchical models are widely used for inference on correlated parameters as a compromise between underfitting and overfilling problems. In this paper, we take a Bayesian approach to analyzing hierarchical models and suggest a Markov chain Monte Carlo methods to get around computational difficulties in Bayesian analysis of the hierarchical models. We apply the method to a real data on smoking and lung cancer which are collected from cities in China.

A hierarchical Bayesian model for spatial scaling method: Application to streamflow in the Great Lakes basin

  • Ahn, Kuk-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.176-176
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    • 2018
  • This study presents a regional, probabilistic framework for estimating streamflow via spatial scaling in the Great Lakes basin, which is the largest lake system in the world. The framework follows a two-fold strategy including (1) a quadratic-programming based optimization model a priori to explore the model structure, and (2) a time-varying hierarchical Bayesian model based on insights found in the optimization model. The proposed model is developed to explore three innovations in hierarchical modeling for reconstructing historical streamflow at ungaged sites: (1) information of physical characteristics is utilized in spatial scaling, (2) a time-varying approach is introduced based on climate information, and (3) heteroscedasticity in residual errors is considered to improve streamflow predictive distributions. The proposed model is developed and calibrated in a hierarchical Bayesian framework to pool regional information across sites and enhance regionalization skill. The model is validated in a cross-validation framework along with four simpler nested formulations and the optimization model to confirm specific hypotheses embedded in the full model structure. The nested models assume a similar hierarchical Bayesian structure to our proposed model with their own set of simplifications and omissions. Results suggest that each of three innovations improve historical out-of-sample streamflow reconstructions although these improvements vary corrsponding to each innovation. Finally, we conclude with a discussion of possible model improvements considered by additional model structure and covariates.

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Statistical Method for Implementing the Experimenter Effect in the Analysis of Gene Expression Data

  • Kim, In-Young;Rha, Sun-Young;Kim, Byung-Soo
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.701-718
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    • 2006
  • In cancer microarray experiments, the experimenter or patient which is nested in each experimenter often shows quite heterogeneous error variability, which should be estimated for identifying a source of variation. Our study describes a Bayesian method which utilizes clinical information for identifying a set of DE genes for the class of subtypes as well as assesses and examines the experimenter effect and patient effect which is nested in each experimenter as a source of variation. We propose a Bayesian multilevel mixed effect model based on analysis of covariance (ANACOVA). The Bayesian multilevel mixed effect model is a combination of the multilevel mixed effect model and the Bayesian hierarchical model, which provides a flexible way of defining a suitable correlation structure among genes.

A Bayesian Method to Semiparametric Hierarchical Selection Models (준모수적 계층적 선택모형에 대한 베이지안 방법)

  • 정윤식;장정훈
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.161-175
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    • 2001
  • Meta-analysis refers to quantitative methods for combining results from independent studies in order to draw overall conclusions. Hierarchical models including selection models are introduced and shown to be useful in such Bayesian meta-analysis. Semiparametric hierarchical models are proposed using the Dirichlet process prior. These rich class of models combine the information of independent studies, allowing investigation of variability both between and within studies, and weight function. Here we investigate sensitivity of results to unobserved studies by considering a hierachical selection model with including unknown weight function and use Markov chain Monte Carlo methods to develop inference for the parameters of interest. Using Bayesian method, this model is used on a meta-analysis of twelve studies comparing the effectiveness of two different types of flouride, in preventing cavities. Clinical informative prior is assumed. Summaries and plots of model parameters are analyzed to address questions of interest.

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Bayesian Multiple Comparisons for Normal Variances

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • v.29 no.2
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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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Evaluations of Small Area Estimations with/without Spatial Terms (공간 통계 활용에 따른 소지역 추정법의 평가)

  • Shin, Key-Il;Choi, Bong-Ho;Lee, Sang-Eun
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.229-244
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    • 2007
  • Among the small area estimation methods, it has been known that hierarchical Bayesian(HB) approach is the most reasonable and effective method. However any model based approaches need good explanatory variables and finding them is the key role in the model based approach. As the lacking of explanatory variables, adopting the spatial terms in the model was introduced. Here in this paper, we evaluate the model based methods with/without spatial terms using the diagnostic methods which were introduced by Brown et al. (2001). And Economic Active Population Survey(2005) is used for data analysis.

Hierarchical Gabor Feature and Bayesian Network for Handwritten Digit Recognition (계층적인 가버 특징들과 베이지안 망을 이용한 필기체 숫자인식)

  • 성재모;방승양
    • Journal of KIISE:Software and Applications
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    • v.31 no.1
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    • pp.1-7
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    • 2004
  • For the handwritten digit recognition, this paper Proposes a hierarchical Gator features extraction method and a Bayesian network for them. Proposed Gator features are able to represent hierarchically different level information and Bayesian network is constructed to represent hierarchically structured dependencies among these Gator features. In order to extract such features, we define Gabor filters level by level and choose optimal Gabor filters by using Fisher's Linear Discriminant measure. Hierarchical Gator features are extracted by optimal Gabor filters and represent more localized information in the lower level. Proposed methods were successfully applied to handwritten digit recognition with well-known naive Bayesian classifier, k-nearest neighbor classifier. and backpropagation neural network and showed good performance.

Bayesian Analysis of Multivariate Threshold Animal Models Using Gibbs Sampling

  • Lee, Seung-Chun;Lee, Deukhwan
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.177-198
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    • 2002
  • The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.

Sampling Based Approach to Hierarchical Bayesian Estimation of Reliability Function

  • Younshik Chung
    • Communications for Statistical Applications and Methods
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    • v.2 no.2
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    • pp.43-51
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    • 1995
  • For the stress-strengh function, hierarchical Bayes estimations considered under squared error loss and entropy loss. In particular, the desired marginal postrior densities ate obtained via Gibbs sampler, an iterative Monte Carlo method, and Normal approximation (by Delta method). A simulation is presented.

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