• Title/Summary/Keyword: Hierarchical prior

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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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Comparison of Laplace and Double Pareto Penalty: LASSO and Elastic Net (라플라스와 이중 파레토 벌점의 비교: LASSO와 Elastic Net)

  • Kyung, Minjung
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.975-989
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    • 2014
  • Lasso (Tibshirani, 1996) and Elastic Net (Zou and Hastie, 2005) have been widely used in various fields for simultaneous variable selection and coefficient estimation. Bayesian methods using a conditional Laplace and a double Pareto prior specification have been discussed in the form of hierarchical specification. Full conditional posterior distributions with each priors have been derived. We compare the performance of Bayesian lassos with Laplace prior and the performance with double Pareto prior using simulations. We also apply the proposed Bayesian hierarchical models to real data sets to predict the collapse of governments in Asia.

Bayesian methods in clinical trials with applications to medical devices

  • Campbell, Gregory
    • Communications for Statistical Applications and Methods
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    • v.24 no.6
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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.

Hierarchical Haze Removal Using Dark Channel Prior (Dark Channel Prior를 이용한 계층적 영상 안개 제거 알고리즘)

  • Kim, Jin-Hwan;Kim, Chang-Su
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.2
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    • pp.457-464
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    • 2010
  • The haze removal algorithm using dark channel prior, which was proposed by He et al., is an efficient algorithm and presents impressive results. But its high memory and computational requirements limit its applications. In this paper, we propose a method to improve the memory usage and calculation speed. We notice that the matting process accounts for most calculation time, so we replace the matting process with a fast bilateral filtering scheme. Using the bilateral filter, we can reduce the memory usage, but its computational complexity is still high. To reduce the computational complexity as well, we adapt a hierarchical structure for the bilateral filtering. Experimental results show that the proposed algorithm can remove haze in a picture effectively, while requiring much less computations than the He et al.'s method.

Methodology of Prior Art Search Based on Hierarchical Citation Analysis (계층적 인용관계분석을 통한 선행기술 탐색방법론)

  • Kang, Jiho;Kim, Jongchan;Lee, Joonhyuck;Park, Sangsung;Jang, Dongsik
    • Journal of the Korean Institute of Intelligent Systems
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    • v.27 no.1
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    • pp.72-78
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    • 2017
  • Prior art search is a core process of technology management performed by inventors and applicants, patent examiners, and employees in the patent industry. As a result of insufficient academic research on a systematic prior art search methodology, the process has been often carried out depending on the subjective judgment of researchers. Previous studies on exploring prior arts based on semantics have also have the risk of underestimating the similarity of major prior arts due to the nature of patent documents where the same technical ideas are expressed in various terms. In this study, we propose an effective prior art search methodology based on hierarchical citation analysis, which provides a clear criterion for selecting core prior arts by calculating weights according to the relative importance of the collected patents. In order to verify the feasibility of the proposed methodology, a case study was conducted to explore the core prior art of one patent in the display field. As a result, 10 core prior art candidates were selected out of the 206 precedent patents.

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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Bayesian pooling for contingency tables from small areas

  • Jo, Aejung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1621-1629
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    • 2016
  • This paper studies Bayesian pooling for analysis of categorical data from small areas. Many surveys consist of categorical data collected on a contingency table in each area. Statistical inference for small areas requires considerable care because the subpopulation sample sizes are usually very small. Typically we use the hierarchical Bayesian model for pooling subpopulation data. However, the customary hierarchical Bayesian models may specify more exchangeability than warranted. We, therefore, investigate the effects of pooling in hierarchical Bayesian modeling for the contingency table from small areas. In specific, this paper focuses on the methods of direct or indirect pooling of categorical data collected on a contingency table in each area through Dirichlet priors. We compare the pooling effects of hierarchical Bayesian models by fitting the simulated data. The analysis is carried out using Markov chain Monte Carlo methods.

Posterior Inference in Single-Index Models

  • Park, Chun-Gun;Yang, Wan-Yeon;Kim, Yeong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.11 no.1
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    • pp.161-168
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    • 2004
  • A single-index model is useful in fields which employ multidimensional regression models. Many methods have been developed in parametric and nonparametric approaches. In this paper, posterior inference is considered and a wavelet series is thought of as a function approximated to a true function in the single-index model. The posterior inference needs a prior distribution for each parameter estimated. A prior distribution of each coefficient of the wavelet series is proposed as a hierarchical distribution. A direction $\beta$ is assumed with a unit vector and affects estimate of the true function. Because of the constraint of the direction, a transformation, a spherical polar coordinate $\theta$, of the direction is required. Since the posterior distribution of the direction is unknown, we apply a Metropolis-Hastings algorithm to generate random samples of the direction. Through a Monte Carlo simulation we investigate estimates of the true function and the direction.

Event date model: a robust Bayesian tool for chronology building

  • Philippe, Lanos;Anne, Philippe
    • Communications for Statistical Applications and Methods
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    • v.25 no.2
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    • pp.131-157
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    • 2018
  • We propose a robust event date model to estimate the date of a target event by a combination of individual dates obtained from archaeological artifacts assumed to be contemporaneous. These dates are affected by errors of different types: laboratory and calibration curve errors, irreducible errors related to contaminations, and taphonomic disturbances, hence the possible presence of outliers. Modeling based on a hierarchical Bayesian statistical approach provides a simple way to automatically penalize outlying data without having to remove them from the dataset. Prior information on individual irreducible errors is introduced using a uniform shrinkage density with minimal assumptions about Bayesian parameters. We show that the event date model is more robust than models implemented in BCal or OxCal, although it generally yields less precise credibility intervals. The model is extended in the case of stratigraphic sequences that involve several events with temporal order constraints (relative dating), or with duration, hiatus constraints. Calculations are based on Markov chain Monte Carlo (MCMC) numerical techniques and can be performed using ChronoModel software which is freeware, open source and cross-platform. Features of the software are presented in Vibet et al. (ChronoModel v1.5 user's manual, 2016). We finally compare our prior on event dates implemented in the ChronoModel with the prior in BCal and OxCal which involves supplementary parameters defined as boundaries to phases or sequences.

Empirical Comparisons of Clustering Algorithms using Silhouette Information

  • Jun, Sung-Hae;Lee, Seung-Joo
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.10 no.1
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    • pp.31-36
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    • 2010
  • Many clustering algorithms have been used in diverse fields. When we need to group given data set into clusters, many clustering algorithms based on similarity or distance measures are considered. Most clustering works have been based on hierarchical and non-hierarchical clustering algorithms. Generally, for the clustering works, researchers have used clustering algorithms case by case from these algorithms. Also they have to determine proper clustering methods subjectively by their prior knowledge. In this paper, to solve the subjective problem of clustering we make empirical comparisons of popular clustering algorithms which are hierarchical and non hierarchical techniques using Silhouette measure. We use silhouette information to evaluate the clustering results such as the number of clusters and cluster variance. We verify our comparison study by experimental results using data sets from UCI machine learning repository. Therefore we are able to use efficient and objective clustering algorithms.