• 제목/요약/키워드: Likelihood based inference

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Bayesian Inferences for Software Reliability Models Based on Beta-Mixture Mean Value Functions

  • Nam, Seung-Min;Kim, Ki-Woong;Cho, Sin-Sup;Yeo, In-Kwon
    • 응용통계연구
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    • 제21권5호
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    • pp.835-843
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    • 2008
  • In this paper, we investigate a Bayesian inference for software reliability models based on mean value functions which take the form of the mixture of beta distribution functions. The posterior simulation via the Markov chain Monte Carlo approach is used to produce estimates of posterior properties. Its applicability is illustrated with two real data sets. We compute the predictive distribution and the marginal likelihood of various models to compare the performance of them. The model comparison results show that the model based on the beta-mixture performs better than other models.

Sensitive, Accurate PCR Assays for Detecting Harmful Dinoflagellate Cochlodinium polykrikoides Using a Specific Oligonucleotide Primer Set

  • Kim Chang-Hoon;Park Gi-Hong;Kim Keun-Yong
    • Fisheries and Aquatic Sciences
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    • 제7권3호
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    • pp.122-129
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    • 2004
  • Harmful Cochlodinium polykrikoides is a notorious harmful algal bloom (HAB) species that is causing mass mortality of farmed fish along the Korean coast with increasing frequency. We analyzed the sequence of the large subunit (LSD) rDNA D1-D3 region of C. polykrikoides and conducted phylogenetic analyses using Bayesian inference of phylogeny and the maximum likelihood method. The molecular phylogeny showed that C. polykrikoides had the genetic relationship to Amphidinium and Gymnodinium species supported only by the relatively high posterior probabilities of Bayesian inference. Based on the LSU rDNA sequence data of diverse dinoflagellate taxa, we designed the C. polykrikoides-specific PCR primer set, CPOLY01 and CPOLY02 and developed PCR detection assays for its sensitive, accurate HAB monitoring. CPOLY01 and CPOLY02 specifically amplified C. polykrikoides and did not cross-react with any dinoflagellates tested in this study or environmental water samples. The effective annealing temperature $(T_{p})$ of CPOLY01 and CPOLY02 was $67^{\circ}C$. At this temperature, the conventional and nested PCR assays were sensitive over a wide range of C. polykrikoides cell numbers with detection limits of 0.05 and 0.0001 cells/reaction, respectively.

Use of Lèvy distribution to analyze longitudinal data with asymmetric distribution and presence of left censored data

  • Achcar, Jorge A.;Coelho-Barros, Emilio A.;Cuevas, Jose Rafael Tovar;Mazucheli, Josmar
    • Communications for Statistical Applications and Methods
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    • 제25권1호
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    • pp.43-60
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    • 2018
  • This paper considers the use of classical and Bayesian inference methods to analyze data generated by variables whose natural behavior can be modeled using asymmetric distributions in the presence of left censoring. Our approach used a $L{\grave{e}}vy$ distribution in the presence of left censored data and covariates. This distribution could be a good alternative to model data with asymmetric behavior in many applications as lifetime data for instance, especially in engineering applications and health research, when some observations are large in comparison to other ones and standard distributions commonly used to model asymmetry data like the exponential, Weibull or log-logistic are not appropriate to be fitted by the data. Inferences for the parameters of the proposed model under a classical inference approach are obtained using a maximum likelihood estimators (MLEs) approach and usual asymptotical normality for MLEs based on the Fisher information measure. Under a Bayesian approach, the posterior summaries of interest are obtained using standard Markov chain Monte Carlo simulation methods and available software like SAS. A numerical illustration is presented considering data of thyroglobulin levels present in a group of individuals with differentiated cancer of thyroid.

Exploring modern machine learning methods to improve causal-effect estimation

  • Kim, Yeji;Choi, Taehwa;Choi, Sangbum
    • Communications for Statistical Applications and Methods
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    • 제29권2호
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    • pp.177-191
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    • 2022
  • This paper addresses the use of machine learning methods for causal estimation of treatment effects from observational data. Even though conducting randomized experimental trials is a gold standard to reveal potential causal relationships, observational study is another rich source for investigation of exposure effects, for example, in the research of comparative effectiveness and safety of treatments, where the causal effect can be identified if covariates contain all confounding variables. In this context, statistical regression models for the expected outcome and the probability of treatment are often imposed, which can be combined in a clever way to yield more efficient and robust causal estimators. Recently, targeted maximum likelihood estimation and causal random forest is proposed and extensively studied for the use of data-adaptive regression in estimation of causal inference parameters. Machine learning methods are a natural choice in these settings to improve the quality of the final estimate of the treatment effect. We explore how we can adapt the design and training of several machine learning algorithms for causal inference and study their finite-sample performance through simulation experiments under various scenarios. Application to the percutaneous coronary intervention (PCI) data shows that these adaptations can improve simple linear regression-based methods.

Order-Restricted Inference with Linear Rank Statistics in Microarray Data

  • Kang, Moon-Su
    • 응용통계연구
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    • 제24권1호
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    • pp.137-143
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    • 2011
  • The classification of subjects with unknown distribution in a small sample size often involves order-restricted constraints in multivariate parameter setups. Those problems make the optimality of a conventional likelihood ratio based statistical inferences not feasible. Fortunately, Roy (1953) introduced union-intersection principle(UIP) which provides an alternative avenue. Multivariate linear rank statistics along with that principle, yield a considerably appropriate robust testing procedure. Furthermore, conditionally distribution-free test based upon exact permutation theory is used to generate p-values, even in a small sample. Applications of this method are illustrated in a real microarray data example (Lobenhofer et al., 2002).

Bayesian Analysis of a New Skewed Multivariate Probit for Correlated Binary Response Data

  • Kim, Hea-Jung
    • Journal of the Korean Statistical Society
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    • 제30권4호
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    • pp.613-635
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    • 2001
  • This paper proposes a skewed multivariate probit model for analyzing a correlated binary response data with covariates. The proposed model is formulated by introducing an asymmetric link based upon a skewed multivariate normal distribution. The model connected to the asymmetric multivariate link, allows for flexible modeling of the correlation structure among binary responses and straightforward interpretation of the parameters. However, complex likelihood function of the model prevents us from fitting and analyzing the model analytically. Simulation-based Bayesian inference methodologies are provided to overcome the problem. We examine the suggested methods through two data sets in order to demonstrate their performances.

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The Bivariate Kumaraswamy Weibull regression model: a complete classical and Bayesian analysis

  • Fachini-Gomes, Juliana B.;Ortega, Edwin M.M.;Cordeiro, Gauss M.;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • 제25권5호
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    • pp.523-544
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    • 2018
  • Bivariate distributions play a fundamental role in survival and reliability studies. We consider a regression model for bivariate survival times under right-censored based on the bivariate Kumaraswamy Weibull (Cordeiro et al., Journal of the Franklin Institute, 347, 1399-1429, 2010) distribution to model the dependence of bivariate survival data. We describe some structural properties of the marginal distributions. The method of maximum likelihood and a Bayesian procedure are adopted to estimate the model parameters. We use diagnostic measures based on the local influence and Bayesian case influence diagnostics to detect influential observations in the new model. We also show that the estimates in the bivariate Kumaraswamy Weibull regression model are robust to deal with the presence of outliers in the data. In addition, we use some measures of goodness-of-fit to evaluate the bivariate Kumaraswamy Weibull regression model. The methodology is illustrated by means of a real lifetime data set for kidney patients.

Delay-Constrained Bottleneck Location Estimator and Its Application to Scalable Multicasting

  • Kim, Sang-Bum;Youn, Chan-Hyun
    • ETRI Journal
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    • 제22권4호
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    • pp.1-12
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    • 2000
  • Designing a reliable multicast-based network that scales to the size of a multicast group member is difficult because of the diversity of user demands. The loss inferences of internal nodes by end-to-end measurements do not require the use of complete statistics because of the use of maximum likelihood estimation. These schemes are very efficient and the inferred value converges fast to its true value. In the theoretical analysis, internal delay estimation is possible but the analysis is very complex due to the continuity property of the delay. In this paper, we propose the use of a bottleneck location estimator. This can overcome the analytical difficulty of the delay estimation using the power spectrum of the packet interarrival time as the performance metric. Both theoretical analysis and simulation results show that the proposed scheme can be used for bottleneck location inference of internal links in scalable multicasting.

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Separation of Single Channel Mixture Using Time-domain Basis Functions

  • Jang, Gil-Jin;Oh, Yung-Hwan
    • The Journal of the Acoustical Society of Korea
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    • 제21권4E호
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    • pp.146-155
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    • 2002
  • We present a new technique for achieving source separation when given only a single charmel recording. The main idea is based on exploiting the inherent time structure of sound sources by learning a priori sets of time-domain basis functions that encode the sources in a statistically efficient manner. We derive a learning algorithm using a maximum likelihood approach given the observed single charmel data and sets of basis functions. For each time point we infer the source parameters and their contribution factors. This inference is possible due to the prior knowledge of the basis functions and the associated coefficient densities. A flexible model for density estimation allows accurate modeling of the observation, and our experimental results exhibit a high level of separation performance for simulated mixtures as well as real environment recordings employing mixtures of two different sources. We show separation results of two music signals as well as the separation of two voice signals.

Simultaneous Tests with Combining Functions under Normality

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.639-646
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    • 2015
  • We propose simultaneous tests for mean and variance under the normality assumption. After formulating the null hypothesis and its alternative, we construct test statistics based on the individual p-values for the partial tests with combining functions and derive the null distributions for the combining functions. We then illustrate our procedure with industrial data and compare the efficiency among the combining functions with individual partial ones by obtaining empirical powers through a simulation study. A discussion then follows on the intersection-union test with a combining function and simultaneous confidence region as a simultaneous inference; in addition, we discuss weighted functions and applications to the statistical quality control. Finally we comment on nonparametric simultaneous tests.