• Title/Summary/Keyword: MCMC Method

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Model-independent Constraints on Type Ia Supernova Light-curve Hyperparameters and Reconstructions of the Expansion History of the Universe

  • Koo, Hanwool;Shafieloo, Arman;Keeley, Ryan E.;L'Huillier, Benjamin
    • The Bulletin of The Korean Astronomical Society
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    • v.45 no.1
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    • pp.48.4-49
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    • 2020
  • We reconstruct the expansion history of the universe using type Ia supernovae (SN Ia) in a manner independent of any cosmological model assumptions. To do so, we implement a nonparametric iterative smoothing method on the Joint Light-curve Analysis (JLA) data while exploring the SN Ia light-curve hyperparameter space by Markov Chain Monte Carlo (MCMC) sampling. We test to see how the posteriors of these hyperparameters depend on cosmology, whether using different dark energy models or reconstructions shift these posteriors. Our constraints on the SN Ia light-curve hyperparameters from our model-independent analysis are very consistent with the constraints from using different parameterizations of the equation of state of dark energy, namely the flat ΛCDM cosmology, the Chevallier-Polarski-Linder model, and the Phenomenologically Emergent Dark Energy (PEDE) model. This implies that the distance moduli constructed from the JLA data are mostly independent of the cosmological models. We also studied that the possibility the light-curve parameters evolve with redshift and our results show consistency with no evolution. The reconstructed expansion history of the universe and dark energy properties also seem to be in good agreement with the expectations of the standard ΛCDM model. However, our results also indicate that the data still allow for considerable flexibility in the expansion history of the universe. This work is published in ApJ.

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Mass models of the Large Magellanic Cloud: HI gas kinematics

  • Kim, Shinna;Oh, Se-Heon;For, Bi-Qing;Sheen, Yun-Kyeong
    • The Bulletin of The Korean Astronomical Society
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    • v.45 no.1
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    • pp.60.3-61
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    • 2020
  • We perform disk-halo decomposition of the Large Magellanic Cloud (LMC) using a novel HI velocity field extraction method, aimed at better deriving its HI kinematics and thus the dark matter density profile. For this, we use two newly developed galaxy kinematic analysis tools, BAYGAUD and 2DBAT which have been used for the kinematic analysis of resolved galaxies from Australian Square Kilometre Array (ASKAP) observations like WALLABY which is an all-sky HI galaxy survey in southern sky. By applying BAYGAUD to the combined HI data cube of the LMC taken with the Australia Telescope Compact Array (ATCA) and Parkes radio telescopes, we decompose all the line-of-sight velocity profiles into an optimal number of Gaussian components based on Bayesian MCMC techniques. From this, we disentangle turbulent non-circular gas motions from the overall rotation of the galaxy. We then derive the rotation curve of the LMC by applying 2DBAT to the separated circular motions. The rotation curve reflecting the total kinematics of the LMC, dark and baryonic matters is then be combined with the mass models of baryons, mainly stellar and gaseous components in order to examine the dark matter distribution. Here, we present the analysis of the extracted HI gas maps, rotation curve, and J, H and K-band surface photometry of the LMC.

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Model selection method for categorical data with non-response (무응답을 가지고 있는 범주형 자료에 대한 모형 선택 방법)

  • Yoon, Yong-Hwa;Choi, Bo-Seung
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.627-641
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    • 2012
  • We consider a model estimation and model selection methods for the multi-way contingency table data with non-response or missing values. We also consider hierarchical Bayesian model in order to handle a boundary solution problem that can happen in the maximum likelihood estimation under non-ignorable non-response model and we deal with a model selection method to find the best model for the data. We utilized Bayes factors to handle model selection problem under Bayesian approach. We applied proposed method to the pre-election survey for the 2004 Korean National Assembly race. As a result, we got the non-ignorable non-response model was favored and the variable of voting intention was most suitable.

Bayesian Approaches to Zero Inflated Poisson Model (영 과잉 포아송 모형에 대한 베이지안 방법 연구)

  • Lee, Ji-Ho;Choi, Tae-Ryon;Wo, Yoon-Sung
    • The Korean Journal of Applied Statistics
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    • v.24 no.4
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    • pp.677-693
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    • 2011
  • In this paper, we consider Bayesian approaches to zero inflated Poisson model, one of the popular models to analyze zero inflated count data. To generate posterior samples, we deal with a Markov Chain Monte Carlo method using a Gibbs sampler and an exact sampling method using an Inverse Bayes Formula(IBF). Posterior sampling algorithms using two methods are compared, and a convergence checking for a Gibbs sampler is discussed, in particular using posterior samples from IBF sampling. Based on these sampling methods, a real data analysis is performed for Trajan data (Marin et al., 1993) and our results are compared with existing Trajan data analysis. We also discuss model selection issues for Trajan data between the Poisson model and zero inflated Poisson model using various criteria. In addition, we complement the previous work by Rodrigues (2003) via further data analysis using a hierarchical Bayesian model.

Complex Segregation Analysis of Total Milk Yield in Churra Dairy Ewes

  • Ilahi, Houcine;Othmane, M. Houcine
    • Asian-Australasian Journal of Animal Sciences
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    • v.24 no.3
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    • pp.330-335
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    • 2011
  • The mode of inheritance of total milk yield and its genetic parameters were investigated in Churra dairy sheep through segregation analyses using a Monte Carlo Markov Chains (MCMC) method. Data which consisted of 7,126 lactations belonging to 5,154 ewes were collected between 1999 and 2002 from 15 Spanish Churra dairy flocks. A postulated major gene was assumed to be additive and priors used for variance components were uniform. Based on 50 000 Gibbs samples from ten replicates chains of 100,000 cycles, the estimated marginal posterior means${\pm}$posterior standard deviations of variance components of milk yield were $23.17{\pm}18.42$, $65.20{\pm}25.05$, $120.40{\pm}42.12$ and $420.83{\pm}40.26$ for major gene variance ($\sigma_G^2$), polygenic variance ($\sigma_u^2$), permanent environmental variance ($\sigma_{pe}^2$) and error variance ($\sigma_e^2$), respectively. The results of this study showed the postulated major locus was not significant, and the 95% highest posterior density regions ($HPDs_{95%}$) of most major gene parameters included 0, and particularly for the major gene variance. The estimated transmission probabilities for the 95% highest posterior density regions ($HPDs_{95%}$) were overlapped. These results indicated that segregation of a major gene was unlikely and that the mode of inheritance of total milk yield in Churra dairy sheep is purely polygenic. Based on 50,000 Gibbs samples from ten replicates chains of 100,000 cycles, the estimated polygenic heritability and repeatability were $h^2=0.20{\pm}0.05$ and r=$0.34{\pm}0.06$, respectively.

Structural modal identification and MCMC-based model updating by a Bayesian approach

  • Zhang, F.L.;Yang, Y.P.;Ye, X.W.;Yang, J.H.;Han, B.K.
    • Smart Structures and Systems
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    • v.24 no.5
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    • pp.631-639
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    • 2019
  • Finite element analysis is one of the important methods to study the structural performance. Due to the simplification, discretization and error of structural parameters, numerical model errors always exist. Besides, structural characteristics may also change because of material aging, structural damage, etc., making the initial finite element model cannot simulate the operational response of the structure accurately. Based on Bayesian methods, the initial model can be updated to obtain a more accurate numerical model. This paper presents the work on the field test, modal identification and model updating of a Chinese reinforced concrete pagoda. Based on the ambient vibration test, the acceleration response of the structure under operational environment was collected. The first six translational modes of the structure were identified by the enhanced frequency domain decomposition method. The initial finite element model of the pagoda was established, and the elastic modulus of columns, beams and slabs were selected as model parameters to be updated. Assuming the error between the measured mode and the calculated one follows a Gaussian distribution, the posterior probability density function (PDF) of the parameter to be updated is obtained and the uncertainty is quantitatively evaluated based on the Bayesian statistical theory and the Metropolis-Hastings algorithm, and then the optimal values of model parameters can be obtained. The results show that the difference between the calculated frequency of the finite element model and the measured one is reduced, and the modal correlation of the mode shape is improved. The updated numerical model can be used to evaluate the safety of the structure as a benchmark model for structural health monitoring (SHM).

Genetic Contribution of Indigenous Yakutian Cattle to Two Hybrid Populations, Revealed by Microsatellite Variation

  • Li, M.H.;Nogovitsina, E.;Ivanova, Z.;Erhardt, G.;Vilkki, J.;Popov, R.;Ammosov, I.;Kiselyova, T.;Kantanen, J.
    • Asian-Australasian Journal of Animal Sciences
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    • v.18 no.5
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    • pp.613-619
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    • 2005
  • Indigenous Yakutian cattle' adaptation to the hardest subarctic conditions makes them a valuable genetic resource for cattle breeding in the Siberian area. Since early last century, crossbreeding between native Yakutian cattle and imported Simmental and Kholmogory breeds has been widely adopted. In this study, variations at 22 polymorphic microsatellite loci in 5 populations of Yakutian, Kholmogory, Simmental, Yakutian-Kholmogory and Yakutian-Simmental cattle were analysed to estimate the genetic contribution of Yakutian cattle to the two hybrid populations. Three statistical approaches were used: the weighted least-squares (WLS) method which considers all allele frequencies; a recently developed implementation of a Markov chain Monte Carlo (MCMC) method called likelihood-based estimation of admixture (LEA); and a model-based Bayesian admixture analysis method (STRUCTURE). At population-level admixture analyses, the estimate based on the LEA was consistent with that obtained by the WLS method. Both methods showed that the genetic contribution of the indigenous Yakutian cattle in Yakutian-Kholmogory was small (9.6% by the LEA and 14.2% by the WLS method). In the Yakutian-Simmental population, the genetic contribution of the indigenous Yakutian cattle was considerably higher (62.8% by the LEA and 56.9% by the WLS method). Individual-level admixture analyses using STRUCTURE proved to be more informative than the multidimensional scaling analysis (MDSA) based on individual-based genetic distances. Of the 9 Yakutian-Simmental animals studied, 8 showed admixed origin, whereas of the 14 studied Yakutian-Kholmogory animals only 2 showed Yakutian ancestry (>5%). The mean posterior distributions of individual admixture coefficient (q) varied greatly among the samples in both hybrid populations. This study revealed a minor existing contribution of the Yakutian cattle in the Yakutian-Kholmogory hybrid population, but in the Yakutian-Simmental hybrid population, a major genetic contribution of the Yakutian cattle was seen. The results reflect the different crossbreeding patterns used in the development of the two hybrid populations. Additionally, molecular evidence for differences among individual admixture proportions was seen in both hybrid populations, resulting from the stochastic process in crossing over generations.

The Bayesian Analysis for Software Reliability Models Based on NHPP (비동질적 포아송과정을 사용한 소프트웨어 신뢰 성장모형에 대한 베이지안 신뢰성 분석에 관한 연구)

  • Lee, Sang-Sik;Kim, Hee-Cheul;Kim, Yong-Jae
    • The KIPS Transactions:PartD
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    • v.10D no.5
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    • pp.805-812
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    • 2003
  • This paper presents a stochastic model for the software failure phenomenon based on a nonhomogeneous Poisson process (NHPP) and performs Bayesian inference using prior information. The failure process is analyzed to develop a suitable mean value function for the NHPP; expressions are given for several performance measure. The parametric inferences of the model using Logarithmic Poisson model, Crow model and Rayleigh model is discussed. Bayesian computation and model selection using the sum of squared errors. The numerical results of this models are applied to real software failure data. Tools of parameter inference was used method of Gibbs sampling and Metropolis algorithm. The numerical example by T1 data (Musa) was illustrated.

The Risk Assessment and Prediction for the Mixed Deterioration in Cable Bridges Using a Stochastic Bayesian Modeling (확률론적 베이지언 모델링에 의한 케이블 교량의 복합열화 리스크 평가 및 예측시스템)

  • Cho, Tae Jun;Lee, Jeong Bae;Kim, Seong Soo
    • Journal of the Korea institute for structural maintenance and inspection
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    • v.16 no.5
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    • pp.29-39
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    • 2012
  • The main objective is to predict the future degradation and maintenance budget for a suspension bridge system. Bayesian inference is applied to find the posterior probability density function of the source parameters (damage indices and serviceability), given ten years of maintenance data. The posterior distribution of the parameters is sampled using a Markov chain Monte Carlo method. The simulated risk prediction for decreased serviceability conditions are posterior distributions based on prior distribution and likelihood of data updated from annual maintenance tasks. Compared with conventional linear prediction model, the proposed quadratic model provides highly improved convergence and closeness to measured data in terms of serviceability, risky factors, and maintenance budget for bridge components, which allows forecasting a future performance and financial management of complex infrastructures based on the proposed quadratic stochastic regression model.

Movie Choice under Joint Decision: Reassessment of Online WOM Effect

  • Kim, Youngju;Kim, Jaehwan
    • Asia Marketing Journal
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    • v.15 no.1
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    • pp.155-168
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    • 2013
  • This study describes consumers' movie choices in conjunction with other group members and attempts to reassess the effect of the online word of mouth (WOM) source in a joint decision context. The tendency of many people to go to movies in groups has been mentioned in previous literature but there is no modeling research that studies movie choice from the group decision perspective. We found that ignoring the group movie-going perspective can result in a misunderstanding, especially underestimation of genre preference and the impact of the WOM variables. Most of the studies to measure online WOM effects were done at the aggregate level, and the role of online WOM variables(volume vs valence) is mixed in the literature. We postulate that group-level analysis might offer insight to resolve these mixed understanding of WOM effects in the literature. We implemented the study via a random effect model with group-level heterogeneity. Romance, drama, and action were selected as genre variables; valence and volume were selected as online WOM variables. A choice-based conjoint survey was used for data collection and the models was estimated via Bayesian MCMC method. The empirical results show that (i) both genre and online WOM are important variables when consumers choose movies, especially as group, and (ii) the WOM valence effect are amplified more than the volume effect does as individuals are engaged in group decision. This research contributes to the literature in several ways. First, we investigate movie choice from a group movie-going perspective that is more realistic and consistent with the market behavior. Secondly, the study sheds new light on the WOM effect. At group-level, both valence and volume significantly affect movie choices, which adds to the understanding of the role of online WOM in consumers' movie choice.

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