• The Korean Journal of Applied Statistics
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• v.33 no.1
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• pp.47-59
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• 2020

In this paper, we present the longitudinal Markov binary regression model with t-link function when its transition order is known or unknown. It is assumed that logit or probit models are considered in binary regression models. Here, t-link function can be used for more flexibility instead of the probit model since the t distribution approaches to normal distribution as the degree of freedom goes to infinity. A Markov regression model is considered because of the longitudinal data of each individual data set. We propose Bayesian method to determine the transition order of Markov regression model. In particular, we use the deviance information criterion (DIC) (Spiegelhalter et al., 2002) of possible models in order to determine the transition order of the Markov binary regression model if the transition order is known; however, we compute and compare their posterior probabilities if unknown. In order to overcome the complicated Bayesian computation, our proposed model is reconstructed by the ideas of Albert and Chib (1993), Kuo and Mallick (1998), and Erkanli et al. (2001). Our proposed method is applied to the simulated data and real data examined by Sommer et al. (1984). Markov chain Monte Carlo methods to determine the optimal model are used assuming that the transition order of the Markov regression model are known or unknown. Gelman and Rubin's method (1992) is also employed to check the convergence of the Metropolis Hastings algorithm.

• 한국HCI학회:학술대회논문집
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• 2008.02a
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• pp.739-743
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• 2008

In this paper, we introduce a method for automatically generating accompaniment music, according to user's input melody. The initial accompaniment chord is generated by analyzing user's input melody. Then next chords are generated continuously based on markov chain probability table in which transition probabilities of each chord are defined. The probability table is learned according to reinforcement learning mechanism using sample data of existing music. Also during playing accompaniment, the probability table is learned and refined using reward values obtained in each status to improve the behavior of playing the chord in real-time. The similarity between user's input melody and each chord is calculated using pitch class histogram. Using our method, accompaniment chords harmonized with user's melody can be generated automatically in real-time.

• Communications for Statistical Applications and Methods
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• v.27 no.4
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• pp.413-430
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• 2020

The multiply Type-II hybrid censoring scheme is disadvantaged by an experiment time that is too long. To overcome this limitation, we propose a generalized multiply Type-II hybrid censoring scheme. Some estimators of the scale parameter of the exponential distribution are derived under a generalized multiply Type-II hybrid censoring scheme. First, the maximum likelihood estimator of the scale parameter of the exponential distribution is obtained under the proposed censoring scheme. Second, we obtain the Bayes estimators under different loss functions with a noninformative prior and an informative prior. We approximate the Bayes estimators by Lindleys approximation and the Tierney-Kadane method since the posterior distributions obtained by the two priors are complicated. In addition, the Bayes estimators are obtained by using the Markov Chain Monte Carlo samples. Finally, all proposed estimators are compared in the sense of the mean squared error through the Monte Carlo simulation and applied to real data.

• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.521-528
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• 2014

A stochastic Gompertz diffusion model for tumor growth is a topic of active interest as cancer is a leading cause of death in Korea. The direct maximum likelihood estimation of stochastic differential equations would be possible based on the continuous path likelihood on condition that a continuous sample path of the process is recorded over the interval. This likelihood is useful in providing a basis for the so-called continuous record or infill likelihood function and infill asymptotic. In practice, we do not have fully continuous data except a few special cases. As a result, the exact ML method is not applicable. In this paper we proposed a method of parameter estimation of stochastic Gompertz differential equation via Markov chain Monte Carlo methods that is applicable for several data structures. We compared a Markov transition data structure with a data structure that have an initial point.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.39 no.8
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• pp.751-758
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• 2015

Mathematical models are actively used to reduce the experimental expenses required to understand physical phenomena. However, they are different from real phenomena because of assumptions or uncertain parameters. In this study, we present a calibration and validation method using a paper helicopter and statistical methods to quantify the uncertainty. The data from the experiment using three nominally identical paper helicopters consist of different groups, and are used to calibrate the drag coefficient, which is an unknown input parameter in both analytical models. We predict the predicted fall time data using probability distributions. We validate the analysis models by comparing the predicted distribution and the experimental data distribution. Moreover, we quantify the uncertainty using the Markov Chain Monte Carlo method. In addition, we compare the manufacturing error and experimental error obtained from the fall-time data using Analysis of Variance. As a result, all of the paper helicopters are treated as one identical model.

• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.227-234
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• 2002

In this paper, we consider hierarchical Bayes generalized linear models for the analysis of longitudinal count data. Specifically we introduce the hierarchical Bayes random effects models. We discuss implementation of the Bayes procedures via Markov chain Monte Carlo (MCMC) integration techniques. The hierarchical Baye method is illustrated with a real dataset and is compared with other statistical methods.

• Communications for Statistical Applications and Methods
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• v.7 no.3
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• pp.817-827
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• 2000

In this paper, we investigate the Bayesian approach to random effect binomial regression models with improper prior due to the absence of information on parameter. We also propose a method of estimating the posterior moments and prediction and discuss some general methods for studying model assessment. The methodology is illustrated with Crowder's Seeds Data. Markov Chain Monte Carlo techniques are used to overcome the computational difficulties.

• Communications for Statistical Applications and Methods
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• v.20 no.6
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• pp.427-438
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• 2013

Based on progressive Type II censored sampling which is an important method to obtain failure data in a lifetime study, we suggest a very general form of Bayesian prediction bounds from two parameters exponentiated Weibull distribution using the proper general prior density. For this, Markov chain Monte Carlo approach is considered and we also provide a simulation study.

• Journal of the Korean Data and Information Science Society
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• v.15 no.3
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• pp.605-616
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• 2004

In this paper we consider the proportional hazard models for survival analysis in the microarray data. For a given vector of response values and gene expressions (covariates), we address the issue of how to reduce the dimension by selecting the significant genes. In our approach, rather than fixing the number of selected genes, we will assign a prior distribution to this number. To implement our methodology, we use a Markov Chain Monte Carlo (MCMC) method.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.813-826
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• 2015

This research deals with an estimation method for kinetic reaction model. The kinetic reaction model is a model to explain spread or changing process based on interaction between species on the Biochemical area. This model can be applied to a model for disease spreading as well as a model for system Biology. In the search, we assumed that the spread of species is stochastic and we construct the reaction model based on stochastic movement. We utilized Gillespie algorithm in order to construct likelihood function. We introduced a Bayesian estimation method using Markov chain Monte Carlo methods that produces more stable results. We applied the Bayesian estimation method to the Lotka-Volterra model and gene transcription model and had more stable estimation results.