• 제목/요약/키워드: bayesian

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A Matrix-Based Genetic Algorithm for Structure Learning of Bayesian Networks

  • Ko, Song;Kim, Dae-Won;Kang, Bo-Yeong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제11권3호
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    • pp.135-142
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    • 2011
  • Unlike using the sequence-based representation for a chromosome in previous genetic algorithms for Bayesian structure learning, we proposed a matrix representation-based genetic algorithm. Since a good chromosome representation helps us to develop efficient genetic operators that maintain a functional link between parents and their offspring, we represent a chromosome as a matrix that is a general and intuitive data structure for a directed acyclic graph(DAG), Bayesian network structure. This matrix-based genetic algorithm enables us to develop genetic operators more efficient for structuring Bayesian network: a probability matrix and a transpose-based mutation operator to inherit a structure with the correct edge direction and enhance the diversity of the offspring. To show the outstanding performance of the proposed method, we analyzed the performance between two well-known genetic algorithms and the proposed method using two Bayesian network scoring measures.

베이지안 통계 추론 (On the Bayesian Statistical Inference)

  • 이호석
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2007년도 한국컴퓨터종합학술대회논문집 Vol.34 No.1 (C)
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    • pp.263-266
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    • 2007
  • 본 논문은 베이지안 통계 추론에 대하여 논의한다. 논문은 베이지안 추론, Markov Chain과 Monte Carlo 적분, MCMC(Markov Chain Monte Carlo) 기법, Metropolis-Hastings 알고리즘, Gibbs 샘플링, Maximum Likelihood Estimation, EM 알고리즘, 상실된 데이터 보완 기법, BMA(Bayesian Model Averaging) 순서로 논의를 진행한다. 이러한 통계적 기법들은 대용량의 데이터를 처리하는 생물학, 의학, 생명 공학, 과학과 공학, 그리고 일반 데이터 조사와 처리 등에 사용되고 있으며, 최적의 추론 결과를 이끌어 내는데 중요한 방법을 제공하고 있다. 그리고 마지막으로 PC(Principal Component) 분석 기법에 대하여 논의한다. PC 분석 기법도 데이터 분석과 연구에 많이 활용된다.

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종속 생산공정에 대한 Bayesian 샘플링 검사방식의 경제적 설계 (Economic Design of Bayesian Acceptance Sampling Plans for Dependent Production Process)

  • 신완선;김대중
    • 품질경영학회지
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    • 제22권1호
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    • pp.96-112
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    • 1994
  • This article studies the design of Bayesian single attribute acceptance sampling plans under dependent production processes. An economic model is constructed by extending the mathematical model developed for non-Bayesian cases for Bayesian cases. The mathematical structure of the model is analyzed and it is used to prove that optimization of the model can be achieved by applying the solution method developed for non-Bayesian models directly. The effect of dependence patterns and the types of prior distributions on the design of sampling plans is also investigated through a computational study.

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나이브 베이시안 학습에서 정보이론 기반의 속성값 가중치 계산방법 (An Information-theoretic Approach for Value-Based Weighting in Naive Bayesian Learning)

  • 이창환
    • 한국정보과학회논문지:데이타베이스
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    • 제37권6호
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    • pp.285-291
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    • 2010
  • 본 연구에서는 나이브 베이시안 학습의 환경에서 속성의 가중치를 계산하는 새로운 방식을 제안한다. 기존 방법들이 속성에 가중치를 부여하는 방식인데 반하여 본 연구에서는 한걸음 더 나아가 속성의 값에 가중치를 부여하는 새로운 방식을 연구하였다. 이러한 속성값의 가중치를 계산하기 위하여 Kullback-Leibler 함수를 이용하여 가중치를 계산하는 방식을 제안하였고 이러한 가중치들의 특성을 분석하였다. 제안된 알고리즘은 다수의 데이터를 이용하여 속성 가중치 방식과 비교하였고 대부분의 경우에 더 좋은 성능을 제공함을 알 수 있었다.

베이지안 통계의 역사와 미래에 대한 조망 (History and Future of Bayesian Statistics)

  • 이재용;이경재;이영선
    • 응용통계연구
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    • 제27권6호
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    • pp.855-863
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    • 2014
  • 최근 계산 기술의 진보로 인하여, 베이지안 통계는 급속도로 확산되어 가고 있다. 그러나, 정보화 시대에 들어서면서 베이지안 통계를 비롯한 통계학은 새로운 문제들에 직면하게 되었다. 이 논문에서는 베이지안 통계의 역사를 간단히 살펴보고, 베이지안 통계의 현재의 영향력에 대해서 알아본다. 그리고 통계학의 미래와 통계학계가 직면한 도전과제들에 대하여 생각해 볼 것이다.

Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • 제24권1호
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

Bayesian approach for categorical Table with Nonignorable Nonresponse

  • Choi, Bo-Seung;Park, You-Sung
    • 한국통계학회:학술대회논문집
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    • 한국통계학회 2005년도 추계 학술발표회 논문집
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    • pp.59-65
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    • 2005
  • We propose five Bayesian methods to estimate the cell expectation in an incomplete multi-way categorical table with nonignorable nonresponse mechanism. We study 3 Bayesian methods which were previously applied to one-way categorical tables. We extend them to multi-way tables and, in addition, develop 2 new Bayesian methods for multi-way categorical tables. These five methods are distinguished by different priors on the cell probabilities: two of them have the priors determined only by information of respondents; one has a constant prior; and the remaining two have priors reflecting the difference in the response mechanisms between respondent and non-respondent. We also compare the five Bayesian methods using a categorical data for a prospective study of pregnant women.

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Nonparametric Bayesian Multiple Change Point Problems

  • Kim, Chansoo;Younshik Chung
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.1-16
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    • 2002
  • Since changepoint identification is important in many data analysis problem, we wish to make inference about the locations of one or more changepoints of the sequence. We consider the Bayesian nonparameteric inference for multiple changepoint problem using a Bayesian segmentation procedure proposed by Yang and Kuo (2000). A mixture of products of Dirichlet process is used as a prior distribution. To decide whether there exists a single change or not, our approach depends on nonparametric Bayesian Schwartz information criterion at each step. We discuss how to choose the precision parameter (total mass parameter) in nonparametric setting and show that the discreteness of the Dirichlet process prior can ha17e a large effect on the nonparametric Bayesian Schwartz information criterion and leads to conclusions that are very different results from reasonable parametric model. One example is proposed to show this effect.

와이블분포 하에서 베이지안 기법과 전통적 기법 간의 신뢰도 추정 정확도 비교 (A Comparison of the Reliability Estimation Accuracy between Bayesian Methods and Classical Methods Based on Weibull Distribution)

  • 조형준;임준형;김용수
    • 대한산업공학회지
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    • 제42권4호
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    • pp.256-262
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    • 2016
  • The Weibull is widely used in reliability analysis, and several studies have attempted to improve estimation of the distribution's parameters. least squares estimation (LSE) or Maximum likelihood estimation (MLE) are often used to estimate distribution parameters. However, it has been proven that Bayesian methods are more suitable for small sample sizes than LSE and MLE. In this work, the Weibull parameter estimation accuracy of LSE, MLE, and Bayesian method are compared for sample sets with 3 to 30 data points. The Bayesian method was most accurate for sample sizes under 25, and the accuracy of the Bayesian method was similar to LSE and MLE as the sample size increased.

The Improved Joint Bayesian Method for Person Re-identification Across Different Camera

  • Hou, Ligang;Guo, Yingqiang;Cao, Jiangtao
    • Journal of Information Processing Systems
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    • 제15권4호
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    • pp.785-796
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    • 2019
  • Due to the view point, illumination, personal gait and other background situation, person re-identification across cameras has been a challenging task in video surveillance area. In order to address the problem, a novel method called Joint Bayesian across different cameras for person re-identification (JBR) is proposed. Motivated by the superior measurement ability of Joint Bayesian, a set of Joint Bayesian matrices is obtained by learning with different camera pairs. With the global Joint Bayesian matrix, the proposed method combines the characteristics of multi-camera shooting and person re-identification. Then this method can improve the calculation precision of the similarity between two individuals by learning the transition between two cameras. For investigating the proposed method, it is implemented on two compare large-scale re-ID datasets, the Market-1501 and DukeMTMC-reID. The RANK-1 accuracy significantly increases about 3% and 4%, and the maximum a posterior (MAP) improves about 1% and 4%, respectively.