• 제목/요약/키워드: bayesian test

검색결과 243건 처리시간 0.031초

Intrinsic Bayes Factors for Exponential Model Comparison with Censored Data

  • Kim, Dal-Ho;Kang, Sang-Gil;Kim, Seong W.
    • Journal of the Korean Statistical Society
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    • 제29권1호
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    • pp.123-135
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    • 2000
  • This paper addresses the Bayesian hypotheses testing for the comparison of exponential population under type II censoring. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic, expected and median intrinsic Bayes factors for our problem. The Monte Carlo simulation is used for calculating intrinsic Bayes factors which are compared with P-values of the classical test.

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베이지안 기법을 이용한 주관적 가중선형효용모형 (The Subjectively Weighted Linear Utility Model using Bayesian Approach)

  • 김기윤;나관식
    • 한국경영과학회지
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    • 제19권3호
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    • pp.111-129
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    • 1994
  • In this study, we develope a revised model as well as application of decision problem under ambiguity based on the subjectively weighted linear utility medel. Bayes'rule is used when there are ambiguous probabilities on a decision problem and test information is available. A procedure for assessing the ambiguity aversion function is also presented. Decision problem of chemical corporation is used for an illustration of the application of the subjectively weighted linear utility model using Bayesian approach. We present the optimal decisiond using newly developed model. We also perform the sensitivity analysis to assure ourselves about the conclusion we obtianed on degree of ambiguity aversion due to characterize parameter of subjectively weighted linear utility model.

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Binary Segmentation Procedure for Detecting Change Points in a DNA Sequence

  • Yang Tae Young;Kim Jeongjin
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.139-147
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    • 2005
  • It is interesting to locate homogeneous segments within a DNA sequence. Suppose that the DNA sequence has segments within which the observations follow the same residue frequency distribution, and between which observations have different distributions. In this setting, change points correspond to the end points of these segments. This article explores the use of a binary segmentation procedure in detecting the change points in the DNA sequence. The change points are determined using a sequence of nested hypothesis tests of whether a change point exists. At each test, we compare no change-point model with a single change-point model by using the Bayesian information criterion. Thus, the method circumvents the computational complexity one would normally face in problems with an unknown number of change points. We illustrate the procedure by analyzing the genome of the bacteriophage lambda.

Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • 제6권1호
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    • pp.237-249
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    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

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베이지안 학습을 이용한 문서의 자동분류 (An Automatic Document Classification with Bayesian Learning)

  • 김진상;신양규
    • Journal of the Korean Data and Information Science Society
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    • 제11권1호
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    • pp.19-30
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    • 2000
  • 정보통신기술의 비약적인 발전은 온라인으로 생성되는 전자문서의 양을 폭발적으로 증가시키고 있다. 따라서 수동으로 문서를 분류하던 종래의 방법 대신 문서의 자동분유 기술 개발이 특별히 요구되고 있다. 본 논문에서는 베이지안 학습 기법을 이용하여 문서를 자동으로 분류하는 방법을 연구하고, 20개의 유즈넷 뉴스그룹 문서들을 분류하도록 시험하였다. 사용한 알고리즘은 Naive Bayes Classifier이며, 구현한 시스템을 이용해 유즈넷 문서를 대상으로 자동분류를 실험한 결과 분류의 정확률이 약 77%로 나타났다.

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Reliability Analysis of Underwater Mobile Robot for Automated Reactor Inspection using Bayesian Belief Nets

  • Eom, Heung-Seop;Kim, Jae-Hee
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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    • pp.137.5-137
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    • 2001
  • This paper proposes a method that combines diverse evidence relevant to the reliability to evaluate the reliability of complicated systems such as robots. In practice, reliability experts combine diverse evidences relevant to the reliability and infer the answers by using their own way that are mostly informal. The proposed method also combines diverse evidence and performs inferences but informal and quantitative way by using the benefits of Bayesian Belief Nets (BBN). Diverse evidences could be those from dassical analysis techniques, test results, quality assurance about the process of manufacturing, and the quality of the company or development team, etc. Some of these evidences are qualitative and others are quantitative. Both are ...

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A Bayesian Test for Simple Tree Ordered Alternative using Intrinsic Priors

  • Kim, Seong W.
    • Journal of the Korean Statistical Society
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    • 제28권1호
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    • pp.73-92
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    • 1999
  • In Bayesian model selection or testing problems, one cannot utilize standard or default noninformative priors, since these priors are typically improper and are defined only up to arbitrary constants. The resulting Bayes factors are not well defined. A recently proposed model selection criterion, the intrinsic Bayes factor overcomes such problems by using a part of the sample as a training sample to get a proper posterior and then use the posterior as the prior for the remaining observations to compute the Bayes factor. Surprisingly, such Bayes factor can also be computed directly from the full sample by some proper priors, namely intrinsic priors. The present paper explains how to derive intrinsic priors for simple tree ordered exponential means. Some numerical results are also provided to support theoretical results and compare with classical methods.

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야지환경의 비포장도로용 지역경로계획 (Local Path Plan for Unpaved Road in Rough Environment)

  • 이영일;최덕선;박용운
    • 한국군사과학기술학회지
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    • 제16권6호
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    • pp.726-732
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    • 2013
  • It is required for UGV(Unmanned Ground Vehicle) to have a LPP(Local Path Plan) component which generate a local path via the center of road by analyzing binary map to travel autonomously unpaved road in rough environment. In this paper, we present the method of boundary estimation for unpaved road and a local path planning method based on RANGER algorithm using the estimated boundary. In specially, the paper presents an approach to estimate road boundary and the selection method of candidate path to minimize the problem of zigzag driving based on Bayesian probability reasoning. Field test is conducted with scenarios in rough environment in which bush, tree and unpaved road are included and the performance of proposed method is validated.

Fuzzy 개념을 이용한 RC도로교의 건전성평가 모델 개발 (Development of Integrity Assessment Model for Reinforced Concrete Highway Bridges Using Fuzzy Concept)

  • 나기현;박주원;이증빈;정철원
    • 한국구조물진단유지관리공학회 논문집
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    • 제2권2호
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    • pp.151-161
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    • 1998
  • In this study, an attempt is made to apply the concept of fuzzy-bayesian theory to the integrity assessment of RC highway bridge, and uncertainty states are represented in terms of fuzzy sets which define several linguistic variables such as "very good", "good", "average", "poor", "very poor", etc. Especially, the concept of fuzzy conditional probability aids to derive a new reliability analysis which includes the subjective assessment of engineers without introducing any additional correction factors. The fuzzy concept are also used as reliability indexes for the condition assessment based on the proposed models, the proposed fuzzy theory-based approach with the results of visual inspection and extensive field load tests are applied to the integrity assessment of a new RC highway bridge, namely, Jichok bridge.

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Recognizing Hand Digit Gestures Using Stochastic Models

  • Sin, Bong-Kee
    • 한국멀티미디어학회논문지
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    • 제11권6호
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    • pp.807-815
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    • 2008
  • A simple efficient method of spotting and recognizing hand gestures in video is presented using a network of hidden Markov models and dynamic programming search algorithm. The description starts from designing a set of isolated trajectory models which are stochastic and robust enough to characterize highly variable patterns like human motion, handwriting, and speech. Those models are interconnected to form a single big network termed a spotting network or a spotter that models a continuous stream of gestures and non-gestures as well. The inference over the model is based on dynamic programming. The proposed model is highly efficient and can readily be extended to a variety of recurrent pattern recognition tasks. The test result without any engineering has shown the potential for practical application. At the end of the paper we add some related experimental result that has been obtained using a different model - dynamic Bayesian network - which is also a type of stochastic model.

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