• Title/Summary/Keyword: empirical bayes method

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A Study on the Posterior Density under the Bayes-empirical Bayes Models

  • Sohn, Joong-K.Sohn;Kim, Heon-Joo-Kim
    • Communications for Statistical Applications and Methods
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    • v.3 no.3
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    • pp.215-223
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    • 1996
  • By using Tukey's generalized lambda distribution, appoximate posterior density is derived under the Bayes-empirical Bayes model. The sensitivity of posterior distribution to the hyperprior distribution is examined by using Tukey's generalized lambda distriburion which approximate many well-knmown distributions. Based upon Monte Varlo simulation studies it can be said that posterior distribution is sensitive to the cariance of the prior distribution and to the symmetry of the hyperprior distribution. Also posterior distribution is approximately obtained by using the following methods : Lindley method, Laplace method and Gibbs sampler method.

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Bayesian small area estimations with measurement errors

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.885-893
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    • 2013
  • This paper considers Bayes estimations of the small area means under Fay-Herriot model with measurement errors. We provide empirical Bayes predictors of small area means with the corresponding jackknifed mean squared prediction errors. Also we obtain hierarchical Bayes predictors and the corresponding posterior standard deviations using Gibbs sampling. Numerical studies are provided to illustrate our methods and compare their eciencies.

A Study on the Traffic Accident Estimation Model using Empirical Bayes Method (Empirical Bayes Method를 이용한 교통사고 예측모형)

  • Gang, Hyeon-Geon;Gang, Seung-Gyu;Jang, Yong-Ho
    • Journal of Korean Society of Transportation
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    • v.27 no.5
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    • pp.135-144
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    • 2009
  • This study estimates the expected number of accidents in Kyungbuk Province to capitalize on experience gained from four years of accident history using the Empirical Bayes (EB) Method. The number of accidents of each site in Kyungbuk Province is recalculated using the Equivalent Property Damage Only (EPDO) method to reflect the severities of the accidents. A cluster analysis is performed to determine similar sites and a unique Safety Performance Function (SPF) is established for each site. The overdispersion parameter is built to correct the difference between the actual number of accidents and the underlying probability distribution. To adjust for varying traffic characteristics of each site, a relative weight is applied and eventually estimates the expected number of accidents. The results show that the highest accident sites are Kimcheon, Youngcheon, and Chilgok, but on the other hand the lowest is Gunwi.

Standard Error of Empirical Bayes Estimate in NONMEM$^{(R)}$ VI

  • Kang, Dong-Woo;Bae, Kyun-Seop;Houk, Brett E.;Savic, Radojka M.;Karlsson, Mats O.
    • The Korean Journal of Physiology and Pharmacology
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    • v.16 no.2
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    • pp.97-106
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    • 2012
  • The pharmacokinetics/pharmacodynamics analysis software NONMEM$^{(R)}$ output provides model parameter estimates and associated standard errors. However, the standard error of empirical Bayes estimates of inter-subject variability is not available. A simple and direct method for estimating standard error of the empirical Bayes estimates of inter-subject variability using the NONMEM$^{(R)}$ VI internal matrix POSTV is developed and applied to several pharmacokinetic models using intensively or sparsely sampled data for demonstration and to evaluate performance. The computed standard error is in general similar to the results from other post-processing methods and the degree of difference, if any, depends on the employed estimation options.

Safety Improvement Analysis of Roundabouts in Jeollabuk-do Province using Accident Prediction Model (사고예측모형을 활용한 회전교차로 안전성 향상에 관한 연구 - 전라북도를 중심으로 -)

  • Kim, Chil Hyun;Kwon, Yong Seok;Kang, Kuy Dong
    • International Journal of Highway Engineering
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    • v.18 no.4
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    • pp.93-102
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    • 2016
  • PURPOSES : There are many recently constructed roundabouts in Jeollabuk-do province. This study analyzed how roundabouts reduce the risk of accidents and improve safety in the province. METHODS : This study analyzed safety improvement at roundabouts by using an accident prediction model that uses an Empirical Bayes method based on negative binomial distribution. RESULTS : The results of our analysis model showed that the total number of accidents decreased from 130 to 51. Roundabouts also decreased casualties; the number of casualties decreased from 7 to 0 and the seriously wounded from 87 to 16. The effectiveness of accident reduction as analyzed by the accident prediction model with the Empirical Bayes method was 60%. CONCLUSIONS : The construction of roundabouts can bring about a reduction in the number of accidents and casualties, and make intersections safer.

Effect Analysis on Red Light Camera for Signalized Intersection Safety -Focused on Side Right-Angle Collision Accidents- (신호교차로 안전성향상을 위한 단속카메라의 효과분석 연구 -측면직각 충돌사고를 중심으로-)

  • Oh, Ju Taek;Kim, Yong Seok;Lee, Yong Chul
    • International Journal of Highway Engineering
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    • v.17 no.1
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    • pp.119-127
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    • 2015
  • PURPOSES : Before-and-after studies of red light cameras were conducted with the aim of reducing the number of side right-angle collisions. Three different methods were used for the before-and-after studies, and the analysis results were compared. METHODS : This research used the naive before-and-after method, the comparison-group method, and the empirical Bayes method to study the effects of red light cameras on side-angle collisions. The results of the three before-and-after methods were compared and interpreted in terms of safety indications at signalized intersections. RESULTS : The research results showed that side right-angle collisions can be reduced by installing red light cameras at signalized intersections. All three methods guarantee safety improvements of 25~30% on average. With regard to the results of each method, the naive before-and-after method, the comparison-group method, and the empirical Bayes method showed safety improvements of 25.6%, 27.8%, and 29.7%, respectively. CONCLUSIONS : It was concluded that red light cameras are an effective countermeasure to improve intersection safety. In particular, by installing red light cameras, side right-angle collisions can be reduced by up to approximately 25~30%.

Effects on the Accident Reduction of Red Light Camera Using Empirical Bayes Method (경험적 베이즈 방법을 이용한 무인신호위반단속장비의 사고감소 효과)

  • Kim, Tae-Young;Park, Byung-Ho
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.8 no.6
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    • pp.46-54
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    • 2009
  • This study deals with the effects on the accident reduction according to the installation of RLC (red light cameras). The objective is to analyze the effects on the accident reduction using EB (Empirical Bayes) method. In pursuing the above, the study uses the 728 accident data occurred at the 28 intersections which RLC are installed. The main results are as follows. First, the effects of accident reduction were analyzed to be 20.74% by simple before-after study method. Second, the safety performance functions (SPF) were developed by the Poisson and negative binominal regression models, and since the over-dispersion parameter was close to zero, Poisson model was evaluated to be more appropriate than the negative binominal model. Also, the Poisson model was analyzed to be statistically significant because its ${\rho}^2$ value was 0.409. Finally, the results of analysis using an EB method showed that the accidents were reduced by range from 3.89 to 29.23%.

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A Study on the Bayes Estimation Application for Korean Standard-Quality Excellence Index(KS-QEI) (베이즈 추정방식의 품질우수성지수 적용 방안에 관한 연구)

  • Kim, Tai Kyoo;Kim, Myung Joon
    • Journal of Korean Society for Quality Management
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    • v.42 no.4
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    • pp.747-756
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    • 2014
  • Purpose: The purpose of this study is to apply the Bayesian estimation methodology for producing 'Korean Standard -Quality Excellence Index' model and prove the effectiveness of the new approach based on survey data by comparing the current index with the new index produced by Bayesian estimation method. Methods: The 'Korean Standard -Quality Excellence Index' was produced through the collected survey data by Bayesian estimation method and comparing the deviation with two results for confirming the effectiveness of suggested application. Results: The statistical analysis result shows that suggested estimator, that is, empirical Bayes estimator improves the effectiveness of the index with regard to reduce the error under specific loss function, which is suggested for checking the goodness of fit. Conclusion: Considering the Bayesian techniques such as empirical Bayes estimator for producing the quality excellence index reduces the error for estimating the parameter of interest and furthermore various Bayesian perspective approaches seems to be meaningful for producing the corresponding index.