• The Korean Journal of Applied Statistics
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• v.28 no.2
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• pp.335-342
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• 2015

Joint hierarchical generalized linear models proposed by Molas et al. (2013) extend the simple longitudinal model into multiple models fitted jointly. It can easily handle the correlation of multivariate longitudinal data. In this paper, we apply this method to analyze KoGES cohort dataset. Fixed unknown parameters, random effects and variance components are estimated based on a standard framework of h-likelihood theory. Furthermore, based on the conditional Akaike information criterion the correlated covariance structure of random-effect model is selected rather than an independent structure.

• Proceedings of the Korean Statistical Society Conference
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• 2003.05a
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• pp.79-84
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• 2003

Likelihood estimation in random-effect models is often complicated because the marginal likelihood involves an analytically intractable integral. Numerical integration such as Gauss-Hermite quadrature is an option, but is generally not recommended when the dimensionality of the integral is high. An alternative is the use of hierarchical likelihood, which avoids such burdensome numerical integration. These two approaches for fitting binary data are compared and the advantages of using the hierarchical likelihood are discussed. Random-effect models for binary outcomes and for bivariate binary-continuous outcomes are considered.

• Journal of the Korean Data and Information Science Society
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• v.11 no.2
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• pp.313-318
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• 2000

This article addresses aspects of combining information, with special attention to meta-analysis. In specific, we consider hierarchical Bayesian models for meta-analysis under priors which are scale mixtures of normal, and thus have tail heavier than that of the normal. Numerical methods of finding Bayes estimators under these heavy tailed prior are given, and are illustrated with an actual example.

• Journal of the Korea Society for Simulation
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• v.2 no.1
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• pp.31-44
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• 1993

Zeigler's DEVS(Discrete Event Systems Specification) formalism supports formal specification of discrete event systems in a hierarchical , modular manner. Associated are hierarchical, distributed simulation algorithms, called abstract simulators, which interpret dynamics of DEVS models. This paper deals with performance evaluation of P-DEVSIM ++, a parallel simulation environment which implements the DEVS formalism and associated simulation algorithms in a parallel environment. Performance simulator has been developed and used to experiment models of parallel simulation executions in different conditions. The experimental result shows that simulation time depends on both the number of processors in the parallel system and the communication overheads among such processors.

• Journal of the Korean Statistical Society
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• v.19 no.1
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• pp.45-53
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• 1990

Factorization models are a generalization of hierarchical loglinear models which apply equally to discrete and continuous distributions. In regular (strictly positive) cases the intersection of two factorization models is another factorization model whose representation is obtained by a simple algorithm. Failure of this result in an irregular case is related to a theorem of Basu on ancillary statistics.

• 한국데이터정보과학회:학술대회논문집
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• 2005.04a
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• pp.200-201
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• 2005

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1147-1151
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• 2009

In this study, we address the problem of producing probability forecasts of summer seasonal rainfall, on the basis of Hindcast experiments from a ensemble of GCMs(cwb, gcps, gdaps, metri, msc_gem, msc_gm2, msc_gm3, msc_sef and ncep). An advanced Hierarchical Bayesian weighting scheme is developed and used to combine nine GCMs seasonal hindcast ensembles. Hindcast period is 23 years from 1981 to 2003. The simplest approach for combining GCM forecasts is to weight each model equally, and this approach is referred to as pooled ensemble. This study proposes a more complex approach which weights the models spatially and seasonally based on past model performance for rainfall. The Bayesian approach to multi-model combination of GCMs determines the relative weights of each GCM with climatology as the prior. The weights are chosen to maximize the likelihood score of the posterior probabilities. The individual GCM ensembles, simple poolings of three and six models, and the optimally combined multimodel ensemble are compared.

• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.803-814
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• 2016

Recent times have seen an exponential increase in the amount of spatial data, which is in many cases associated with temporal data. Recent advances in computer technology and computation of hierarchical Bayesian models have enabled to analyze complex spatio-temporal data. Our work aims at modeling data of daily average nitrogen dioxide (NO2) levels obtained from 25 air monitoring sites in Seoul between 2003 and 2010. We considered an independent Gaussian process model and an auto-regressive model and carried out estimation within a hierarchical Bayesian framework with Markov chain Monte Carlo techniques. A Gaussian predictive process approximation has shown the better prediction performance rather than a Hierarchical auto-regressive model for the illustrative NO2 concentration levels at any unmonitored location.

• Proceedings of the Korean Society for the Gifted Conference
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• 2005.05a
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• pp.173-180
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• 2005

The purpose of this study was to identify common and domain-specific cognitive characteristics of gifted students based on a hierarchical structural model of human abilities. This study is based on the premise that abilities identified by tests can appear as observable characteristics in test or school situations. Abilities proposed by major models of intelligence were reviewed in terms of their power to explain cognitive characteristics of gifted students. However, due to the lack of their explanatory power and disagreement on common and domain-specific cognitive abilities, a new hierarchical structural model was conceptualized in a unique way based on interrelationships between abilities proposed by the models. The newly established model hypothesizes a cognitive mechanism that accounts for how domain-specific knowledge is formed, as well as which abilities are common and domain-specific, how they are related functionally, and how they account for common and domain-specific cognitive characteristics of gifted students. The cognitive mechanism has important implications for our understanding of the chronically controversial concepts, 'intelligence' and 'knowledge.' Clearer definitions of what intelligence is (g or multiple), what knowledge is, and how knowledge develops ('genetic or environmental,' 'rationalistic or empiricist') may result from this model.

• Communications for Statistical Applications and Methods
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• v.22 no.4
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• pp.349-359
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• 2015

We study a semiparametric Bayesian approach to small area estimation under a nested error linear regression model with area level covariate subject to measurement error. Consideration is given to radial basis functions for the regression spline and knots on a grid of equally spaced sample quantiles of covariate with measurement errors in the nested error linear regression model setup. We conduct a hierarchical Bayesian structural measurement error model for small areas and prove the propriety of the joint posterior based on a given hierarchical Bayesian framework since some priors are defined non-informative improper priors that uses Markov Chain Monte Carlo methods to fit it. Our methodology is illustrated using numerical examples to compare possible models based on model adequacy criteria; in addition, analysis is conducted based on real data.