• Title/Summary/Keyword: logistic prior

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Noninformative priors for the log-logistic distribution

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.1
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    • pp.227-235
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    • 2014
  • In this paper, we develop the noninformative priors for the scale parameter and the shape parameter in the log-logistic distribution. We developed the first and second order matching priors. It turns out that the second order matching prior matches the alternative coverage probabilities, and is a highest posterior density matching prior. Also we revealed that the derived reference prior is the second order matching prior for both parameters, but Jerffrey's prior is not a second order matching prior. We showed that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

Noninformative priors for the ratio of the scale parameters in the half logistic distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.833-841
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    • 2012
  • In this paper, we develop the noninformative priors for the ratio of the scale parameters in the half logistic distributions. We develop the first and second order matching priors. It turns out that the second order matching prior matches the alternative coverage probabilities, and is a highest posterior density matching prior. Also we reveal that the one-at-a-time reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

Bayesian estimation in the generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Se, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.977-989
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide Bayesian estimation of the shape parameter and reliability function in the generalized half logistic distribution based on progressively Type-II censored data under various loss functions. We here consider conjugate prior and noninformative prior and corresponding posterior distributions are obtained. As an illustration, we examine the validity of our estimation using real data and simulated data.

Default Bayesian hypothesis testing for the scale parameters in the half logistic distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.465-472
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    • 2014
  • This article deals with the problem of testing the equality of the scale parameters in the half logistic distributions. We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative priors. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened up to a multiplicative constant. Thus we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Default Bayesian one sided testing for the shape parameter in the log-logistic distribution

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1583-1592
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    • 2015
  • This paper deals with the problem of testing on the shape parameter in the log-logistic distribution. We propose default Bayesian testing procedures for the shape parameter under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. We can solve the this problem by the intrinsic Bayes factor and the fractional Bayes factor. Therefore we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Default Bayesian testing for scale parameters in the log-logistic distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1501-1511
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    • 2015
  • This paper deals with the problem of testing on the equality of the scale parameters in the log-logistic distributions. We propose default Bayesian testing procedures for the scale parameters under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Therefore, we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference priors. To justify proposed procedures, a simulation study is provided and also, an example is given.

Simulation studies to compare bayesian wavelet shrinkage methods in aggregated functional data

  • Alex Rodrigo dos Santos Sousa
    • Communications for Statistical Applications and Methods
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    • v.30 no.3
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    • pp.311-330
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    • 2023
  • The present work describes simulation studies to compare the performances in terms of averaged mean squared error of bayesian wavelet shrinkage methods in estimating component curves from aggregated functional data. Five bayesian methods available in the literature were considered to be compared in the studies: The shrinkage rule under logistic prior, shrinkage rule under beta prior, large posterior mode (LPM) method, amplitude-scale invariant Bayes estimator (ABE) and Bayesian adaptive multiresolution smoother (BAMS). The so called Donoho-Johnstone test functions, logit and SpaHet functions were considered as component functions and the scenarios were defined according to different values of sample size and signal to noise ratio in the datasets. It was observed that the signal to noise ratio of the data had impact on the performances of the methods. An application of the methodology and the results to the tecator dataset is also done.

Sparse Multinomial Kernel Logistic Regression

  • Shim, Joo-Yong;Bae, Jong-Sig;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • v.15 no.1
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    • pp.43-50
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    • 2008
  • Multinomial logistic regression is a well known multiclass classification method in the field of statistical learning. More recently, the development of sparse multinomial logistic regression model has found application in microarray classification, where explicit identification of the most informative observations is of value. In this paper, we propose a sparse multinomial kernel logistic regression model, in which the sparsity arises from the use of a Laplacian prior and a fast exact algorithm is derived by employing a bound optimization approach. Experimental results are then presented to indicate the performance of the proposed procedure.

Unemployment Duration and Re-employment Pattern : An Analysis using Weibull Model and Logistic Regression Model (실업자의 재취업과 재취업 형태에 관한 연구 : Weibull Survival Model과 Logistic Regression을 이용한 분석)

  • Kang, Chul-Hee;Kim, Kyo-Seong
    • Korean Journal of Social Welfare
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    • v.39
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    • pp.5-40
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    • 1999
  • Little is known about unemployment duration and re-employment pattern. This paper empirically examines unemployment duration and re-employment pattern using data by the 1998 national survey about the unemployed and their needs. A parametric survival model(Weibull model) is adopted to identify variables predicting unemployment duration. It is found that the data including people without unemployment insurance as well as people with unemployment insurance fit the Weibull model including the hazard distribution that the hazard of reemployment is increasing at an decreasing rate. Variables that affect unemployment duration are age, householdership, family income, size of prior employment organization, and cause of unemployment. In re-employment pattern, statistically significant variables are age, type of prior employment industry, prior employment pattern, and membership in unemployment insurance. This paper provides a basic knowledge about realities of unemployed individuals in the economic crisis period of Korea, identifies research areas for further research, and develops policy implications for the unemployed.

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Prediction of Galloping Accidents in Power Transmission Line Using Logistic Regression Analysis

  • Lee, Junghoon;Jung, Ho-Yeon;Koo, J.R.;Yoon, Yoonjin;Jung, Hyung-Jo
    • Journal of Electrical Engineering and Technology
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    • v.12 no.2
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    • pp.969-980
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    • 2017
  • Galloping is one of the most serious vibration problems in transmission lines. Power lines can be extensively damaged owing to aerodynamic instabilities caused by ice accretion. In this study, the accident probability induced by galloping phenomenon was analyzed using logistic regression analysis. As former studies have generally concluded, main factors considered were local weather factors and physical factors of power delivery systems. Since the number of transmission towers outnumbers the number of weather observatories, interpolation of weather factors, Kriging to be more specific, has been conducted in prior to forming galloping accident estimation model. Physical factors have been provided by Korea Electric Power Corporation, however because of the large number of explanatory variables, variable selection has been conducted, leaving total 11 variables. Before forming estimation model, with 84 provided galloping cases, 840 non-galloped cases were chosen out of 13 billion cases. Prediction model for accidents by galloping has been formed with logistic regression model and validated with 4-fold validation method, corresponding AUC value of ROC curve has been used to assess the discrimination level of estimation models. As the result, logistic regression analysis effectively discriminated the power lines that experienced galloping accidents from those that did not.