• Title/Summary/Keyword: metropolis-hastings algorithm

Search Result 43, Processing Time 0.019 seconds

A Bayesian Poisson model for analyzing adverse drug reaction in self-controlled case series studies (베이지안 포아송 모형을 적용한 자기-대조 환자군 연구에서의 약물상호작용 위험도 분석)

  • Lee, Eunchae;Hwang, Beom Seuk
    • The Korean Journal of Applied Statistics
    • /
    • v.33 no.2
    • /
    • pp.203-213
    • /
    • 2020
  • The self-controlled case series (SCCS) study measures the relative risk of exposure to exposure period by setting the non-exposure period of the patient as the control period without a separate control group. This method minimizes the bias that occurs when selecting a control group and is often used to measure the risk of adverse events after taking a drug. This study used SCCS to examine the increased risk of side effects when two or more drugs are used in combination. A conditional Poisson model is assumed and analyzed for drug interaction between the narcotic analgesic, tramadol and multi-frequency combination drugs. Bayesian inference is used to solve the overfitting problem of MLE and the normal or Laplace prior distributions are used to measure the sensitivity of the prior distribution.

Comparison between Uncertainties of Cultivar Parameter Estimates Obtained Using Error Calculation Methods for Forage Rice Cultivars (오차 계산 방식에 따른 사료용 벼 품종의 품종모수 추정치 불확도 비교)

  • Young Sang Joh;Shinwoo Hyun;Kwang Soo Kim
    • Korean Journal of Agricultural and Forest Meteorology
    • /
    • v.25 no.3
    • /
    • pp.129-141
    • /
    • 2023
  • Crop models have been used to predict yield under diverse environmental and cultivation conditions, which can be used to support decisions on the management of forage crop. Cultivar parameters are one of required inputs to crop models in order to represent genetic properties for a given forage cultivar. The objectives of this study were to compare calibration and ensemble approaches in order to minimize the uncertainty of crop yield estimates using the SIMPLE crop model. Cultivar parameters were calibrated using Log-likelihood (LL) and Generic Composite Similarity Measure (GCSM) as an objective function for Metropolis-Hastings (MH) algorithm. In total, 20 sets of cultivar parameters were generated for each method. Two types of ensemble approach. First type of ensemble approach was the average of model outputs (Eem), using individual parameters. The second ensemble approach was model output (Epm) of cultivar parameter obtained by averaging given 20 sets of parameters. Comparison was done for each cultivar and for each error calculation methods. 'Jowoo' and 'Yeongwoo', which are forage rice cultivars used in Korea, were subject to the parameter calibration. Yield data were obtained from experiment fields at Suwon, Jeonju, Naju and I ksan. Data for 2013, 2014 and 2016 were used for parameter calibration. For validation, yield data reported from 2016 to 2018 at Suwon was used. Initial calibration indicated that genetic coefficients obtained by LL were distributed in a narrower range than coefficients obtained by GCSM. A two-sample t-test was performed to compare between different methods of ensemble approaches and no significant difference was found between them. Uncertainty of GCSM can be neutralized by adjusting the acceptance probability. The other ensemble method (Epm) indicates that the uncertainty can be reduced with less computation using ensemble approach.

Bayesian inference of longitudinal Markov binary regression models with t-link function (t-링크를 갖는 마코프 이항 회귀 모형을 이용한 인도네시아 어린이 종단 자료에 대한 베이지안 분석)

  • Sim, Bohyun;Chung, Younshik
    • The Korean Journal of Applied Statistics
    • /
    • v.33 no.1
    • /
    • pp.47-59
    • /
    • 2020
  • In this paper, we present the longitudinal Markov binary regression model with t-link function when its transition order is known or unknown. It is assumed that logit or probit models are considered in binary regression models. Here, t-link function can be used for more flexibility instead of the probit model since the t distribution approaches to normal distribution as the degree of freedom goes to infinity. A Markov regression model is considered because of the longitudinal data of each individual data set. We propose Bayesian method to determine the transition order of Markov regression model. In particular, we use the deviance information criterion (DIC) (Spiegelhalter et al., 2002) of possible models in order to determine the transition order of the Markov binary regression model if the transition order is known; however, we compute and compare their posterior probabilities if unknown. In order to overcome the complicated Bayesian computation, our proposed model is reconstructed by the ideas of Albert and Chib (1993), Kuo and Mallick (1998), and Erkanli et al. (2001). Our proposed method is applied to the simulated data and real data examined by Sommer et al. (1984). Markov chain Monte Carlo methods to determine the optimal model are used assuming that the transition order of the Markov regression model are known or unknown. Gelman and Rubin's method (1992) is also employed to check the convergence of the Metropolis Hastings algorithm.