• 제목/요약/키워드: objective priors

검색결과 20건 처리시간 0.021초

Objective Bayesian inference based on upper record values from Rayleigh distribution

  • Seo, Jung In;Kim, Yongku
    • Communications for Statistical Applications and Methods
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    • 제25권4호
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    • pp.411-430
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    • 2018
  • The Bayesian approach is a suitable alternative in constructing appropriate models for observed record values because the number of these values is small. This paper provides an objective Bayesian analysis method for upper record values arising from the Rayleigh distribution. For the objective Bayesian analysis, the Fisher information matrix for unknown parameters is derived in terms of the second derivative of the log-likelihood function by using Leibniz's rule; subsequently, objective priors are provided, resulting in proper posterior distributions. We examine if these priors are the PMPs. In a simulation study, inference results under the provided priors are compared through Monte Carlo simulations. Through real data analysis, we reveal a limitation of the appropriate confidence interval based on the maximum likelihood estimator for the scale parameter and evaluate the models under the provided priors.

Noninformative priors for the common shape parameter of several inverse Gaussian distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제26권1호
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    • pp.243-253
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    • 2015
  • In this paper, we develop the noninformative priors for the common shape parameter of several inverse Gaussian distributions. Specially, we want to develop noninformative priors which satisfy certain objective criterion. The probability matching priors and reference priors of the common shape parameter will be developed. It turns out that the second order matching prior does not exist. The reference priors satisfy the first order matching criterion, but Jeffrey's prior is not the first 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 parameters of two Maxwell distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • 제24권3호
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    • pp.643-650
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    • 2013
  • We develop noninformative priors for a ratio of parameters of two Maxwell distributions which is used to check the equality of two Maxwell distributions. Specially, we focus on developing probability matching priors and Je reys' prior for objectiv Bayesian inferences. The probability matching priors, under which the probability of the Bayesian credible interval matches the frequentist probability asymptotically, are developed. The posterior propriety under the developed priors will be shown. Some simulations are performed for identifying the usefulness of proposed priors in objective Bayesian inference.

OBJECTIVE BAYESIAN APPROACH TO STEP STRESS ACCELERATED LIFE TESTS

  • Kim Dal-Ho;Lee Woo-Dong;Kang Sang-Gil
    • Journal of the Korean Statistical Society
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    • 제35권3호
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    • pp.225-238
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    • 2006
  • This paper considers noninformative priors for the scale parameter of exponential distribution when the data are collected in step stress accelerated life tests. We find the Jeffreys' and reference priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior in this problem. Some simulation results are given and we perform Bayesian analysis for proposed priors using some data.

An objective Bayesian analysis for multiple step stress accelerated life tests

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제20권3호
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    • pp.601-614
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    • 2009
  • This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

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Noninformative priors for the common location parameter in half-t distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제21권6호
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    • pp.1327-1335
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    • 2010
  • In this paper, we want to develop objective priors for the common location parameter in two half-t distributions with unequal scale parameters. The half-t distribution is a non-regular class of distribution. One can not develop the reference prior by using the algorithm of Berger of Bernardo (1989). Specially, we derive the reference priors and prove the propriety of joint posterior distribution under the developed priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

Adversarial Complementary Learning for Just Noticeable Difference Estimation

  • Dong Yu;Jian Jin;Lili Meng;Zhipeng Chen;Huaxiang Zhang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제18권2호
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    • pp.438-455
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    • 2024
  • Recently, many unsupervised learning-based models have emerged for Just Noticeable Difference (JND) estimation, demonstrating remarkable improvements in accuracy. However, these models suffer from a significant drawback is that their heavy reliance on handcrafted priors for guidance. This restricts the information for estimating JND simply extracted from regions that are highly related to handcrafted priors, while information from the rest of the regions is disregarded, thus limiting the accuracy of JND estimation. To address such issue, on the one hand, we extract the information for estimating JND in an Adversarial Complementary Learning (ACoL) way and propose an ACoL-JND network to estimate the JND by comprehensively considering the handcrafted priors-related regions and non-related regions. On the other hand, to make the handcrafted priors richer, we take two additional priors that are highly related to JND modeling into account, i.e., Patterned Masking (PM) and Contrast Masking (CM). Experimental results demonstrate that our proposed model outperforms the existing JND models and achieves state-of-the-art performance in both subjective viewing tests and objective metrics assessments.

Convergence of MAP-EM Algorithms with Nonquadratic Smoothing Priors

  • Lee, Soo-Jin
    • 대한의용생체공학회:학술대회논문집
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    • 대한의용생체공학회 1997년도 추계학술대회
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    • pp.361-364
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    • 1997
  • Bayesian MAP-EM approaches have been quite useful or tomographic reconstruction in that they can stabilize the instability of well-known ML-EM approaches, and can incorporate a priori information on the underlying emission object. However, MAP reconstruction algorithms with expressive priors often suffer from the optimization problem when their objective unctions are nonquadratic. In our previous work [1], we showed that the use of deterministic annealing method greatly reduces computational burden or optimization and provides a good solution or nonquadratic objective unctions. Here, we further investigate the convergence of the deterministic annealing algorithm; our experimental results show that, while the solutions obtained by a simple quenching algorithm depend on the initial conditions, the estimates converged via deterministic annealing algorithm are consistent under various initial conditions.

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Survey of nonlinear state estimation in aerospace systems with Gaussian priors

  • Coelho, Milca F.;Bousson, Kouamana;Ahmed, Kawser
    • Advances in aircraft and spacecraft science
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    • 제7권6호
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    • pp.495-516
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    • 2020
  • Nonlinear state estimation is a desirable and required technique for many situations in engineering (e.g., aircraft/spacecraft tracking, space situational awareness, collision warning, radar tracking, etc.). Due to high standards on performance in these applications, in the last few decades, there was an increasing demand for methods that are able to provide more accurate results. However, because of the mathematical complexity introduced by the nonlinearities of the models, the nonlinear state estimation uses techniques that, in practice, are not so well-established which, leads to sub-optimal results. It is important to take into account that each method will have advantages and limitations when facing specific environments. The main objective of this paper is to provide a comprehensive overview and interpretation of the most well-known methods for nonlinear state estimation with Gaussian priors. In particular, the Kalman filtering methods: EKF (Extended Kalman Filter), UKF (Unscented Kalman Filter), CKF (Cubature Kalman Filter) and EnKF (Ensemble Kalman Filter) with an aerospace perspective.

Bayesian Test for the Intraclass Correlation Coefficient in the One-Way Random Effect Model

  • Kang, Sang-Gil;Lee, Hee-Choon
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.645-654
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    • 2004
  • In this paper, we develop the Bayesian test procedure for the intraclass correlation coefficient in the unbalanced one-way random effect model based on the reference priors. That is, the objective is to compare two nested model such as the independent and intraclass models using the factional Bayes factor. Thus the model comparison problem in this case amounts to testing the hypotheses $H_1:\rho=0$ versus $H_2:{\rho}{\neq}0$. Some real data examples are provided.

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